Quality is top-tier. Operating margin ranks above roughly 84% of the liquid US common-stock universe. TTM ROE is about 33.5%.
Valuation is expensive. TTM P/E is in the 92th percentile, above most peers.
Recent volatility is elevated. 60-day annualized volatility is in the 79th percentile. Average 20-day dollar volume is about $901.6M.
Signals are active now. Filed revenue acceleration currently holds; the tables below show what followed in this stock’s own history.
Free-cash-flow yield is Good, but Price / book is Expensive.
ROE, TTM is Top; FCF margin, TTM is Good.
All 2 indicators are Top.
240-day return is Top, but 60-day return is Average.
20-day dollar volume is Top, but 60-day annualized volatility is Pricey.
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Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.
TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.
Over 5 occurrences, 20-day forward avg gained 4.34%, beat the market by 0.09 pts; win rate 40%.
Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.
| PE percentile band | Sample days | 240-day avg return | Median | Win rate | Avg excess (vs index) |
|---|---|---|---|---|---|
| 0-20 | 146 | +57.7% | +22% | 97.3% | +37.8% |
| 20-40 | 204 | +60% | +13.8% | 77.5% | +40.8% |
| 40-60 | 185 | +61.8% | +13.3% | 75.7% | +41.1% |
| 60-80 | 71 | +103.9% | +30.5% | 77.5% | +86.3% |
| 80-100 You are here | 260 | +54.3% | +32.9% | 59.2% | +40.3% |
Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.
Current TTM P/E is about 54.65, placing it in the 86.8 own-history percentile, inside the 80-100 bucket.
Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.
Currently in “Expensive (own-history top third) × 60-day momentum down”: across 110 historical days, 120-day forward avg declined 23.4%, win rate 10%, lagged the market by 24.9%.
Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.
Across 98,702 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.12%, a 57.8% positive-return rate, and +2.76 percentage points of average excess return versus the S&P 500.
Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).
Inactive signals still show the stock-specific historical forward-return distribution for context.
Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.
22 times historically; 60-day forward avg +10.97%, win rate 68.2%, beating the market by +9.13 pts on average.
The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
25 times historically; 60-day forward avg +8.56%, win rate 62.5%, beating the market by +3.74 pts on average.
Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.
45 times historically; 60-day forward avg +10.66%, win rate 60%, beating the market by +6.67 pts on average.
Continue researching Teradyne, Inc. with the evidence above.
Continue in Studio ↗This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.