AMC Entertainment is not very volatile given 1 month investment horizon. AMC Entertainment Ho retains Efficiency (Sharpe Ratio) of 0.3008 which signifies that AMC Entertainment Ho had 0.3008% of return per unit of risk over the last 1 month. Our philosophy in foreseeing risk of a stock is to use both market data as well as company specific technical data. We found twenty-eight different technical indicators which can help you to evaluate if expected returns of 1.0976% are justified by taking the suggested risk. Use AMC Entertainment Ho Coefficient Of Variation of 294.35 and Market Risk Adjusted Performance of
(0.53) to evaluate company specific risk that cannot be diversified away.
|Investment Horizon||30 Days Login to change|
AMC Entertainment Market Sensitivity
|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.One Month Beta |Analyze AMC Entertainment Ho Demand TrendCheck current 30 days AMC Entertainment correlation with market (DOW)|
β = -2.3171
AMC Entertainment Ho Technical Analysis
Projected Return Density Against MarketConsidering 30-days investment horizon, AMC Entertainment Holdings Inc has beta of -2.3171 . This suggests as returns on its benchmark rise, returns on holding AMC Entertainment Holdings Inc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, AMC Entertainment is expected to outperform its benchmark. In addition to that, AMC Entertainment Holdings Inc has an alpha of 1.7399 implying that it can potentially generate 1.7399% excess return over DOW after adjusting for the inherited market risk (beta).
Considering 30-days investment horizon, the coefficient of variation of AMC Entertainment is 332.49. The daily returns are destributed with a variance of 13.32 and standard deviation of 3.65. The mean deviation of AMC Entertainment Holdings Inc is currently at 2.74. For similar time horizon, the selected benchmark (DOW) has volatility of 0.49