UPS CDR Market Risk Adjusted Performance
| UPS Stock | | | 12.41 -0.37 -2.90% |
This technical indicator view for Market Risk Adjusted Performance organizes signals for UPS CDR and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. UPS CDR has a market cap of 118.86 B, operating margin of 10.18%, ROE of 33.62%. See
World Market Map for portfolio-level analysis. This suggests a position in UPS CDR inside the allocation mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
UPS CDR has current Market Risk Adjusted Performance of 0.0862.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0862 | |
| ER[a] | = | Expected return on investing in UPS CDR |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
UPS CDR Market Risk Adjusted Performance Peers Comparison
UPS Market Risk Adjusted Performance Relative To Other Indicators
UPS CDR lands at
#4 in market risk adjusted performance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
117.49 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for UPS CDR sits at
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