Top-quintile 6-month momentum
Active · now 81.05% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
25 historical occurrences (since 2016-07-05)
Average forward return after Top-quintile 6-month momentum。20-day: Win 50%, Sample 24, Median +0.43%, Excess -0.23%, Beat mkt rate 45.8%;60-day: Win 43.5%, Sample 23, Median -2.71%, Excess -3.6%, Beat mkt rate 34.8%;120-day: Win 39.1%, Sample 23, Median -3.13%, Excess -6.18%, Beat mkt rate 26.1%
Stock avg forward return Market (same period)
120 days after: historical avg -1.13%
20-day
60-day
120-day
Win
50%
43.5%
39.1%
Sample
24
23
23
Median
+0.43%
-2.71%
-3.13%
Excess
-0.23%
-3.6%
-6.18%
Beat mkt rate
45.8%
34.8%
26.1%
Over 23 occurrences, 120-day forward avg declined 1.13%, lagged the market by 6.18 pts; win rate 39.1%.