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 TrendCheck current 30 days AMC Entertainment correlation with market (DOW)|
β = 2.7165
Projected Return Density Against MarketConsidering 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
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