Top-quintile 6-month momentum
Active · now 85.4%The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
Average forward return after Top-quintile 6-month momentum
20-day: Win 40%, Sample 10, Median -0.4%, Excess -3.62%, Beat mkt rate 30%
60-day: Win 40%, Sample 10, Median -2.29%, Excess -8.95%, Beat mkt rate 20%
120-day: Win 40%, Sample 10, Median -3.3%, Excess -14.63%, Beat mkt rate 10%
120 days after: historical avg -1.84%
Over 10 occurrences, 120-day forward avg declined 1.84%, lagged the market by 14.63 pts; win rate 40%.