AMC AMC Entertai...

Fundamental Data

Get detailed Fundamental insights of AMC Entertainment Inc. and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.13 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of AMC

Started Recovered Drawdown Days
Jun 3, 2021 Jul 19, 2024 -99.61% 1143
Mar 24, 2015 Jun 1, 2021 -94.48% 2262
Mar 3, 2015 Mar 17, 2015 -4.09% 15
Jan 28, 2015 Feb 2, 2015 -3.13% 6
Jan 13, 2015 Jan 21, 2015 -1.82% 9
Feb 6, 2015 Feb 6, 2015 -0.03% 1

AMC vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - July 19, 2024

Annual Return (%)

AMC
S&P500
Metric AMC S&P500
Cumulative Return -98.05% +167.24%
Compound Annual Growth Rate (CAGR) -24.78% +7.37%
Sharpe 0.19 0.67
Sortino 0.42 0.93
Max Drawdown -99.61% -34.1%
Longest Drawdown Days 2262 745
Volatility (ann.) 142.4% 17.83%
Correlation 15.38% -
R^2 0.02 -
Calmar -0.25 0.22
Skew 16.70 -0.55
Kurtosis 538.83 12.70
Expected Daily -0.16% +0.04%
Expected Monthly -3.36% +0.86%
Expected Yearly -32.53% +10.33%
Kelly Criterion 0.15% 3.58%
Risk of Ruin 0% 0%
Daily Value-at-Risk -14.65% -1.80%
Expected Shortfall (cVaR) -14.65% -1.80%
Max Consecutive Wins 15 10
Max Consecutive Losses 12 8
Gain/Pain Ratio 0.06 0.14
Gain/Pain (1M) 0.22 0.76
Payoff Ratio 1.11 0.90
Profit Factor 1.06 1.14
Outlier Win Ratio 2.95 16.37
Outlier Loss Ratio 2.66 12.43
MTD +0.60% +0.88%
3M +71.58% +9.90%
6M +13.09% +15.22%
YTD -18.14% +15.50%
1Y -88.38% +20.87%
3Y (ann.) -63.76% +5.42%
Best Day +301.21% +9.06%
Worst Day -56.63% -10.94%
Best Month -56.63% -10.94%
Worst Month -74.75% -13.00%
Best Year +1183.02% +28.79%
Worst Year -85.04% -19.48%
Avg. Drawdown -33.86% -1.80%
Avg. Drawdown Days 573 21
Recovery Factor 2.62 3.33
Ulcer Index 0.66 0.08
Avg. Up Month +21.83% +3.68%
Avg. Down Month -21.89% -5.03%
Win Days 47.39% 54.28%
Win Month 46.09% 66.96%
Win Quarter 41.03% 76.92%
Win Year 20.00% 70.00%