United Parcel Service Inc · Logistics & Transportation
$97.48
As of: 2026-10-18 20:56:23 (KST)
-30.5%
Expected return
36%
Success probability
-56.7%
Downside risk
For informational purposes only.
Not investment advice.
United Parcel Service Inc in the Logistics & Transportation industry carries C grade, driven by a Monte Carlo rating of 16. With an expected return of -30.5% and a 36% chance of positive returns, the stock at $97.48 presents
This assessment is based on 10,000 probabilistic scenarios, offering a robust view of the potential return distribution across varying market conditions.
The Reverse DCF analysis places this stock in the "Expensive" zone. The implied growth rate (g_implied) of 125.0%, compared with the actual growth rate of 0.9%, reveals the market's pricing assumptions. The P50 intrinsic value sits at $63, offering a reference point against the current price.
At $105, the Reverse-DCF implied probability of finishing above $105 stands at 0%.
This C rating (16) suggests caution. The expected return of -30.5% and 36% success probability are below our threshold for an attractive entry.
The Monte Carlo distribution reveals a volatility of 31.0% — moderate — within the typical range for an individual equity. The P50 sits at -40.7%, with a +37.1% gap between P10 (-56.7%) and P75 (-19.6%). a negative skew suggests downside scenarios are more pronounced than upside ones
In the worst 5% of scenarios, the 5th percentile value-at-risk is -56.7%. On the operating side, the 7.3% operating margin provides a thin buffer against revenue declines. With a volatility of 31.0%, volatility represents a moderate risk factor at the current price of $97.
Data: Finnhub
Same industry
DCF estimates a company's intrinsic value by discounting its future cash flows to present value. Modelvix uses Monte Carlo simulation to analyze thousands of scenarios.
Learn more →WACC is the average rate a company pays to finance its assets, used as the discount rate in DCF analysis. Modelvix simulates how WACC changes affect valuation.
Learn more →Terminal value represents the perpetual value of a business beyond the forecast period, often comprising the majority of DCF value. Modelvix analyzes terminal value uncertainty across growth scenarios.
Learn more →Reverse DCF works backward from the current stock price to infer the growth rate the market expects, helping you assess whether a stock is fairly valued. Modelvix shows what growth assumptions the current price implies.
Learn more →