AMC Entertainment Alpha and Beta Analysis

AMC Entertainment Holdings Inc -- USA Stock  

USD 15.94  0.14  0.89%

This module allows you to check different measures of market premium for AMC Entertainment Holdings Inc 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
Investment Horizon     30 Days    Login   to change
Run Premiums

AMC Entertainment Market Premiums

α (average alpha)=1.66    β (beta)=2.28    
30 days against DJI
Risk Adjusted Performance  0.1774Jensen Alpha  1.7Total Risk Alpha  (0.24)Sortino Ratio  0.2962Treynor Ratio  (0.53)

AMC Entertainment expected buy-and-hold returns


AMC Entertainment Market Price Analysis

Price Series Summation
Price Series Division
Inverse Tangent Over Price Movement
Price Ceiling Movement
Aroon Oscillator
Balance Of Power
Bollinger Bands
Double Exponential Moving Average
Belt hold
Hanging Man

AMC Entertainment Return and Market Media

The median price of AMC Entertainment for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 14.3 with a coefficient of variation of 8.24. The daily time series for the period is distributed with a sample standard deviation of 1.16, arithmetic mean of 14.13, and mean deviation of 0.95. The Stock received some media coverage during the period.
Price Growth (%)  
Small theater chain IPO with big implications12/14/2017