United Stock Alpha and Beta Analysis


USD 190.19  0.80  0.42%   

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.
Also, please take a look at United Parcel Backtesting, United Parcel Valuation, United Parcel Correlation, United Parcel Hype Analysis, United Parcel Volatility, United Parcel History and analyze United Parcel Performance.
Please note that although United Parcel alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, United Parcel did 0.12  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of United Parcel Service stock's relative risk over its benchmark. United Parcel Service has a beta of 1.06  . Let's try to break down what United's beta means in this case. United Parcel returns are very sensitive to returns on the market. As the market goes up or down, United Parcel is expected to follow.
United Parcel Book Value per Share is relatively stable at the moment as compared to the past year. United Parcel reported last year Book Value per Share of 0.53. As of 12/04/2022, Enterprise Value over EBIT is likely to grow to 19.53, while Tangible Assets Book Value per Share are likely to drop 32.06.
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.

Enterprise Value

88.72 Billion

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-0.12   β1.06
90 days against NYA

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 Mon, Sep 5, 2022 and Sun, Dec 4, 2022 is 167.5 with a coefficient of variation of 7.02. The daily time series for the period is distributed with a sample standard deviation of 12.18, arithmetic mean of 173.49, and mean deviation of 10.7. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Acquisition or disposition of United Parcel securities by Ch...09/13/2022
This Is What Whales Are Betting On United Parcel Service - U...09/21/2022
United Parcel Service, Inc. Investors Are Less Pessimistic T...09/29/2022
EPS Estimate09/30/2022
United Parcel Service Dips More Than Broader Markets What Yo...10/05/2022
Brokers Offer Predictions for United Parcel Service, Inc.s F...10/14/2022
EPS Reported10/25/2022
United Parcel Service Delivers It Will Deliver More - Seekin...10/26/2022
FedEx Stock Strong Fundamentals, Attractive Price - Seeking ...11/02/2022
Acquisition by Kevin Warsh of 174 shares of United Parcel su...11/04/2022
UPS UPS Stock Is It a Buy Ahead of the Holiday Rush - StockN...11/15/2022
EPS Reported11/30/2022
Heres Why United Parcel Service Shares Fell in Q3 - Yahoo Fi...12/01/2022

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.
 2019 2020 2021 2022 (projected)
Long Term Debt to Equity6.5333.011.361.39
Interest Coverage11.9410.9618.4618.23

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.
Upcoming Quarterly Report1st of February 2022
Next Financial Report26th of April 2022
Next Fiscal Quarter End31st of December 2021
Next Fiscal Year End1st of February 2022
Last Quarter Report30th of September 2021
Last Financial Announcement31st of December 2020

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Also, please take a look at 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 Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.

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When running United Parcel Service 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 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.
A focus of United Parcel technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of United Parcel trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...