Amentum Holdings Stock Probability of Future Stock Price Finishing Under 23.86
| AMTM Stock | 23.85 0.17 0.71% |
Amentum |
Amentum Holdings Target Price Odds to finish below 23.86
The tendency of Amentum Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to stay under 23.86 after 90 days |
| 23.85 | 90 days | 23.86 | about 13.08 |
Based on a normal probability distribution, the odds of Amentum Holdings to stay under 23.86 after 90 days from now is about 13.08 (This Amentum Holdings probability density function shows the probability of Amentum Stock to fall within a particular range of prices over 90 days) . Probability of Amentum Holdings price to stay between its current price of 23.85 and 23.86 at the end of the 90-day period is near 1 .
Given the investment horizon of 90 days the stock has the beta coefficient of 2.26 . This suggests as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are projected to be negative, Amentum Holdings will likely underperform. Additionally Amentum Holdings has a negative alpha, implying that the risk taken by holding this instrument is not justified. The company is significantly underperforming the Dow Jones Industrial. Amentum Holdings Price Density |
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Predictive Modules for Amentum Holdings
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Amentum Holdings. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Amentum Holdings' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Amentum Holdings Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Amentum Holdings is not an exception. The market had few large corrections towards the Amentum Holdings' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Amentum Holdings, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Amentum Holdings within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | -0.48 | |
β | Beta against Dow Jones | 2.26 | |
σ | Overall volatility | 3.02 | |
Ir | Information ratio | -0.06 |
Amentum Holdings Alerts and Suggestions
In today's market, stock alerts give investors the competitive edge they need to time the market and increase returns. Checking the ongoing alerts of Amentum Holdings for significant developments is a great way to find new opportunities for your next move. Suggestions and notifications for Amentum Holdings can help investors quickly react to important events or material changes in technical or fundamental conditions and significant headlines that can affect investment decisions.| Amentum Holdings generated a negative expected return over the last 90 days | |
| Amentum Holdings has high historical volatility and very poor performance | |
| Amentum Holdings has a frail financial position based on the latest SEC disclosures | |
| Latest headline from gurufocus.com: Amentum Awarded 105M Research, Development, Test and Evaluation Contract to ... |
Amentum Holdings Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Amentum Stock often depends not only on the future outlook of the current and potential Amentum Holdings' investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Amentum Holdings' indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 243.3 M |
Amentum Holdings Technical Analysis
Amentum Holdings' future price can be derived by breaking down and analyzing its technical indicators over time. Amentum Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Amentum Holdings. In general, you should focus on analyzing Amentum Stock price patterns and their correlations with different microeconomic environments and drivers.
Amentum Holdings Predictive Forecast Models
Amentum Holdings' time-series forecasting models is one of many Amentum Holdings' stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Amentum Holdings' historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Things to note about Amentum Holdings
Checking the ongoing alerts about Amentum Holdings for important developments is a great way to find new opportunities for your next move. Our stock alerts and notifications screener for Amentum Holdings help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.
| Amentum Holdings generated a negative expected return over the last 90 days | |
| Amentum Holdings has high historical volatility and very poor performance | |
| Amentum Holdings has a frail financial position based on the latest SEC disclosures | |
| Latest headline from gurufocus.com: Amentum Awarded 105M Research, Development, Test and Evaluation Contract to ... |
Check out Amentum Holdings Backtesting, Amentum Holdings Valuation, Amentum Holdings Correlation, Amentum Holdings Hype Analysis, Amentum Holdings Volatility, Amentum Holdings History as well as 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 Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
Is Research & Consulting Services space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Amentum Holdings. If investors know Amentum will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Amentum Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Amentum Holdings is measured differently than its book value, which is the value of Amentum that is recorded on the company's balance sheet. Investors also form their own opinion of Amentum Holdings' value that differs from its market value or its book value, called intrinsic value, which is Amentum Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Amentum Holdings' market value can be influenced by many factors that don't directly affect Amentum Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Amentum Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Amentum Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Amentum Holdings' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.