United Parcel Performance

UPS -- USA Stock  

USD 102.68  1.18  0.01%

The entity has beta of 1.2251 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. 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 exposes twenty-eight different technical indicators which can help you to evaluate its performance. United Parcel Service has expected return of -0.1058%. Please be advised to validate United Parcel Maximum Drawdown as well as the relationship between Skewness and Day Typical Price to decide if United Parcel Service past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

United Parcel Service Relative Risk vs. Return Landscape

If you would invest  10,869  in United Parcel Service on December 23, 2018 and sell it today you would lose (601.00)  from holding United Parcel Service or give up 5.53% of portfolio value over 30 days. United Parcel Service is generating negative expected returns assuming volatility of 2.8976% on return distribution over 30 days investment horizon. In other words, 26% 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 is expected to under-perform the market. In addition to that, the company is 1.44 times more volatile than its market benchmark. It trades about -0.04 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.02 per unit of volatility.

United Parcel Market Risk Analysis

Sharpe Ratio = -0.0365
Good Returns
Average Returns
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Negative ReturnsUPS

United Parcel Relative Performance Indicators

Estimated Market Risk
  actual daily
 26 %
of total potential
Expected Return
  actual daily
 0 %
of total potential
Risk-Adjusted Return
  actual daily
 0 %
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.

United Parcel Performance Rating

United Parcel Service Risk Adjusted Performance Analysis


Risk-Adjusted Performance

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

United Parcel Alerts

Equity Alerts and Improvement Suggestions

United Parcel generates negative expected return over the last 30 days
United Parcel has high financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial commitments
About 69.0% of the company outstanding shares are owned by institutional investors

United Parcel Performance Indicators

United Parcel Service Basic Price Performance Measures

Quick Ratio1.06
Fifty Two Week Low89.89
Target High Price145.00
Payout Ratio56.96%
Fifty Two Week High134.02
Target Low Price80.00
Trailing Annual Dividend Yield3.67%

United Parcel 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  
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