Amc Networks Stock Market Value
| AMCX Stock | USD 11.50 0.07 0.61% |
| Symbol | AMC |
AMC Networks Price To Book Ratio
Is AMC Networks' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of AMC Networks. If investors know AMC will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about AMC Networks listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.26) | Earnings Share 4.9 | Revenue Per Share 61.877 | Quarterly Revenue Growth (0.30) | Return On Assets 0.0614 |
The market value of AMC Networks is measured differently than its book value, which is the value of AMC that is recorded on the company's balance sheet. Investors also form their own opinion of AMC Networks' value that differs from its market value or its book value, called intrinsic value, which is AMC Networks' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because AMC Networks' market value can be influenced by many factors that don't directly affect AMC Networks' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between AMC Networks' value and its price as these two are different measures arrived at by different means. Investors typically determine if AMC Networks is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AMC Networks' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
AMC Networks 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to AMC Networks' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of AMC Networks.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in AMC Networks on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding AMC Networks or generate 0.0% return on investment in AMC Networks over 30 days. AMC Networks is related to or competes with Disney, AMC Entertainment, and Netflix. AMC Networks Inc., an entertainment company, owns and operates a suite of video entertainment products that are delivere... More
AMC Networks Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure AMC Networks' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess AMC Networks upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 22.48 | |||
| Value At Risk | (6.48) | |||
| Potential Upside | 5.48 |
AMC Networks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMC Networks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMC Networks' standard deviation. In reality, there are many statistical measures that can use AMC Networks historical prices to predict the future AMC Networks' volatility.| Risk Adjusted Performance | (0.09) | |||
| Jensen Alpha | (0.79) | |||
| Total Risk Alpha | (1.09) | |||
| Treynor Ratio | (0.23) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AMC Networks' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
AMC Networks Backtested Returns
AMC Networks retains Efficiency (Sharpe Ratio) of -0.2, which signifies that the company had a -0.2% return per unit of risk over the last 3 months. AMC Networks exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AMC Networks' market risk adjusted performance of (0.22), and Variance of 13.74 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 2.49, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, AMC Networks will likely underperform. AMC Networks has an expected return of -0.69%. Please make sure to confirm AMC Networks potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if AMC Networks performance from the past will be repeated in the future.
Auto-correlation | -0.47 |
Modest reverse predictability
AMC Networks has modest reverse predictability. Overlapping area represents the amount of predictability between AMC Networks time series from 26th of March 2024 to 10th of April 2024 and 10th of April 2024 to 25th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AMC Networks price movement. The serial correlation of -0.47 indicates that about 47.0% of current AMC Networks price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.47 | |
| Spearman Rank Test | -0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 0.22 |
AMC Networks lagged returns against current returns
Autocorrelation, which is AMC Networks stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting AMC Networks' stock expected returns. We can calculate the autocorrelation of AMC Networks returns to help us make a trade decision. For example, suppose you find that AMC Networks has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
AMC Networks regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If AMC Networks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMC Networks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMC Networks stock over time.
Current vs Lagged Prices |
| Timeline |
AMC Networks Lagged Returns
When evaluating AMC Networks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMC Networks stock have on its future price. AMC Networks autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, AMC Networks autocorrelation shows the relationship between AMC Networks stock current value and its past values and can show if there is a momentum factor associated with investing in AMC Networks.
Regressed Prices |
| Timeline |
AMC Networks Investors Sentiment
The influence of AMC Networks' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in AMC. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to AMC Networks' public news can be used to forecast risks associated with an investment in AMC. The trend in average sentiment can be used to explain how an investor holding AMC can time the market purely based on public headlines and social activities around AMC Networks. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
AMC Networks' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for AMC Networks' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average AMC Networks' news discussions. The higher the estimated score, the more favorable is the investor's outlook on AMC Networks.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards AMC Networks in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, AMC Networks' short interest history, or implied volatility extrapolated from AMC Networks options trading.
Pair Trading with AMC Networks
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if AMC Networks position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in AMC Networks will appreciate offsetting losses from the drop in the long position's value.Moving together with AMC Stock
| 0.76 | DLPN | Dolphin Entertainment | PairCorr |
Moving against AMC Stock
| 0.88 | DIS | Walt Disney Report 8th of May 2024 | PairCorr |
| 0.83 | SE | Sea Financial Report 21st of May 2024 | PairCorr |
| 0.76 | WLYB | John Wiley Sons | PairCorr |
| 0.74 | NFLX | Netflix Financial Report 17th of July 2024 | PairCorr |
| 0.58 | PSO | Pearson PLC ADR | PairCorr |
The ability to find closely correlated positions to AMC Networks could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace AMC Networks when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back AMC Networks - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling AMC Networks to buy it.
The correlation of AMC Networks is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as AMC Networks moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AMC Networks moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for AMC Networks can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Check out AMC Networks Correlation, AMC Networks Volatility and AMC Networks Alpha and Beta module to complement your research on AMC Networks. For more information on how to buy AMC Stock please use our How to Invest in AMC Networks guide.Note that the AMC Networks information on this page should be used as a complementary analysis to other AMC Networks' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for AMC Stock analysis
When running AMC Networks' price analysis, check to measure AMC Networks' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy AMC Networks is operating at the current time. Most of AMC Networks' value examination focuses on studying past and present price action to predict the probability of AMC Networks' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AMC Networks' price. Additionally, you may evaluate how the addition of AMC Networks to your portfolios can decrease your overall portfolio volatility.
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Global Markets Map Get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes | |
| Stocks Directory Find actively traded stocks across global markets | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Companies Directory Evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. |
AMC Networks technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.