Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7976724c-a811-40d6-b250-ef9fd72c9250/

UPS

United Parcel Service Inc
Chart
117.72 USD
Latest Week 2026-07-17
IndustrialsIntegrated Freight & LogisticsLARGE
Snapshot 2026-07-19 · 0.6w · Fresh
0.54
OS Score
33.0%
Value
66.0%
Quality
70.0%
Momentum
5/9
F-Score
0.467
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.5%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
5.4%
💰
High Yield
Div 5.6%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.89
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
33.0%ile
P/E
19.1×
P/S
1.1×
P/B
6.3×
E/P
0.0637
FCF Yield
0.099
EBITDA/EV
0.095
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
65.00000000
/100 — 1=cheapest
VC2 (Trending Value)
32.00000000
/100
VC3 (Buyback)
35.00000000
/100
FCF yield of 9.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
66.0%ile
ROE
0.333
ROA
0.073
Net Margin
0.059
Op Margin
0.089
GPA
0.219
D/E
3.55
Current
1.21
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.027
Earn Growth
-0.104
Stability
0.216
lower=better
Accruals
-0.043
lower=better
5yr Consist
Yes
ROE of 33% is exceptional. Highly leveraged with D/E of 3.55 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
13.6%
12M Return
26.9%
12-1 Mom
13.0%
Risk-Adj
0.39
Vol 252d
33.6%
Vol 60d
66.1%
↑ Expanding
Max DD 12M
-19.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (66%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.54
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 500 peers
Sector Value %ile
32.7%
Sector Quality %ile
63.3%
P/E z-score
-0.27
P/B z-score
-0.05
Sector Avg OS
51.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ESEA Euroseas Ltd 99.0% 97.0% 96.0% 83.0%
GSL Global Ship Lease Inc 98.0% 97.0% 87.0% 85.0%
DLX Deluxe Corporation 98.0% 92.0% 87.0% 88.0%
CMRE Costamare Inc 98.0% 96.0% 85.0% 88.0%
DAC Danaos Corporation 98.0% 97.0% 83.0% 83.0%
SHIP Seanergy Maritime Holdings Corp 97.0% 95.0% 70.0% 94.0%
CPA Copa Holdings SA 97.0% 93.0% 88.0% 80.0%
UAL United Airlines Holdings Inc 97.0% 91.0% 93.0% 72.0%
Factor Interactions
Strong Capital Return
Shareholder yield 5.4% backed by 9.9% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (33%) boosted by high leverage (D/E 3.6). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (66%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.6% avg (7 factors)
Quality
C
46.1% avg (8 factors)
Momentum
C
50.8% avg (4 factors)
Risk
B
60.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.540—0—
Value %ile0.330—0—
Quality %ile0.660—0—
Momentum %ile0.700—1—
F-Score5.000—0—
Confidence0.969—7—
Volatility0.336—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.06
Earnings Yield (E/P)
0.0637
Price / Sales
1.13
Price / Book
6.35
Price / Cash Flow
11.97
FCF Yield
9.9%
EBITDA / EV
9.5%
Sales Yield (1/P·S)
0.7183
Shareholder Yield
Div + net buyback / mktcap
5.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
33.3%
Return on Assets
7.3%
Net Margin
5.9%
Operating Margin
8.9%
Gross Profit / Assets
Novy-Marx GPA
21.9%
Debt / Equity
3.55
Current Ratio
1.21
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.043
External Financing
Net issuance — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
13.6%
12M Return
26.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
13.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.39
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.7%
Earnings Growth (YoY)
-10.4%
Earnings Stability (CV)
Lower = more stable
0.216
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
5.6%
Buyback Yield
-0.1%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
65
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
32
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
35
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity