Top-quintile 6-month momentum
Active · now 95.93% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
20 historical occurrences (since 2016-07-08)
Average forward return after Top-quintile 6-month momentum。20-day: Win 65%, Sample 20, Median +7.99%, Excess +1.73%, Beat mkt rate 65%;60-day: Win 63.2%, Sample 19, Median +6.73%, Excess +6.74%, Beat mkt rate 63.2%;120-day: Win 52.6%, Sample 19, Median +2.74%, Excess +2.72%, Beat mkt rate 47.4%
Stock avg forward return Market (same period)
120 days after: historical avg +10.85%
20-day
60-day
120-day
Win
65%
63.2%
52.6%
Sample
20
19
19
Median
+7.99%
+6.73%
+2.74%
Excess
+1.73%
+6.74%
+2.72%
Beat mkt rate
65%
63.2%
47.4%
Over 19 occurrences, 120-day forward avg gained 10.85%, beat the market by 2.72 pts; win rate 52.6%.
Filed revenue acceleration
Active · now 11.19% TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.
12 historical occurrences (since 2019-05-08)
Average forward return after Filed revenue acceleration。20-day: Win 66.7%, Sample 12, Median +4.02%, Excess +4.71%, Beat mkt rate 66.7%;60-day: Win 63.6%, Sample 11, Median +1.84%, Excess +3.47%, Beat mkt rate 36.4%;120-day: Win 60%, Sample 10, Median +4.71%, Excess -1.65%, Beat mkt rate 50%
Stock avg forward return Market (same period)
120 days after: historical avg +5.9%
20-day
60-day
120-day
Win
66.7%
63.6%
60%
Sample
12
11
10
Median
+4.02%
+1.84%
+4.71%
Excess
+4.71%
+3.47%
-1.65%
Beat mkt rate
66.7%
36.4%
50%
Over 10 occurrences, 120-day forward avg gained 5.9%, lagged the market by 1.65 pts; win rate 60%.