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

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
United Parcel Service Inc -- USA Stock  

USD 117.83  0.16  0.14%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding United Parcel Service Inc is 'Strong Hold'.
For the selected time horizon United Parcel Service Inc has a risk adjusted performance of 0.131, jensen alpha of 0.0939, total risk alpha of 0.0248, sortino ratio of 0.1321 and treynor ratio of 0.2617
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 28.91 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 Return0.16Value At Risk-0.5273
Potential Upside0.9667Standard Deviation0.4798
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Vanguard Group IncCommon Shares48.4 M5.4 B
Blackrock IncCommon Shares44.3 M4.9 B
Wellington Management Group LlpCommon Shares28.9 M3.2 B
State Street CorpCommon Shares27.8 M3.1 B
Massachusetts Financial Services CoCommon Shares24.7 M2.7 B
Fmr LlcCommon Shares14.4 M1.6 B
Bank Of America CorpCommon Shares11.4 M1.3 B
Susquehanna International Group LlpCall Options3.9 M434.2 M

United Parcel Greeks

α
Alpha over DOW
= 0.093857 
βBeta against DOW= 0.59 
σ
Overall volatility
= 0.49 
 IrInformation ratio = 0.11 

United Parcel Volatility Alert

United Parcel Service Inc exhibits very low volatility with skewness of 0.26 and kurtosis of -0.94. 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 Equity182.11 % (15.17) %
Return On Asset8.99 % (15.64) %
Profit Margin5.68 % (5.50) %
Operating Margin8.92 % (10.91) %
Current Valuation96.84 B152.14 B
Shares Outstanding688 M1.43 B
Shares Owned by Insiders0.010000 % 6.91 %
Shares Owned by Institutions68.37 % 18.37 %
Number of Shares Shorted8.56 M3.24 M
Price to Earning28.91 times40.69 times
Price to Book81.89 times14.44 times
Price to Sales1.62 times17.81 times
Revenue62.92 B9.85 B
Gross Profit47.08 B21.75 B
EBITDA7.85 B1.41 B
Net Income3.57 B517.71 M
Cash and Equivalents4.61 B3.89 B
Cash per Share5.32 times5.17 times
Total Debt18.1 B7.36 B
Current Ratio1.12 times3.30 times
Book Value Per Share1.44 times13.64 times
Cash Flow from Operations4.4 B1.25 B
Short Ratio3.47 times2.09 times
Earnings Per Share4.07 times2.30 times
Price to Earnings To Growth2.35 times1.22 times
Number of Employees238.48 K10.67 K
Beta0.830.34
Market Capitalization101.74 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
Strong Hold

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Acquisition by Stoffel Robert E Jr of 1299 shares of United Parcel subject to Rule 16b-3 [view details]
Risk Adjusted Performance0.131
Market Risk Adjusted Performance0.2717
Mean Deviation0.3985
Downside Deviation0.3924
Coefficient Of Variation293.93
Standard Deviation0.4798
Variance0.2302
Information Ratio0.108
Jensen Alpha0.0939
Total Risk Alpha0.0248
Sortino Ratio0.1321
Treynor Ratio0.2617
Maximum Drawdown1.53
Value At Risk(0.53)
Potential Upside0.9667
Downside Variance0.154
Semi Variance(0.079415)
Expected Short fall(0.47)
Skewness0.2555
Kurtosis(0.94)

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 191.43 Billion. United Parcel totals roughly 96.84 Billion in current valuation claiming about 51% of equities listed under Transport Logistics And Distribution industry.