United Parcel Performance

United Parcel Service Inc -- USA Stock  

USD 133.59  0.42  0.31%

On a scale of 0 to 100 United Parcel holds performance score of 35. The entity has beta of -0.8251 which indicates as returns on market increase, returns on owning United Parcel are expected to decrease at a much smaller rate. During bear market, United Parcel is likely to outperform the market.. Although it is vital to follow to United Parcel Service current price movements, it is good to be conservative about what you can actually do with the information regarding 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. We have found twenty technical indicators for United Parcel Service Inc which you can use to evaluate performance of the company. Please operates United Parcel Standard Deviation, Value At Risk as well as the relationship between Value At Risk and Kurtosis to make a quick decision on weather United Parcel Service existing price patterns will revert.
 Time Horizon     30 Days    Login   to change

United Parcel Service Relative Risk vs. Return Landscape

If you would invest  11,833  in United Parcel Service Inc on December 20, 2017 and sell it today you would earn a total of  1,526  from holding United Parcel Service Inc or generate 12.9% return on investment over 30 days. United Parcel Service Inc is generating 0.6144% of daily returns assuming volatility of 1.1358% on return distribution over 30 days investment horizon. In other words, 10% of equities are less volatile than the company and above 89% 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 2.59 times more return on investment than the market. However, the company is 2.59 times more volatile than its market benchmark. It trades about 0.54 of its potential returns per unit of risk. The DOW is currently generating roughly 0.66 per unit of risk.

United Parcel Daily Price Distribution

The median price of United Parcel for the period between Wed, Dec 20, 2017 and Fri, Jan 19, 2018 is 126.41 with a coefficient of variation of 5.07. The daily time series for the period is distributed with a sample standard deviation of 6.34, arithmetic mean of 124.91, and mean deviation of 5.76. The Stock received some media coverage during the period.
35 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in United Parcel Service Inc are ranked lower than 35 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

United Parcel Sharpe Ratio = 0.5409
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Estimated Market Risk

 1.14
  actual daily
 
 90 %
of total potential
  

Expected Return

 0.61
  actual daily
 
 11 %
of total potential
  

Risk-Adjusted Return

 0.54
  actual daily
 
 35 %
of total potential
  
Based on monthly moving average United Parcel is performing at about 35% 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
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