AMC Entertainment Performance

AMC Entertainment Holdings Inc -- USA Stock  

USD 14.2  0.2  1.43%

Macroaxis gives AMC Entertainment performance score of 0 on a scale of 0 to 100. The firm owns Beta (Systematic Risk) of 2.7165 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-eight different technical indicators which can help you to evaluate its performance. AMC Entertainment Ho has expected return of -0.2584%. Please be advised to confirm AMC Entertainment Holdings Inc Sortino Ratio, Semi Variance and the relationship between Information Ratio and Value At Risk to decide if AMC Entertainment Ho past performance will be repeated in the future.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  1,515  in AMC Entertainment Holdings Inc on September 23, 2017 and sell it today you would lose (95)  from holding AMC Entertainment Holdings Inc or give up 6.27% of portfolio value over 30 days. AMC Entertainment Holdings Inc is generating negative expected returns assuming volatility of 3.2244% on return distribution over 30 days investment horizon. In other words, 30% of equities are less volatile than the company and above 99% of equities are expected to generate higher returns over the next 30 days.
 Daily Expected Return (%) 
      Risk (%) 
Considering 30-days investment horizon, AMC Entertainment Holdings Inc is expected to under-perform the market. In addition to that, the company is 12.52 times more volatile than its market benchmark. It trades about -0.08 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.84 per unit of volatility.

AMC Entertainment Daily Price Distribution

The median price of AMC Entertainment for the period between Sat, Sep 23, 2017 and Mon, Oct 23, 2017 is 14.7 with a coefficient of variation of 5.98. The daily time series for the period is distributed with a sample standard deviation of 0.88, arithmetic mean of 14.71, and mean deviation of 0.78. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days AMC Entertainment Holdings Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

AMC Entertainment Sharpe Ratio = -0.0801
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Estimated Market Risk

 3.22
  actual daily
 
 70 %
of total potential
  

Expected Return

 -0.26
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.08
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average AMC Entertainment is performing at about 0% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of AMC Entertainment by adding it to a well-diversified portfolio.

Dividends

AMC Entertainment Ho Dividends Analysis
Check AMC Entertainment Ho dividend payout schedule and payment analysis over time. Analyze past dividends calendar and estimate annual dividend income
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