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ILMN Illumina, Inc.

Healthcare

226.58 -9.41 -3.99% Close 11/2
Since 2024-12-02 +62.6%
Open
236.01
High
236.01
Low
223.33
Prev close
235.99
Volume
2.9M
Amplitude
5.37%
P/E
40.5
P/B
11.3
Revenue YoY (TTM)
+5.9%
52W 112.65 309.35

Is Illumina, Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

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

Valuation Pricey Free-cash-flow yield is Good, but Price / book is Expensive.
TTM P/E 40.55 78th percentile Pricey
Price / book 11.35 93th percentile Expensive
Free-cash-flow yield (%) 2.96 58th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Strong ROE, TTM is Top; Operating margin, TTM is Good.
ROE, TTM (%) 28.46 87th percentile Top
Operating margin, TTM (%) 22.89 75th percentile Good
FCF margin, TTM (%) 23.29 80th percentile Top
Quality Factor Investing: A US Quality Value Backtest
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 5.88 50th percentile Good
Diluted EPS growth, TTM YoY (%) 30.79 71th percentile Good
Momentum Strong All 2 indicators are Top.
60-day return (%) 21.82 93th percentile Top
240-day return (%) 95.57 95th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top, but 60-day annualized volatility is Average.
20-day dollar volume 668,743,385 98th percentile Top
60-day annualized volatility (%) 65.13 67th percentile Average
Factor Investing Explained: 10 Classic Factors in US Stocks

Illumina, Inc. (ILMN) 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 Illumina, Inc. to every stock like it

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

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Illumina, Inc. (ILMN) peers and tracking

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Illumina, Inc. (ILMN) 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 95.5%

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
16 historical occurrences (since 2017-04-13)

Average forward return after Top-quintile 6-month momentum

20-day: Win 68.8%, Sample 16, Median +4.01%, Excess +0.53%, Beat mkt rate 56.2%

60-day: Win 56.2%, Sample 16, Median +3.64%, Excess -0.06%, Beat mkt rate 37.5%

120-day: Win 66.7%, Sample 15, Median +11.25%, Excess -1%, Beat mkt rate 53.3%

120 days after: historical avg +8.14%

20-day +2.84%
60-day +5.8%
120-day +8.14%
20-day
60-day
120-day
Win
68.8%
56.2%
66.7%
Sample
16
16
15
Median
+4.01%
+3.64%
+11.25%
Excess
+0.53%
-0.06%
-1%
Beat mkt rate
56.2%
37.5%
53.3%

Over 15 occurrences, 120-day forward avg gained 8.14%, lagged the market by 1 pts; win rate 66.7%.

EPS surprise beat

Active · now 19.12%

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

PEAD: Post-Earnings Announcement Drift Backtest
34 historical occurrences (since 2015-01-27)

Average forward return after EPS surprise beat

20-day: Win 41.9%, Sample 31, Median -3.45%, Excess -1.29%, Beat mkt rate 32.3%

60-day: Win 58.1%, Sample 31, Median +2.17%, Excess +2.06%, Beat mkt rate 51.6%

120-day: Win 63.3%, Sample 30, Median +5.94%, Excess +3.2%, Beat mkt rate 50%

120 days after: historical avg +9.14%

20-day +0.23%
60-day +5.71%
120-day +9.14%
20-day
60-day
120-day
Win
41.9%
58.1%
63.3%
Sample
31
31
30
Median
-3.45%
+2.17%
+5.94%
Excess
-1.29%
+2.06%
+3.2%
Beat mkt rate
32.3%
51.6%
50%

Over 30 occurrences, 120-day forward avg gained 9.14%, beat the market by 3.2 pts; win rate 63.3%.

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)
0-20 417+12.2% -5.3% 43.9% -20.7%
20-40 You are here125-34.3% -37.8% 0.8% -50.7%
40-60 26Insufficient data
60-80 0Insufficient data
80-100 0Insufficient data

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 40.55, placing it in the 30.5 own-history percentile, inside the 20-40 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
Now
+8.1%
Win rate 61.1% Excess -5.3%
252d
-29.2%
Win rate 2.7% Excess -36.1%
37d
Insufficient data
(0d)
60-day momentum down
+6.1%
Win rate 42.9% Excess -6.6%
382d
Insufficient data
(17d)
Insufficient data
(0d)

Currently in “Cheap (own-history bottom third) × 60-day momentum up”: across 252 historical days, 120-day forward avg gained 8.1%, win rate 61.1%, lagged the market by 5.3%.

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.

19 times historically; 60-day forward avg +5.11%, win rate 50%, beating the market by +2.05 pts on average.

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.

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.