Ingram Micro Holding Stock Alpha and Beta Analysis
| INGM Stock | 18.80 0.83 4.23% |
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 0.74 | Alpha (0.07) | Risk 2.59 | Sharpe Ratio (0.04) | Expected Return (0.09) |
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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 | -0.07 | β | 0.74 |
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 Thu, Dec 26, 2024 and Wed, Mar 26, 2025 is 20.66 with a coefficient of variation of 8.26. The daily time series for the period is distributed with a sample standard deviation of 1.75, arithmetic mean of 21.22, and mean deviation of 1.61. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Ingram Micro Holding Corporation declares 0.074 dividend | 03/05/2025 |
2 | Ingram Micro Holding Corporation Investors Who Lost Money Contact Law Offices of Howard G. Smith About Securities Fraud Investigation | 03/06/2025 |
3 | Ingram Micros Xvantage Integrations Hub Delivers a Plug-and-Play Experience, Virtually Eliminating the Complexity of Software Integrations | 03/18/2025 |
4 | INGRAM ALERT Bragar Eagel Squire, P.C. is Investigating - GlobeNewswire | 03/19/2025 |
5 | Ingram Micro Launches AI-Powered Xvantage Integrations Hub | 03/21/2025 |
6 | Beyond The Numbers 10 Analysts Discuss Ingram Micro Holding Stock - Benzinga | 03/25/2025 |
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.
| 2022 | 2023 | 2024 | 2025 (projected) | |
| Dividend Yield | 2.7K | 16.09 | 14.48 | 13.76 |
| Price To Sales Ratio | 1.3E-5 | 1.4E-5 | 1.6E-5 | 1.5E-5 |
Ingram Micro Investors Sentiment
The influence of Ingram Micro's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Ingram. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Ingram Micro's public news can be used to forecast risks associated with an investment in Ingram. The trend in average sentiment can be used to explain how an investor holding Ingram can time the market purely based on public headlines and social activities around Ingram Micro Holding. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Ingram Micro's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Ingram Micro's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Ingram Micro's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Ingram Micro.
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
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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 Fundamentals Comparison module to compare fundamentals across multiple equities to find investing opportunities.
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.