Top-quintile 6-month momentum
Active · now 81.89509306260575%The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
SEIC SEI Investments Company
- Quality
- Top tier
- Valuation
- Expensive
Is SEI Investments Company a buy? Fundamentals and valuation first
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Quality is top-tier. Operating margin ranks above roughly 83% of the liquid US common-stock universe. TTM ROE is about 28.3%.
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Valuation is expensive. TTM P/E is in the 72th percentile, above most peers.
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Recent volatility is comparatively low. 60-day annualized volatility is in the 18th percentile. Average 20-day dollar volume is about $66.5M.
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Signals are active now. Top-quintile 6-month momentum, Filed revenue acceleration currently holds; the tables below show what followed in this stock’s own history.
Watchlist
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Historical evidence
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 11.095060554578474%TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.
Average forward return after Filed revenue acceleration。20-day: Win 62.5%, Sample 8, Median +1.01%, Excess +0.83%, Beat mkt rate 50%；60-day: Win 14.3%, Sample 7, Median -5.62%, Excess -2.82%, Beat mkt rate 42.9%；120-day: Win 14.3%, Sample 7, Median -10.1%, Excess -6.87%, Beat mkt rate 42.9%
120 days after: historical avg -8.06%
20-day +0.8%
60-day -4.24%
120-day -8.06%
20-day
60-day
120-day
Win
62.5%
14.3%
14.3%
Sample
8
7
7
Median
+1.01%
-5.62%
-10.1%
Excess
+0.83%
-2.82%
-6.87%
Beat mkt rate
50%
42.9%
42.9%
Over 7 occurrences, 120-day forward avg declined 8.06%, lagged the market by 6.87 pts; win rate 14.3%.
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.
0-20 +12%
20-40 +7.6%
40-60 +10.4%
60-80 +7.5% Now
80-100 Insufficient data
| PE percentile band | Sample days | 240-day avg return | Median | Win rate | Avg excess (vs index) |
|---|---|---|---|---|---|
| 0-20 | 413 | +12% | +11.4% | 88.4% | -3.5% |
| 20-40 | 373 | +7.6% | +6.5% | 65.1% | -5.8% |
| 40-60 | 374 | +10.4% | +8.3% | 72.5% | -4.3% |
| 60-80 You are here | 245 | +7.5% | +7.2% | 78% | -11% |
| 80-100 | 0 | Insufficient 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 19.47, placing it in the 65.1 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.
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
+1.3%
282d
Now
+3.7%
421d
+3.6%
145d
60-day momentum down
+6.6%
507d
+13.6%
148d
Insufficient data
(22d)
(22d)
Currently in “Middle × 60-day momentum up”: across 421 historical days, 120-day forward avg gained 3.7%, win rate 66%, lagged the market by 5.5%.
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 97,896 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.24%, a 58.1% positive-return rate, and +2.89 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
PendingAdjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.
17 times historically; 60-day forward avg +1.89%, win rate 56.2%, beating the market by -1.46 pts on average.
EPS surprise beat
PendingReported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.
15 times historically; 60-day forward avg +4.58%, win rate 57.1%, beating the market by +0.86 pts on average.
Continue researching SEI Investments Company with the evidence above.
Continue in Studio ↗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.