Top-quintile 6-month momentum
Active · now 80.84745762711864% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
23 historical occurrences (since 2016-08-22)
Average forward return after Top-quintile 6-month momentum。20-day: Win 52.4%, Sample 21, Median +0.06%, Excess -1.15%, Beat mkt rate 33.3%;60-day: Win 57.1%, Sample 21, Median +8.82%, Excess +4.91%, Beat mkt rate 52.4%;120-day: Win 81%, Sample 21, Median +15.79%, Excess +8.19%, Beat mkt rate 66.7%
Stock avg forward return Market (same period)
120 days after: historical avg +16.37%
20-day
60-day
120-day
Win
52.4%
57.1%
81%
Sample
21
21
21
Median
+0.06%
+8.82%
+15.79%
Excess
-1.15%
+4.91%
+8.19%
Beat mkt rate
33.3%
52.4%
66.7%
Over 21 occurrences, 120-day forward avg gained 16.37%, beat the market by 8.19 pts; win rate 81%.