Quality is above average. Operating margin sits near the 72th percentile. TTM ROE is about 18.9%.
Valuation is middle-of-pack. TTM P/E is near the 53th percentile.
Recent volatility is moderate. 60-day annualized volatility is near the 33th percentile. Average 20-day dollar volume is about $61.8M.
Signals are active now. Filed revenue acceleration currently holds; the tables below show what followed in this stock’s own history.
Free-cash-flow yield is Top, but TTM P/E is Pricey.
FCF margin, TTM is Top; Operating margin, TTM is Good.
All 2 indicators are Good.
All 2 indicators are Average.
20-day dollar volume is Top; 60-day annualized volatility is Fair.
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Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.
TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.
Over 5 occurrences, 20-day forward avg declined 2.32%, lagged the market by 3.19 pts; win rate 60%.
Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.
| PE percentile band | Sample days | 240-day avg return | Median | Win rate | Avg excess (vs index) |
|---|---|---|---|---|---|
| 0-20 You are here | 532 | +16.5% | +7.6% | 77.3% | +5.3% |
| 20-40 | 164 | +17.9% | +16.3% | 97% | +2.9% |
| 40-60 | 274 | +24.3% | +29.4% | 80.3% | +3.3% |
| 60-80 | 0 | Insufficient data | |||
| 80-100 | 0 | Insufficient data | |||
Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.
Current TTM P/E is about 5.99, placing it in the 0.0 own-history percentile, inside the 0-20 bucket.
Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.
Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.
Across 98,702 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.12%, a 57.8% positive-return rate, and +2.76 percentage points of average excess return versus the S&P 500.
Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).
Inactive signals still show the stock-specific historical forward-return distribution for context.
Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.
21 times historically; 60-day forward avg +1.66%, win rate 52.4%, beating the market by -0.28 pts on average.
The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
13 times historically; 60-day forward avg +0.65%, win rate 46.2%, beating the market by -1.71 pts on average.
Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.
33 times historically; 60-day forward avg +1.58%, win rate 62.5%, beating the market by -1.63 pts on average.
Continue researching AXIS Capital Holdings Limited with the evidence above.
Continue in Studio ↗This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.