Top-quintile 6-month momentum
Active · now 93.38983050847457% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
9 historical occurrences (since 2022-09-07)
Average forward return after Top-quintile 6-month momentum。20-day: Win 55.6%, Sample 9, Median +3.76%, Excess +4.13%, Beat mkt rate 55.6%;60-day: Win 66.7%, Sample 9, Median +10.77%, Excess +18.88%, Beat mkt rate 55.6%;120-day: Win 55.6%, Sample 9, Median +20.78%, Excess +36.23%, Beat mkt rate 55.6%
Stock avg forward return Market (same period)
120 days after: historical avg +40.18%
20-day
60-day
120-day
Win
55.6%
66.7%
55.6%
Sample
9
9
9
Median
+3.76%
+10.77%
+20.78%
Excess
+4.13%
+18.88%
+36.23%
Beat mkt rate
55.6%
55.6%
55.6%
Over 9 occurrences, 120-day forward avg gained 40.18%, beat the market by 36.23 pts; win rate 55.6%.