Top-quintile 6-month momentum
Active · now 86.94915254237287% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
15 historical occurrences (since 2022-07-07)
Average forward return after Top-quintile 6-month momentum。20-day: Win 53.3%, Sample 15, Median +1.41%, Excess +3.96%, Beat mkt rate 60%;60-day: Win 57.1%, Sample 14, Median +14.63%, Excess +1.07%, Beat mkt rate 57.1%;120-day: Win 64.3%, Sample 14, Median +11.96%, Excess +2.41%, Beat mkt rate 64.3%
Stock avg forward return Market (same period)
120 days after: historical avg +10.66%
20-day
60-day
120-day
Win
53.3%
57.1%
64.3%
Sample
15
14
14
Median
+1.41%
+14.63%
+11.96%
Excess
+3.96%
+1.07%
+2.41%
Beat mkt rate
60%
57.1%
64.3%
Over 14 occurrences, 120-day forward avg gained 10.66%, beat the market by 2.41 pts; win rate 64.3%.