AMC ENTMT HLDGS Performance
| 00165CAD6 | 90.75 0.60 0.67% |
The bond owns a Beta (Systematic Risk) of -3.46, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning 00165CAD6 are expected to decrease by larger amounts. On the other hand, during market turmoil, 00165CAD6 is expected to outperform it.
Risk-Adjusted Performance
11 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in AMC ENTMT HLDGS are ranked lower than 11 (%) of all global equities and portfolios over the last 90 days. Despite somewhat unfluctuating basic indicators, 00165CAD6 sustained solid returns over the last few months and may actually be approaching a breakup point. ...more
| Yield To Maturity | 32.317 |
00165CAD6 |
00165CAD6 Relative Risk vs. Return Landscape
If you would invest 8,010 in AMC ENTMT HLDGS on August 31, 2024 and sell it today you would earn a total of 1,065 from holding AMC ENTMT HLDGS or generate 13.3% return on investment over 90 days. AMC ENTMT HLDGS is generating 0.2401% of daily returns and assumes 1.6201% volatility on return distribution over the 90 days horizon. Simply put, 14% of bonds are less volatile than 00165CAD6, and 96% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
00165CAD6 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for 00165CAD6's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as AMC ENTMT HLDGS, and traders can use it to determine the average amount a 00165CAD6's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.1482
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Estimated Market Risk
| 1.62 actual daily | 14 86% of assets are more volatile |
Expected Return
| 0.24 actual daily | 4 96% of assets have higher returns |
Risk-Adjusted Return
| 0.15 actual daily | 11 89% of assets perform better |
Based on monthly moving average 00165CAD6 is performing at about 11% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of 00165CAD6 by adding it to a well-diversified portfolio.
About 00165CAD6 Performance
By analyzing 00165CAD6's fundamental ratios, stakeholders can gain valuable insights into 00165CAD6's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if 00165CAD6 has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if 00165CAD6 has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.