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DGX

Quest Diagnostics Incorporated Healthcare As of 2026-07-31 Updated daily after market close

steady quality, premium valuation.

3 active signals
52-week adjusted-price high Top-quintile 6-month momentum EPS surprise beat
This page refreshes daily after the close. Add Quest Diagnostics Incorporated to your watchlist to track signal changes on your next visit.
Valuation 38Quality 68Growth 64Momentum 79Risk / liquidity 84

Is Quest Diagnostics Incorporated a buy? Fundamentals and valuation first

  • Quality is above average. Operating margin sits near the 65th percentile. TTM ROE is about 14.1%.

  • Valuation is expensive. TTM P/E is in the 78th percentile, above most peers.

  • Recent volatility is comparatively low. 60-day annualized volatility is in the 25th percentile. Average 20-day dollar volume is about $245.1M.

  • Signals are active now. 52-week adjusted-price high, Top-quintile 6-month momentum, EPS surprise beat currently holds; the tables below show what followed in this stock’s own history.

Historical evidence

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

52-week adjusted-price high

Active

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

26 historical occurrences (since 2017-01-04)
Average forward return after 52-week adjusted-price high。20-day: Win 40%, Sample 25, Median -0.63%, Excess -2.06%, Beat mkt rate 44%；60-day: Win 50%, Sample 24, Median +0.04%, Excess -3.69%, Beat mkt rate 29.2%；120-day: Win 69.6%, Sample 23, Median +4.09%, Excess -3.89%, Beat mkt rate 34.8%

120 days after: historical avg +2.13%

20-day -0.44%
60-day -1.14%
120-day +2.13%
20-day
60-day
120-day
Win
40%
50%
69.6%
Sample
25
24
23
Median
-0.63%
+0.04%
+4.09%
Excess
-2.06%
-3.69%
-3.89%
Beat mkt rate
44%
29.2%
34.8%

Over 23 occurrences, 120-day forward avg gained 2.13%, lagged the market by 3.89 pts; win rate 69.6%.

Top-quintile 6-month momentum

Active · now 80.42553191489363%

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

13 historical occurrences (since 2016-08-03)
Average forward return after Top-quintile 6-month momentum。20-day: Win 50%, Sample 12, Median +0.44%, Excess -3.93%, Beat mkt rate 33.3%；60-day: Win 58.3%, Sample 12, Median +2.97%, Excess -6.07%, Beat mkt rate 0%；120-day: Win 66.7%, Sample 12, Median +0.99%, Excess -11.03%, Beat mkt rate 33.3%

120 days after: historical avg +0.28%

20-day -1.53%
60-day +0.65%
120-day +0.28%
20-day
60-day
120-day
Win
50%
58.3%
66.7%
Sample
12
12
12
Median
+0.44%
+2.97%
+0.99%
Excess
-3.93%
-6.07%
-11.03%
Beat mkt rate
33.3%
0%
33.3%

Over 12 occurrences, 120-day forward avg gained 0.28%, lagged the market by 11.03 pts; win rate 66.7%.

EPS surprise beat

Active · now 10.638297872340436%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

12 historical occurrences (since 2017-04-20)
Average forward return after EPS surprise beat。20-day: Win 54.5%, Sample 11, Median +1.56%, Excess +0.63%, Beat mkt rate 45.5%；60-day: Win 72.7%, Sample 11, Median +3.28%, Excess -1.63%, Beat mkt rate 54.5%；120-day: Win 60%, Sample 10, Median +4.34%, Excess -6.99%, Beat mkt rate 30%

120 days after: historical avg +2.7%

20-day +2.29%
60-day +3.52%
120-day +2.7%
20-day
60-day
120-day
Win
54.5%
72.7%
60%
Sample
11
11
10
Median
+1.56%
+3.28%
+4.34%
Excess
+0.63%
-1.63%
-6.99%
Beat mkt rate
45.5%
54.5%
30%

Over 10 occurrences, 120-day forward avg gained 2.7%, lagged the market by 6.99 pts; win rate 60%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 458+6.1% +4.6% 62% +1.5%
20-40 156-2% -3.4% 42.9% -19.3%
40-60 205+16.5% +23.2% 72.7% -5.2%
60-80 219+17.4% +16.9% 98.2% -5.2%
80-100 You are here323+13.9% +14.9% 92.9% -7.2%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 24.74, placing it in the 99.9 own-history percentile, inside the 80-100 bucket.

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
+4%
Win rate 68.2% Excess -0.3%
321d
+2%
Win rate 53.9% Excess -9.5%
152d
Now
+6.3%
Win rate 87.9% Excess -2.8%
456d
60-day momentum down
+8.4%
Win rate 68.6% Excess +5.1%
226d
+5.6%
Win rate 63.3% Excess -6.6%
166d
+6.2%
Win rate 79.4% Excess -2.7%
160d

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 456 historical days, 120-day forward avg gained 6.3%, win rate 87.9%, lagged the market by 2.8%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 97,878 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.26%, a 58.3% positive-return rate, and +2.90 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

5 times historically; 60-day forward avg +6.37%, win rate 100%, beating the market by +2.58 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.