|United Parcel Service Inc -- USA Stock|| |
USD 119.76 0.34 0.28%
United Parcel has performance score of 6 on a scale of 0 to 100. The entity has beta of -0.1118 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 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 0.0635% will be sustainable into the future. United Parcel Service
right now has a risk of 0.6206%. Please validate United Parcel Coefficient Of Variation
, Maximum Drawdown
as well as the relationship
between Maximum Drawdown and Skewness
to decide if United Parcel will be following its existing price patterns
Relative Risk vs. Return Landscape
If you would invest 11,822
in United Parcel Service Inc on September 23, 2017
and sell it today you would earn a total of 154
from holding United Parcel Service Inc or generate 1.3%
return on investment over 30
days. United Parcel Service Inc is generating 0.0635% of daily returns assuming volatility of 0.6206% on return distribution over 30 days investment horizon. In other words, 5% 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 Service Inc is expected to generate 3.4 times less return on investment than the market. In addition to that, the company is 2.41 times more volatile than its market benchmark. It trades about 0.1 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.84 per unit of volatility.
United Parcel Daily Price Distribution
The median price of United Parcel for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 118.62 with a coefficient of variation of 0.82. The daily time series for the period is distributed with a sample standard deviation of 0.97, arithmetic mean of 118.69, and mean deviation of 0.8. The Stock received some media coverage during the period.