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HAE

Haemonetics Corporation Healthcare As of 2026-08-17 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
Valuation 35Quality 73Growth 39Momentum 90Risk / liquidity 71

Is Haemonetics Corporation a buy? Fundamentals and valuation first

  • Quality is above average. Operating margin sits near the 71th percentile. TTM ROE is about 11.5%.

  • Valuation is expensive. TTM P/E is in the 89th percentile, above most peers.

  • Recent volatility is moderate. 60-day annualized volatility is near the 38th percentile. Average 20-day dollar volume is about $63.9M.

  • 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.

Watchlist

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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.

17 historical occurrences (since 2017-02-03)
Average forward return after 52-week adjusted-price high。20-day: Win 56.2%, Sample 16, Median +1.86%, Excess -0.31%, Beat mkt rate 50%；60-day: Win 56.2%, Sample 16, Median +5.32%, Excess +3.48%, Beat mkt rate 56.2%；120-day: Win 56.2%, Sample 16, Median +1.59%, Excess +2.8%, Beat mkt rate 43.8%

120 days after: historical avg +9.2%

20-day +1.38%
60-day +5.69%
120-day +9.2%
20-day
60-day
120-day
Win
56.2%
56.2%
56.2%
Sample
16
16
16
Median
+1.86%
+5.32%
+1.59%
Excess
-0.31%
+3.48%
+2.8%
Beat mkt rate
50%
56.2%
43.8%

Over 16 occurrences, 120-day forward avg gained 9.2%, beat the market by 2.8 pts; win rate 56.2%.

Top-quintile 6-month momentum

Active · now 89.15254237288136%

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

9 historical occurrences (since 2016-10-28)
Average forward return after Top-quintile 6-month momentum。20-day: Win 50%, Sample 8, Median -0.8%, Excess +2.03%, Beat mkt rate 50%；60-day: Win 50%, Sample 8, Median +0.17%, Excess -6.36%, Beat mkt rate 37.5%；120-day: Win 37.5%, Sample 8, Median -4.56%, Excess -3.27%, Beat mkt rate 37.5%

120 days after: historical avg +1.86%

20-day +1.59%
60-day -0.17%
120-day +1.86%
20-day
60-day
120-day
Win
50%
50%
37.5%
Sample
8
8
8
Median
-0.8%
+0.17%
-4.56%
Excess
+2.03%
-6.36%
-3.27%
Beat mkt rate
50%
37.5%
37.5%

Over 8 occurrences, 120-day forward avg gained 1.86%, lagged the market by 3.27 pts; win rate 37.5%.

EPS surprise beat

Active · now 5.555555555555539%

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

30 historical occurrences (since 2015-07-27)
Average forward return after EPS surprise beat。20-day: Win 63%, Sample 27, Median +2.26%, Excess +2.75%, Beat mkt rate 48.1%；60-day: Win 55.6%, Sample 27, Median +4.78%, Excess +2.68%, Beat mkt rate 66.7%；120-day: Win 63%, Sample 27, Median +10.53%, Excess +3.43%, Beat mkt rate 55.6%

120 days after: historical avg +10.05%

20-day +3.91%
60-day +5.23%
120-day +10.05%
20-day
60-day
120-day
Win
63%
55.6%
63%
Sample
27
27
27
Median
+2.26%
+4.78%
+10.53%
Excess
+2.75%
+2.68%
+3.43%
Beat mkt rate
48.1%
66.7%
55.6%

Over 27 occurrences, 120-day forward avg gained 10.05%, beat the market by 3.43 pts; win rate 63%.

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)
0-20 462+12.7% +7.2% 63.4% +7.5%
20-40 You are here193+11.5% +15.3% 66.3% -4.5%
40-60 330-5.8% -4% 33.9% -26.5%
60-80 33-27.1% -32.5% 0% -36.4%
80-100 0Insufficient data

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 44.25, placing it in the 39.9 own-history percentile, inside the 20-40 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 49.3% Excess +2.5%
349d
Now
-1.5%
Win rate 49.7% Excess -10.6%
308d
Insufficient data
(4d)
60-day momentum down
+5%
Win rate 54.9% Excess +2.7%
319d
+2.1%
Win rate 60.1% Excess -10.4%
153d
Insufficient data
(0d)

Currently in “Middle × 60-day momentum up”: across 308 historical days, 120-day forward avg declined 1.5%, win rate 49.7%, lagged the market by 10.6%.

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 97,937 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.21%, a 58.2% positive-return rate, and +2.85 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.

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.