Top-quintile 6-month momentum
Active · now 93.29%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 38.5%, Sample 13, Median -12.48%, Excess -4.82%, Beat mkt rate 30.8%
60-day: Win 23.1%, Sample 13, Median -23.27%, Excess -17.56%, Beat mkt rate 23.1%
120-day: Win 18.2%, Sample 11, Median -43.9%, Excess -26.89%, Beat mkt rate 18.2%
120 days after: historical avg -24.33%
Over 11 occurrences, 120-day forward avg declined 24.33%, lagged the market by 26.89 pts; win rate 18.2%.