Top-quintile 6-month momentum
Active · now 90.48428207306712% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
8 historical occurrences (since 2022-12-09)
Average forward return after Top-quintile 6-month momentum。20-day: Win 62.5%, Sample 8, Median +0.71%, Excess +2.33%, Beat mkt rate 62.5%;60-day: Win 28.6%, Sample 7, Median -1.44%, Excess -0.14%, Beat mkt rate 28.6%;120-day: Win 57.1%, Sample 7, Median +0.23%, Excess -8.97%, Beat mkt rate 28.6%
Stock avg forward return Market (same period)
120 days after: historical avg -0.47%
20-day
60-day
120-day
Win
62.5%
28.6%
57.1%
Sample
8
7
7
Median
+0.71%
-1.44%
+0.23%
Excess
+2.33%
-0.14%
-8.97%
Beat mkt rate
62.5%
28.6%
28.6%
Over 7 occurrences, 120-day forward avg declined 0.47%, lagged the market by 8.97 pts; win rate 57.1%.