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 TrendCheck current 30 days Ingram Micro correlation with market (DOW)|
β = 0.171
Ingram Micro Inc Technical Analysis
Projected Return Density Against MarketAllowing 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).
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