AMC Entertainment Correlations

AMC Stock

USD 3.54 0.06 1.72%

The current 90-days correlation between AMC Entertainment and Cinemark Holdings is 0.33 (i.e., Weak diversification). The correlation of AMC Entertainment is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

AMC Entertainment Correlation With Market

Modest diversification

The correlation between AMC Entertainment Holdings and DJI is 0.27 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding AMC Entertainment Holdings and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with AMC Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in AMC Entertainment Holdings. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in population.

Moving together with AMC Stock

0.67	SE	Sea	Pair Corr
0.7	TOON	Kartoon Studios,	Pair Corr
0.63	TC	TuanChe ADR	Pair Corr
0.61	TU	Telus Corp	Pair Corr
0.62	WB	Weibo Corp	Pair Corr

Moving against AMC Stock

0.5	IQ	iQIYI Inc Aggressive Push	Pair Corr
0.34	NCTY	The9 Ltd ADR	Pair Corr
0.32	NCMI	National CineMedia	Pair Corr
0.67	FLNT	Fluent Inc	Pair Corr
0.59	DRCT	Direct Digital Holdings	Pair Corr
0.57	WIMI	WiMi Hologram Cloud	Pair Corr

Related Correlations Analysis

	CNK	ROKU	NFLX	PARA	DIS	WBD	PARAA
CNK		0.15	0.45	0.23	0.49	0.14	-0.14	CNK
ROKU	0.15		0.85	0.93	0.88	0.96	0.73	ROKU
NFLX	0.45	0.85		0.88	0.91	0.81	0.53	NFLX
PARA	0.23	0.93	0.88		0.87	0.93	0.73	PARA
DIS	0.49	0.88	0.91	0.87		0.86	0.54	DIS
WBD	0.14	0.96	0.81	0.93	0.86		0.76	WBD
PARAA	-0.14	0.73	0.53	0.73	0.54	0.76		PARAA
	CNK	ROKU	NFLX	PARA	DIS	WBD	PARAA

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

WBD	+ 0.96	ROKU
PARA	+ 0.93	ROKU
WBD	+ 0.93	PARA
DIS	+ 0.91	NFLX
DIS	+ 0.88	ROKU
PARA	+ 0.88	NFLX

High negative correlations

PARAA

- 0.14

CNK

Risk-Adjusted Indicators

There is a big difference between AMC Stock performing well and AMC Entertainment Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze AMC Entertainment's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
CNK	1.35	0.15	0.00	(1.40)	1.69	(1.41)	3.02	(2.60)	9.80
ROKU	1.94	0.56	0.25	0.58	1.77	(2.26)	5.23	(2.59)	17.52
NFLX	1.32	0.35	0.16	1.00	1.37	(1.49)	2.56	(2.65)	8.71
PARA	1.01	0.26	0.13	1.00	1.02	(1.12)	2.24	(1.90)	5.82
DIS	1.17	0.43	0.46	0.55	0.33	(1.56)	2.96	(1.27)	12.45
WBD	1.84	0.60	0.29	0.76	1.49	(2.13)	5.04	(3.03)	11.82
PARAA	0.60	0.02	(0.14)	(3.13)	0.75	(0.61)	1.32	(1.28)	3.59

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