Ingram Micro Performance

IM -- USA Stock  

USD 2,950  2,911  7,485%

Ingram Micro holds performance score of 12 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 38.4615 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.
 Time Horizon     30 Days    Login   to change

Ingram Micro Relative Risk vs. Return Landscape

If you would invest  3,889  in Ingram Micro on June 19, 2018 and sell it today you would earn a total of  291,090  from holding Ingram Micro or generate 7484.96% return on investment over 30 days. Ingram Micro is generating 38.4615% of daily returns and assumes 196.1161% volatility on return distribution over the 30 days horizon. Put differently, most traded equities are less volatile than the company and majority of equities are expected to be superior in generating returns on investments over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Allowing for the 30-days total investment horizon, Ingram Micro is expected to generate 333.19 times more return on investment than the market. However, the company is 333.19 times more volatile than its market benchmark. It trades about 0.2 of its potential returns per unit of risk. The DOW is currently generating roughly 0.12 per unit of risk.

Ingram Micro Market Risk Analysis

Sharpe Ratio = 0.1961
Best
Portfolio
Best
Equity
IM
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Ingram Micro Relative Performance Indicators

Estimated Market Risk
 196.12
  actual daily
 
 4 %
of total potential
  
Expected Return
 5.28
  actual daily
 
 96 %
of total potential
  
Risk-Adjusted Return
 0.2
  actual daily
 
 12 %
of total potential
  
Based on monthly moving average Ingram Micro is performing at about 12% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Ingram Micro by adding it to a well-diversified portfolio.

Performance Rating

Ingram Micro Risk Adjusted Performance Analysis
12 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Ingram Micro are ranked lower than 12 (%) of all global equities and portfolios over the last 30 days.

Ingram Micro Alerts

Equity Alerts and Improvement Suggestions
Ingram Micro appears to be very risky and stock price may revert if volatility continues
Over 99.0% of the company shares are owned by institutional investors
Please also check Risk vs Return Analysis. Please also try Cryptocurrency Arbitrage module to find pairs of digital assets on multiple exchanges that are traded at a risk free arbitrage.