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RRC Range Resources Corporation

Energy

54.47 -0.16 -0.29% Close 11/2
Since 2024-12-02 +59.5%
Open
53.78
High
55.06
Low
53.78
Prev close
54.63
Volume
4.5M
Amplitude
2.34%
P/E
14.5
P/B
2.6
Revenue YoY (TTM)
+21.9%
52W 32.68 56.90

Is Range Resources Corporation a buy? Fundamentals and valuation first

As of 2026-10-30

Valuation: Fair, Quality: Strong, Growth: Good, Momentum: Strong, Risk / liquidity: Good.

Valuation Fair Free-cash-flow yield is Good, but Price / book is Pricey.
TTM P/E 14.49 40th percentile Fair
Price / book 2.62 68th percentile Pricey
Free-cash-flow yield (%) 5.75 69th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Strong Operating margin, TTM is Top; FCF margin, TTM is Good.
ROE, TTM (%) 18.3 80th percentile Top
Operating margin, TTM (%) 35.13 86th percentile Top
FCF margin, TTM (%) 21 78th percentile Good
Quality Factor Investing: A US Quality Value Backtest
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 21.94 76th percentile Good
Diluted EPS growth, TTM YoY (%) 58.4 79th percentile Good
Momentum Strong All 2 indicators are Top.
60-day return (%) 41.98 97th percentile Top
240-day return (%) 44.3 85th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top, but 60-day annualized volatility is Average.
20-day dollar volume 273,264,024 94th percentile Top
60-day annualized volatility (%) 48.29 54th percentile Average
Factor Investing Explained: 10 Classic Factors in US Stocks

Range Resources Corporation (RRC) today

4 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

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AI finds several complementary traits of Range Resources Corporation across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

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Range Resources Corporation (RRC) quant signal backtests

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.

16 historical occurrences (since 2020-06-08)

Average forward return after 52-week adjusted-price high

20-day: Win 33.3%, Sample 15, Median -3.7%, Excess -2.47%, Beat mkt rate 26.7%

60-day: Win 26.7%, Sample 15, Median -8.84%, Excess -8.27%, Beat mkt rate 26.7%

120-day: Win 46.7%, Sample 15, Median -0.43%, Excess +3.61%, Beat mkt rate 40%

120 days after: historical avg +14.23%

20-day -0.75%
60-day -3.74%
120-day +14.23%
20-day
60-day
120-day
Win
33.3%
26.7%
46.7%
Sample
15
15
15
Median
-3.7%
-8.84%
-0.43%
Excess
-2.47%
-8.27%
+3.61%
Beat mkt rate
26.7%
26.7%
40%

Over 15 occurrences, 120-day forward avg gained 14.23%, beat the market by 3.61 pts; win rate 46.7%.

Top-quintile 6-month momentum

Active · now 82.94%

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

Momentum Trading Strategy: A 12-1 Momentum Backtest
23 historical occurrences (since 2016-07-05)

Average forward return after Top-quintile 6-month momentum

20-day: Win 45.5%, Sample 22, Median -1.1%, Excess +3.94%, Beat mkt rate 54.5%

60-day: Win 54.5%, Sample 22, Median +4.37%, Excess +6.06%, Beat mkt rate 50%

120-day: Win 50%, Sample 22, Median -0.32%, Excess +1.6%, Beat mkt rate 27.3%

120 days after: historical avg +10.05%

20-day +4.32%
60-day +9.16%
120-day +10.05%
20-day
60-day
120-day
Win
45.5%
54.5%
50%
Sample
22
22
22
Median
-1.1%
+4.37%
-0.32%
Excess
+3.94%
+6.06%
+1.6%
Beat mkt rate
54.5%
50%
27.3%

Over 22 occurrences, 120-day forward avg gained 10.05%, beat the market by 1.6 pts; win rate 50%.

Filed revenue acceleration

Active · now 21.94%

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

10 historical occurrences (since 2019-02-25)

Average forward return after Filed revenue acceleration

20-day: Win 55.6%, Sample 9, Median +2.25%, Excess +2.21%, Beat mkt rate 55.6%

60-day: Win 55.6%, Sample 9, Median +0.2%, Excess +3.38%, Beat mkt rate 33.3%

120-day: Win 66.7%, Sample 9, Median +11.58%, Excess +0.99%, Beat mkt rate 44.4%

120 days after: historical avg +7.29%

20-day +4.35%
60-day +5.35%
120-day +7.29%
20-day
60-day
120-day
Win
55.6%
55.6%
66.7%
Sample
9
9
9
Median
+2.25%
+0.2%
+11.58%
Excess
+2.21%
+3.38%
+0.99%
Beat mkt rate
55.6%
33.3%
44.4%

Over 9 occurrences, 120-day forward avg gained 7.29%, beat the market by 0.99 pts; win rate 66.7%.

EPS surprise beat

Active · now 8%

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

PEAD: Post-Earnings Announcement Drift Backtest
36 historical occurrences (since 2015-02-24)

Average forward return after EPS surprise beat

20-day: Win 53.1%, Sample 32, Median +1.18%, Excess +1.68%, Beat mkt rate 37.5%

60-day: Win 53.1%, Sample 32, Median +1.64%, Excess +2.43%, Beat mkt rate 43.8%

120-day: Win 48.4%, Sample 31, Median -0.1%, Excess +2.12%, Beat mkt rate 38.7%

120 days after: historical avg +8.99%

20-day +2.23%
60-day +6.27%
120-day +8.99%
20-day
60-day
120-day
Win
53.1%
53.1%
48.4%
Sample
32
32
31
Median
+1.18%
+1.64%
-0.1%
Excess
+1.68%
+2.43%
+2.12%
Beat mkt rate
37.5%
43.8%
38.7%

Over 31 occurrences, 120-day forward avg gained 8.99%, beat the market by 2.12 pts; win rate 48.4%.

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 0Insufficient data
20-40 0Insufficient data
40-60 You are here129+19.4% +18.2% 98.4% +4.7%
60-80 176+9% +10% 79.5% -3.7%
80-100 130+5.6% +3.6% 56.2% -14.9%

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 14.49, placing it in the 44.8 own-history percentile, inside the 40-60 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline

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
Insufficient data
(9d)
Now
-0.3%
Win rate 46% Excess -9.6%
139d
-2.1%
Win rate 32.4% Excess -10.4%
207d
60-day momentum down
Insufficient data
(0d)
+16.2%
Win rate 95.7% Excess +10.4%
161d
+10.7%
Win rate 89.7% Excess -5.8%
39d

Currently in “Middle × 60-day momentum up”: across 139 historical days, 120-day forward avg declined 0.3%, win rate 46%, lagged the market by 9.6%.

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 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 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).

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.