AMC Entertainment Backtesting

AMC -- USA Stock  

USD 16.58  0.47  2.76%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of AMC Entertainment Holdings and determine expected loss or profit from investing in AMC Entertainment over given investment horizon. Check also AMC Entertainment Hype Analysis, AMC Entertainment Correlation, AMC Entertainment Valuation, AMC Entertainment Volatility as well as analyze AMC Entertainment Alpha and Beta and AMC Entertainment Performance.
 Time Horizon     30 Days    Login   to change
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Backtest

AMC Entertainment 'What if' Analysis

June 16, 2018
0.00
No Change 0.00  0.0%
In 31 days
July 16, 2018
0.00
If you would invest  0.00  in AMC Entertainment on June 16, 2018 and sell it all today you would earn a total of 0.00 from holding AMC Entertainment Holdings or generate 0.0% return on investment in AMC Entertainment over 30 days. AMC Entertainment is related to or competes with Eros International, Discovery Communications, CBS, Cinemark Holdings, Disney, and DOLBY LABORATORIE. AMC Entertainment Holdings, Inc., through its subsidiaries, operates in the theatrical exhibition business

AMC Entertainment Upside/Downside Indicators

Downside Deviation2.26
Information Ratio0.1457
Maximum Drawdown8.29
Value At Risk3.49
Potential Upside3.61
  

AMC Entertainment Market Premium Indicators

Risk Adjusted Performance0.1137
Jensen Alpha0.6825
Total Risk Alpha0.034227
Sortino Ratio0.1577
Treynor Ratio0.24

AMC Entertainment Ho Backtested Returns

Macroaxis considers AMC Entertainment not very risky given 1 month investment horizon. AMC Entertainment Ho retains Efficiency (Sharpe Ratio) of 0.0942 which signifies that AMC Entertainment Ho had 0.0942% of return per unit of risk over the last 1 month. Our philosophy in foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for AMC Entertainment which you can use to evaluate future volatility of the firm. Please makes use of AMC Entertainment Holdings Coefficient Of Variation of 512.06 and Market Risk Adjusted Performance of 0.23 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100 AMC Entertainment holds performance score of 6. The firm owns Beta (Systematic Risk) of -1.9349 which signifies that as returns on market increase, returns on owning AMC Entertainment are expected to decrease by larger amounts. On the other hand, during market turmoil, AMC Entertainment is expected to significantly outperform it.. Although it is extremely important to respect AMC Entertainment Ho existing price patterns, it is better to be realistic regarding the information on equity price patterns. The philosophy in foreseeing future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By analyzing AMC Entertainment Ho technical indicators you can right now evaluate if the expected return of 0.233% will be sustainable into the future. Please makes use of AMC Entertainment Holdings Sortino Ratio, Semi Variance and the relationship between Information Ratio and Value At Risk to make a quick decision on weather AMC Entertainment Ho current price history will revert.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.24 

Weak predictability

AMC Entertainment Holdings has weak predictability. Overlapping area represents the amount of predictability between AMC Entertainment time series from June 16, 2018 to July 1, 2018 and July 1, 2018 to July 16, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AMC Entertainment Ho price movement. The serial correlation of 0.24 indicates that over 24.0% of current AMC Entertainment price fluctuation can be explain by its past prices.
Correlation Coefficient 0.24
Spearman Rank Test -0.45
Price Variance 0.29
Lagged Price Variance 0.2

AMC Entertainment Ho lagged returns against current returns

 Current and Lagged Values 
      Timeline 

AMC Entertainment regressed lagged prices vs. current prices

 Current vs Lagged Prices 
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AMC Entertainment Lagged Returns

 Regressed Prices 
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Current Sentiment - AMC

AMC Entertainment Ho Investor Sentiment
Greater number of Macroaxis users are presently bullish on AMC Entertainment Holdings. What is your sentiment towards investing in AMC Entertainment Holdings? Are you bullish or bearish?
Bullish
Bearish
98% Bullish
2% Bearish
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Pair Correlation

Equities Pair Trading Analysis
Correlation analysis and pair trading evaluation for AMC Entertainment and Eros International Plc. Pair trading can be used as a hedging technique within a particular sector or industry or even over random equities to generate better risk-adjusted return
Run Pair Correlation  
Check also AMC Entertainment Hype Analysis, AMC Entertainment Correlation, AMC Entertainment Valuation, AMC Entertainment Volatility as well as analyze AMC Entertainment Alpha and Beta and AMC Entertainment Performance. Please also try Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.