Top-quintile 6-month momentum
Active · now 85.13%The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
Over 6 occurrences, 20-day forward avg gained 2.91%, beat the market by 1.17 pts; win rate 83.3%.
SEIC SEI Investments Company
Financial Services
104.79
Close 10/19
- P/E
- 18.5
- P/B
- 5.0
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Is SEI Investments Company a buy? Fundamentals and valuation first
As of 2026-10-19
Quality: Strong, Growth: Good, Momentum: Good, Risk / liquidity: Strong; Valuation: Pricey.
Valuation Pricey Free-cash-flow yield is Good, but Price / book is Expensive.
TTM P/E 18.48 47th percentile Fair
Price / book 5.03 82th percentile Expensive
Free-cash-flow yield (%) 5.51 68th percentile Good
Quality Strong All 3 indicators are Top.
ROE, TTM (%) 28.28 87th percentile Top
Operating margin, TTM (%) 28.99 82th percentile Top
FCF margin, TTM (%) 28.26 85th percentile Top
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 11.26 64th percentile Good
Diluted EPS growth, TTM YoY (%) 6.38 60th percentile Good
Momentum Good All 2 indicators are Good.
60-day return (%) 5.61 78th percentile Good
240-day return (%) 31.13 80th percentile Good
Risk / liquidity Strong All 2 indicators are Top.
20-day dollar volume 80,250,096 86th percentile Top
60-day annualized volatility (%) 14.65 15th percentile Top
SEI Investments Company (SEIC) today
- Signal Top-quintile 6-month momentum 6 events · 20-day win rate 83.3% · +1.17 pp vs market
- Signal Filed revenue acceleration 7 events · 60-day win rate 14.3% · -2.56 pp vs market
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.
SEI Investments Company (SEIC) peers and tracking
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SEI Investments Company (SEIC) 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 11.26%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 +0.82%, Beat mkt rate 50%
60-day: Win 14.3%, Sample 7, Median -5.62%, Excess -2.56%, Beat mkt rate 42.9%
120-day: Win 28.6%, Sample 7, Median -9.48%, Excess -6.27%, Beat mkt rate 42.9%
120 days after: historical avg -7.46%
20-day +0.85%
60-day -3.98%
120-day -7.46%
20-day
60-day
120-day
Win
62.5%
14.3%
28.6%
Sample
8
7
7
Median
+1.01%
-5.62%
-9.48%
Excess
+0.82%
-2.56%
-6.27%
Beat mkt rate
50%
42.9%
42.9%
Over 7 occurrences, 120-day forward avg declined 7.46%, lagged the market by 6.27 pts; win rate 28.6%.
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 +14.4%
20-40 +8.8%
40-60 +11.6% Now
60-80 +8.5%
80-100 Insufficient data
| PE percentile band | Sample days | 240-day avg return | Median | Win rate | Avg excess (vs index) |
|---|---|---|---|---|---|
| 0-20 | 443 | +14.4% | +13.9% | 92.8% | -1% |
| 20-40 | 373 | +8.8% | +7.8% | 67% | -4.6% |
| 40-60 You are here | 374 | +11.6% | +9.5% | 74.6% | -3.1% |
| 60-80 | 245 | +8.5% | +8.3% | 82.9% | -10% |
| 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 18.48, placing it in the 53.8 own-history percentile, inside the 40-60 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.
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
+2.3%
291d
Now
+4.5%
431d
+3.9%
145d
60-day momentum down
+8.5%
528d
+14.2%
138d
Insufficient data
(22d)
(22d)
Currently in “Middle × 60-day momentum up”: across 431 historical days, 120-day forward avg gained 4.5%, win rate 68.4%, lagged the market by 4.7%.
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 98,704 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.47%, a 58.5% positive-return rate, and +3.12 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.
21 times historically; 60-day forward avg +1.09%, win rate 52.4%, beating the market by -1.26 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 +5.05%, win rate 60%, beating the market by +1.36 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.