AMC Entertainment Backtesting

AMC Entertainment Holdings Inc -- USA Stock  

USD 13.6  0.15  1.09%

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
Investment Horizon     30 Days    Login   to change
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AMC Entertainment 'What if' Analysis

September 19, 2017
 0.00 
No Change 0.00  0.0%
In 30 days
October 19, 2017
 0.00 
If you would invest  0.00  in AMC Entertainment on September 19, 2017 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. It owns operates or has interests in theatres

AMC Entertainment Upside/Downside Indicators

  

AMC Entertainment Market Premium Indicators

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 
      Timeline 

AMC Entertainment Ho Backtested Returns

Macroaxis considers AMC Entertainment to be not very risky. AMC Entertainment Ho retains Efficiency (Sharpe Ratio) of -0.1827 which signifies that AMC Entertainment Ho had -0.1827% 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 (535.58) and Market Risk Adjusted Performance of (0.2) 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 2.8516 which signifies that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, AMC Entertainment will likely underperform.. 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 -0.563%. 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 0.22 

Weak predictability

AMC Entertainment Holdings Inc has weak predictability. Overlapping area represents the amount of predictability between AMC Entertainment time series from September 19, 2017 to October 4, 2017 and October 4, 2017 to October 19, 2017. 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 0.22 indicates that over 22.0% of current AMC Entertainment price fluctuation can be explain by its past prices.
Correlation Coefficient 0.22
Spearman Rank Test -0.04
Price Variance 0.73
Lagged Price Variance 0.17

AMC Entertainment Lagged Returns

 Regressed Prices 
      Timeline 

AMC Entertainment Performance vs DOW

The median price of AMC Entertainment for the period between Tue, Sep 19, 2017 and Thu, Oct 19, 2017 is 15.15 with a coefficient of variation of 5.97. The daily time series for the period is distributed with a sample standard deviation of 0.89, arithmetic mean of 14.84, and mean deviation of 0.79. The Stock received some media coverage during the period.
Price Growth (%)  
      Timeline 
1
Dissecting the Investment Cases for AMC Entertainment Holdin...10/18/2017