AMC ENTMT HLDGS Market Value
| 00165CAP9 | 82.25 0.00 0.00% |
| Symbol | 00165CAP9 |
00165CAP9 '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 00165CAP9'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 00165CAP9.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in 00165CAP9 on December 18, 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 00165CAP9 over 90 days. 00165CAP9 is related to or competes with 00108WAF7, Bayer AG, Sailfish Royalty, GoGold Resources, Mediwound, and Telecom Italia. More
00165CAP9 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 00165CAP9'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 | 9.69 | |||
| Information Ratio | 0.0152 | |||
| Maximum Drawdown | 60.48 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 3.52 |
00165CAP9 Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 00165CAP9's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 00165CAP9's standard deviation. In reality, there are many statistical measures that can use 00165CAP9 historical prices to predict the future 00165CAP9's volatility.| Risk Adjusted Performance | 0.0106 | |||
| Jensen Alpha | 0.0213 | |||
| Total Risk Alpha | 0.9476 | |||
| Sortino Ratio | 0.0118 | |||
| Treynor Ratio | 0.0375 |
AMC ENTMT HLDGS Backtested Returns
AMC ENTMT HLDGS retains Efficiency (Sharpe Ratio) of -0.2, which signifies that the bond had a -0.2 % return per unit of price deviation over the last 3 months. 00165CAP9 exposes twenty-five different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 00165CAP9's Standard Deviation of 7.52, market risk adjusted performance of 0.0475, and Coefficient Of Variation of 48720.13 to double-check the risk estimate we provide. The bond owns a Beta (Systematic Risk) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, 00165CAP9's returns are expected to increase less than the market. However, during the bear market, the loss of holding 00165CAP9 is expected to be smaller as well.
Auto-correlation | 0.29 |
Poor predictability
AMC ENTMT HLDGS has poor predictability. Overlapping area represents the amount of predictability between 00165CAP9 time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th of March 2025. 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 00165CAP9 price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | -0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 45.75 |
AMC ENTMT HLDGS lagged returns against current returns
Autocorrelation, which is 00165CAP9 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 00165CAP9's bond expected returns. We can calculate the autocorrelation of 00165CAP9 returns to help us make a trade decision. For example, suppose you find that 00165CAP9 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 |
00165CAP9 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 00165CAP9 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 00165CAP9 bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 00165CAP9 bond over time.
Current vs Lagged Prices |
| Timeline |
00165CAP9 Lagged Returns
When evaluating 00165CAP9's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 00165CAP9 bond have on its future price. 00165CAP9 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, 00165CAP9 autocorrelation shows the relationship between 00165CAP9 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.Other Information on Investing in 00165CAP9 Bond
00165CAP9 financial ratios help investors to determine whether 00165CAP9 Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in 00165CAP9 with respect to the benefits of owning 00165CAP9 security.