Ingram Micro Performance

Ingram Micro Inc -- USA Stock  

USD 2,863  0.00  0.00%

Macroaxis gives Ingram Micro performance score of 0 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 0.0567 which attests that as returns on market increase, Ingram Micro returns are expected to increase less than the market. However during bear market, the loss on holding Ingram Micro will be expected to be smaller as well.. Even though it is essential to pay attention to Ingram Micro Inc current price history, it is always good to be careful when utilizing equity current price movements. Macroaxis philosophy towards determining future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Ingram Micro Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Ingram Micro Inc has expected return of -0.0121%. Please be advised to check out Ingram Micro Information Ratio as well as the relationship between Potential Upside and Kurtosis to decide if Ingram Micro Inc past performance will be repeated at some point in the near future.
Investment Horizon     30 Days    Login   to change

Ingram Micro Inc Relative Risk vs. Return Landscape

If you would invest  286,669  in Ingram Micro Inc on November 16, 2017 and sell it today you would lose (356)  from holding Ingram Micro Inc or give up 0.12% of portfolio value over 30 days. Ingram Micro Inc is generating negative expected returns and assumes 0.8828% volatility on return distribution over the 30 days horizon. Put differently, 8% of equity instruments are less risky than the company on the bases of their historical return distribution and some 99% 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 under-perform the market. In addition to that, the company is 1.88 times more volatile than its market benchmark. It trades about -0.01 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.5 per unit of volatility.

Ingram Micro Daily Price Distribution

The median price of Ingram Micro for the period between Thu, Nov 16, 2017 and Sat, Dec 16, 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 received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Ingram Micro Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Ingram Micro Sharpe Ratio = -0.0137
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Estimated Market Risk

 0.88
  actual daily
 
 92 %
of total potential
  

Expected Return

 -0.01
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.01
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Ingram Micro is performing at about 0% 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.