Ingram Micro Backtesting

Ingram Micro Inc -- USA Stock  

USD 2,863  0.00  0.00%

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
Investment Horizon     30 Days    Login   to change

Ingram Micro 'What if' Analysis

November 15, 2017
No Change 0.00  0.0%
In 31 days
December 15, 2017
If you would invest  0.00  in Ingram Micro on November 15, 2017 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, VOXX International, and Veritiv. Ingram Micro Inc offers IT peripherals such as printers and scanners digital signage products CE products AIDCPOS produc...

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

We consider Ingram Micro not too risky. Ingram Micro Inc holds Efficiency (Sharpe) Ratio of 0.0205 which attests that Ingram Micro Inc had 0.0205% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Ingram Micro Inc which you can use to evaluate future volatility of the corporation. Please check out Ingram Micro Market Risk Adjusted Performance of 1.42 and Risk Adjusted Performance of (0.13) to validate if risk estimate we provide are consistent with the epected return of 0.017%. Ingram Micro has performance score of 1 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of -0.1483 which attests that as returns on market increase, returns on owning Ingram Micro are expected to decrease at a much smaller rate. During bear market, Ingram Micro is likely to outperform the market.. Although it is extremely important to respect Ingram Micro Inc current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating Ingram Micro Inc technical indicators you can presently evaluate if the expected return of 0.017% will be sustainable into the future. Ingram Micro Inc right now retains a risk of 0.8304%. Please check out Ingram Micro Information Ratio as well as the relationship between Potential Upside and Kurtosis to decide if Ingram Micro will be following its current trending patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.17 

Very weak predictability

Ingram Micro Inc has very weak predictability. Overlapping area represents the amount of predictability between Ingram Micro time series from November 15, 2017 to November 30, 2017 and November 30, 2017 to December 15, 2017. 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 0.17 indicates that over 17.0% of current Ingram Micro price fluctuation can be explain by its past prices.
Correlation Coefficient 0.17
Spearman Rank Test -0.4
Price Variance 202.2
Lagged Price Variance 368.69

Ingram Micro Lagged Returns

 Regressed Prices 

Ingram Micro Performance vs DOW

The median price of Ingram Micro for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 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 (%)