United Parcel Buy or Sell Recommendation

Macroaxis provides United Parcel Service Inc buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding United Parcel positions. The advice algorithm takes into account all of United Parcel Service Inc available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from United Parcel buy-and-hold prospective. Also please take a look at United Parcel Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Time Horizon

Risk Tolerance

Symbol
Execute Advice
United Parcel Service Inc -- USA Stock  

USD 134.01  0.93  0.7%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding United Parcel Service Inc is 'Cautious Hold'.
For the selected time horizon United Parcel Service Inc has a mean deviation of 0.7807, standard deviation of 1.12, variance of 1.26, downside variance of 0.2468, semi variance of (0.42) and expected short fall of (1)
Macroaxis provides recommendation on United Parcel Service to complement and cross-verify current analyst consensus on United Parcel Service Inc. Our buy or sell recommendation engine determines the firm potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure United Parcel Service is not overpriced, please validate all United Parcel fundamentals including its Price to Sales, Earnings Per Share, Last Dividend Paid, as well as the relationship between Cash per Share and Retained Earnings . Given that United Parcel Service has Price to Earning of 33.01 times, we advise you double-check United Parcel Service Inc market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your current risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.52Value At Risk0.56
Potential Upside2.83Standard Deviation1.12
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Schwab Charles Investment Management IncCommon Shares3.5 M421.2 M
Acadian Asset Management LlcCommon Shares1.3 M154.4 M
Bank Of MontrealCommon Shares996.5 K118.7 M
Gateway Investment Advisers LlcCommon Shares602.3 K71.8 M
National Pension ServiceCommon Shares580.8 K69.2 M
Cacti Asset Management LlcCommon Shares405.6 K48.3 M
Cwm LlcCommon Shares263.8 K31.4 M

United Parcel Greeks

α
Alpha over DOW
=0.66
β
Beta against DOW=0.63
σ
Overall volatility
=1.44
Ir
Information ratio =0.25

United Parcel Volatility Alert

United Parcel Service Inc exhibits very low volatility with skewness of 1.68 and kurtosis of 2.82. However, we advise investors to further study United Parcel Service Inc technical indicators to make sure all market info is available and is reliable.
    
 Better Than Average     
    
 Worse Than Average Compare United Parcel to competition
FundamentalsUnited ParcelPeer Average
Return On Equity165.68 % (15.17) %
Return On Asset8.77 % (15.64) %
Profit Margin5.58 % (5.5) %
Operating Margin8.75 % (10.91) %
Current Valuation130.02 B152.14 B
Shares Outstanding687.06 M1.43 B
Shares Owned by Insiders0.01 % 6.91 %
Shares Owned by Institutions69.37 % 18.37 %
Number of Shares Shorted8.06 M3.24 M
Price to Earning33.01 times40.69 times
Price to Book76.67 times14.44 times
Price to Sales1.81 times17.81 times
Revenue63.97 B9.85 B
Gross Profit47.08 B21.75 B
EBITDA7.85 B1.41 B
Net Income3.57 B517.71 M
Cash and Equivalents4.46 B3.89 B
Cash per Share5.18 times5.17 times
Total Debt18.93 B7.36 B
Current Ratio1.06 times3.3 times
Book Value Per Share1.75 times13.64 times
Cash Flow from Operations5.53 B1.25 B
Short Ratio3.01 times2.09 times
Earnings Per Share4.06 times2.3 times
Price to Earnings To Growth2.56 times1.22 times
Number of Employees238.48 K10.67 K
Beta0.810.34
Market Capitalization115.55 B29.78 B
Total Asset38.31 B126.86 B
Retained Earnings4.88 B38.24 B
Working Capital2.51 B3.58 B
Current Asset13.21 B36.8 B
Current Liabilities10.7 B33.34 B
SellBuy
Cautious Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Exercise or conversion by D Davis of 334 shares of United Parcel subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.2144
Market Risk Adjusted Performance(0.8)
Mean Deviation0.7807
Downside Deviation0.4968
Coefficient Of Variation215.0
Standard Deviation1.12
Variance1.26
Information Ratio0.2459
Jensen Alpha0.6624
Total Risk Alpha(0.080276)
Sortino Ratio0.5564
Treynor Ratio(0.81)
Maximum Drawdown4.7
Value At Risk(0.56)
Potential Upside2.83
Downside Variance0.2468
Semi Variance(0.42)
Expected Short fall(1)
Skewness1.68
Kurtosis2.82

Current Valuation

United Parcel Current Valuation Analysis
United Parcel Service Inc is rated first in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Transport Logistics And Distribution industry is at this time estimated at about 308.05 Billion. United Parcel totals roughly 130.02 Billion in current valuation claiming about 42% of equities listed under Transport Logistics And Distribution industry.