United Parcel Performance

United Parcel Service -- USA Stock  

USD 108.66  0.44  0.41%

United Parcel has performance score of 0 on a scale of 0 to 100. The entity has beta of -0.0049 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 0.0203% will be sustainable into the future. United Parcel Service right now has a risk of 1.4179%. 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.
 Time Horizon     30 Days    Login   to change

United Parcel Service Relative Risk vs. Return Landscape

If you would invest  10,807  in United Parcel Service on March 26, 2018 and sell it today you would earn a total of  48.00  from holding United Parcel Service or generate 0.44% return on investment over 30 days. United Parcel Service is generating 0.0203% of daily returns assuming volatility of 1.4179% on return distribution over 30 days investment horizon. In other words, 13% 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 is expected to generate 1.0 times more return on investment than the market. However, the company is 1.0 times less risky than the market. It trades about 0.01 of its potential returns per unit of risk. The DOW is currently generating roughly -0.07 per unit of risk.

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.

2 Months Efficiency

United Parcel Sharpe Ratio = 0.0144
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Negative ReturnsUPS
Estimated Market Risk
  actual daily
 87 %
of total potential
Expected Return
  actual daily
 1 %
of total potential
Risk-Adjusted Return
  actual daily
 1 %
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 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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