Ingram Micro's market value is the price at which a share of Ingram Micro trades on a public exchange. It measures the collective expectations of Ingram Micro Bilisim investors about its performance. Ingram Micro is trading at 458.00 as of the 18th of December 2024. This is a 0.43% down since the beginning of the trading day. The stock's open price was 460.0. With this module, you can estimate the performance of a buy and hold strategy of Ingram Micro Bilisim and determine expected loss or profit from investing in Ingram Micro over a given investment horizon. Check out Risk vs Return Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population.
Symbol
Ingram
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.
0.00
11/18/2024
No Change 0.00
0.0
In 30 days
12/18/2024
0.00
If you would invest 0.00 in Ingram Micro on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Ingram Micro Bilisim or generate 0.0% return on investment in Ingram Micro over 30 days.
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 Bilisim upside and downside potential and time the market with a certain degree of confidence.
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.
Ingram Micro Bilisim holds Efficiency (Sharpe) Ratio of -0.0317, which attests that the entity had a -0.0317% return per unit of risk over the last 3 months. Ingram Micro Bilisim exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ingram Micro's Standard Deviation of 2.3, market risk adjusted performance of 0.1374, and insignificant Risk Adjusted Performance to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ingram Micro are expected to decrease at a much lower rate. During the bear market, Ingram Micro is likely to outperform the market. At this point, Ingram Micro Bilisim has a negative expected return of -0.0749%. Please make sure to check out Ingram Micro's maximum drawdown, as well as the relationship between the accumulation distribution and market facilitation index , to decide if Ingram Micro Bilisim performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.33
Poor reverse predictability
Ingram Micro Bilisim has poor reverse predictability. Overlapping area represents the amount of predictability between Ingram Micro time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th of December 2024. 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 Bilisim price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Ingram Micro price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.33
Spearman Rank Test
0.23
Residual Average
0.0
Price Variance
60.93
Ingram Micro Bilisim 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 Bilisim.
Regressed Prices
Timeline
Thematic Opportunities
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