United Parcel Alpha and Beta Analysis Overview

UPS -- USA Stock  

USD 118.49  0.63  0.53%

This module allows you to check different measures of market premium for United Parcel Service as well as systematic risk associated with investing in United Parcel over a specified time horizon. Also please take a look at United Parcel Backtesting, United Parcel Valuation, United Parcel Correlation, United Parcel Hype Analysis, United Parcel Volatility, United Parcel History and analyze United Parcel Performance.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

United Parcel Market Premiums

α0.1β0.1
30 days against DJI
Risk Adjusted Performance  

0.05

Jensen Alpha  

0.12

Total Risk Alpha  

0.49

Sortino Ratio  

0.0

Treynor Ratio  

1.57

United Parcel expected buy-and-hold returns

United Parcel Market Price Analysis

United Parcel Return and Market Media

The median price of United Parcel for the period between Thu, Aug 23, 2018 and Sat, Sep 22, 2018 is 122.75 with a coefficient of variation of 1.76. The daily time series for the period is distributed with a sample standard deviation of 2.15, arithmetic mean of 121.8, and mean deviation of 1.81. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
United Parcel exotic insider transaction detected09/04/2018
2
United Parcel exotic insider transaction detected09/07/2018
3
Bona fide gift to Mcdevitt John J of 330 shares of United Pa...09/10/2018
4
Acquisition by Kuehn Kurt P of 2129 shares of United Parcel ...09/13/2018
5
Exercise or conversion by David Abney of 468 shares of Unite...09/19/2018

United Parcel Upcoming Events

United Parcel Service Upcoming Company Events

Upcoming Quarterly ReportApril 27, 2017
Next Earnings ReportAugust 4, 2017

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Also please take a look at United Parcel Backtesting, United Parcel Valuation, United Parcel Correlation, United Parcel Hype Analysis, United Parcel Volatility, United Parcel History and analyze United Parcel Performance. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
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