United Stock Market Value

UPS
 Stock
  

USD 160.50  5.10  3.08%   

United Parcel's market value is the price at which a share of United Parcel stock trades on a public exchange. It measures the collective expectations of United Parcel Service investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of United Parcel Service and determine expected loss or profit from investing in United Parcel over a given investment horizon. Also, please take a look at United Parcel Correlation, United Parcel Volatility and United Parcel Alpha and Beta module to complement your research on United Parcel.
Symbol


Is United Parcel's industry 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.
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 United Parcel value 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.
0.00
12/11/2021
No Change 0.00  0.0 
In 9 months and 28 days
10/07/2022
0.00
If you would invest  0.00  in United Parcel on December 11, 2021 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 300 days. United Parcel is related to or competes with Amazon. 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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of United Parcel's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of United Parcel in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
163.46165.21166.96
Details
Intrinsic
Valuation
LowReal ValueHigh
149.04195.75197.51
Details
19 Analysts
Consensus
LowTarget PriceHigh
135.00216.31260.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as United Parcel. Your research has to be compared to or analyzed against United Parcel's peers to derive any actionable benefits. When done correctly, United Parcel's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in United Parcel Service.

United Parcel Service Backtested Returns

United Parcel Service owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0819, which indicates the firm had -0.0819% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. United Parcel Service exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate United Parcel risk adjusted performance of (0.1), and Coefficient Of Variation of (1,205) to confirm the risk estimate we provide.
The entity has a beta of 1.035, which indicates a somewhat significant risk relative to the market. 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. Even though it is essential to pay attention to United Parcel Service current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. United Parcel Service exposes twenty-eight different technical indicators, which can help you to evaluate its performance. United Parcel Service has an expected return of -0.14%. Please be advised to validate United Parcel maximum drawdown, as well as the relationship between the skewness and day typical price to decide if United Parcel Service performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  0.39  

Below average predictability

United Parcel Service has below average predictability. Overlapping area represents the amount of predictability between United Parcel time series from 11th of December 2021 to 10th of May 2022 and 10th of May 2022 to 7th of October 2022. 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 0.39 indicates that just about 39.0% of current United Parcel price fluctuation can be explain by its past prices.
Correlation Coefficient0.39
Spearman Rank Test0.06
Residual Average0.0
Price Variance145.24

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 stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       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   
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       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   
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       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in United Parcel without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Also, please take a look at United Parcel Correlation, United Parcel Volatility and United Parcel Alpha and Beta module to complement your research on United Parcel. You can also try Idea Breakdown module to analyze constituents of all Macroaxis ideas. Macroaxis investment ideas are predefined, sector-focused investing themes.

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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...