Amentum Holdings Stock Alpha and Beta Analysis
| AMTM Stock | 18.45 0.29 1.55% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Amentum Holdings. It also helps investors analyze the systematic and unsystematic risks associated with investing in Amentum Holdings over a specified time horizon. Remember, high Amentum Holdings' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Amentum Holdings' market risk premium analysis include:
Beta 1.26 | Alpha (0.13) | Risk 4.19 | Sharpe Ratio (0.02) | Expected Return (0.09) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Amentum |
Amentum Holdings Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Amentum Holdings market risk premium is the additional return an investor will receive from holding Amentum Holdings long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Amentum Holdings. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Amentum Holdings' performance over market.| α | -0.13 | β | 1.26 |
Amentum Holdings expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Amentum Holdings' Buy-and-hold return. Our buy-and-hold chart shows how Amentum Holdings performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Amentum Holdings Market Price Analysis
Market price analysis indicators help investors to evaluate how Amentum Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Amentum Holdings shares will generate the highest return on investment. By understating and applying Amentum Holdings stock market price indicators, traders can identify Amentum Holdings position entry and exit signals to maximize returns.
Amentum Holdings Return and Market Media
The median price of Amentum Holdings for the period between Thu, Dec 26, 2024 and Wed, Mar 26, 2025 is 20.4 with a coefficient of variation of 8.04. The daily time series for the period is distributed with a sample standard deviation of 1.65, arithmetic mean of 20.5, and mean deviation of 1.39. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 12/27/2024 |
2 | Airbnb Shares Unloaded Rep. William R. Keating | 01/17/2025 |
3 | Amentum Holdings Inc Q1 2025 Earnings Call Highlights Strong Revenue Growth and ... | 02/06/2025 |
4 | Acquisition by Steven Demetriou of 100000 shares of Amentum Holdings at 20.807 subject to Rule 16b-3 | 02/12/2025 |
5 | Y Intercept Hong Kong Ltd Buys 53,898 Shares of Amentum Holdings, Inc. | 02/27/2025 |
6 | Disposition of 1230 shares by Stephen Arnette of Amentum Holdings subject to Rule 16b-3 | 03/03/2025 |
7 | Disposition of 521 shares by Stephen Arnette of Amentum Holdings subject to Rule 16b-3 | 03/04/2025 |
8 | Amentum to Deliver Program and Project Management for New UK Nuclear Power Station | 03/05/2025 |
9 | Disposition of 3447 shares by Vollmer John C. of Amentum Holdings subject to Rule 16b-3 | 03/07/2025 |
10 | Amentum announces launch of secondary offering | 03/10/2025 |
11 | Rivada and Amentum Join Forces for Mission-Critical Connectivity | 03/11/2025 |
12 | Disposition of 19464174 shares by Jacobs Solutions Inc. of Amentum Holdings at 0.01 subject to Rule 16b-3 | 03/13/2025 |
13 | Acquisition by St. Mary Michele T of 21242 shares of Amentum Holdings subject to Rule 16b-3 | 03/17/2025 |
14 | Amentum Faces Growth Slump As Government Cuts Spending, Analyst Expects Merger To Boost Margins | 03/20/2025 |
15 | Amentum Holdings, Inc. A Bull Case Theory | 03/25/2025 |
About Amentum Holdings Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Amentum or other stocks. Alpha measures the amount that position in Amentum Holdings has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2010 | 2024 | 2025 (projected) | |
| Days Sales Outstanding | 104.48 | 66.83 | 59.91 |
| PTB Ratio | 1.4 | 19.18 | 20.14 |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Amentum Holdings in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Amentum Holdings' short interest history, or implied volatility extrapolated from Amentum Holdings options trading.
Build Portfolio with Amentum Holdings
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Check out Amentum Holdings Backtesting, Amentum Holdings Valuation, Amentum Holdings Correlation, Amentum Holdings Hype Analysis, Amentum Holdings Volatility, Amentum Holdings History and analyze Amentum Holdings Performance. To learn how to invest in Amentum Stock, please use our How to Invest in Amentum Holdings guide.You can also try the Pair Correlation module to compare performance and examine fundamental relationship between any two equity instruments.
Amentum Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.