Amc Entertainment Holdings Stock Market Value
| AMC Stock | USD 4.55 0.06 1.34% |
| Symbol | AMC |
AMC Entertainment Price To Book Ratio
Is Movies & Entertainment space 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 (1.36) | Revenue Per Share 15.208 | Quarterly Revenue Growth (0.04) | Return On Assets (0.01) |
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.
| 09/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in AMC Entertainment on September 24, 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 60 days. AMC Entertainment is related to or competes with Cinemark Holdings, Roku, Netflix, Paramount Global, Disney, Warner Bros, and Paramount Global. 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 | (0.09) | |||
| Maximum Drawdown | 11.4 | |||
| Value At Risk | (3.94) | |||
| Potential Upside | 3.65 |
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 | (0.24) | |||
| Total Risk Alpha | (0.48) | |||
| Treynor Ratio | (0.08) |
AMC Entertainment Backtested Returns
AMC Entertainment retains Efficiency (Sharpe Ratio) of -0.0548, which signifies that the company had a -0.0548% return per unit of risk over the last 3 months. AMC Entertainment exposes twenty-four 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 (0.07), and Variance of 5.8 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 1.2, 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. At this point, AMC Entertainment has a negative expected return of -0.13%. Please make sure to confirm AMC Entertainment's coefficient of variation, value at risk, rate of daily change, as well as 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 | -0.12 |
Insignificant reverse predictability
AMC Entertainment Holdings has insignificant reverse predictability. Overlapping area represents the amount of predictability between AMC Entertainment time series from 24th of September 2024 to 24th of October 2024 and 24th of October 2024 to 23rd of November 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 -0.12 indicates that less than 12.0% of current AMC Entertainment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 |
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.When determining whether AMC Entertainment offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of AMC Entertainment's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Amc Entertainment Holdings Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Amc Entertainment Holdings Stock: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 Alpha Finder module to use alpha and beta coefficients to find investment opportunities after accounting for the risk.
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.