United Parcel Performance

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.
Investment Horizon     30 Days    Login   to change

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 (%) 
      Risk (%) 
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.
6 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in United Parcel Service Inc are ranked lower than 6 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

United Parcel Sharpe Ratio = 0.1023
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Estimated Market Risk

 0.62
  actual daily
 
 95 %
of total potential
  

Expected Return

 0.06
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.1
  actual daily
 
 6 %
of total potential
  
Based on monthly moving average United Parcel is performing at about 6% 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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