Ingram Micro Alpha and Beta Analysis

Ingram Micro Inc -- USA Stock  

USD 2,864  0.00  0.00%

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 Risk vs Return Analysis.
 Time Horizon     30 Days    Login   to change
Run Premiums

Ingram Micro Market Premiums

α (average alpha)=0.62    β (beta)=0.60    
30 days against DJI
Risk Adjusted Performance  0.094468Jensen Alpha  0.074158Total Risk Alpha  0.0262Sortino Ratio  0.0Treynor Ratio  1.27

Ingram Micro Fundamentals

 Better Than Average     
 Worse Than Average Compare Ingram Micro to competition
FundamentalsIngram MicroPeer Average
Return On Asset0.018 % (15.64) %
Profit Margin0.005 % (5.50) %
Operating Margin1.44 % (10.91) %
Current Valuation4.83 B152.14 B
Shares Outstanding149.69 M1.43 B
Shares Owned by Insiders2.62 % 6.91 %
Shares Owned by Institutions99.00 % 18.37 %

Ingram Micro Opportunities

Ingram Micro Return and Market Media

The median price of Ingram Micro for the period between Sat, Jan 20, 2018 and Mon, Feb 19, 2018 is 2983.43 with a coefficient of variation of 1.6. The daily time series for the period is distributed with a sample standard deviation of 47.48, arithmetic mean of 2972.64, and mean deviation of 38.49. The Stock received some media coverage during the period.
Price Growth (%)  
Exercise or conversion by Larry Boyd of 9080 shares of Ingra...01/19/2018