Ingram Micro Risk Analysis

Ingram Micro -- USA Stock  

USD 38.88  0.00  0.00%

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 which you can use to evaluate future volatility of the corporation. Please check out Ingram Micro to validate if risk estimate we provide are consistent with the epected return of 0.0%.
 Time Horizon     30 Days    Login   to change

Ingram Micro Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Projected Return Density Against Market

Allowing for the 30-days total investment horizon, Ingram Micro has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Ingram Micro are completely uncorrelated. Furthermore, Ingram MicroIt does not look like Ingram Micro alpha can have any bearing on the equity current valuation.
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.00
Ir
Information ratio =0.00

Actual Return Volatility

Ingram Micro accepts 0.0% volatility on return distribution over the 30 days horizon. DOW inherits 1.3999% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

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Total Debt

Ingram Micro Total Debt History

Total Debt

Investment Outlook

Ingram Micro Investment Opportunity
DOW has a standard deviation of returns of 1.4 and is 9.223372036854776E16 times more volatile than Ingram Micro. 0% of all equities and portfolios are less risky than Ingram Micro. Compared to the overall equity markets, volatility of historical daily returns of Ingram Micro is lower than 0 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Ingram Micro Current Risk Indicators
Please also check Risk vs Return Analysis. Please also try Portfolio Reporting module to create custom reports across your portfolios and generate quick suggestion pitch.