Macroaxis considers United Parcel to be not too risky. United Parcel Service owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0972 which indicates United Parcel Service had -0.0972% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. United Parcel Service exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate United Parcel Coefficient Of Variation of
5,564 and Risk Adjusted Performance of 0.01 to confirm risk estimate we provide.
|Time Horizon||30 Days Login to change|
United Parcel Service Technical Analysis
Projected Return Density Against MarketConsidering 30-days investment horizon, United Parcel has beta of 0.0 . This entails unless we do not have required data, the returns on DOW and United Parcel are completely uncorrelated. Furthermore, United Parcel ServiceIt does not look like United Parcel alpha can have any bearing on the equity current valuation.
Predicted Return Density