|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
and Day Typical Price
to decide if United Parcel Service
past performance will be repeated at some point in the near future.
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 (%)
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
United Parcel Relative Performance Indicators
Estimated Market Risk
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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
Over the last 30 days United Parcel Service has generated negative risk-adjusted returns adding no value to investors with long positions.
|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|
|Fifty Two Week Low||89.89|
|Target High Price||145.00|
|Fifty Two Week High||134.02|
|Target Low Price||80.00|
|Trailing Annual Dividend Yield||3.67%|
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