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MASI

Masimo Corporation Healthcare As of 2026-06-18
Quality Weak
Valuation Cheaper
Risk Lower vol
Active signals Active 52-week adjusted-price high
179.95 Close (USD)
  • Quality is weaker than peers. Operating margin is only around the 27th percentile. TTM ROE is about -72.2%.
  • Valuation is cheaper than most peers. TTM P/E is in the 12th percentile, lower than most liquid US common stocks.
  • Recent volatility is comparatively low. 60-day annualized volatility is in the 3th percentile. Average 20-day dollar volume is about $194.3M.
  • Signals are active now. 52-week adjusted-price high currently holds; the tables below show what followed in this stock’s own history.

Factor profile

Factor radar Good Valuation
63
ValuationQualityGrowthMomentumRisk / liquidity

Valuation

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

63 Good
TTM P/E -16.99
Cheap
Price / book —
N/A
Free-cash-flow yield (%) —
N/A

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.

25 historical occurrences (since 2017-01-09)
Average forward return after 52-week adjusted-price high。20-day: Win 58.3%, Sample 24, Median +1.19%, Excess +0.01%, Beat mkt rate 50%；60-day: Win 59.1%, Sample 22, Median +3.11%, Excess -0.7%, Beat mkt rate 45.5%；120-day: Win 50%, Sample 22, Median +1.45%, Excess -9.51%, Beat mkt rate 36.4%

120 days after: historical avg -2.14%

20-day +1.94%
60-day +2.8%
120-day -2.14%
20-day
60-day
120-day
Win
58.3%
59.1%
50%
Sample
24
22
22
Median
+1.19%
+3.11%
+1.45%
Excess
+0.01%
-0.7%
-9.51%
Beat mkt rate
50%
45.5%
36.4%

Over 22 occurrences, 120-day forward avg declined 2.14%, lagged the market by 9.51 pts; win rate 50%.

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)
0-20 378+10.7% +14% 60.6% -5%
20-40 77-23.8% -23.1% 0% -45.9%
40-60 77-30.8% -27.4% 0% -38.6%
60-80 30-40.6% -41% 0% -35.6%
80-100 You are here131-49.3% -49.1% 0% -36%

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 117.74, placing it in the 97.7 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
-0.5%
Win rate 54.9% Excess -9.1%
215d
-45.1%
Win rate 3.4% Excess -52.6%
58d
-28.8%
Win rate 21.6% Excess -27.2%
148d
60-day momentum down
+11.9%
Win rate 70.5% Excess +6.8%
258d
+2.9%
Win rate 56.6% Excess +1.6%
53d
Now
+32%
Win rate 88.9% Excess +25.2%
81d

Currently in “Expensive (own-history top third) × 60-day momentum down”: across 81 historical days, 120-day forward avg gained 32%, win rate 88.9%, beat the market by 25.2%.

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 94,913 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.35%, a 58.1% positive-return rate, and +3.05 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.

Top-quintile 6-month momentum

Pending

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

26 times historically; 60-day forward avg +5.04%, win rate 60%, beating the market by +1.75 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.

EPS surprise beat

Pending

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

31 times historically; 60-day forward avg +5.45%, win rate 55.6%, beating the market by +1 pts on average.

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Help me set up FinLab and analyze MASI Masimo Corporation. Please read: https://finlab.finance/en/setup?stock=MASI

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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.