Ingram Micro Backtesting

Ingram Micro Inc -- USA Stock  

USD 38.89  2,858  98.66%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Ingram Micro Inc and determine expected loss or profit from investing in Ingram Micro over given investment horizon. Please also check Ingram Micro Hype Analysis, Ingram Micro Correlation, Ingram Micro Valuation, Ingram Micro Volatility as well as analyze Ingram Micro Alpha and Beta and Ingram Micro Performance
 Time Horizon     30 Days    Login   to change

Ingram Micro 'What if' Analysis

February 16, 2018
No Change 0.00  0.0%
In 30 days
March 18, 2018
If you would invest  0.00  in Ingram Micro on February 16, 2018 and sell it all today you would earn a total of 0.00 from holding Ingram Micro Inc or generate 0.0% return on investment in Ingram Micro over 30 days. Ingram Micro is related to or competes with Adams Resources, Reliance Steel, DXP Enterprises, and VOXX International. Ingram Micro Inc. distributes information technology products and offer supply chain and mobile device lifecycle services worldwide.

Ingram Micro Upside/Downside Indicators


Ingram Micro Market Premium Indicators

Ingram Micro Inc lagged returns against current returns

 Current and Lagged Values 

Ingram Micro regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Ingram Micro Inc Backtested Returns

Ingram Micro is abnormally risky given 1 month investment horizon. Ingram Micro Inc holds Efficiency (Sharpe) Ratio of 0.2954 which attests that Ingram Micro Inc had 0.2954% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use Ingram Micro Inc market data together with company specific technical indicators. We found twenty-one different technical indicators which can help you to evaluate if expected returns of 100.1491% are justified by taking the suggested risk. Use Ingram Micro Inc Market Risk Adjusted Performance of 1.04 and Risk Adjusted Performance of 0.25 to evaluate company specific risk that cannot be diversified away. Ingram Micro holds performance score of 19 on a scale of zero to a hundred. The company retains Market Volatility (i.e. Beta) of 4.5379 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Ingram Micro will likely underperform.. Although it is essential to pay attention to Ingram Micro Inc current price history, it is also good to be reasonable about what you can actually do with equity current price movements. Macroaxis philosophy towards determining future performance of any stock is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if Ingram Micro Inc expected return of 100.1491 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Ingram Micro Inc Information Ratio as well as the relationship between Potential Upside and Kurtosis to analyze future returns on Ingram Micro Inc.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.00 

No correlation between past and present

Ingram Micro Inc has no correlation between past and present. Overlapping area represents the amount of predictability between Ingram Micro time series from February 16, 2018 to March 3, 2018 and March 3, 2018 to March 18, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ingram Micro Inc price movement. The serial correlation of 0.0 indicates that just 0.0% of current Ingram Micro price fluctuation can be explain by its past prices.
Spearman Rank Test 1.0
Average Price 38.89
Lagged Average Price 38.89

Ingram Micro Lagged Returns

 Regressed Prices 

Ingram Micro Performance vs DOW

The median price of Ingram Micro for the period between Fri, Feb 16, 2018 and Sun, Mar 18, 2018 is 38.88 with a coefficient of variation of 246.45. The daily time series for the period is distributed with a sample standard deviation of 1038.09, arithmetic mean of 421.21, and mean deviation of 695.73. The Stock did not receive any noticable media coverage during the period.
 Price Growth (%)