Top-quintile 6-month momentum
Active · now 98.73%The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
Average forward return after Top-quintile 6-month momentum
20-day: Win 36.4%, Sample 11, Median -4.94%, Excess -2.54%, Beat mkt rate 36.4%
60-day: Win 36.4%, Sample 11, Median -3.12%, Excess -3.15%, Beat mkt rate 36.4%
120-day: Win 40%, Sample 10, Median -9.31%, Excess -11.53%, Beat mkt rate 30%
120 days after: historical avg -6.71%
Over 10 occurrences, 120-day forward avg declined 6.71%, lagged the market by 11.53 pts; win rate 40%.