AMC Entertainment Performance

AMC Entertainment Holdings Inc -- USA Stock  

USD 15.8  0.65  4.29%

AMC Entertainment holds performance score of 19 on a scale of zero to a hundred. The firm owns Beta (Systematic Risk) of -2.3245 which signifies that as returns on market increase, returns on owning AMC Entertainment are expected to decrease by larger amounts. On the other hand, during market turmoil, AMC Entertainment is expected to significantly outperform it.. 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. Macroaxis philosophy in foreseeing future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if AMC Entertainment expected return of 1.1172 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use AMC Entertainment Ho Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to analyze future returns on AMC Entertainment Ho.
Investment Horizon     30 Days    Login   to change

AMC Entertainment Ho Relative Risk vs. Return Landscape

If you would invest  1,255  in AMC Entertainment Holdings Inc on November 15, 2017 and sell it today you would earn a total of  325  from holding AMC Entertainment Holdings Inc or generate 25.9% return on investment over 30 days. AMC Entertainment Holdings Inc is generating 1.1172% of daily returns assuming volatility of 3.7029% on return distribution over 30 days investment horizon. In other words, 34% of equities are less volatile than the company and above 79% 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 generate 7.84 times more return on investment than the market. However, the company is 7.84 times more volatile than its market benchmark. It trades about 0.3 of its potential returns per unit of risk. The DOW is currently generating roughly 0.5 per unit of risk.

AMC Entertainment Daily Price Distribution

The median price of AMC Entertainment for the period between Wed, Nov 15, 2017 and Fri, Dec 15, 2017 is 14.3 with a coefficient of variation of 8.24. The daily time series for the period is distributed with a sample standard deviation of 1.16, arithmetic mean of 14.13, and mean deviation of 0.95. The Stock received some media coverage during the period.
19 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in AMC Entertainment Holdings Inc are ranked lower than 19 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

AMC Entertainment Sharpe Ratio = 0.3017
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Estimated Market Risk

 3.7
  actual daily
 
 66 %
of total potential
  

Expected Return

 1.12
  actual daily
 
 21 %
of total potential
  

Risk-Adjusted Return

 0.3
  actual daily
 
 19 %
of total potential
  
Based on monthly moving average AMC Entertainment is performing at about 19% 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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