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RTX

RTX Corporation Industrials As of 2026-07-31 Updated daily after market close

steady quality, premium valuation.

3 active signals
52-week adjusted-price high Filed revenue acceleration EPS surprise beat
This page refreshes daily after the close. Add RTX Corporation to your watchlist to track signal changes on your next visit.
Valuation 32Quality 65Growth 68Momentum 82Risk / liquidity 85

Is RTX Corporation a buy? Fundamentals and valuation first

  • Quality is above average. Operating margin sits near the 59th percentile. TTM ROE is about 11.7%.

  • Valuation is expensive. TTM P/E is in the 86th percentile, above most peers.

  • Recent volatility is comparatively low. 60-day annualized volatility is in the 29th percentile. Average 20-day dollar volume is about $1,041.6M.

  • Signals are active now. 52-week adjusted-price high, Filed revenue acceleration, EPS surprise beat currently holds; the tables below show what followed in this stock’s own history.

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.

29 historical occurrences (since 2017-01-05)
Average forward return after 52-week adjusted-price high。20-day: Win 60.7%, Sample 28, Median +1.56%, Excess +0.57%, Beat mkt rate 50%；60-day: Win 60.7%, Sample 28, Median +5%, Excess +0.53%, Beat mkt rate 64.3%；120-day: Win 71.4%, Sample 28, Median +6.63%, Excess +2.39%, Beat mkt rate 46.4%

120 days after: historical avg +6.41%

20-day +1.08%
60-day +1.48%
120-day +6.41%
20-day
60-day
120-day
Win
60.7%
60.7%
71.4%
Sample
28
28
28
Median
+1.56%
+5%
+6.63%
Excess
+0.57%
+0.53%
+2.39%
Beat mkt rate
50%
64.3%
46.4%

Over 28 occurrences, 120-day forward avg gained 6.41%, beat the market by 2.39 pts; win rate 71.4%.

Filed revenue acceleration

Active · now 11.84344310338641%

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

8 historical occurrences (since 2019-02-07)
Average forward return after Filed revenue acceleration。20-day: Win 57.1%, Sample 7, Median +1.86%, Excess -0.82%, Beat mkt rate 57.1%；60-day: Win 71.4%, Sample 7, Median +3.39%, Excess +0.08%, Beat mkt rate 28.6%；120-day: Win 66.7%, Sample 6, Median +6.38%, Excess +5.85%, Beat mkt rate 83.3%

120 days after: historical avg +8.02%

20-day -0.99%
60-day +2.95%
120-day +8.02%
20-day
60-day
120-day
Win
57.1%
71.4%
66.7%
Sample
7
7
6
Median
+1.86%
+3.39%
+6.38%
Excess
-0.82%
+0.08%
+5.85%
Beat mkt rate
57.1%
28.6%
83.3%

Over 6 occurrences, 120-day forward avg gained 8.02%, beat the market by 5.85 pts; win rate 66.7%.

EPS surprise beat

Active · now 13.855421686746988%

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

33 historical occurrences (since 2015-04-21)
Average forward return after EPS surprise beat。20-day: Win 51.6%, Sample 31, Median +0.09%, Excess +0.48%, Beat mkt rate 51.6%；60-day: Win 61.3%, Sample 31, Median +1.41%, Excess -1.7%, Beat mkt rate 48.4%；120-day: Win 70%, Sample 30, Median +5.41%, Excess -0.09%, Beat mkt rate 46.7%

120 days after: historical avg +6.12%

20-day +2.34%
60-day +2.13%
120-day +6.12%
20-day
60-day
120-day
Win
51.6%
61.3%
70%
Sample
31
31
30
Median
+0.09%
+1.41%
+5.41%
Excess
+0.48%
-1.7%
-0.09%
Beat mkt rate
51.6%
48.4%
46.7%

Over 30 occurrences, 120-day forward avg gained 6.12%, lagged the market by 0.09 pts; win rate 70%.

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 37+44% +38.3% 100% -29.6%
20-40 4Insufficient data
40-60 49+55.5% +63.6% 100% +20%
60-80 You are here529+16.5% +6.5% 65.8% -1.9%
80-100 582+27% +28.8% 88.8% +17.2%

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 37.89, placing it in the 73.1 own-history percentile, inside the 60-80 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
Insufficient data
(0d)
+13.2%
Win rate 70.9% Excess +4.6%
55d
Now
+10.4%
Win rate 76.4% Excess +3.7%
757d
60-day momentum down
+2.5%
Win rate 43.6% Excess -24.3%
39d
+5.4%
Win rate 51.8% Excess -8.1%
164d
+19.4%
Win rate 95.4% Excess +9%
306d

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 757 historical days, 120-day forward avg gained 10.4%, win rate 76.4%, beat the market by 3.7%.

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 97,878 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.26%, a 58.3% positive-return rate, and +2.90 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.

10 times historically; 60-day forward avg +2.22%, win rate 50%, beating the market by -0.52 pts on average.

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.