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HHH Howard Hughes Holdings Inc.

Real Estate

71.85

Close 10/7

P/E
14.5
P/B
0.9
52W 60.09 91.07
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Is Howard Hughes Holdings Inc. a buy? Fundamentals and valuation first

As of 2026-10-07

Valuation: Fair, Quality: Good, Growth: Good, Risk / liquidity: Good.

Valuation Fair Free-cash-flow yield is Top, but TTM P/E is Pricey.
TTM P/E 14.54 67th percentile Pricey
Price / book 0.87 37th percentile Fair
Free-cash-flow yield (%) 17.97 90th percentile Top
Quality Good FCF margin, TTM is Top; ROE, TTM is Good.
ROE, TTM (%) 5.89 54th percentile Good
Operating margin, TTM (%) 18.04 70th percentile Good
FCF margin, TTM (%) 32.5 87th percentile Top
Growth Good Revenue growth, TTM YoY is Top; Diluted EPS growth, TTM YoY is Good.
Revenue growth, TTM YoY (%) 33.99 83th percentile Top
Diluted EPS growth, TTM YoY (%) 7.63 60th percentile Good
Momentum Neutral 60-day return is Good, but 240-day return is Average.
60-day return (%) -0.28 62th percentile Good
240-day return (%) -11.19 42th percentile Average
Risk / liquidity Good 20-day dollar volume is Top; 60-day annualized volatility is Fair.
20-day dollar volume 63,118,710 83th percentile Top
60-day annualized volatility (%) 38.05 43th percentile Fair

Howard Hughes Holdings Inc. (HHH) today

1 quant signals active · As of 2026-10-07

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

Howard Hughes Holdings Inc. (HHH) peers and tracking

Watchlist

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Howard Hughes Holdings Inc. (HHH) quant signal backtests

Signals active now

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

Filed revenue acceleration

Active · now 33.99219061009799%

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

7 historical occurrences (since 2019-04-01)
Average forward return after Filed revenue acceleration。20-day: Win 57.1%, Sample 7, Median +0.76%, Excess -0.51%, Beat mkt rate 42.9%；60-day: Win 50%, Sample 6, Median +1.47%, Excess +0.64%, Beat mkt rate 50%；120-day: Win 66.7%, Sample 6, Median +8.97%, Excess +0.25%, Beat mkt rate 33.3%

120 days after: historical avg +6.13%

20-day +0.72%
60-day +3.44%
120-day +6.13%
20-day
60-day
120-day
Win
57.1%
50%
66.7%
Sample
7
6
6
Median
+0.76%
+1.47%
+8.97%
Excess
-0.51%
+0.64%
+0.25%
Beat mkt rate
42.9%
50%
33.3%

Over 6 occurrences, 120-day forward avg gained 6.13%, beat the market by 0.25 pts; win rate 66.7%.

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 You are here559-2.4% -4.2% 37.7% -23.2%
20-40 147+1.6% +1.9% 53.7% -26.6%
40-60 9Insufficient data
60-80 42-14.6% -14.6% 0% -4.4%
80-100 74-33.1% -33.6% 0% -26.7%

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 14.54, placing it in the 7.5 own-history percentile, inside the 0-20 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

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
-7.1%
Win rate 35.1% Excess -18.6%
308d
-17%
Win rate 0% Excess -15.5%
58d
-17.6%
Win rate 3.8% Excess -16.5%
104d
60-day momentum down
Now
+7.6%
Win rate 69.4% Excess -2.6%
428d
-8.3%
Win rate 8.2% Excess -14.3%
49d
Insufficient data
(4d)

Currently in “Cheap (own-history bottom third) × 60-day momentum down”: across 428 historical days, 120-day forward avg gained 7.6%, win rate 69.4%, lagged the market by 2.6%.

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 98,398 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.21%, a 57.8% positive-return rate, and +2.86 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.

52-week adjusted-price high

Pending

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

8 times historically; 60-day forward avg -5.73%, win rate 12.5%, beating the market by -7.79 pts on average.

Top-quintile 6-month momentum

Pending

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

16 times historically; 60-day forward avg -2.69%, win rate 50%, beating the market by -4.96 pts on average.

EPS surprise beat

Pending

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

8 times historically; 60-day forward avg -3.26%, win rate 28.6%, beating the market by -8.99 pts on average.

Continue researching Howard Hughes Holdings Inc. with the evidence above.

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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.