Top-quintile 6-month momentum
Active · now 98.47457627118644% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
19 historical occurrences (since 2019-01-23)
Average forward return after Top-quintile 6-month momentum。20-day: Win 31.6%, Sample 19, Median -4.05%, Excess -7.18%, Beat mkt rate 31.6%;60-day: Win 36.8%, Sample 19, Median -13.97%, Excess -3.26%, Beat mkt rate 36.8%;120-day: Win 42.1%, Sample 19, Median -3.12%, Excess +20.32%, Beat mkt rate 42.1%
Stock avg forward return Market (same period)
120 days after: historical avg +30.31%
20-day
60-day
120-day
Win
31.6%
36.8%
42.1%
Sample
19
19
19
Median
-4.05%
-13.97%
-3.12%
Excess
-7.18%
-3.26%
+20.32%
Beat mkt rate
31.6%
36.8%
42.1%
Over 19 occurrences, 120-day forward avg gained 30.31%, beat the market by 20.32 pts; win rate 42.1%.