Top-quintile 6-month momentum
Active · now 89.9%The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
Average forward return after Top-quintile 6-month momentum
20-day: Win 57.1%, Sample 7, Median +4.63%, Excess +1.52%, Beat mkt rate 57.1%
60-day: Win 66.7%, Sample 6, Median +2.14%, Excess -1.03%, Beat mkt rate 33.3%
120-day: Win 50%, Sample 6, Median +0.8%, Excess -7.41%, Beat mkt rate 33.3%
120 days after: historical avg -3.98%
Over 6 occurrences, 120-day forward avg declined 3.98%, lagged the market by 7.41 pts; win rate 50%.