AMC AMC Entertai...
Fundamental Data
Get detailed Fundamental insights of AMC Entertainment Inc. and compare it to the S&P500.
| 1-Day Range | undefined undefined |
| 1-Year Range | undefined undefined |
Company Stats
| Market Cap | $0 | Volume | 0 |
| Price | $undefined | Prev. Close | $undefined |
| Alpha | 0.12 | Beta | - |
| EPS | undefined | PE | undefined |
Worst 10 Drawdowns of AMC
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| Jun 3, 2021 | May 16, 2024 | -99.61% | 1079 |
| 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 - May 16, 2024Annual Return (%)
AMC
S&P500
Metric AMC S&P500
| Cumulative Return | -98.19% | 157.36 % |
| Compound Annual Growth Rate (CAGR) | -25.6% | 7.22% |
| Sharpe | 0.18 | 0.65 |
| Sortino | 0.41 | 0.91 |
| Max Drawdown | -99.61% | -34.1% |
| Longest Drawdown Days | 2262 | 745 |
| Volatility (ann.) | 143.15% | 17.96% |
| Correlation | 15.32% | - |
| R^2 | 0.02 | - |
| Calmar | -0.26 | 0.21 |
| Skew | 16.74 | -0.55 |
| Kurtosis | 537.38 | 12.54 |
| Expected Daily | -0.17% | 0.04% |
| Expected Monthly | -3.49% | 0.84% |
| Expected Yearly | -33.05% | 9.91% |
| Kelly Criterion | 0.28% | 3.48% |
| Risk of Ruin | 0% | 0% |
| Daily Value-at-Risk | -14.73% | -1.81% |
| Expected Shortfall (cVaR) | -14.73% | -1.81% |
| Max Consecutive Wins | 15 | 10 |
| Max Consecutive Losses | 12 | 8 |
| Gain/Pain Ratio | 0.06 | 0.13 |
| Gain/Pain (1M) | 0.21 | 0.74 |
| Payoff Ratio | 1.12 | 0.91 |
| Profit Factor | 1.06 | 1.13 |
| Outlier Win Ratio | 2.97 | 16.27 |
| Outlier Loss Ratio | 2.69 | 12.48 |
| MTD | 58.36% | 5.32% |
| 3M | -5.11% | 5.31% |
| 6M | -41.19% | 17.57% |
| YTD | -24.18% | 11.23% |
| 1Y | -90.97% | 28.01% |
| 3Y (ann.) | -68.23% | 5.33% |
| Best Day | 301.21% | 9.06% |
| Worst Day | -56.63% | -10.94% |
| Best Month | 525.47% | 12.70% |
| Worst Month | -74.75% | -13.00% |
| Best Year | 1183.02% | 28.79% |
| Worst Year | -85.04% | -19.48% |
| Avg. Drawdown | -33.86% | -1.81% |
| Avg. Drawdown Days | 562 | 22 |
| Recovery Factor | 2.47 | 3.22 |
| Ulcer Index | 0.65 | 0.08 |
| Avg. Up Month | 22.82% | 3.77% |
| Avg. Down Month | -21.89% | -5.03% |
| Win Days | 47.32% | 54.04% |
| Win Month | 45.13% | 66.37% |
| Win Quarter | 39.47% | 76.32% |
| Win Year | 20.00% | 70.00% |