Top-quintile 6-month momentum
Active · now 90.15%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 31.2%, Sample 16, Median -1.46%, Excess -6.86%, Beat mkt rate 31.2%
60-day: Win 46.7%, Sample 15, Median -3.12%, Excess -8.31%, Beat mkt rate 20%
120-day: Win 28.6%, Sample 14, Median -7.64%, Excess -20.12%, Beat mkt rate 7.1%
120 days after: historical avg -8.85%
Over 14 occurrences, 120-day forward avg declined 8.85%, lagged the market by 20.12 pts; win rate 28.6%.