UPS Shares Trade at 141st in Market Activity as Analysts Diverge and Institutional Buyers Step In
On September 5, 2025, United Parcel ServiceUPS-- (UPS) traded with a volume of $0.73 billion, ranking 141st in market activity. The stock closed higher by 0.66% amid mixed analyst activity and institutional positioning shifts.
Analyst coverage highlighted divergent views, with Redburn Atlantic lowering its price target to $117 and OppenheimerOPY-- adjusting to $100, while Truist FinancialTFC-- maintained a "buy" rating. Institutional investors showed renewed interest, with Brighton Jones LLC and Cetera Investment Advisers increasing holdings by 63.8% and 6.1%, respectively. Insider transactions also drew attention, as directors William R. Johnson and Christiana Smith Shi purchased shares totaling $476,585, signaling confidence in the company’s near-term prospects.
UPS’s financials remain under scrutiny following a recent quarterly report showing $1.55 earnings per share, slightly below estimates. Despite a 2.7% revenue decline year-over-year, the firm’s 7.8% dividend yield and strong liquidity position continue to attract income-focused investors. The stock’s beta of 1.08 indicates moderate volatility relative to the market, while its 200-day moving average of $100.50 suggests a potential support level.
To run this back-test robustly, I need to lock down a few practical details and confirm that the scope matches what you have in mind: 1. Market universeUPC-- • Should I use all U.S. common stocks (NYSE + Nasdaq) as the candidate pool, or a different universe (e.g., only S&P 500 constituents)? 2. Ranking & trade timing • Typical implementation: – Rank stocks by the PREVIOUS day’s dollar trading volume. – Buy the top 500 at the next day’s open, equally weighted. – Close all positions at that day’s close (1-day holding period). • Is this sequence acceptable, or would you prefer a different entry/exit convention (e.g., buy at close and sell next-day close)? 3. Practical constraints • A full-universe, daily-rebalanced portfolio involves thousands of tickers and heavy data pulls. • Our current back-testing engine handles one ticker (or one synthetic series) at a time. – I can approximate the portfolio by constructing a synthetic daily return series offline, then feed that series into the engine. – Alternatively, we could narrow the universe (e.g., top 500 within the S&P 500) to keep the data volume reasonable.
Hunt down the stocks with explosive trading volume.
Latest Articles
Stay ahead of the market.
Get curated U.S. market news, insights and key dates delivered to your inbox.

Comments
No comments yet