Cinemark Holdings Alpha and Beta Analysis

Cinemark Holdings -- USA Stock  

USD 39.67  0.73  1.81%

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

Cinemark Holdings Market Premiums

α0.024543β0.25
30 days against DJI
Risk Adjusted Performance  

0.0499

Jensen Alpha  

0.0499

Total Risk Alpha  

0.1445

Sortino Ratio  

0.0881

Treynor Ratio  

0.5254

Cinemark Holdings expected buy-and-hold returns

Cinemark Holdings Market Price Analysis

Cinemark Holdings Return and Market Media

The median price of Cinemark Holdings for the period between Thu, Feb 22, 2018 and Mon, Apr 23, 2018 is 39.52 with a coefficient of variation of 3.86. The daily time series for the period is distributed with a sample standard deviation of 1.54, arithmetic mean of 39.81, and mean deviation of 1.26. The Stock received some media coverage during the period.
 Price Growth (%)  
      Timeline 
1
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Current Sentiment - CNK

Cinemark Holdings Investor Sentiment
Greater number of Macroaxis users are currently bullish on Cinemark Holdings. What is your opinion about investing in Cinemark Holdings? Are you bullish or bearish?
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Bearish
98% Bullish
2% Bearish
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Check also Cinemark Holdings Backtesting, Cinemark Holdings Valuation, Cinemark Holdings Correlation, Cinemark Holdings Hype Analysis, Cinemark Holdings Volatility, Cinemark Holdings History and analyze Cinemark Holdings Performance. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.