Aggregated price index
Aggregated price index with volume information
- Theater stocks down 2.2% on average while median return down 3.8% in a day
- Theater stocks down 1.2% on average while median return down 2.7% in a week
- Theater stocks down 4.7% on average while median return down 5.6% in a month
- When average return is significantly different from median return, this implies an asymmetry - composite return is driven by some outliners.
Aggregated price index (close) is based on equal weighted constituencies returns. Average short volume and average total volumes are averaged across all volume data among constituencies.
Click on + to show price series and click on ticker for stock detail page
* P/E and MarketCap are refreshed daily using IEX Cloud service. P/B, P/S, PEG, growth, short%, HelbyInstitute are refreshed weekly using Yahoo feeds. For latest stock stats please visit Yahoo Finance.
* Price Patter: / is upward trend, \ is downward trend, - is sideway. Click on the ticker to go to stock page to see Bayesian Trend model plot of the time series.
* Channel and change points are derived from Bayesian Trend model, where the channel slope is the growth rate while change points are those the model partition the time series.
- 1M winners are : Winners for past month are $AMC 16.1%
- 1M losers are : Losers for past month are $IMAX -6.1%, $RDI -9.4%, $MCS -12.0%
- 1W winners are : Winners for past week are $AMC 11.9%
- 1W losers are : Losers for past week are $CNK -3.4%, $IMAX -4.9%, $NCMI -7.1%
Index correlation analysis
Correlation for the past month is 43.3%, for the past 3 months is 43.0%
In the past month for a 5 days rolling window, the highest corrrelation is 89.2%, the lowest correlation is 20.9%, the latest correlation is 54.3%
When a correlation deviated from the normal level and goes lower or even negative, it indicates some of stocks have deviated from the normal direction of the group. The deviation could reverse if long term level of correlation was at a higher level. It creates trading opportunities and deserves study whether the deviation is idiosyncratic or systematic.
Among pairwise correlation, the highest correlation is 87.0% between CNK and IMAX
The lowest correlation is 6.7% between AMC and RDI
National CineMedia, Inc. to Participate in Goldman Sachs Sixth Annual Credit and Leveraged Finance Conference
It seems that another huge short squeeze is building in Canada, with short sellers clearly failing to learn the lessons of Game Stop
Investors need to pay close attention to AMC Entertainment (AMC) stock based on the movements in the options market lately.
Three out-of-favor stocks that have shed more than half of their earlier highs could be ready to bounce back.
For more than a year, the stock market has been on a historic run. While analysts are known for their optimism, there are three exceptionally popular stocks that are expected to lose anywhere from 53% to as much as 79%, based on Wall Street's one-year price targets. In other words, Wall Street believes these are the stocks to avoid.
EQT Growth led the EUR 250m Series F fundraise in Vinted, Europe's largest online C2C platform dedicated to second-hand fashion, with presence in over 10 markets worldwide
One of 2021’s unexpected trends has involved retail investors propping up stocks lacking in the fundamentals department. Struggling AMC (AMC) has been a prime beneficiary, as the retail crowd has pushed the share price to unlikely heights. Even after getting slashed since January’s peak, the stock’s year-to-date performance shows a 375% gain. As AMC has just about stayed afloat during the pandemic, much has been made of the disconnect between the reality and the elevated share price. However, wi...
There's much more to AMC than just its short squeeze drama. Here's the full story you need to know.
National CineMedia (NCMI) delivered earnings and revenue surprises of -38.89% and -59.21%, respectively, for the quarter ended March 2021. Do the numbers hold clues to what lies ahead for the stock?