Ingram Micro Risk Analysis

Ingram Micro Inc -- USA Stock  

null 2,996  12.79  0.43%

We consider Ingram Micro not too risky. Ingram Micro Inc holds Efficiency (Sharpe) Ratio of 0.2084 which attests that Ingram Micro Inc had 0.2084% of return per unit of risk over the last 1 month. 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 Inc which you can use to evaluate future volatility of the corporation. Please check out Ingram Micro Market Risk Adjusted Performance of 1.44 and Risk Adjusted Performance of 0.1536 to validate if risk estimate we provide are consistent with the epected return of 0.1456%.
 Time Horizon     30 Days    Login   to change

Ingram Micro Market Sensitivity

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.
One Month Beta |Analyze Ingram Micro Inc Demand Trend
Check current 30 days Ingram Micro correlation with market (DOW)
β = 0.171
Ingram Micro Small BetaIngram Micro Inc Beta Legend

Ingram Micro Inc Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Ingram Micro Inc 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 0.171 . This indicates as returns on market go up, Ingram Micro average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Ingram Micro Inc will be expected to be much smaller as well. Moreover, Ingram Micro Inc has an alpha of 0.2074 implying that it can potentially generate 0.2074% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Allowing for the 30-days total investment horizon, the coefficient of variation of Ingram Micro is 479.83. The daily returns are destributed with a variance of 0.49 and standard deviation of 0.7. The mean deviation of Ingram Micro Inc is currently at 0.49. For similar time horizon, the selected benchmark (DOW) has volatility of 0.44
α
Alpha over DOW
=0.21
β
Beta against DOW=0.17
σ
Overall volatility
=0.7
Ir
Information ratio =0.0333

Actual Return Volatility

Ingram Micro Inc accepts 0.6988% volatility on return distribution over the 30 days horizon. DOW inherits 0.4559% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Ingram Micro Volatility Factors

30 Days Market Risk

Not too risky

Chance of Distress in 24 months

30 Days Economic Sensitivity

Barely shadows market

Total Debt

Ingram Micro Inc Total Debt History

Total Debt

Largest Trends

Ingram Micro Largest Period Trend

Investment Outlook

Ingram Micro Investment Opportunity
Ingram Micro Inc has a volatility of 0.7 and is 1.52 times more volatile than DOW. 6% 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 Inc is lower than 6 (%) of all global equities and portfolios over the last 30 days. Use Ingram Micro Inc to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Ingram Micro to be traded at 3146.03 in 30 days. 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.

Ingram Micro correlation with market

Average diversification
Overlapping area represents the amount of risk that can be diversified away by holding Ingram Micro Inc and equity matching DJI index in the same portfolio.

Volatility Indicators

Ingram Micro Current Risk Indicators