AMC Entertainment Alpha and Beta Analysis Overview

AMC -- USA Stock  

USD 16.35  0.40  2.51%

This module allows you to check different measures of market premium for AMC Entertainment Holdings as well as systematic risk associated with investing in AMC Entertainment over a specified time horizon. Check also AMC Entertainment Backtesting, AMC Entertainment Valuation, AMC Entertainment Correlation, AMC Entertainment Hype Analysis, AMC Entertainment Volatility, AMC Entertainment History and analyze AMC Entertainment Performance.
 Time Horizon     30 Days    Login   to change
Symbol
Run Premiums

AMC Entertainment Market Premiums

α0.41β0.98
30 days against DJI
Risk Adjusted Performance  

0.020376

Jensen Alpha  

0.35

Total Risk Alpha  

0.67

Sortino Ratio  

0.0

Treynor Ratio  

0.08

AMC Entertainment expected buy-and-hold returns

AMC Entertainment Market Price Analysis

AMC Entertainment Return and Market Media

The median price of AMC Entertainment for the period between Thu, Jun 21, 2018 and Sat, Jul 21, 2018 is 16.6 with a coefficient of variation of 3.45. The daily time series for the period is distributed with a sample standard deviation of 0.57, arithmetic mean of 16.56, and mean deviation of 0.48. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
      Timeline 
1
A Comparison of Top Movers AMC Entertainment Holdings, Inc. ...06/29/2018
2
US box office shows summer sizzle07/03/2018
3
AMC Entertainment exotic insider transaction detected07/10/2018
4
Stock Alert and Holding Pattern AMC Entertainment Holdings I...07/20/2018

Upcoming Events

AMC Entertainment Upcoming Company Events
Upcoming Quarterly ReportMay 5, 2017
Next Earnings ReportAugust 7, 2017

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Check also AMC Entertainment Backtesting, AMC Entertainment Valuation, AMC Entertainment Correlation, AMC Entertainment Hype Analysis, AMC Entertainment Volatility, AMC Entertainment History and analyze AMC Entertainment Performance. Please also try Companies Directory module to evaluate performance of over 100,000 stocks, funds, and etfs against different fundamentals.
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