|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
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 (%)
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.