Ingram Micro Holding Stock Alpha and Beta Analysis
| INGM Stock | 22.00 0.53 2.47% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Ingram Micro Holding. It also helps investors analyze the systematic and unsystematic risks associated with investing in Ingram Micro over a specified time horizon. Remember, high Ingram Micro's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Ingram Micro's market risk premium analysis include:
Beta 0.32 | Alpha (0.65) | Risk 208.65 | Sharpe Ratio 0.21 | Expected Return 42.9 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Ingram |
Ingram Micro Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Ingram Micro market risk premium is the additional return an investor will receive from holding Ingram Micro long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Ingram Micro. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Ingram Micro's performance over market.| α | -0.65 | β | 0.32 |
Ingram Micro expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Ingram Micro's Buy-and-hold return. Our buy-and-hold chart shows how Ingram Micro performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Ingram Micro Market Price Analysis
Market price analysis indicators help investors to evaluate how Ingram Micro stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ingram Micro shares will generate the highest return on investment. By understating and applying Ingram Micro stock market price indicators, traders can identify Ingram Micro position entry and exit signals to maximize returns.
Ingram Micro Return and Market Media
The median price of Ingram Micro for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 24.03 with a coefficient of variation of 22.64. The daily time series for the period is distributed with a sample standard deviation of 5.12, arithmetic mean of 22.61, and mean deviation of 2.23. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Ingram Micro Achieves 6 Billion Valuation After Successful IPO | 10/24/2024 |
2 | Ingram Micros executive VP purchases 200,200 in stock | 10/25/2024 |
3 | Ingram Micro director Christian Cook buys 1.01 million in shares | 10/29/2024 |
4 | Ingram Micro Reports Fiscal Third Quarter 2024 Financial Results | 11/12/2024 |
5 | Ingram Micro stock initiated at Buy as Jefferies highlights strong position in IT distribution | 11/18/2024 |
6 | Top 3 Tech Stocks Which Could Rescue Your Portfolio In Q4 | 11/21/2024 |
About Ingram Micro Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Ingram or other stocks. Alpha measures the amount that position in Ingram Micro Holding has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Ingram Micro in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Ingram Micro's short interest history, or implied volatility extrapolated from Ingram Micro options trading.
Build Portfolio with Ingram Micro
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Ingram Micro Backtesting, Ingram Micro Valuation, Ingram Micro Correlation, Ingram Micro Hype Analysis, Ingram Micro Volatility, Ingram Micro History and analyze Ingram Micro Performance. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
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.