Amc Networks Stock Market Value
| AMCX Stock | USD 9.42 0.05 0.53% |
| Symbol | AMC |
AMC Networks Price To Book Ratio
Is Broadcasting 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 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 (0.47) | Earnings Share 0.71 | Revenue Per Share 56.487 | Quarterly Revenue Growth (0.06) | Return On Assets 0.0472 |
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.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in AMC Networks on November 1, 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 Nexstar Broadcasting, News Corp, Fox Corp, Liberty Media, Fox Corp, News Corp, and Paramount Global. 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 | (0.05) | |||
| Maximum Drawdown | 17.97 | |||
| Value At Risk | (5.20) | |||
| Potential Upside | 6.36 |
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) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.68) | |||
| Treynor Ratio | (0.13) |
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 -4.0E-4, which signifies that the company had a -4.0E-4% return per unit of risk over the last 3 months. AMC Networks exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AMC Networks' variance of 13.95, and Market Risk Adjusted Performance of (0.12) to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.42, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AMC Networks' returns are expected to increase less than the market. However, during the bear market, the loss of holding AMC Networks is expected to be smaller as well. At this point, AMC Networks has a negative expected return of -0.0017%. 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 | 0.18 |
Very weak predictability
AMC Networks has very weak predictability. Overlapping area represents the amount of predictability between AMC Networks time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 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 0.18 indicates that over 18.0% of current AMC Networks price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.18 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.05 |
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 |
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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.Additional 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.