United Parcel Coefficient Of Variation
| UPS Stock | | | USD 100.78 0.68 0.68% |
Coefficient of Variation (CV) is a normalized measure of dispersion that relates volatility to expected return, making it a useful indicator of risk per unit of return. It is also referred to as relative standard deviation when expressed as a percentage. Below is United Parcel's current Coefficient Of Variation with peer comparisons and related risk metrics.
Current Coefficient Of Variation Value
At
-1,149, United Parcel's Coefficient Of Variation indicates that United Parcel's expected return over the measured period is negative, meaning volatility is not being compensated by positive performance. The magnitude of this value is unusually large in absolute terms, suggesting an unstable or weak relationship between risk and return, often driven by low or near-zero expected returns.
Coefficient Of Variation | = | STDER |
| = | -1,149 | |
Coefficient Of Variation Peers Comparison
Among sector peers, United Parcel's Coefficient Of Variation of -1149.2738 is above the -2377.96 group average. The range runs from -17036.3162 (General Dynamics) to 2204.34 (FedEx). Relative to peers, United Parcel's risk-return efficiency is above the group average.
Coefficient Of Variation Relative To Other Indicators
The chart below plots Coefficient Of Variation against Maximum Drawdown for United Parcel and its peers. Each point represents one equity — position along the horizontal axis shows Coefficient Of Variation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare United Parcel to PeersMethodology, Assumptions & Data Sources
The current Coefficient Of Variation for United Parcel is -1,149. The Coefficient Of Variation for United Parcel applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. United Parcel operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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