AMC Entertainment Backtesting

AMC Entertainment Holdings Inc -- USA Stock  

USD 14.20  0.55  3.73%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of AMC Entertainment Holdings Inc 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

AMC Entertainment 'What if' Analysis

February 17, 2018
No Change 0.00  0.0%
In 30 days
March 19, 2018
If you would invest  0.00  in AMC Entertainment on February 17, 2018 and sell it all today you would earn a total of 0.00 from holding AMC Entertainment Holdings Inc or generate 0.0% return on investment in AMC Entertainment over 30 days. AMC Entertainment is related to or competes with DHX Media, 500 com, Eros International, Cinemark Holdings, and Dover Downs. AMC Entertainment Holdings, Inc., through its subsidiaries, operates in the theatrical exhibition business

AMC Entertainment Upside/Downside Indicators


AMC Entertainment Market Premium Indicators

AMC Entertainment Ho lagged returns against current returns

 Current and Lagged Values 

AMC Entertainment regressed lagged prices vs. current prices

 Current vs Lagged Prices 

AMC Entertainment Ho Backtested Returns

Macroaxis considers AMC Entertainment to be not very risky. AMC Entertainment Ho retains Efficiency (Sharpe Ratio) of -0.021 which signifies that AMC Entertainment Ho had -0.021% of return per unit of risk over the last 1 month. Macroaxis philosophy in foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. AMC Entertainment exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm AMC Entertainment Holdings Inc Coefficient Of Variation of 11819.08 and Market Risk Adjusted Performance of 0.022075 to double-check risk estimate we provide. Macroaxis gives AMC Entertainment performance score of 0 on a scale of 0 to 100. The firm owns Beta (Systematic Risk) of -0.4597 which signifies that as returns on market increase, returns on owning AMC Entertainment are expected to decrease at a much smaller rate. During bear market, AMC Entertainment is likely to outperform the market.. Even though it is essential to pay attention to AMC Entertainment Ho existing price patterns, it is always good to be careful when utilizing equity price patterns. Macroaxis philosophy in foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. AMC Entertainment exposes twenty-one different technical indicators which can help you to evaluate its performance. AMC Entertainment Ho has expected return of -0.0625%. Please be advised to confirm AMC Entertainment Holdings Inc Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to decide if AMC Entertainment Ho past performance will be repeated in the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.55) 

Good reverse predictability

AMC Entertainment Holdings Inc has good reverse predictability. Overlapping area represents the amount of predictability between AMC Entertainment time series from February 17, 2018 to March 4, 2018 and March 4, 2018 to March 19, 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 -0.55 indicates that about 55.0% of current AMC Entertainment price fluctuation can be explain by its past prices. Given that AMC Entertainment Holdings Inc has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of AMC Entertainment for similar time interval.
Correlation Coefficient -0.55
Spearman Rank Test -0.65
Price Variance 0.3
Lagged Price Variance 0.31

AMC Entertainment Lagged Returns

 Regressed Prices 

AMC Entertainment Performance vs DOW

The median price of AMC Entertainment for the period between Sat, Feb 17, 2018 and Mon, Mar 19, 2018 is 15.0 with a coefficient of variation of 3.95. The daily time series for the period is distributed with a sample standard deviation of 0.6, arithmetic mean of 15.05, and mean deviation of 0.53. The Stock received some media coverage during the period.
 Price Growth (%)  
Hot Mover to Watch AMC Entertainment Holdings Inc03/16/2018