Amentum Holdings Stock Market Value
| AMTM Stock | 30.97 1.05 3.28% |
| Symbol | Amentum |
Will Research & Consulting Services sector continue expanding? Could Amentum diversify its offerings? 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. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Amentum Holdings data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth 2.645 | Earnings Share 0.4 | Revenue Per Share | Quarterly Revenue Growth (0.05) | Return On Assets |
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. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. 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.
Understanding that Amentum Holdings' value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Amentum Holdings represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, Amentum Holdings' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Amentum Holdings 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Amentum Holdings' stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Amentum Holdings.
| 11/25/2025 |
| 02/23/2026 |
If you would invest 0.00 in Amentum Holdings on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Amentum Holdings or generate 0.0% return on investment in Amentum Holdings over 90 days. Amentum Holdings is related to or competes with Hexcel, Ralliant Common, KBR, Mercury Systems, Moog, Timken, and GATX. Amentum Holdings is entity of United States More
Amentum Holdings Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Amentum Holdings' stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Amentum Holdings upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.06 | |||
| Information Ratio | 0.1259 | |||
| Maximum Drawdown | 30.63 | |||
| Value At Risk | (3.61) | |||
| Potential Upside | 4.58 |
Amentum Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Amentum Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Amentum Holdings' standard deviation. In reality, there are many statistical measures that can use Amentum Holdings historical prices to predict the future Amentum Holdings' volatility.| Risk Adjusted Performance | 0.1192 | |||
| Jensen Alpha | 0.4617 | |||
| Total Risk Alpha | 0.2063 | |||
| Sortino Ratio | 0.1674 | |||
| Treynor Ratio | 0.3399 |
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 February 23, 2026 Technical Indicators
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| Risk Adjusted Performance | 0.1192 | |||
| Market Risk Adjusted Performance | 0.3499 | |||
| Mean Deviation | 2.48 | |||
| Semi Deviation | 2.68 | |||
| Downside Deviation | 3.06 | |||
| Coefficient Of Variation | 686.59 | |||
| Standard Deviation | 4.07 | |||
| Variance | 16.56 | |||
| Information Ratio | 0.1259 | |||
| Jensen Alpha | 0.4617 | |||
| Total Risk Alpha | 0.2063 | |||
| Sortino Ratio | 0.1674 | |||
| Treynor Ratio | 0.3399 | |||
| Maximum Drawdown | 30.63 | |||
| Value At Risk | (3.61) | |||
| Potential Upside | 4.58 | |||
| Downside Variance | 9.35 | |||
| Semi Variance | 7.19 | |||
| Expected Short fall | (2.95) | |||
| Skewness | 1.77 | |||
| Kurtosis | 9.44 |
Amentum Holdings Backtested Returns
As of now, Amentum Stock is very steady. Amentum Holdings secures Sharpe Ratio (or Efficiency) of 0.0334, which signifies that the company had a 0.0334 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Amentum Holdings, which you can use to evaluate the volatility of the firm. Please confirm Amentum Holdings' mean deviation of 2.48, and Risk Adjusted Performance of 0.1192 to double-check if the risk estimate we provide is consistent with the expected return of 0.0893%. Amentum Holdings has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 1.71, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Amentum Holdings will likely underperform. Amentum Holdings right now shows a risk of 2.68%. Please confirm Amentum Holdings standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Amentum Holdings will be following its price patterns.
Auto-correlation | -0.49 |
Modest reverse predictability
Amentum Holdings has modest reverse predictability. Overlapping area represents the amount of predictability between Amentum Holdings time series from 25th of November 2025 to 9th of January 2026 and 9th of January 2026 to 23rd of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Amentum Holdings price movement. The serial correlation of -0.49 indicates that about 49.0% of current Amentum Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.49 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 5.11 |
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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.