Ingram Micro Holding Stock Market Value
| INGM Stock | 23.32 0.32 1.39% |
| Symbol | Ingram |
Ingram Micro Holding Price To Book Ratio
Is Wholesale space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Ingram Micro. If investors know Ingram will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Ingram Micro listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Ingram Micro Holding is measured differently than its book value, which is the value of Ingram that is recorded on the company's balance sheet. Investors also form their own opinion of Ingram Micro's value that differs from its market value or its book value, called intrinsic value, which is Ingram Micro's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Ingram Micro's market value can be influenced by many factors that don't directly affect Ingram Micro's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Ingram Micro's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ingram Micro is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ingram Micro's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Ingram Micro 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Ingram Micro's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Ingram Micro.
| 01/02/2025 |
| 02/01/2025 |
If you would invest 0.00 in Ingram Micro on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Ingram Micro Holding or generate 0.0% return on investment in Ingram Micro over 30 days. Ingram Micro is related to or competes with Scandinavian Tobacco, Compania Cervecerias, PepsiCo, ScanSource, BRC, Altria, and Japan Tobacco. Ingram Micro is entity of United States. It is traded as Stock on NYSE exchange. More
Ingram Micro Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Ingram Micro's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Ingram Micro Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 12.81 | |||
| Value At Risk | (3.91) | |||
| Potential Upside | 3.66 |
Ingram Micro Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ingram Micro's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ingram Micro's standard deviation. In reality, there are many statistical measures that can use Ingram Micro historical prices to predict the future Ingram Micro's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | (0.19) |
Ingram Micro Holding Backtested Returns
As of now, Ingram Stock is not too volatile. Ingram Micro Holding holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Ingram Micro Holding, which you can use to evaluate the volatility of the firm. Please check out Ingram Micro's Market Risk Adjusted Performance of (0.18), standard deviation of 2.46, and insignificant Risk Adjusted Performance to validate if the risk estimate we provide is consistent with the expected return of 0.0131%. The company retains a Market Volatility (i.e., Beta) of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Ingram Micro's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ingram Micro is expected to be smaller as well. Ingram Micro Holding right now retains a risk of 2.53%. Please check out Ingram Micro maximum drawdown, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Ingram Micro will be following its current trending patterns.
Auto-correlation | 0.45 |
Average predictability
Ingram Micro Holding has average predictability. Overlapping area represents the amount of predictability between Ingram Micro time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ingram Micro Holding price movement. The serial correlation of 0.45 indicates that just about 45.0% of current Ingram Micro price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
Ingram Micro Holding lagged returns against current returns
Autocorrelation, which is Ingram Micro stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Ingram Micro's stock expected returns. We can calculate the autocorrelation of Ingram Micro returns to help us make a trade decision. For example, suppose you find that Ingram Micro has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Ingram Micro regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Ingram Micro stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ingram Micro stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ingram Micro stock over time.
Current vs Lagged Prices |
| Timeline |
Ingram Micro Lagged Returns
When evaluating Ingram Micro's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ingram Micro stock have on its future price. Ingram Micro autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Ingram Micro autocorrelation shows the relationship between Ingram Micro stock current value and its past values and can show if there is a momentum factor associated with investing in Ingram Micro Holding.
Regressed Prices |
| Timeline |
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Ingram Micro technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.