Ingram Micro Performance

Ingram Micro Inc -- USA Stock  

USD 38.89  2,804  98.63%

Ingram Micro holds performance score of 24 on a scale of zero to a hundred. The company retains Market Volatility (i.e. Beta) of 95.0 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 150.2259 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.
 Time Horizon     30 Days    Login   to change

Ingram Micro Inc Relative Risk vs. Return Landscape

If you would invest  3,889  in Ingram Micro Inc on February 20, 2018 and sell it today you would earn a total of  0.00  from holding Ingram Micro Inc or generate 0.0% return on investment over 30 days. Ingram Micro Inc is generating 150.2259% of daily returns and assumes 398.7079% 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 Inc is expected to generate 423.89 times more return on investment than the market. However, the company is 423.89 times more volatile than its market benchmark. It trades about 0.38 of its potential returns per unit of risk. The DOW is currently generating roughly -0.04 per unit of risk.

Ingram Micro Daily Price Distribution

The median price of Ingram Micro for the period between Tue, Feb 20, 2018 and Thu, Mar 22, 2018 is 38.88 with a coefficient of variation of 406.03. The daily time series for the period is distributed with a sample standard deviation of 613.67, arithmetic mean of 151.14, and mean deviation of 249.65. The Stock did not receive any noticable media coverage during the period.

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Ingram Micro Inc are ranked lower than 24 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Ingram Micro Sharpe Ratio = 0.3768
Good Returns
Average Returns
Small Returns
Negative Returns

Estimated Market Risk

  actual daily
 4 %
of total potential

Expected Return

  actual daily
 96 %
of total potential

Risk-Adjusted Return

  actual daily
 24 %
of total potential
Based on monthly moving average Ingram Micro is performing at about 24% 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.