Amc Entertainment Holdings Stock Market Value
| AMC Stock | USD 3.39 0.03 0.88% |
| Symbol | AMC |
AMC Entertainment Price To Book Ratio
Is AMC Entertainment's 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 Entertainment. 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 Entertainment listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (2.10) | Revenue Per Share 28.707 | Quarterly Revenue Growth 0.115 | Return On Assets 0.0023 |
The market value of AMC Entertainment 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 Entertainment's value that differs from its market value or its book value, called intrinsic value, which is AMC Entertainment's 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 Entertainment's market value can be influenced by many factors that don't directly affect AMC Entertainment's 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 Entertainment's value and its price as these two are different measures arrived at by different means. Investors typically determine if AMC Entertainment is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, AMC Entertainment's 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 Entertainment '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 Entertainment's 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 Entertainment.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in AMC Entertainment on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding AMC Entertainment Holdings or generate 0.0% return on investment in AMC Entertainment over 30 days. AMC Entertainment is related to or competes with Paramount Global, and Warner Bros. AMC Entertainment Holdings, Inc., through its subsidiaries, engages in the theatrical exhibition business More
AMC Entertainment 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 Entertainment's 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 Entertainment Holdings upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 26.49 | |||
| Value At Risk | (8.48) | |||
| Potential Upside | 8.23 |
AMC Entertainment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AMC Entertainment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AMC Entertainment's standard deviation. In reality, there are many statistical measures that can use AMC Entertainment historical prices to predict the future AMC Entertainment's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.47) | |||
| Total Risk Alpha | (0.93) | |||
| Treynor Ratio | (0.10) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AMC Entertainment'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 Entertainment Backtested Returns
AMC Entertainment retains Efficiency (Sharpe Ratio) of -0.0298, which signifies that the company had a -0.0298% return per unit of risk over the last 3 months. AMC Entertainment exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AMC Entertainment's market risk adjusted performance of (0.09), and Variance of 26.78 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 2.61, 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 Entertainment will likely underperform. AMC Entertainment has an expected return of -0.16%. Please make sure to confirm AMC Entertainment Holdings value at risk, rate of daily change, and the relationship between the total risk alpha and kurtosis , to decide if AMC Entertainment performance from the past will be repeated in the future.
Auto-correlation | -0.37 |
Poor reverse predictability
AMC Entertainment Holdings has poor reverse predictability. Overlapping area represents the amount of predictability between AMC Entertainment time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th 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 Entertainment price movement. The serial correlation of -0.37 indicates that just about 37.0% of current AMC Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
AMC Entertainment lagged returns against current returns
Autocorrelation, which is AMC Entertainment 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 Entertainment's stock expected returns. We can calculate the autocorrelation of AMC Entertainment returns to help us make a trade decision. For example, suppose you find that AMC Entertainment 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 Entertainment 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 Entertainment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AMC Entertainment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AMC Entertainment stock over time.
Current vs Lagged Prices |
| Timeline |
AMC Entertainment Lagged Returns
When evaluating AMC Entertainment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AMC Entertainment stock have on its future price. AMC Entertainment 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 Entertainment autocorrelation shows the relationship between AMC Entertainment stock current value and its past values and can show if there is a momentum factor associated with investing in AMC Entertainment Holdings.
Regressed Prices |
| Timeline |
AMC Entertainment Investors Sentiment
The influence of AMC Entertainment's 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 Entertainment's 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 Entertainment Holdings. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
AMC Entertainment's 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 Entertainment's 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 Entertainment's news discussions. The higher the estimated score, the more favorable is the investor's outlook on AMC Entertainment.
AMC Entertainment Implied Volatility | 200.39 |
AMC Entertainment's implied volatility exposes the market's sentiment of AMC Entertainment Holdings stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if AMC Entertainment's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that AMC Entertainment stock will not fluctuate a lot when AMC Entertainment's options are near their expiration.
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 Entertainment 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 Entertainment's short interest history, or implied volatility extrapolated from AMC Entertainment options trading.
Pair Trading with AMC Entertainment
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 Entertainment 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 Entertainment will appreciate offsetting losses from the drop in the long position's value.Moving together with AMC Stock
| 0.7 | MCS | Marcus Financial Report 2nd of May 2024 | PairCorr |
Moving against AMC Stock
| 0.64 | CURIW | CuriosityStream | PairCorr |
| 0.64 | IQ | iQIYI Inc Buyout Trend | PairCorr |
| 0.42 | VZ | Verizon Communications Financial Report 23rd of July 2024 | PairCorr |
| 0.41 | FOX | Fox Corp Class | PairCorr |
The ability to find closely correlated positions to AMC Entertainment 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 Entertainment 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 Entertainment - 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 Entertainment Holdings to buy it.
The correlation of AMC Entertainment 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 Entertainment moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if AMC Entertainment 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 Entertainment 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 Entertainment Correlation, AMC Entertainment Volatility and AMC Entertainment Alpha and Beta module to complement your research on AMC Entertainment. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
Complementary Tools for AMC Stock analysis
When running AMC Entertainment's price analysis, check to measure AMC Entertainment's 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 Entertainment is operating at the current time. Most of AMC Entertainment's value examination focuses on studying past and present price action to predict the probability of AMC Entertainment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AMC Entertainment's price. Additionally, you may evaluate how the addition of AMC Entertainment to your portfolios can decrease your overall portfolio volatility.
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AMC Entertainment 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.