United Parcel Service Stock Alpha and Beta Analysis
| UPS Stock | USD 147.39 0.77 0.53% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as United Parcel Service. It also helps investors analyze the systematic and unsystematic risks associated with investing in United Parcel over a specified time horizon. Remember, high United Parcel's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to United Parcel's market risk premium analysis include:
Beta 1.38 | Alpha (0.20) | Risk 1.99 | Sharpe Ratio (0.05) | Expected Return (0.09) |
United Parcel Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
United |
United Parcel Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. United Parcel market risk premium is the additional return an investor will receive from holding United Parcel long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in United Parcel. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate United Parcel's performance over market.| α | -0.2 | β | 1.38 |
United Parcel expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of United Parcel's Buy-and-hold return. Our buy-and-hold chart shows how United Parcel performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.United Parcel Market Price Analysis
Market price analysis indicators help investors to evaluate how United Parcel stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading United Parcel shares will generate the highest return on investment. By understating and applying United Parcel stock market price indicators, traders can identify United Parcel position entry and exit signals to maximize returns.
United Parcel Return and Market Media
The median price of United Parcel for the period between Fri, Jan 26, 2024 and Thu, Apr 25, 2024 is 148.63 with a coefficient of variation of 3.38. The daily time series for the period is distributed with a sample standard deviation of 5.04, arithmetic mean of 149.03, and mean deviation of 4.09. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| United Parcel dividend paid on 8th of March 2024 | 03/08/2024 |
1 | Childcare Benefits More Than Pay for Themselves | 03/26/2024 |
2 | Acquisition by Nando Cesarone of 4062 shares of United Parcel subject to Rule 16b-3 | 04/03/2024 |
3 | United Parcel Service Exceeds Market Returns Some Facts to Consider | 04/09/2024 |
4 | Uber, Emerson Electric, Caterpillar among top industrial Quant picks ahead of Q1 earnings | 04/10/2024 |
5 | Ancoras Proposed Management Team and Director Candidates to Participate in Fireside Chat with Deutsche Bank on the Value Creation Opportunity at Norfolk Souther... | 04/12/2024 |
6 | Is there mail on Tax Day USPS, UPS, FedEx hours today | 04/15/2024 |
7 | The Zacks Analyst Blog Highlights Microsoft, Novo Nordisk, United Parcel Service, Booking and Elevance Health | 04/16/2024 |
8 | Obituary Patrick J. OReilly, 87, Of Southport | 04/18/2024 |
9 | Estimating The Intrinsic Value Of United Parcel Service, Inc. | 04/19/2024 |
10 | Those who invested in United Parcel Service five years ago are up 60 | 04/22/2024 |
11 | UPS stock price target raised to 160 from 150, retains neutral rating | 04/24/2024 |
About United Parcel Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including United or other stocks. Alpha measures the amount that position in United Parcel Service has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0183 | 0.0338 | 0.0398 | 0.0418 | Price To Sales Ratio | 1.93 | 1.51 | 1.48 | 1.97 |
United Parcel Upcoming Company Events
As portrayed in its financial statements, the presentation of United Parcel's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, United Parcel's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of United Parcel's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of United Parcel. Please utilize our Beneish M Score to check the likelihood of United Parcel's management manipulating its earnings.
| 30th of January 2024 Upcoming Quarterly Report | View | |
| 23rd of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 30th of January 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with United Parcel
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out United Parcel Backtesting, United Parcel Valuation, United Parcel Correlation, United Parcel Hype Analysis, United Parcel Volatility, United Parcel History and analyze United Parcel Performance. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Complementary Tools for United Stock analysis
When running United Parcel's price analysis, check to measure United Parcel's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy United Parcel is operating at the current time. Most of United Parcel's value examination focuses on studying past and present price action to predict the probability of United Parcel's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move United Parcel's price. Additionally, you may evaluate how the addition of United Parcel to your portfolios can decrease your overall portfolio volatility.
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United Parcel technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.