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RUN Sunrun Inc.

Energy

8.25 +0.77 +10.29% Close 11/2
Since 2024-12-02 -35.9%
Open
7.82
High
8.42
Low
7.69
Prev close
7.48
Volume
15.2M
Amplitude
9.76%
P/E
5.1
P/B
0.5
Revenue YoY (TTM)
+63.2%
52W 6.78 21.95

Is Sunrun Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

Valuation: Fair, Risk / liquidity: Good; Quality: Weak, Momentum: Weak.

Valuation Fair TTM P/E is Cheap, but Free-cash-flow yield is Lagging.
TTM P/E 5.05 13th percentile Cheap
Price / book 0.52 17th percentile Cheap
Free-cash-flow yield (%) -75.6 13th percentile Lagging
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Weak ROE, TTM is Average; FCF margin, TTM is Lagging.
ROE, TTM (%) 2.28 46th percentile Average
Operating margin, TTM (%) 2.66 41th percentile Average
FCF margin, TTM (%) -39.18 20th percentile Lagging
Quality Factor Investing: A US Quality Value Backtest
Growth Neutral Revenue growth, TTM YoY is Top, but Diluted EPS growth, TTM YoY is Lagging.
Revenue growth, TTM YoY (%) 63.23 89th percentile Top
Diluted EPS growth, TTM YoY (%) -111.31 18th percentile Lagging
Momentum Weak 60-day return is Average; 240-day return is Lagging.
60-day return (%) -20.26 27th percentile Average
240-day return (%) -59.89 13th percentile Lagging
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 63,523,267 83th percentile Top
60-day annualized volatility (%) 57.74 62th percentile Average
Factor Investing Explained: 10 Classic Factors in US Stocks

Sunrun Inc. (RUN) today

1 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

From Sunrun Inc. to every stock like it

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

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Sunrun Inc. (RUN) peers and tracking

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Sunrun Inc. (RUN) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Filed revenue acceleration

Active · now 63.23%

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 2018-05-09)

Average forward return after Filed revenue acceleration

20-day: Win 25%, Sample 12, Median -12.62%, Excess -8.99%, Beat mkt rate 25%

60-day: Win 50%, Sample 12, Median -3.83%, Excess -9.3%, Beat mkt rate 33.3%

120-day: Win 36.4%, Sample 11, Median -34.51%, Excess -23.18%, Beat mkt rate 27.3%

120 days after: historical avg -19.89%

20-day -9.41%
60-day -7.24%
120-day -19.89%
20-day
60-day
120-day
Win
25%
50%
36.4%
Sample
12
12
11
Median
-12.62%
-3.83%
-34.51%
Excess
-8.99%
-9.3%
-23.18%
Beat mkt rate
25%
33.3%
27.3%

Over 11 occurrences, 120-day forward avg declined 19.89%, lagged the market by 23.18 pts; win rate 36.4%.

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 You are here0Insufficient data
20-40 0Insufficient data
40-60 0Insufficient data
60-80 0Insufficient data
80-100 0Insufficient data

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 5.05, placing it in the 1.3 own-history percentile, inside the 0-20 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

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)
Insufficient data
(1d)
-84%
Win rate 0% Excess -182.1%
40d
60-day momentum down
Now
-35.8%
Win rate 0% Excess -47.9%
51d
Insufficient data
(0d)
Insufficient data
(17d)

Currently in “Cheap (own-history bottom third) × 60-day momentum down”: across 51 historical days, 120-day forward avg declined 35.8%, win rate 0%, lagged the market by 47.9%.

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).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

15 times historically; 60-day forward avg +3.5%, win rate 33.3%, beating the market by +0.55 pts on average.

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.

Momentum Trading Strategy: A 12-1 Momentum Backtest

21 times historically; 60-day forward avg +4.05%, win rate 38.1%, beating the market by +1.09 pts on average.

EPS surprise beat

Pending

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

PEAD: Post-Earnings Announcement Drift Backtest

27 times historically; 60-day forward avg +4.67%, win rate 44%, beating the market by +0.68 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.