Top-quintile 6-month momentum
Active · now 86.06627017841971% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
23 historical occurrences (since 2016-07-05)
Average forward return after Top-quintile 6-month momentum。20-day: Win 50%, Sample 22, Median +0.18%, Excess -0.86%, Beat mkt rate 31.8%;60-day: Win 38.1%, Sample 21, Median -6.86%, Excess -4.73%, Beat mkt rate 33.3%;120-day: Win 47.4%, Sample 19, Median -2.33%, Excess +0.43%, Beat mkt rate 36.8%
Stock avg forward return Market (same period)
120 days after: historical avg +4.63%
20-day
60-day
120-day
Win
50%
38.1%
47.4%
Sample
22
21
19
Median
+0.18%
-6.86%
-2.33%
Excess
-0.86%
-4.73%
+0.43%
Beat mkt rate
31.8%
33.3%
36.8%
Over 19 occurrences, 120-day forward avg gained 4.63%, beat the market by 0.43 pts; win rate 47.4%.