Ingram Micro Backtesting

IM -- USA Stock  

USD 2,909  2,870  7,380%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Ingram Micro 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
SymbolX
Backtest

Ingram Micro 'What if' Analysis

June 17, 2018
0.00
No Change 0.00  0.0%
In 30 days
July 17, 2018
0.00
If you would invest  0.00  in Ingram Micro on June 17, 2018 and sell it all today you would earn a total of 0.00 from holding Ingram Micro or generate 0.0% return on investment in Ingram Micro over 30 days. Ingram Micro is related to or competes with Western Digital, Seagate Technology, Harman International, Allegion plc, Benchmark Electronics, Hollysys Automation, and SUNPOWER CORPORAT. 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 Backtested Returns

Ingram Micro is abnormally risky given 1 month investment horizon. Ingram Micro holds Efficiency (Sharpe) Ratio of 0.2 which attests that Ingram Micro had 0.2% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use Ingram Micro market data together with company specific technical indicators. We found twenty-six different technical indicators which can help you to evaluate if expected returns of 40.0% are justified by taking the suggested risk. Use Ingram Micro to evaluate company specific risk that cannot be diversified away. Ingram Micro holds performance score of 13 on a scale of zero to a hundred. The company retains Market Volatility (i.e. Beta) of 0.0 which attests that the returns on MARKET and Ingram Micro are completely uncorrelated. Although it is essential to pay attention to Ingram Micro 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 expected return of 40.0 will be sustainable into the future, we have found twenty-six different technical indicators which can help you to check if the expected returns are sustainable. Use Ingram Micro Potential Upside, and the relationship between Total Risk Alpha and Kurtosis to analyze future returns on Ingram Micro.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 1.00 

Perfect predictability

Ingram Micro has perfect predictability. Overlapping area represents the amount of predictability between Ingram Micro time series from June 17, 2018 to July 2, 2018 and July 2, 2018 to July 17, 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 price movement. The serial correlation of 1.0 indicates that 100.0% of current Ingram Micro price fluctuation can be explain by its past prices.
Correlation Coefficient 1.0
Spearman Rank Test 1.0
Average Price 38.89
Lagged Average Price 38.89

Ingram Micro lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Ingram Micro regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Ingram Micro Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - IM

Ingram Micro Investor Sentiment
Larger part of Macroaxis users are currently bullish on Ingram Micro. What is your judgment towards investing in Ingram Micro? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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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. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.