AMC Entertainment Information Ratio 
AMC  USA Stock  Quarterly Earning Report: November 14, 2019 
Symbol 
 =  0.0098 
ER[a]  =  Expected return on investing in AMC Entertainment 
ER[b]  =  Expected return on market index or selected benchmark 
STD[a]  =  Standard Deviation of returns on AMC Entertainment 
Information Ratio Comparison
AMC Entertainment Holdings is rated fourth in information ratio category among related companies. It is rated third in maximum drawdown category among related companies reporting about 1,780 of Maximum Drawdown per Information Ratio. The ratio of Maximum Drawdown to Information Ratio for AMC Entertainment Holdings is roughly 1,780
The higher the information ratio, the greater the chances of the manager to make money in the future. The information ratio only looks to compute the return per unit of risk undertaken for the alpha component. This is important because alpha returns are risky, as they represent a zero sum game for the market as a whole. In fact, average alpha for the market as a whole is in practice slightly less than zero because of transaction and other costs. Therefore it is easy for a manager to take on ?alpha risk? and lose money that will bite into the beta returns.Information Ratio  ...

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AMC Entertainment Technical Signals
All AMC Entertainment Technical Indicators
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Risk Adjusted Performance  0.0114  
Market Risk Adjusted Performance  0.013  
Mean Deviation  2.15  
Semi Deviation  2.91  
Downside Deviation  2.96  
Coefficient Of Variation  20328.97  
Standard Deviation  2.85  
Variance  8.12  
Information Ratio  0.0098  
Jensen Alpha  0.036  
Total Risk Alpha  0.0742  
Sortino Ratio  0.0095  
Treynor Ratio  0.003  
Maximum Drawdown  17.45  
Value At Risk  (4.47)  
Potential Upside  3.59  
Downside Variance  8.75  
Semi Variance  8.45  
Expected Short fall  (2.10)  
Skewness  0.1572  
Kurtosis  1.36 
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