AMC Entertainment Standard Deviation
| AMC Stock | | | USD 1.64 0.05 3.14% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is AMC Entertainment's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
At 4.59, AMC Entertainment's Standard Deviation indicates elevated price variability. This places AMC Entertainment toward the higher end of the volatility range for Stock.
Standard Deviation | = | SQRT(V) |
| = | 4.59 | |
Standard Deviation Peers Comparison
AMC Entertainment falls above the 3.17 peer average for Standard Deviation. Ziff Davis leads at 6.68 while IDT Corporation registers the lowest at 1.43. AMC Entertainment has exhibited greater price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for AMC Entertainment and its peers. Each point represents one equity — position along the horizontal axis shows Standard Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
With Standard Deviation at
4.59 and Maximum Drawdown at
24.27 , AMC Entertainment shows a
5.28 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Standard Deviation for AMC Entertainment.
Methodology, Assumptions & Data Sources
AMC Entertainment has a current Standard Deviation reading of 4.59. Standard Deviation for AMC Entertainment is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Results are based on historical returns and do not predict future performance. This indicator is provided for informational purposes.
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