Top-quintile 6-month momentum
Active · now 92.58943781942078% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
21 historical occurrences (since 2017-01-20)
Average forward return after Top-quintile 6-month momentum。20-day: Win 66.7%, Sample 21, Median +2.88%, Excess +3.38%, Beat mkt rate 57.1%;60-day: Win 45%, Sample 20, Median -0.93%, Excess +7.74%, Beat mkt rate 55%;120-day: Win 65%, Sample 20, Median +8.49%, Excess +6.39%, Beat mkt rate 55%
Stock avg forward return Market (same period)
120 days after: historical avg +11.45%
20-day
60-day
120-day
Win
66.7%
45%
65%
Sample
21
20
20
Median
+2.88%
-0.93%
+8.49%
Excess
+3.38%
+7.74%
+6.39%
Beat mkt rate
57.1%
55%
55%
Over 20 occurrences, 120-day forward avg gained 11.45%, beat the market by 6.39 pts; win rate 65%.