UNITED PARCEL SERVICE Performance
| 911312BQ8 | 78.93 2.28 2.81% |
The entity has a beta of -0.028, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning UNITED are expected to decrease at a much lower rate. During the bear market, UNITED is likely to outperform the market.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in UNITED PARCEL SERVICE are ranked lower than 8 (%) of all global equities and portfolios over the last 90 days. Despite somewhat weak basic indicators, UNITED sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Yield To Maturity | 5.619 |
UNITED |
UNITED Relative Risk vs. Return Landscape
If you would invest 8,197 in UNITED PARCEL SERVICE on December 27, 2024 and sell it today you would earn a total of 917.00 from holding UNITED PARCEL SERVICE or generate 11.19% return on investment over 90 days. UNITED PARCEL SERVICE is generating 0.2534% of daily returns and assumes 2.4675% volatility on return distribution over the 90 days horizon. Simply put, 22% of bonds are less volatile than UNITED, and 95% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
UNITED Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for UNITED's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as UNITED PARCEL SERVICE, and traders can use it to determine the average amount a UNITED's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1027
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | 911312BQ8 | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 2.47 actual daily | 22 78% of assets are more volatile |
Expected Return
| 0.25 actual daily | 5 95% of assets have higher returns |
Risk-Adjusted Return
| 0.1 actual daily | 8 92% of assets perform better |
Based on monthly moving average UNITED is performing at about 8% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of UNITED by adding it to a well-diversified portfolio.
About UNITED Performance
By analyzing UNITED's fundamental ratios, stakeholders can gain valuable insights into UNITED's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if UNITED has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if UNITED has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.