Top-quintile 6-month momentum
Active · now 92.5233644859813% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
22 historical occurrences (since 2017-01-20)
Average forward return after Top-quintile 6-month momentum。20-day: Win 68.2%, Sample 22, Median +3.81%, Excess +3.17%, Beat mkt rate 59.1%;60-day: Win 47.6%, Sample 21, Median -0.41%, Excess +9.62%, Beat mkt rate 57.1%;120-day: Win 66.7%, Sample 21, Median +7.86%, Excess +5.96%, Beat mkt rate 57.1%
Stock avg forward return Market (same period)
120 days after: historical avg +10.72%
20-day
60-day
120-day
Win
68.2%
47.6%
66.7%
Sample
22
21
21
Median
+3.81%
-0.41%
+7.86%
Excess
+3.17%
+9.62%
+5.96%
Beat mkt rate
59.1%
57.1%
57.1%
Over 21 occurrences, 120-day forward avg gained 10.72%, beat the market by 5.96 pts; win rate 66.7%.