Ingram Micro Alpha and Beta Analysis

Ingram Micro Inc -- USA Stock  

USD 2,853  9.87  0.34%

This module allows you to check different measures of market premium for Ingram Micro Inc as well as systematic risk associated with investing in Ingram Micro over a specified time horizon. Please also check Ingram Micro Backtesting, Ingram Micro Valuation, Ingram Micro Correlation, Ingram Micro Hype Analysis, Ingram Micro Volatility, Ingram Micro History and analyze Ingram Micro Performance
Investment Horizon     30 Days    Login   to change
Run Premiums

Ingram Micro Market Premiums

α (average alpha)=0.000195    β (beta)=0.25    
30 days against DJI
Risk Adjusted Performance  (0.13)Jensen Alpha  (0.12)Total Risk Alpha  (0.51)Sortino Ratio  0.0Treynor Ratio  0.4476

Ingram Micro expected buy-and-hold returns


Ingram Micro Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

Ingram Micro Return and Market Media

The median price of Ingram Micro for the period between Mon, Nov 13, 2017 and Wed, Dec 13, 2017 is 2903.56 with a coefficient of variation of 1.9. The daily time series for the period is distributed with a sample standard deviation of 55.09, arithmetic mean of 2901.41, and mean deviation of 47.71. The Stock did not receive any noticable media coverage during the period.
Price Growth (%)