United Parcel Alpha and Beta Analysis

United Parcel Service Inc -- USA Stock  

USD 118.36  0.02  0.02%

This module allows you to check different measures of market premium for United Parcel Service Inc 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
Investment Horizon     30 Days    Login   to change
Symbol
Run Premiums

United Parcel Market Premiums

α (average alpha)=0.043496    β (beta)=0.09    
30 days against DJI
Risk Adjusted Performance  0.0133Jensen Alpha  0.0245Total Risk Alpha  (0.33)Sortino Ratio  (0.2)Treynor Ratio  (0.070403)

United Parcel expected buy-and-hold returns

   

United Parcel Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

United Parcel Return and Market Media

The median price of United Parcel for the period between Sun, Sep 17, 2017 and Tue, Oct 17, 2017 is 118.34 with a coefficient of variation of 0.85. The daily time series for the period is distributed with a sample standard deviation of 1.01, arithmetic mean of 118.48, and mean deviation of 0.81. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
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Dissecting the Numbers for United Parcel Service, Inc. and C...10/16/2017