Amentum Holdings Stock Alpha and Beta Analysis
| AMTM Stock | 29.73 0.18 0.60% |
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 2.08 | Alpha 0.32 | Risk 3.8 | Sharpe Ratio 0.11 | Expected Return 0.41 |
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.
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. 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 | 0.32 | β | 2.08 |
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 Tue, Sep 30, 2025 and Mon, Dec 29, 2025 is 23.95 with a coefficient of variation of 12.17. The daily time series for the period is distributed with a sample standard deviation of 3.07, arithmetic mean of 25.19, and mean deviation of 2.75. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 12701 shares by Stephen Arnette of Amentum Holdings subject to Rule 16b-3 | 11/06/2025 |
2 | Disposition of 5758 shares by Stephen Arnette of Amentum Holdings subject to Rule 16b-3 | 11/14/2025 |
3 | Acquisition by Steven Demetriou of 520893 shares of Amentum Holdings subject to Rule 16b-3 | 11/18/2025 |
4 | Amentum Holdings Earnings Preview | 11/24/2025 |
5 | Amentum Holdings Evaluating Valuation After Strong Earnings Surprise and Major Contract Wins | 11/28/2025 |
6 | Is Amentum Holdings Attractively Priced After Its Recent 28.2 percent Share Price Surge | 12/03/2025 |
7 | Is Argan Stock Outpacing Its Construction Peers This Year | 12/04/2025 |
8 | Amentums Return To Profitability And 2026 Outlook Might Change The Case For Investing In AMTM | 12/05/2025 |
9 | Amentum Wins 120 Million DISA Computer Processing Contract | 12/09/2025 |
10 | Thrivent Financial for Lutherans Buys 65,781 Shares of Amentum Holdings, Inc. AMTM - MarketBeat | 12/16/2025 |
11 | Disposition of 9298 shares by Sean Mullen of Amentum Holdings subject to Rule 16b-3 | 12/17/2025 |
12 | Amentum Stock Draws Fresh Buying Amid 14.4 Billion Revenue Year and 51 percent Stock Run | 12/24/2025 |
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 | 2025 (projected) | null | 62.87 | 66.83 | null | 1.4 | 19.15 |
Amentum Holdings Investors Sentiment
The influence of Amentum Holdings' investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Amentum. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.
Investor biases related to Amentum Holdings' public news can be used to forecast risks associated with an investment in Amentum. The trend in average sentiment can be used to explain how an investor holding Amentum can time the market purely based on public headlines and social activities around Amentum Holdings. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Amentum Holdings' market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Amentum Holdings' and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Amentum Holdings' news discussions. The higher the estimated score, the more favorable is the investor's outlook on Amentum Holdings.
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.
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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 Stocks Directory module to find actively traded stocks across global markets.
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.