Top-quintile 6-month momentum
Active · now 87.34% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
16 historical occurrences (since 2017-06-16)
Average forward return after Top-quintile 6-month momentum。20-day: Win 75%, Sample 16, Median +8.12%, Excess +4.38%, Beat mkt rate 62.5%;60-day: Win 50%, Sample 16, Median -0.42%, Excess +13.4%, Beat mkt rate 37.5%;120-day: Win 40%, Sample 15, Median -4.84%, Excess +13.58%, Beat mkt rate 33.3%
Stock avg forward return Market (same period)
120 days after: historical avg +24.31%
20-day
60-day
120-day
Win
75%
50%
40%
Sample
16
16
15
Median
+8.12%
-0.42%
-4.84%
Excess
+4.38%
+13.4%
+13.58%
Beat mkt rate
62.5%
37.5%
33.3%
Over 15 occurrences, 120-day forward avg gained 24.31%, beat the market by 13.58 pts; win rate 40%.