Top-quintile 6-month momentum
Active · now 84.36703483432456% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
14 historical occurrences (since 2020-03-16)
Average forward return after Top-quintile 6-month momentum。20-day: Win 76.9%, Sample 13, Median +15.17%, Excess +10.33%, Beat mkt rate 69.2%;60-day: Win 58.3%, Sample 12, Median +10.62%, Excess +15.64%, Beat mkt rate 50%;120-day: Win 66.7%, Sample 12, Median +12.56%, Excess +25.84%, Beat mkt rate 58.3%
Stock avg forward return Market (same period)
120 days after: historical avg +35.14%
20-day
60-day
120-day
Win
76.9%
58.3%
66.7%
Sample
13
12
12
Median
+15.17%
+10.62%
+12.56%
Excess
+10.33%
+15.64%
+25.84%
Beat mkt rate
69.2%
50%
58.3%
Over 12 occurrences, 120-day forward avg gained 35.14%, beat the market by 25.84 pts; win rate 66.7%.