United Parcel Alpha and Beta Analysis

United Parcel Service Inc -- USA Stock  

USD 109.72  1.19  1.07%

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
 Time Horizon     30 Days    Login   to change
Run Premiums

United Parcel Market Premiums

α (average alpha)=0.22    β (beta)=0.03    
30 days against DJI
Risk Adjusted Performance  0.1472Jensen Alpha  0.1202Total Risk Alpha  0.2899Sortino Ratio  0.2014Treynor Ratio  0.25

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 Fri, Feb 16, 2018 and Sun, Mar 18, 2018 is 108.07 with a coefficient of variation of 1.94. The daily time series for the period is distributed with a sample standard deviation of 2.08, arithmetic mean of 107.41, and mean deviation of 1.88. The Stock received some media coverage during the period.
 Price Growth (%)  
United Parcel exotic insider transaction detected03/16/2018