Cinemark Holdings Alpha and Beta Analysis

Cinemark Holdings Inc -- USA Stock  

USD 34.45  0.38  1.09%

This module allows you to check different measures of market premium for Cinemark Holdings Inc 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
Run Premiums

Cinemark Holdings Market Premiums

α (average alpha)=0.42    β (beta)=0.85    
30 days against DJI
Risk Adjusted Performance  (0.032894)Jensen Alpha  0.0181Total Risk Alpha  (0.94)Sortino Ratio  0.0Treynor Ratio  0.21

Cinemark Holdings expected buy-and-hold returns


Cinemark Holdings 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

Cinemark Holdings Return and Market Media

The median price of Cinemark Holdings for the period between Thu, Dec 21, 2017 and Sat, Jan 20, 2018 is 34.82 with a coefficient of variation of 2.17. The daily time series for the period is distributed with a sample standard deviation of 0.76, arithmetic mean of 34.85, and mean deviation of 0.61. The Stock received some media coverage during the period.
Price Growth (%)  
Cinemark Holdings Inc Reviewing the Levels12/27/2017
Covenant Transportation Group, Inc. Reaches 29.12 After 3.00...01/19/2018