United Parcel Service Stock Market Value
| UPS Stock | USD 137.54 2.72 2.02% |
| Symbol | United |
United Parcel Service Price To Book Ratio
Is Air Freight & Logistics space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of United Parcel. If investors know United will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about United Parcel listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.374 | Dividend Share 6.51 | Earnings Share 6.62 | Revenue Per Share 105.942 | Quarterly Revenue Growth 0.056 |
The market value of United Parcel Service is measured differently than its book value, which is the value of United that is recorded on the company's balance sheet. Investors also form their own opinion of United Parcel's value that differs from its market value or its book value, called intrinsic value, which is United Parcel's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because United Parcel's market value can be influenced by many factors that don't directly affect United Parcel's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between United Parcel's value and its price as these two are different measures arrived at by different means. Investors typically determine if United Parcel is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, United Parcel's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
United Parcel '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 United Parcel'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 United Parcel.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in United Parcel on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding United Parcel Service or generate 0.0% return on investment in United Parcel over 30 days. United Parcel is related to or competes with Expeditors International, Morningstar Unconstrained, Thrivent High, Via Renewables, Sitka Gold, MSCI ACWI, and Bim Birlesik. United Parcel Service, Inc. provides letter and package delivery, transportation, logistics, and related services More
United Parcel 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 United Parcel'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 United Parcel Service upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.18 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 6.81 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 2.03 |
United Parcel Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for United Parcel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as United Parcel's standard deviation. In reality, there are many statistical measures that can use United Parcel historical prices to predict the future United Parcel's volatility.| Risk Adjusted Performance | 0.073 | |||
| Jensen Alpha | 0.0635 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2864 |
United Parcel Service Backtested Returns
Currently, United Parcel Service is very steady. United Parcel Service owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for United Parcel Service, which you can use to evaluate the volatility of the company. Please validate United Parcel's Coefficient Of Variation of 1115.21, risk adjusted performance of 0.073, and Semi Deviation of 1.01 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. United Parcel has a performance score of 8 on a scale of 0 to 100. The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, United Parcel's returns are expected to increase less than the market. However, during the bear market, the loss of holding United Parcel is expected to be smaller as well. United Parcel Service right now has a risk of 1.36%. Please validate United Parcel maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if United Parcel will be following its existing price patterns.
Auto-correlation | -0.91 |
Near perfect reversele predictability
United Parcel Service has near perfect reversele predictability. Overlapping area represents the amount of predictability between United Parcel time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of United Parcel Service price movement. The serial correlation of -0.91 indicates that approximately 91.0% of current United Parcel price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.91 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 5.79 |
United Parcel Service lagged returns against current returns
Autocorrelation, which is United Parcel stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting United Parcel's stock expected returns. We can calculate the autocorrelation of United Parcel returns to help us make a trade decision. For example, suppose you find that United Parcel has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
United Parcel regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If United Parcel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if United Parcel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in United Parcel stock over time.
Current vs Lagged Prices |
| Timeline |
United Parcel Lagged Returns
When evaluating United Parcel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of United Parcel stock have on its future price. United Parcel autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, United Parcel autocorrelation shows the relationship between United Parcel stock current value and its past values and can show if there is a momentum factor associated with investing in United Parcel Service.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional 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.