Macroaxis considers AMC Entertainment not very volatile given 1 month investment horizon. AMC Entertainment Ho retains Efficiency (Sharpe Ratio) of 0.246 which signifies that AMC Entertainment Ho had 0.246% of return per unit of risk over the last 1 month. Our philosophy in foreseeing volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. By analyzing AMC Entertainment Ho technical indicators you can right now evaluate if the expected return of 0.9521% is justified by implied risk. Please makes use of AMC Entertainment Holdings Inc Coefficient Of Variation of 423.94 and Market Risk Adjusted Performance of
(0.33) to double-check if our risk estimates are consistent with your expectations.
|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 = -2.6931
AMC Entertainment Ho Technical Analysis
Projected Return Density Against MarketConsidering 30-days investment horizon, AMC Entertainment Holdings Inc has beta of -2.6931 . 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 1.5882 implying that it can potentially generate 1.5882% 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 406.44. The daily returns are destributed with a variance of 14.97 and standard deviation of 3.87. The mean deviation of AMC Entertainment Holdings Inc is currently at 3.0. For similar time horizon, the selected benchmark (DOW) has volatility of 0.47