Ups Cdr Stock Market Value
| UPS Stock | 14.93 0.15 1.01% |
| Symbol | UPS |
UPS CDR 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to UPS CDR's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of UPS CDR.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in UPS CDR on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding UPS CDR or generate 0.0% return on investment in UPS CDR over 90 days. UPS CDR is related to or competes with Micron Technology, Algonquin Power, Goodfood Market, Rogers Communications, InPlay Oil, Monument Mining, and Global Crossing. More
UPS CDR Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure UPS CDR's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess UPS CDR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.5 | |||
| Information Ratio | 0.2201 | |||
| Maximum Drawdown | 8.06 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 4.0 |
UPS CDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for UPS CDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as UPS CDR's standard deviation. In reality, there are many statistical measures that can use UPS CDR historical prices to predict the future UPS CDR's volatility.| Risk Adjusted Performance | 0.2279 | |||
| Jensen Alpha | 0.4073 | |||
| Total Risk Alpha | 0.2714 | |||
| Sortino Ratio | 0.2319 | |||
| Treynor Ratio | 1.66 |
UPS CDR February 7, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2279 | |||
| Market Risk Adjusted Performance | 1.67 | |||
| Mean Deviation | 1.15 | |||
| Semi Deviation | 1.07 | |||
| Downside Deviation | 1.5 | |||
| Coefficient Of Variation | 361.34 | |||
| Standard Deviation | 1.58 | |||
| Variance | 2.5 | |||
| Information Ratio | 0.2201 | |||
| Jensen Alpha | 0.4073 | |||
| Total Risk Alpha | 0.2714 | |||
| Sortino Ratio | 0.2319 | |||
| Treynor Ratio | 1.66 | |||
| Maximum Drawdown | 8.06 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 4.0 | |||
| Downside Variance | 2.25 | |||
| Semi Variance | 1.14 | |||
| Expected Short fall | (1.39) | |||
| Skewness | 0.0276 | |||
| Kurtosis | 1.31 |
UPS CDR Backtested Returns
UPS CDR appears to be very steady, given 3 months investment horizon. UPS CDR owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.28, which indicates the firm had a 0.28 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for UPS CDR, which you can use to evaluate the volatility of the company. Please review UPS CDR's coefficient of variation of 361.34, and Risk Adjusted Performance of 0.2279 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, UPS CDR holds a performance score of 21. The entity has a beta of 0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, UPS CDR's returns are expected to increase less than the market. However, during the bear market, the loss of holding UPS CDR is expected to be smaller as well. Please check UPS CDR's skewness, and the relationship between the potential upside and rate of daily change , to make a quick decision on whether UPS CDR's existing price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
UPS CDR has good predictability. Overlapping area represents the amount of predictability between UPS CDR time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of UPS CDR price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current UPS CDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Pair Trading with UPS CDR
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if UPS CDR position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in UPS CDR will appreciate offsetting losses from the drop in the long position's value.Moving against UPS Stock
The ability to find closely correlated positions to UPS CDR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace UPS CDR when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back UPS CDR - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling UPS CDR to buy it.
The correlation of UPS CDR is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as UPS CDR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if UPS CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for UPS CDR can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in UPS Stock
UPS CDR financial ratios help investors to determine whether UPS Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in UPS with respect to the benefits of owning UPS CDR security.