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IESC

IES Holdings, Inc. Industrials As of 2026-06-18
Quality Above avg
Valuation Expensive
Risk High vol
Active signals Active 52-week adjusted-price high Top-quintile 6-month momentum
712.39 Close (USD)
+43.71% 60-day
  • Quality is above average. Operating margin sits near the 60th percentile. TTM ROE is about 35.5%.
  • Valuation is expensive. TTM P/E is in the 86th percentile, above most peers.
  • Recent volatility is elevated. 60-day annualized volatility is in the 76th percentile. Average 20-day dollar volume is about $139.1M.
  • Signals are active now. 52-week adjusted-price high, Top-quintile 6-month momentum currently holds; the tables below show what followed in this stock’s own history.

Factor profile

Factor radar Weak Valuation
25
ValuationQualityGrowthMomentumRisk / liquidity

Valuation

Indicators in this group are ranked by market percentile; lower valuation and volatility are better.

25 Weak
TTM P/E 37.99
Expensive
Price / book 13.23
Expensive
Free-cash-flow yield (%) 2.24
Good

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.

24 historical occurrences (since 2018-08-06)
Average forward return after 52-week adjusted-price high。20-day: Win 58.3%, Sample 24, Median +4.68%, Excess +0.64%, Beat mkt rate 54.2%；60-day: Win 65.2%, Sample 23, Median +7.86%, Excess +5.65%, Beat mkt rate 56.5%；120-day: Win 63.6%, Sample 22, Median +21.18%, Excess +16.14%, Beat mkt rate 59.1%

120 days after: historical avg +23.24%

20-day +2.41%
60-day +9.31%
120-day +23.24%
20-day
60-day
120-day
Win
58.3%
65.2%
63.6%
Sample
24
23
22
Median
+4.68%
+7.86%
+21.18%
Excess
+0.64%
+5.65%
+16.14%
Beat mkt rate
54.2%
56.5%
59.1%

Over 22 occurrences, 120-day forward avg gained 23.24%, beat the market by 16.14 pts; win rate 63.6%.

Top-quintile 6-month momentum

Active · now 85.50847457627118%

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

22 historical occurrences (since 2016-07-12)
Average forward return after Top-quintile 6-month momentum。20-day: Win 68.2%, Sample 22, Median +5.63%, Excess +4.85%, Beat mkt rate 63.6%；60-day: Win 77.3%, Sample 22, Median +15.21%, Excess +11.33%, Beat mkt rate 72.7%；120-day: Win 80%, Sample 20, Median +27.19%, Excess +22.75%, Beat mkt rate 75%

120 days after: historical avg +30.62%

20-day +5.76%
60-day +15.5%
120-day +30.62%
20-day
60-day
120-day
Win
68.2%
77.3%
80%
Sample
22
22
20
Median
+5.63%
+15.21%
+27.19%
Excess
+4.85%
+11.33%
+22.75%
Beat mkt rate
63.6%
72.7%
75%

Over 20 occurrences, 120-day forward avg gained 30.62%, beat the market by 22.75 pts; win rate 80%.

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 0Insufficient data
20-40 143+51.8% +50.4% 79.7% +49.3%
40-60 160+106.1% +146.5% 63.7% +96%
60-80 431+96.9% +111% 76.6% +85%
80-100 You are here420+62.1% +58.4% 80.2% +46.7%

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 37.99, placing it in the 99.6 own-history percentile, inside the 80-100 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
Insufficient data
(0d)
+31.2%
Win rate 74.5% Excess +27.8%
137d
Now
+33.3%
Win rate 81.9% Excess +25.5%
777d
60-day momentum down
0%
Win rate 46.1% Excess +4.6%
115d
+52.4%
Win rate 72.9% Excess +44.8%
140d
+28.7%
Win rate 59% Excess +22.4%
105d

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 777 historical days, 120-day forward avg gained 33.3%, win rate 81.9%, beat the market by 25.5%.

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 94,737 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.40%, a 58.3% positive-return rate, and +3.10 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.

14 times historically; 60-day forward avg -1.88%, win rate 50%, beating the market by -3.18 pts on average.

EPS surprise beat

Pending

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

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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.