AMC ENTMT HLDGS Market Value
| 00165CAB0 | 54.40 0.60 1.09% |
| Symbol | 00165CAB0 |
00165CAB0 '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 00165CAB0's bond 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 00165CAB0.
| 03/26/2024 |
| 04/25/2024 |
If you would invest 0.00 in 00165CAB0 on March 26, 2024 and sell it all today you would earn a total of 0.00 from holding AMC ENTMT HLDGS or generate 0.0% return on investment in 00165CAB0 over 30 days. 00165CAB0 is related to or competes with 00108WAF7, 90331HPL1, Murphy USA, Uber Technologies, CXApp, MPLX LP, and American Express. More
00165CAB0 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 00165CAB0's bond 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 ENTMT HLDGS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.63 | |||
| Information Ratio | 0.0495 | |||
| Maximum Drawdown | 45.53 | |||
| Value At Risk | (8.29) | |||
| Potential Upside | 8.49 |
00165CAB0 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 00165CAB0's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 00165CAB0's standard deviation. In reality, there are many statistical measures that can use 00165CAB0 historical prices to predict the future 00165CAB0's volatility.| Risk Adjusted Performance | 0.0447 | |||
| Jensen Alpha | 0.4857 | |||
| Total Risk Alpha | (1.12) | |||
| Sortino Ratio | 0.0708 | |||
| Treynor Ratio | 0.2327 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of 00165CAB0's 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 ENTMT HLDGS Backtested Returns
00165CAB0 appears to be not too volatile, given 3 months investment horizon. AMC ENTMT HLDGS retains Efficiency (Sharpe Ratio) of 0.0692, which signifies that the bond had a 0.0692% return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for 00165CAB0, which you can use to evaluate the volatility of the entity. Please makes use of 00165CAB0's Standard Deviation of 13.78, market risk adjusted performance of 0.2427, and Coefficient Of Variation of 1773.92 to double-check if our risk estimates are consistent with your expectations. The bond owns a Beta (Systematic Risk) of 3.29, 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, 00165CAB0 will likely underperform.
Auto-correlation | -0.29 |
Weak reverse predictability
AMC ENTMT HLDGS has weak reverse predictability. Overlapping area represents the amount of predictability between 00165CAB0 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 ENTMT HLDGS price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current 00165CAB0 price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.93 |
AMC ENTMT HLDGS lagged returns against current returns
Autocorrelation, which is 00165CAB0 bond'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 00165CAB0's bond expected returns. We can calculate the autocorrelation of 00165CAB0 returns to help us make a trade decision. For example, suppose you find that 00165CAB0 has exhibited high autocorrelation historically, and you observe that the bond 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 |
00165CAB0 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 00165CAB0 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 00165CAB0 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 00165CAB0 bond over time.
Current vs Lagged Prices |
| Timeline |
00165CAB0 Lagged Returns
When evaluating 00165CAB0's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 00165CAB0 bond have on its future price. 00165CAB0 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, 00165CAB0 autocorrelation shows the relationship between 00165CAB0 bond current value and its past values and can show if there is a momentum factor associated with investing in AMC ENTMT HLDGS.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out 00165CAB0 Correlation, 00165CAB0 Volatility and 00165CAB0 Alpha and Beta module to complement your research on 00165CAB0. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
00165CAB0 technical bond 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, bond market cycles, or different charting patterns.