United Parcel Service, Inc.
UPS · Industrials · · USDFahodi Score HOLD Mid-term (Position)
60
/ 100
Technical
75
Trend & RS
61
Momentum
81
Fundamental
68
Macro
24
Liquidity
69
| Component | Score | Weight |
|---|---|---|
| Technical | 75.0 | 20% |
| Trend & RS | 60.6 | 30% |
| Momentum | 80.7 | 15% |
| Fundamental | 68.0 | 10% |
| Macro | 23.6 | 20% |
| Liquidity | 69.3 | 5% |
Trade Setup
| Entry | 111.04 |
| Stop Loss | 105.82 (4.7%) |
| Target 1 (1:1) | 116.26 (+4.7%) |
| Target 2 (2:1) | 121.48 (+9.4%) |
| ATR(14) | 2.61 (2.4%) |
| Risk per Share | 5.22 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 58.3 | +0.33 | |
| Momentum | 73.3 | +0.93 | |
| Quality | 42.7 | -0.29 | |
| Composite | 58.1 | ||
Quality Scores
Piotroski F-Score
5
/9 —
Average
✓
✓
✗
✗
✗
✗
✓
✓
✓
1. Positive Net Income
2. Positive Roa
3. Positive Cfo
4. Quality Earnings
5. Lower Leverage
6. Higher Liquidity
7. No Dilution
8. Higher Gross Margin
9. Higher Asset Turnover
Altman Z-Score
4.02
—
Safe Zone
Distress <1.81Grey 1.81–2.99>2.99 Safe
Valuation vs Peers Overvalued
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 21.4 | 18.0 | +19% above |
| P/B Ratio | 6.3 | 3.0 | Above |
| Dividend Yield | 5.9% | 2.0% | Above avg |
Comparing against Industrials median multiples.
Trading at a premium to sector peers — verify growth justifies premium.
Intrinsic Value (DCF) Significantly Overvalued
Intrinsic Value
78.33
vs
Market Price
111.04
Upside
-29.5%
| Margin of Safety | -41.8% |
| Stage 1 PV (5yr FCF) | 14,643,959,659 |
| Terminal Value PV | 44,236,153,957 |
| Total Enterprise Value | 58,880,113,616 |
Assumptions
| Base FCF | 3,120,881,255 |
| Growth Rate (5yr) | 6.7% |
| Terminal Growth | 2.5% |
| Discount Rate (WACC) | 9.0% |
2-stage DCF: 5yr projected FCF + Gordon Growth terminal value. Estimates only — adjust growth and WACC for your own assumptions.
Position Sizing — Kelly Criterion
4.6%
Recommended Size
39.64%
Full Kelly
19.82%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 60/100. Estimated win rate 58%, avg win 8.6%, avg loss 3.8%. Position was capped at the moderate risk maximum. This is analytical output, not a recommendation to trade.
RECOVERY
Regime: RECOVERY (40% confidence) — position size reduced 8%
Signal Summary STRONG BUY
3
Bullish Signals
1
Bearish Signals
69.18
RSI(14)
3.7488
MACD
Relative Strength (RS) NEUTRAL
51
/ 99
RS Rating
O'Neil filter: <80
| RS vs SPY | → FLAT (+12.9% vs SPY 3M) |
| RS vs Sector | OUTPERFORMING (Industrials) |
| RS New High | ✓ RS at 3-month high Institutional accumulation signal |
| Sector Outperformance | +9.9% (3M) |
RS Line — stock / SPY (90 bars)
← older
newer →
RS vs SPY
50-day SMA of RS
NEUTRAL:
In line with the market — no strong outperformance or underperformance.
Technical Indicators
| Indicator | Value | Signal |
|---|---|---|
| Rsi | 69.18 | NEUTRAL |
| Macd | 3.7488 | BULLISH |
| Ma Cross | 99.78 / 102.65 | DEATH CROSS |
| Trend Short | ABOVE SMA50 | |
| Trend Long | ABOVE SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 1.47x | NORMAL |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 122.41 |
| Bollinger Upper | 114.52 |
| SMA(200) | 102.65 |
| SMA(50) | 99.78 |
| SMA(20) | 102.29 |
| Current Price | 111.04 |
| Bollinger Lower | 90.06 |
| 52-Week Low | 90.84 |
| ATR(14) | 2.61 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
DISTRIBUTION A
Confidence
57%
Buying Climax
Sign of Strength
Acc: 0.0 |
Dist: 2.0 |
Markup: 1.5 |
Markdown: 0.0
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-10-30 | Normal | 1.04x | Normal bar — no special VSA pattern |
| 2026-11-02 | Normal | 1.11x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 0.74x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 1.51x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 1.47x | Normal bar — no special VSA pattern |
Ichimoku Cloud BULLISH
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 107.29 | Above Kijun |
| Kijun-sen (26) | 103.27 | Base line |
| Senkou A | 105.28 | Leading span A |
| Senkou B | 103.27 | Leading span B |
| Cloud | 103.27 – 105.28 | Bullish (Green) |
| Price vs Cloud | 111.04 | Above Cloud |
| Chikou Span | 93.89 | Bullish |
| Alignment Score | 4/4 | BULLISH |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BULLISH FADING
BB: 90.06 – 114.52 | KC: 98.44 – 106.14
Divergences (last 60 bars)
No significant divergences detected in the last 60 bars.
Anchored VWAP
VWAP: 100.61
Anchor: 2025-11-05 (52w Low)
ABOVE AVWAP
+10.4%
Heikin-Ashi Trend
BULLISH
Full data via /api/advanced/UPS
Valuation
| Metric | Value |
|---|---|
| Market Cap | 94.55B |
| P/E (TTM) | 21.39 |
| Forward P/E | N/A |
| P/B | 6.30 |
| EPS | 5.19 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | 6.7% |
| Profit Margin | 4.8% |
| ROE | 28.6% |
| Debt/Equity | 203.12 |
| Current Ratio | 1.24 |
| Dividend Yield | 5.9% |
| Payout Ratio | N/A |
| Beta | 0.95 |
Trading Data
111.04
Open
111.04
Day High
111.04
Day Low
7.69M
Volume (1.6x avg)
Price Chart (90 Days)
Candlesticks (green=up, red=down)
SMA 20
SMA 50
Bollinger Bands (upper/lower)
Volume (green=buying, red=selling)