Amdocs Stock Market Value
| DOX Stock | USD 63.75 -1.39 -2.13% |
| Symbol | AMDocs |
Quarterly Earnings Growth 9.0% | Dividend Share 2.11 | Earnings Share 5.17 | Revenue Per Share | Quarterly Revenue Growth 4.1% |
Market capitalization and book value offer complementary views of AMDocs - the first driven by investor sentiment, the second by accounting standards.
AMDocs intrinsic value attempts to capture underlying worth, separate from current trading levels. AMDocs' market price is the outcome of continuous interaction between buyers and sellers.
What-If Analysis
Running a what-if backtest on Amdocs provides a practical way to test how changes in horizon, position size, or market timing might have affected the result. Comparing realized return, risk, and path dependency instead of focusing only on the best historical outcome gives a more complete picture.
| 02/09/2026 |
| 05/10/2026 |
Opening a 0.00 position in AMDocs on February 9, 2026 and holding to today would produce 0.00 in net return. The net result is a 0.0% net return in AMDocs in total over the 90 day window. AMDocs is often compared with Dropbox, Akamai Technologies, Open Text, Nice, EPAM Systems, InterDigital, and Appfolio based on sector and business overlap. Amdocs Limited, through its subsidiaries, provides software and services worldwide More
AMDocs Upside and Downside Indicators Overview
These indicators describe how AMDocs momentum evolves across recent price ranges. The readings quantify how far price has moved within its recent directional range.
| Information Ratio | -0.11 | |||
| Maximum Drawdown | 8.63 | |||
| Value At Risk | -2.65 | |||
| Potential Upside | 3.08 |
AMDocs Volatility and Risk Indicators Snapshot
Risk metrics describing AMDocs' historical price variability are presented below. Beta relative to a benchmark quantifies how much of the volatility is systematic versus idiosyncratic.| Risk Adjusted Performance | -0.09 | |||
| Jensen Alpha | -0.19 | |||
| Total Risk Alpha | -0.18 | |||
| Treynor Ratio | -0.30 |
Mean reversion analysis in AMDocs' involves identifying price extremes that diverge materially from the historical norm. High prices relative to historical norms contrast with unusually low prices, where recovery expectations may emerge. Mean reversion in AMDocs is distinct from trend following, which rides momentum rather than betting on reversals. Momentum identifies the trend while mean reversion identifies when it has extended beyond sustainable levels.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.09 | |||
| Market Risk Adjusted Performance | -0.29 | |||
| Mean Deviation | 1.33 | |||
| Coefficient Of Variation | -990.02 | |||
| Standard Deviation | 1.76 | |||
| Variance | 3.1 | |||
| Information Ratio | -0.11 | |||
| Jensen Alpha | -0.19 | |||
| Total Risk Alpha | -0.18 | |||
| Treynor Ratio | -0.30 | |||
| Maximum Drawdown | 8.63 | |||
| Value At Risk | -2.65 | |||
| Potential Upside | 3.08 | |||
| Skewness | 0.2155 | |||
| Kurtosis | 0.6136 |
AMDocs Backtested Returns
AMDocs shows a very low volatility profile relative to the chosen timeframe. It exhibits a Sharpe Ratio (Efficiency) of -0.11, indicating negative risk-adjusted returns over the last 3 months. Technical screening detected twenty-three indicators influencing risk dynamics. Please evaluate metrics such as mean deviation of 1.33, and risk-adjusted performance of -0.09 to review standard deviation behavior. The company holds a Market Sensitivity (Beta) of 0.62, which alludes to generally lower market sensitivity than the broad market. Returns on AMDocs tend to trail the broader market in strong rallies but hold up better when sentiment turns negative. At this point, AMDocs has a negative expected return of -0.19%.
Auto-correlation | 0.28 |
Poor predictability
Amdocs exhibits poor predictability. Autocorrelation measures the degree of predictability between AMDocs time series from 9th of February 2026 to 26th of March 2026 and from 26th of March 2026 to 10th of May 2026. Persistent correlation between intervals suggests underlying momentum patterns in AMDocs that may carry forward. The measured coefficient of 0.28 means nearly 28.0% of AMDocs's recent price variance traces back to prior period behavior.
| Correlation Coefficient | 0.28 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 1.09 |