United Parcel Performance

United Parcel Service Inc -- USA Stock  

USD 119.56  0.17  0.14%

On a scale of 0 to 100 United Parcel holds performance score of 9. The entity has beta of 1.6329 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, United Parcel will likely underperform.. Although it is extremely important to respect United Parcel Service current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting United Parcel Service technical indicators you can presently evaluate if the expected return of 0.2129% will be sustainable into the future. Please operates United Parcel Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to make a quick decision on weather United Parcel Service existing price patterns will revert.
Investment Horizon     30 Days    Login   to change

United Parcel Service Relative Risk vs. Return Landscape

If you would invest  11,481  in United Parcel Service Inc on November 11, 2017 and sell it today you would earn a total of  475  from holding United Parcel Service Inc or generate 4.14% return on investment over 30 days. United Parcel Service Inc is generating 0.2129% of daily returns assuming volatility of 1.4542% on return distribution over 30 days investment horizon. In other words, 13% of equities are less volatile than the company and above 96% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, United Parcel Service Inc is expected to generate 2.81 times more return on investment than the market. However, the company is 2.81 times more volatile than its market benchmark. It trades about 0.15 of its potential returns per unit of risk. The DOW is currently generating roughly 0.36 per unit of risk.

United Parcel Daily Price Distribution

The median price of United Parcel for the period between Sat, Nov 11, 2017 and Mon, Dec 11, 2017 is 114.54 with a coefficient of variation of 2.99. The daily time series for the period is distributed with a sample standard deviation of 3.47, arithmetic mean of 116.07, and mean deviation of 3.08. The Stock received some media coverage during the period.
9 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in United Parcel Service Inc are ranked lower than 9 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

United Parcel Sharpe Ratio = 0.1464
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small ReturnsUPS
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Estimated Market Risk

 1.45
  actual daily
 
 87 %
of total potential
  

Expected Return

 0.21
  actual daily
 
 4 %
of total potential
  

Risk-Adjusted Return

 0.15
  actual daily
 
 9 %
of total potential
  
Based on monthly moving average United Parcel is performing at about 9% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of United Parcel by adding it to a well-diversified portfolio.

Dividends

United Parcel Service Dividends Analysis
Check United Parcel Service dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
Check Dividends