Volatility is a statistical measure of the dispersion of returns for a given security or market index, it shows how the price swings around its mean. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year. In most cases, the higher the volatility, the riskier the security.
AMC Entertainment Holdings (MEX:AMC) Volatility Explanation
Volatility is a statistical measure of the dispersion of returns for a given security or market index. It’s often measured as standard deviation or variance of historical returns over a certain period. The volatility here is measured as the annualized standard deviation between monthly returns from the security over the past year.
Volatility reflects the uncertainty or risk of a security’s value. Generally speaking, a higher volatility suggests a higher risk, because it implies a wider fluctuation around average price. This means the price of the security can change dramatically in either direction within a short period. Conversely, a lower volatility means that the security's price is more steady, which suggests a lower risk.
Another measurement of relative volatility is Beta. Beta is a measure of systematic risk of a security or a portfolio in comparison to the market as a whole. Beta is usually compared to 1. A beta of greater than 1 indicates that the security's price will be more volatile than the market.
AMC Entertainment Holdings Volatility Related Terms
MEX:AMC vs IQ, RSVR, MCS: Volatility Comparison
For the Entertainment subindustry, AMC Entertainment Holdings's Volatility, along with its competitors' market caps and Volatility data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
AMC Entertainment Holdings Volatility vs Media - Diversified Industry
For the Media - Diversified industry and Communication Services sector, AMC Entertainment Holdings's Volatility distribution charts can be found below:
* The bar in red indicates where AMC Entertainment Holdings's Volatility falls into.
AMC Entertainment Holdings (MEX:AMC) Volatility Calculation
The annualized volatility is calculated as following:
σA
=
σM
*
√12
=
√ 1/(n-1) ∑(Ri - R')^2
*
√12
Where: σM is the monthly volatility, n is the number of months in the period, Ri is the security's historical monthly returns and R' is the arithmetic mean of monthly returns.
* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD. * For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.
AMC Entertainment Holdings (MEX:AMC) has a Volatility of 66.81% as of Jun. 25, 2026. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on AMC Entertainment Holdings and its competitors.
Is AMC Entertainment Holdings' Volatility too high?
AMC Entertainment Holdings' current Volatility is 66.81%. Overall, AMC Entertainment Holdings has a GF Score™ of 43/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does AMC Entertainment Holdings' Volatility compare to IQ and RSVR?
AMC Entertainment Holdings' Volatility of 66.81% can be compared against companies in the Media - Diversified industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Volatility for a Media - Diversified company?
A good Volatility depends on the Media - Diversified industry context. However, Volatility should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Volatility mean?
A high Volatility can signal that a stock is expensive relative to its fundamentals. Volatility is measured as the annualized standard deviation between monthly returns from the security over the past year. View historical data on AMC Entertainment Holdings and its competitors. AMC Entertainment Holdings's current Volatility is 66.81%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is AMC Entertainment Holdings stock overvalued right now?
Based on GuruFocus' analysis, AMC Entertainment Holdings (MEX:AMC) is currently considered Fairly Valued. The stock's GF Value™ is MXN39.59, compared to a current price of MXN35.99 — trading 9.1% below its estimated fair value. The current Volatility is 66.81%. AMC Entertainment Holdings' overall GF Score™ is 43/100 with 5 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Volatility calculated?
Volatility is calculated from a company's financial statements. For AMC Entertainment Holdings (MEX:AMC), the current Volatility is 66.81% as of Jun. 25, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is AMC Entertainment Holdings (MEX:AMC) Overvalued in 2026?
Based on GuruFocus' analysis, AMC Entertainment Holdings stock appears to be undervalued.
The current stock price of MXN35.99 is trading 9.1% below its estimated GF Value™ of MXN39.59.
GuruFocus considers AMC Entertainment Holdings to be Fairly Valued.
Key valuation signals for MEX:AMC:
Volatility: 66.81%
GF Value™: MXN39.59 vs. price of MXN35.99 (9.1% below fair value)
No single metric tells the full story. See the MEX:AMC stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
AMC Entertainment Holdings Inc is involved in the theatrical exhibition business. The company owns, operates, or has interests in theatres located in the United States and Europe. It provides amenities such as plush, power recliners, MacGuffins full bars, AMC Dine-In Theatres, and premium presentation. The company has identified two reportable segments and reporting units for its theatrical exhibition operations, U.S. markets and International markets. It derives key revenue from the U.S.
43GF Score
Get the complete analysis for MEX:AMC
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