Top-quintile 6-month momentum
Active · now 93.97%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 60%, Sample 15, Median +1.47%, Excess +0.79%, Beat mkt rate 46.7%
60-day: Win 33.3%, Sample 15, Median -3.27%, Excess +3.41%, Beat mkt rate 26.7%
120-day: Win 42.9%, Sample 14, Median -7.18%, Excess -0.4%, Beat mkt rate 35.7%
120 days after: historical avg +8.54%
Over 14 occurrences, 120-day forward avg gained 8.54%, lagged the market by 0.4 pts; win rate 42.9%.