Top-quintile 6-month momentum
Active · now 85.47153780798641% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
16 historical occurrences (since 2019-04-04)
Average forward return after Top-quintile 6-month momentum。20-day: Win 50%, Sample 16, Median +1%, Excess -2.62%, Beat mkt rate 56.2%;60-day: Win 26.7%, Sample 15, Median -10.73%, Excess -13.16%, Beat mkt rate 26.7%;120-day: Win 40%, Sample 15, Median -9.74%, Excess -12.42%, Beat mkt rate 33.3%
Stock avg forward return Market (same period)
120 days after: historical avg -9.72%
20-day
60-day
120-day
Win
50%
26.7%
40%
Sample
16
15
15
Median
+1%
-10.73%
-9.74%
Excess
-2.62%
-13.16%
-12.42%
Beat mkt rate
56.2%
26.7%
33.3%
Over 15 occurrences, 120-day forward avg declined 9.72%, lagged the market by 12.42 pts; win rate 40%.