Amentum Holdings Stock Alpha and Beta Analysis
| AMTM Stock | 24.43 0.33 1.33% |
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 1.87 | Alpha (0.47) | Risk 6.32 | Sharpe Ratio (0.04) | Expected Return (0.23) |
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 | -0.47 | β | 1.86 |
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 Mon, Aug 26, 2024 and Sun, Nov 24, 2024 is 28.93 with a coefficient of variation of 10.06. The daily time series for the period is distributed with a sample standard deviation of 2.82, arithmetic mean of 28.06, and mean deviation of 2.41. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 124084108 shares by Jacobs Solutions Inc. of Amentum Holdings subject to Rule 16b-3 | 09/24/2024 |
2 | Insider Trading | 09/27/2024 |
3 | Acquisition by Stephen Arnette of 521 shares of Amentum Holdings subject to Rule 16b-3 | 10/02/2024 |
4 | Acquisition by Arnette Stephen A of 4038 shares of Amentum Holdings subject to Rule 16b-3 | 10/04/2024 |
5 | Amentum Secures 256M Contract to Propel NASAs Space Exploration Projects | 10/07/2024 |
6 | Amentum Receives New Coverage from Analysts at Truist Financial | 10/18/2024 |
7 | Amentum gets 490M U.S. Navy contract | 10/28/2024 |
8 | Acquisition by Rowland Sandra E. of 3447 shares of Amentum Holdings subject to Rule 16b-3 | 11/06/2024 |
9 | Forte Capital LLC ADV Takes Position in Amentum Holdings, Inc. | 11/07/2024 |
10 | Acquisition by Loughran Barbara of 3447 shares of Amentum Holdings subject to Rule 16b-3 | 11/08/2024 |
11 | Jacobs Reports Strong Fiscal Fourth Quarter and Fiscal Year 2024 Earnings | 11/19/2024 |
12 | Amentum Soars Following Raymond James Outperform Rating | 11/21/2024 |
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.
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 Options Analysis module to analyze and evaluate options and option chains as a potential hedge for your portfolios.
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.