AMC Entertainment Risk Analysis

AMC Entertainment Holdings Inc -- USA Stock  

USD 14.25  0.25  1.79%

Macroaxis considers AMC Entertainment to be not very risky. AMC Entertainment Ho retains Efficiency (Sharpe Ratio) of -0.165 which signifies that AMC Entertainment Ho had -0.165% of return per unit of risk over the last 1 month. Macroaxis philosophy in foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. AMC Entertainment exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm AMC Entertainment Holdings Inc Coefficient Of Variation of (657.61) and Market Risk Adjusted Performance of (0.18) to double-check risk estimate we provide.
Investment Horizon     30 Days    Login   to change

AMC Entertainment Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, AMC Entertainment will likely underperform.
One Month Beta |Analyze AMC Entertainment Ho Demand Trend
Check current 30 days AMC Entertainment correlation with market (DOW)
β = 2.7165
AMC Entertainment Large BetaAMC Entertainment Ho Beta Legend

Projected Return Density Against Market

Considering 30-days investment horizon, the stock has beta coefficient of 2.7165 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, AMC Entertainment will likely underperform. Additionally, AMC Entertainment Holdings Inc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Considering 30-days investment horizon, the coefficient of variation of AMC Entertainment is -606.24. The daily returns are destributed with a variance of 11.16 and standard deviation of 3.34. The mean deviation of AMC Entertainment Holdings Inc is currently at 2.2. For similar time horizon, the selected benchmark (DOW) has volatility of 0.27
α
Alpha over DOW
=(1.01) 
βBeta against DOW= 2.72 
σ
Overall volatility
= 3.34 
 IrInformation ratio =(0.21) 

Actual Return Volatility

AMC Entertainment Holdings Inc has volatility of 3.3404% on return distribution over 30 days investment horizon. DOW inherits 0.2695% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

AMC Entertainment Volatility Factors

30 Days Market Risk

Not very risky

Chance of Distress in 24 months

About average

30 Days Economic Sensitivity

Hypersensitive to market

Total Debt

AMC Entertainment Ho Total Debt History

Total Debt

Largest Trends

AMC Entertainment Largest Period Trend

Investment Outlook

AMC Entertainment Investment Opportunity
AMC Entertainment Holdings Inc has a volatility of 3.34 and is 12.37 times more volatile than DOW. 31% of all equities and portfolios are less risky than AMC Entertainment. Compared to the overall equity markets, volatility of historical daily returns of AMC Entertainment Holdings Inc is lower than 31 (%) of all global equities and portfolios over the last 30 days. Use AMC Entertainment Holdings Inc to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of AMC Entertainment to be traded at $15.68 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, AMC Entertainment will likely underperform.

AMC Entertainment correlation with market

Modest diversification
Overlapping area represents the amount of risk that can be diversified away by holding AMC Entertainment Holdings Inc and equity matching DJI index in the same portfolio.

Volatility Indicators

AMC Entertainment Current Risk Indicators