Skip to main content

HUM Humana Inc.

Healthcare

414.50 Close 10/30
Since 2024-12-02 +45.3%
Open
415.66
High
420.35
Low
409.44
Prev close
417.56
Volume
838.7K
Amplitude
2.61%
P/E
39.3
P/B
2.6
Revenue YoY (TTM)
+18.3%
52W 163.11 456.50

Is Humana Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

Momentum: Strong, Risk / liquidity: Good; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Average; TTM P/E is Pricey.
TTM P/E 39.25 77th percentile Pricey
Price / book 2.59 68th percentile Pricey
Free-cash-flow yield (%) -0.89 42th percentile Average
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Neutral ROE, TTM is Good, but FCF margin, TTM is Average.
ROE, TTM (%) 6.65 57th percentile Good
Operating margin, TTM (%) 1.39 39th percentile Average
FCF margin, TTM (%) -0.3 38th percentile Average
Quality Factor Investing: A US Quality Value Backtest
Growth Neutral Revenue growth, TTM YoY is Good, but Diluted EPS growth, TTM YoY is Average.
Revenue growth, TTM YoY (%) 18.33 73th percentile Good
Diluted EPS growth, TTM YoY (%) -18.96 46th percentile Average
Momentum Strong All 2 indicators are Top.
60-day return (%) 13.11 88th percentile Top
240-day return (%) 77.11 93th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 672,474,750 98th percentile Top
60-day annualized volatility (%) 38.75 45th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

Humana Inc. (HUM) today

2 quant signals active · As of 2026-10-30

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.

FinLab Studio

From Humana Inc. to every stock like it

AI finds several complementary traits of Humana Inc. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like Humana Inc.

Humana Inc. (HUM) peers and tracking

Watchlist

This page refreshes daily after the close. Add Humana Inc. to your watchlist to track signal changes on your next visit.

Humana Inc. (HUM) quant signal backtests

Signals active now

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

Top-quintile 6-month momentum

Active · now 96.1%

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

Momentum Trading Strategy: A 12-1 Momentum Backtest
19 historical occurrences (since 2017-01-09)

Average forward return after Top-quintile 6-month momentum

20-day: Win 57.9%, Sample 19, Median +0.75%, Excess +2.62%, Beat mkt rate 57.9%

60-day: Win 73.7%, Sample 19, Median +4.29%, Excess +3.37%, Beat mkt rate 73.7%

120-day: Win 66.7%, Sample 18, Median +6.24%, Excess -0.42%, Beat mkt rate 55.6%

120 days after: historical avg +6.73%

20-day +3.32%
60-day +7.82%
120-day +6.73%
20-day
60-day
120-day
Win
57.9%
73.7%
66.7%
Sample
19
19
18
Median
+0.75%
+4.29%
+6.24%
Excess
+2.62%
+3.37%
-0.42%
Beat mkt rate
57.9%
73.7%
55.6%

Over 18 occurrences, 120-day forward avg gained 6.73%, lagged the market by 0.42 pts; win rate 66.7%.

Filed revenue acceleration

Active · now 18.33%

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

14 historical occurrences (since 2019-07-31)

Average forward return after Filed revenue acceleration

20-day: Win 57.1%, Sample 14, Median +1.96%, Excess +0.56%, Beat mkt rate 50%

60-day: Win 64.3%, Sample 14, Median +6.68%, Excess +7.64%, Beat mkt rate 57.1%

120-day: Win 76.9%, Sample 13, Median +12.48%, Excess +10.63%, Beat mkt rate 53.8%

120 days after: historical avg +18.64%

20-day +0.84%
60-day +10.72%
120-day +18.64%
20-day
60-day
120-day
Win
57.1%
64.3%
76.9%
Sample
14
14
13
Median
+1.96%
+6.68%
+12.48%
Excess
+0.56%
+7.64%
+10.63%
Beat mkt rate
50%
57.1%
53.8%

Over 13 occurrences, 120-day forward avg gained 18.64%, beat the market by 10.63 pts; win rate 76.9%.

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)
0-20 285+10.2% +6.3% 75.1% -12.5%
20-40 381-2.4% +0.6% 51.4% -18.2%
40-60 248+2.4% +4.9% 55.6% -11.8%
60-80 335-1.3% -4.3% 46% -10.8%
80-100 You are here197-17.4% -19.1% 12.7% -31.6%

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 39.25, placing it in the 96.3 own-history percentile, inside the 80-100 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
-0.7%
Win rate 59.7% Excess -14.7%
233d
-2.8%
Win rate 58% Excess -6.7%
336d
Now
-7.2%
Win rate 20.4% Excess -13.5%
250d
60-day momentum down
+18.7%
Win rate 74.2% Excess +6.8%
356d
+13.6%
Win rate 73.5% Excess +11.8%
162d
+0.2%
Win rate 37.1% Excess -6.8%
229d

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 250 historical days, 120-day forward avg declined 7.2%, win rate 20.4%, lagged the market by 13.5%.

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 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 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.

25 times historically; 60-day forward avg +3.84%, win rate 69.6%, beating the market by +1.44 pts on average.

EPS surprise beat

Pending

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

PEAD: Post-Earnings Announcement Drift Backtest

21 times historically; 60-day forward avg -0.93%, win rate 57.1%, beating the market by -5.61 pts on average.

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.