Top-quintile 6-month momentum
Active · now 84.43877551020408% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
27 historical occurrences (since 2018-10-31)
Average forward return after Top-quintile 6-month momentum。20-day: Win 50%, Sample 26, Median +0.54%, Excess -1.31%, Beat mkt rate 46.2%;60-day: Win 50%, Sample 26, Median +1.11%, Excess +1.35%, Beat mkt rate 50%;120-day: Win 57.7%, Sample 26, Median +6.84%, Excess +8.75%, Beat mkt rate 61.5%
Stock avg forward return Market (same period)
120 days after: historical avg +13.54%
20-day
60-day
120-day
Win
50%
50%
57.7%
Sample
26
26
26
Median
+0.54%
+1.11%
+6.84%
Excess
-1.31%
+1.35%
+8.75%
Beat mkt rate
46.2%
50%
61.5%
Over 26 occurrences, 120-day forward avg gained 13.54%, beat the market by 8.75 pts; win rate 57.7%.