United Parcel Performance

UPS -- USA Stock  

USD 117.48  2.75  2.40%

Macroaxis gives United Parcel performance score of 0 on a scale of 0 to 100. The entity has beta of 0.5976 which indicates as returns on market increase, United Parcel returns are expected to increase less than the market. However during bear market, the loss on holding United Parcel will be expected to be smaller as well.. 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-one different technical indicators which can help you to evaluate its performance. United Parcel Service has expected return of -0.1327%. Please be advised to validate United Parcel Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to decide if United Parcel Service past performance will be repeated at some point in the near future.
Horizon     30 Days    Login   to change

United Parcel Service Relative Risk vs. Return Landscape

If you would invest  11,825  in United Parcel Service on September 19, 2018 and sell it today you would lose (352.00)  from holding United Parcel Service or give up 2.98% of portfolio value over 30 days. United Parcel Service is generating negative expected returns assuming volatility of 0.974% on return distribution over 30 days investment horizon. In other words, 8% 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 under-perform the market. But the company apears to be less risky and when comparing its historical volatility, the company is 1.09 times less risky than the market. the firm trades about -0.14 of its potential returns per unit of risk. The DOW is currently generating roughly -0.11 of returns per unit of risk over similar time horizon.

United Parcel Market Risk Analysis

Sharpe Ratio = -0.1363
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United Parcel Relative Performance Indicators

Estimated Market Risk
  actual daily
 92 %
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 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.

United Parcel Alerts

Equity Alerts and Improvement Suggestions

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
Latest headline from MacroaxisInsider: Acquisition or disposition of United Parcel securities by Hill Allen E

United Parcel Performance Indicators

United Parcel Service Basic Price Performance Measures

Quick Ratio1.12
Fifty Two Week Low101.45
Target High Price150.00
Payout Ratio58.49%
Fifty Two Week High135.53
Target Low Price93.00
Trailing Annual Dividend Yield2.96%

United Parcel 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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