'big budget movies don't make a profit'
accounting 101: if you define what profit is, you can make any kind of crazy statistic you want. It would be foolish to think that movies are loosing money. From what I understand however is STUDIOs are able to claim profits over the net of ALL their movies in a given year (why its a publically traded company, not an investment on a case by case basis)
Big hits make up for all the misses. If a blockbuster does hit, it hits big and bankrolls a few years of bad films.
As for investing in studio films, you must invest in the studio (and insodoing invest in all their bad films along with good films) unless you come in and bankroll a film that has gone overbudget (I have heard gap-financing can be quite lucritive since the film makers heads are in a vice at that point)
You can invest in independents (the usually sell units of their film) and you would get a percentage of the films equity, which loosley translates into gross (gross the producer recieves after the distro takes their money) producers as I understand it are bared from advertising in mass their offerings and must follow strict SEC guidelines. It seems like a torrent of laws and regs which determine how a film is financed.
You could always bankroll my next film
actually I am looking for an active investor to put the money up to hire a producer who knows this stuff better than I and knows the investors better than I.