Amentum Holdings Stock Market Value
| AMTM Stock | 37.12 1.41 3.95% |
| Symbol | Amentum |
Will Stock 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.
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.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Amentum Holdings on October 31, 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. 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 | 1.7 | |||
| Information Ratio | 0.225 | |||
| Maximum Drawdown | 21.59 | |||
| Value At Risk | (2.39) | |||
| 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 | 0.1834 | |||
| Jensen Alpha | 0.7772 | |||
| Total Risk Alpha | 0.6217 | |||
| Sortino Ratio | 0.4887 | |||
| Treynor Ratio | 0.4285 |
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 January 29, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.1834 | |||
| Market Risk Adjusted Performance | 0.4385 | |||
| Mean Deviation | 2.23 | |||
| Semi Deviation | 1.12 | |||
| Downside Deviation | 1.7 | |||
| Coefficient Of Variation | 413.96 | |||
| Standard Deviation | 3.7 | |||
| Variance | 13.66 | |||
| Information Ratio | 0.225 | |||
| Jensen Alpha | 0.7772 | |||
| Total Risk Alpha | 0.6217 | |||
| Sortino Ratio | 0.4887 | |||
| Treynor Ratio | 0.4285 | |||
| Maximum Drawdown | 21.59 | |||
| Value At Risk | (2.39) | |||
| Potential Upside | 4.58 | |||
| Downside Variance | 2.9 | |||
| Semi Variance | 1.26 | |||
| Expected Short fall | (2.98) | |||
| Skewness | 3.14 | |||
| Kurtosis | 12.91 |
Amentum Holdings Backtested Returns
Amentum Holdings appears to be very steady, given 3 months investment horizon. Amentum Holdings secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the company had a 0.24 % return per unit of standard deviation over the last 3 months. By analyzing Amentum Holdings' technical indicators, you can evaluate if the expected return of 0.89% is justified by implied risk. Please makes use of Amentum Holdings' mean deviation of 2.23, and Risk Adjusted Performance of 0.1834 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Amentum Holdings holds a performance score of 19. The firm shows a Beta (market volatility) of 2.06, 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. Please check Amentum Holdings' standard deviation, expected short fall, relative strength index, as well as the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Amentum Holdings' price patterns will revert.
Auto-correlation | 0.97 |
Excellent predictability
Amentum Holdings has excellent predictability. Overlapping area represents the amount of predictability between Amentum Holdings time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th of January 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 0.97 indicates that 97.0% of current Amentum Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.97 | |
| Spearman Rank Test | 0.87 | |
| Residual Average | 0.0 | |
| Price Variance | 7.22 |
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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.