Top-quintile 6-month momentum
Active · now 97.28122344944775% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
18 historical occurrences (since 2019-01-23)
Average forward return after Top-quintile 6-month momentum。20-day: Win 33.3%, Sample 18, Median -3.82%, Excess -6.94%, Beat mkt rate 33.3%;60-day: Win 33.3%, Sample 18, Median -14.71%, Excess -9.37%, Beat mkt rate 27.8%;120-day: Win 38.9%, Sample 18, Median -8.18%, Excess +9.53%, Beat mkt rate 38.9%
Stock avg forward return Market (same period)
120 days after: historical avg +19.26%
20-day
60-day
120-day
Win
33.3%
33.3%
38.9%
Sample
18
18
18
Median
-3.82%
-14.71%
-8.18%
Excess
-6.94%
-9.37%
+9.53%
Beat mkt rate
33.3%
27.8%
38.9%
Over 18 occurrences, 120-day forward avg gained 19.26%, beat the market by 9.53 pts; win rate 38.9%.