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SIG Signet Jewelers Limited

Consumer Cyclical

119.95 +2.36 +2.01% Close 11/2
Since 2024-12-02 +22.0%
Open
119.51
High
121.25
Low
119.24
Prev close
117.59
Volume
584.7K
Amplitude
1.71%
P/E
13.5
P/B
2.5
Revenue YoY (TTM)
+0.6%
52W 71.61 122.64

Is Signet Jewelers Limited a buy? Fundamentals and valuation first

As of 2026-10-30

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

Valuation Fair Free-cash-flow yield is Top, but Price / book is Pricey.
TTM P/E 13.55 37th percentile Fair
Price / book 2.45 66th percentile Pricey
Free-cash-flow yield (%) 14.59 88th percentile Top
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good ROE, TTM is Top; Operating margin, TTM is Good.
ROE, TTM (%) 19.27 81th percentile Top
Operating margin, TTM (%) 9.22 54th percentile Good
FCF margin, TTM (%) 9.64 60th percentile Good
Quality Factor Investing: A US Quality Value Backtest
Growth Good Diluted EPS growth, TTM YoY is Top, but Revenue growth, TTM YoY is Average.
Revenue growth, TTM YoY (%) 0.59 36th percentile Average
Diluted EPS growth, TTM YoY (%) 196.25 90th percentile Top
Momentum Strong 60-day return is Top; 240-day return is Good.
60-day return (%) 25.63 94th percentile Top
240-day return (%) 18.09 70th percentile Good
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 87,206,039 86th percentile Top
60-day annualized volatility (%) 61.43 65th percentile Average
Factor Investing Explained: 10 Classic Factors in US Stocks

Signet Jewelers Limited (SIG) today

2 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 Signet Jewelers Limited to every stock like it

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

Screen stocks like Signet Jewelers Limited

Signet Jewelers Limited (SIG) peers and tracking

Watchlist

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Signet Jewelers Limited (SIG) 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.

15 historical occurrences (since 2020-01-16)

Average forward return after 52-week adjusted-price high

20-day: Win 42.9%, Sample 14, Median -3.39%, Excess -0.89%, Beat mkt rate 35.7%

60-day: Win 50%, Sample 14, Median +6.75%, Excess +4.08%, Beat mkt rate 50%

120-day: Win 50%, Sample 14, Median +8.7%, Excess +9.92%, Beat mkt rate 50%

120 days after: historical avg +17.22%

20-day +1%
60-day +8.13%
120-day +17.22%
20-day
60-day
120-day
Win
42.9%
50%
50%
Sample
14
14
14
Median
-3.39%
+6.75%
+8.7%
Excess
-0.89%
+4.08%
+9.92%
Beat mkt rate
35.7%
50%
50%

Over 14 occurrences, 120-day forward avg gained 17.22%, beat the market by 9.92 pts; win rate 50%.

Top-quintile 6-month momentum

Active · now 87.69%

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
14 historical occurrences (since 2017-11-15)

Average forward return after Top-quintile 6-month momentum

20-day: Win 46.2%, Sample 13, Median -4%, Excess -2.15%, Beat mkt rate 38.5%

60-day: Win 46.2%, Sample 13, Median -3.53%, Excess -2.14%, Beat mkt rate 38.5%

120-day: Win 30.8%, Sample 13, Median -6.46%, Excess -1.75%, Beat mkt rate 30.8%

120 days after: historical avg +3.83%

20-day -0.2%
60-day +0.09%
120-day +3.83%
20-day
60-day
120-day
Win
46.2%
46.2%
30.8%
Sample
13
13
13
Median
-4%
-3.53%
-6.46%
Excess
-2.15%
-2.14%
-1.75%
Beat mkt rate
38.5%
38.5%
30.8%

Over 13 occurrences, 120-day forward avg gained 3.83%, lagged the market by 1.75 pts; win rate 30.8%.

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)
0-20 289+14.2% +9.7% 61.6% +6.1%
20-40 193+16.3% +16.7% 88.1% -2.3%
40-60 96+20.3% +18.4% 97.9% +3.6%
60-80 You are here243+7.6% +4.6% 53.9% -13.8%
80-100 118+7.3% +6.6% 81.4% -10.5%

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 13.55, placing it in the 79.9 own-history percentile, inside the 60-80 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
+6%
Win rate 47.9% Excess +1.2%
94d
+13.1%
Win rate 78.5% Excess +5.1%
107d
Now
-4.7%
Win rate 35.3% Excess -13.8%
340d
60-day momentum down
+13.7%
Win rate 52.8% Excess +10%
343d
+10.9%
Win rate 80.2% Excess +4.1%
86d
+5.2%
Win rate 57.3% Excess -4.1%
89d

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 340 historical days, 120-day forward avg declined 4.7%, win rate 35.3%, lagged the market by 13.8%.

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.

Filed revenue acceleration

Pending

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

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

30 times historically; 60-day forward avg +10.72%, win rate 67.9%, beating the market by +6.39 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.