Ingram Micro Risk Analysis And Volatility Evaluation

IM -- USA Stock  

USD 38.89  2,858  98.66%

Ingram Micro is abnormally risky given 1 month investment horizon. Ingram Micro holds Efficiency (Sharpe) Ratio of 0.3203 which attests that Ingram Micro had 0.3203% 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-one different technical indicators which can help you to evaluate if expected returns of 108.1592% are justified by taking the suggested risk. Use Ingram Micro to evaluate company specific risk that cannot be diversified away.
 Time Horizon     30 Days    Login   to change

Ingram Micro Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Ingram Micro Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

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.
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Ingram Micro is 312.21. The daily returns are destributed with a variance of 114031.23 and standard deviation of 337.69. The mean deviation of Ingram Micro is currently at 214.04. For similar time horizon, the selected benchmark (DOW) has volatility of 0.46
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=337.69
Ir
Information ratio =0.00

Actual Return Volatility

Ingram Micro accepts 337.6851% volatility on return distribution over the 30 days horizon. DOW inherits 0.4566% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Ingram Micro Volatility Factors

30 Days Market Risk

Abnormally risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Ingram Micro Investment Opportunity
Ingram Micro has a volatility of 337.69 and is 734.11 times more volatile than DOW. 96% 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 higher than 96 (%) 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 Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.