AMC Entertainment Performance

AMC Entertainment Holdings -- USA Stock  

USD 17.00  0.25  1.45%

On a scale of 0 to 100 AMC Entertainment holds performance score of 10. The firm owns Beta (Systematic Risk) of 0.5096 which signifies that as returns on market increase, AMC Entertainment returns are expected to increase less than the market. However during bear market, the loss on holding AMC Entertainment will be expected to be smaller as well.. Although it is vital to follow to AMC Entertainment Ho existing price patterns, it is good to be conservative about what you can actually do with the information regarding 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 0.4495% will be sustainable into the future. Please makes use of AMC Entertainment Holdings Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to make a quick decision on weather AMC Entertainment Ho current price history will revert.
 Time Horizon     30 Days    Login   to change

AMC Entertainment Ho Relative Risk vs. Return Landscape

If you would invest  1,430  in AMC Entertainment Holdings on March 24, 2018 and sell it today you would earn a total of  270.00  from holding AMC Entertainment Holdings or generate 18.88% return on investment over 30 days. AMC Entertainment Holdings is generating 0.4495% of daily returns assuming volatility of 2.7658% on return distribution over 30 days investment horizon. In other words, 25% of equities are less volatile than the company and above 92% 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 is expected to generate 1.96 times more return on investment than the market. However, the company is 1.96 times more volatile than its market benchmark. It trades about 0.16 of its potential returns per unit of risk. The DOW is currently generating roughly -0.03 per unit of risk.

Performance Rating

AMC Entertainment Holdings Risk Adjusted Performance Analysis
10 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in AMC Entertainment Holdings are ranked lower than 10 (%) of all global equities and portfolios over the last 30 days.

2 Months Efficiency

AMC Entertainment Sharpe Ratio = 0.1625
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Estimated Market Risk
 2.77
  actual daily
 
 75 %
of total potential
  
Expected Return
 0.45
  actual daily
 
 8 %
of total potential
  
Risk-Adjusted Return
 0.16
  actual daily
 
 10 %
of total potential
  
Based on monthly moving average AMC Entertainment is performing at about 10% 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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Check also Trending Equities. Please also try Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.