Cinemark Holdings Backtesting

Cinemark Holdings Inc -- USA Stock  

USD 34.95  0.12  0.34%

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

Cinemark Holdings 'What if' Analysis

December 24, 2017
No Change 0.00  0.0%
In 31 days
January 23, 2018
If you would invest  0.00  in Cinemark Holdings on December 24, 2017 and sell it all today you would earn a total of 0.00 from holding Cinemark Holdings Inc or generate 0.0% return on investment in Cinemark Holdings over 30 days. Cinemark Holdings is related to or competes with DISH Network, Electronic Arts, Viacom, Discovery Communications, Boyd Gaming, and CBS. It operates in the theatres in the United States, Brazil, Argentina, Chile, Colombia, Peru, Ecuador, Honduras, El Salvad...

Cinemark Holdings Upside/Downside Indicators


Cinemark Holdings Market Premium Indicators

Cinemark Holdings Inc lagged returns against current returns

 Current and Lagged Values 

Cinemark Holdings regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Cinemark Holdings Inc Backtested Returns

We consider Cinemark Holdings not too risky. Cinemark Holdings Inc secures Sharpe Ratio (or Efficiency) of 0.0668 which signifies that Cinemark Holdings Inc had 0.0668% of return per unit of risk over the last 1 month. Our philosophy towards 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-one technical indicators for Cinemark Holdings Inc which you can use to evaluate future volatility of the firm. Please confirm Cinemark Holdings Inc Risk Adjusted Performance of (0.025056) and Mean Deviation of 1.13 to double-check if risk estimate we provide are consistent with the epected return of 0.0851%. Cinemark Holdings has performance score of 4 on a scale of 0 to 100. The firm shows Beta (market volatility) of -0.702 which signifies that as returns on market increase, returns on owning Cinemark Holdings are expected to decrease at a much smaller rate. During bear market, Cinemark Holdings is likely to outperform the market.. Although it is extremely important to respect Cinemark Holdings Inc historical returns, it is better to be realistic regarding the information on equity current trending patterns. The philosophy towards 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 Cinemark Holdings Inc technical indicators you can presently evaluate if the expected return of 0.0851% will be sustainable into the future. Cinemark Holdings Inc right now shows a risk of 1.2741%. Please confirm Cinemark Holdings Inc Jensen Alpha as well as the relationship between Potential Upside and Skewness to decide if Cinemark Holdings Inc will be following its price patterns.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.3 

Below average predictability

Cinemark Holdings Inc has below average predictability. Overlapping area represents the amount of predictability between Cinemark Holdings time series from December 24, 2017 to January 8, 2018 and January 8, 2018 to January 23, 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 Cinemark Holdings Inc price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Cinemark Holdings price fluctuation can be explain by its past prices.
Correlation Coefficient 0.3
Spearman Rank Test -0.7
Price Variance 0.21
Lagged Price Variance 0.2

Cinemark Holdings Lagged Returns

 Regressed Prices 

Cinemark Holdings Performance vs DOW

The median price of Cinemark Holdings for the period between Sun, Dec 24, 2017 and Tue, Jan 23, 2018 is 34.82 with a coefficient of variation of 2.05. The daily time series for the period is distributed with a sample standard deviation of 0.71, arithmetic mean of 34.8, and mean deviation of 0.56. The Stock received some media coverage during the period.
Price Growth (%)  
2017 Q3 Sentiment Cinemark Holdings Inc12/29/2017
Decision Time Cinemark Holdings Inc Stock Technicals Hit ...01/22/2018