|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
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 (%)
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.