Top-quintile 6-month momentum
Active · now 90.7391673746814% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
18 historical occurrences (since 2017-05-19)
Average forward return after Top-quintile 6-month momentum。20-day: Win 44.4%, Sample 18, Median -1.47%, Excess +2.81%, Beat mkt rate 50%;60-day: Win 44.4%, Sample 18, Median -2.56%, Excess +0.65%, Beat mkt rate 50%;120-day: Win 44.4%, Sample 18, Median -1.59%, Excess +3.78%, Beat mkt rate 44.4%
Stock avg forward return Market (same period)
120 days after: historical avg +8.24%
20-day
60-day
120-day
Win
44.4%
44.4%
44.4%
Sample
18
18
18
Median
-1.47%
-2.56%
-1.59%
Excess
+2.81%
+0.65%
+3.78%
Beat mkt rate
50%
50%
44.4%
Over 18 occurrences, 120-day forward avg gained 8.24%, beat the market by 3.78 pts; win rate 44.4%.
Filed revenue acceleration
Active · now 57.663130697337884% TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.
11 historical occurrences (since 2019-05-09)
Average forward return after Filed revenue acceleration。20-day: Win 45.5%, Sample 11, Median -4.45%, Excess +0.87%, Beat mkt rate 45.5%;60-day: Win 50%, Sample 10, Median +3.19%, Excess +3.82%, Beat mkt rate 50%;120-day: Win 66.7%, Sample 9, Median +27.13%, Excess +9.09%, Beat mkt rate 66.7%
Stock avg forward return Market (same period)
120 days after: historical avg +15.33%
20-day
60-day
120-day
Win
45.5%
50%
66.7%
Sample
11
10
9
Median
-4.45%
+3.19%
+27.13%
Excess
+0.87%
+3.82%
+9.09%
Beat mkt rate
45.5%
50%
66.7%
Over 9 occurrences, 120-day forward avg gained 15.33%, beat the market by 9.09 pts; win rate 66.7%.