Top-quintile 6-month momentum
Active · now 99.48936170212765% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
12 historical occurrences (since 2018-05-14)
Average forward return after Top-quintile 6-month momentum。20-day: Win 58.3%, Sample 12, Median +2.37%, Excess +13.39%, Beat mkt rate 41.7%;60-day: Win 75%, Sample 12, Median +12.41%, Excess +27.81%, Beat mkt rate 58.3%;120-day: Win 45.5%, Sample 11, Median -7.25%, Excess +4.95%, Beat mkt rate 36.4%
Stock avg forward return Market (same period)
120 days after: historical avg +15.14%
20-day
60-day
120-day
Win
58.3%
75%
45.5%
Sample
12
12
11
Median
+2.37%
+12.41%
-7.25%
Excess
+13.39%
+27.81%
+4.95%
Beat mkt rate
41.7%
58.3%
36.4%
Over 11 occurrences, 120-day forward avg gained 15.14%, beat the market by 4.95 pts; win rate 45.5%.