AMC Entertainment Probability of Target Price Finishing Above 15.8

AMC Entertainment Holdings Inc -- USA Stock  

USD 15.8  0.7  4.64%

AMC Entertainment probability of target price tool provides mechanism to make assumptions about upside and downside potential of AMC Entertainment Holdings Inc performance during a given time horizon utilizing its historical volatility. Please specify AMC Entertainment time horizon, a valid symbol (red box) and a target price (blue box) you would like AMC Entertainment odds to be computed. Check also AMC Entertainment Backtesting, AMC Entertainment Valuation, AMC Entertainment Correlation, AMC Entertainment Hype Analysis, AMC Entertainment Volatility, AMC Entertainment History as well as AMC Entertainment Performance
Investment Horizon     30 Days    Login   to change
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AMC Entertainment Target Price Odds to finish below 15.8

Current PriceHorizonTarget PriceAbove OddsBelow Odds
 15.8 30 days 15.8  about 8.02% about 91.91%
Based on normal probability distribution, the odds of AMC Entertainment to move below current price in 30 days from now is about 91.91%.
Considering 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. Moreover AMC Entertainment Holdings Inc has an alpha of 1.588159234031818 implying that it can potentially generate 1.588159234031818% excess return over DOW after adjusting for the inherited market risk (beta).
92.0%
Odds to move below current price in 30 days
 AMC Entertainment Price Density 
 
 Prices     
Current Price   Target Price   
α
Alpha over DOW
=1.59
βBeta against DOW=2.69
σ
Overall volatility
=1.1
 IrInformation ratio =0.17