United Parcel Alpha and Beta Analysis Overview

UPS -- USA Stock  

USD 115.01  1.59  1.40%

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.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

United Parcel Market Premiums

α0.03β0.06
30 days against DJI
Risk Adjusted Performance  

0.01

Jensen Alpha  

0.0

Total Risk Alpha  

0.0

Sortino Ratio  

0.0

Treynor Ratio  

0.0

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 Wed, May 23, 2018 and Fri, Jun 22, 2018 is 116.69 with a coefficient of variation of 1.11. The daily time series for the period is distributed with a sample standard deviation of 1.29, arithmetic mean of 116.11, and mean deviation of 1.04. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
United Parcel exotic insider transaction detected05/31/2018
2
Dow set to lead Wall Street higher on signs of thawing trade...06/06/2018
3
Payment of 127 shares by Kuehn Kurt P of United Parcel subje...06/12/2018
4
United Parcel exotic insider transaction detected06/15/2018
5
Acquisition by Mcdevitt John J of 5782 shares of United Parc...06/18/2018
6
Mesmerizing Stocks United Parcel Service, Inc., , Texas Inst...06/21/2018

Current Sentiment - UPS

United Parcel Service Investor Sentiment
Predominant part of Macroaxis users are at this time bullish on United Parcel Service. What is your outlook on investing in United Parcel Service? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Upcoming Events

United Parcel 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 Bollinger Bands module to use bollinger bands indicator to analyze target price for a given investing horizon.