Top-quintile 6-month momentum
Active · now 87.51062022090059% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
15 historical occurrences (since 2016-12-22)
Average forward return after Top-quintile 6-month momentum。20-day: Win 33.3%, Sample 15, Median -1.47%, Excess -0.54%, Beat mkt rate 53.3%;60-day: Win 50%, Sample 14, Median +0.03%, Excess +0.65%, Beat mkt rate 50%;120-day: Win 42.9%, Sample 14, Median -2.65%, Excess +0.91%, Beat mkt rate 42.9%
Stock avg forward return Market (same period)
120 days after: historical avg +1.91%
20-day
60-day
120-day
Win
33.3%
50%
42.9%
Sample
15
14
14
Median
-1.47%
+0.03%
-2.65%
Excess
-0.54%
+0.65%
+0.91%
Beat mkt rate
53.3%
50%
42.9%
Over 14 occurrences, 120-day forward avg gained 1.91%, beat the market by 0.91 pts; win rate 42.9%.