United Parcel Performance

United Parcel Service Inc -- USA Stock  

USD 104.70  0.91  0.86%

Macroaxis gives United Parcel performance score of 0 on a scale of 0 to 100. The entity has beta of 0.4282 which indicates as returns on market increase, United Parcel returns are expected to increase less than the market. However during bear market, the loss on holding United Parcel will be expected to be smaller as well.. Even though it is essential to pay attention to United Parcel Service current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. United Parcel Service Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. United Parcel Service has expected return of -1.0161%. Please be advised to validate United Parcel Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to decide if United Parcel Service past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

United Parcel Service Relative Risk vs. Return Landscape

If you would invest  13,129  in United Parcel Service Inc on January 25, 2018 and sell it today you would lose (2,568)  from holding United Parcel Service Inc or give up 19.56% of portfolio value over 30 days. United Parcel Service Inc is generating negative expected returns assuming volatility of 1.7559% on return distribution over 30 days investment horizon. In other words, 16% of equities are less volatile than the company and above 99% 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 under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.02 times less risky than the market. the firm trades about -0.58 of its potential returns per unit of risk. The DOW is currently generating roughly -0.1 of returns per unit of risk over similar time horizon.

Operating Margin

United Parcel Service Operating Margin
Based on recorded statements United Parcel Service Inc has Operating Margin of 14.89%. This is 384.7% lower than that of the Services sector, and significantly higher than that of Transport Logistics And Distribution industry, The Operating Margin for all stocks is 236.48% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

United Parcel Daily Price Distribution

The median price of United Parcel for the period between Thu, Jan 25, 2018 and Sat, Feb 24, 2018 is 111.91 with a coefficient of variation of 9.1. The daily time series for the period is distributed with a sample standard deviation of 10.45, arithmetic mean of 114.85, and mean deviation of 9.0. The Stock received some media coverage during the period.
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Risk-Adjusted Performance

Over the last 30 days United Parcel Service Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

United Parcel Sharpe Ratio = -0.5787
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Estimated Market Risk

 1.76
  actual daily
 
 84 %
of total potential
  

Expected Return

 -1.02
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.58
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average United Parcel is performing at about 0% 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