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Help me set up FinLab and analyze SNX TD Synnex Corp. Please read: https://finlab.finance/en/setup?stock=SNX

SNX

TD Synnex Corp Technology As of 2026-07-31 Updated daily after market close

quality needs a look, premium valuation.

This page refreshes daily after the close. Add TD Synnex Corp to your watchlist to track signal changes on your next visit.
Valuation 40Quality 53Growth 76Momentum 79Risk / liquidity 78

Is TD Synnex Corp a buy? Fundamentals and valuation first

  • Quality is weaker than peers. Operating margin is only around the 41th percentile. TTM ROE is about 17.0%.

  • Valuation is expensive. TTM P/E is in the 71th percentile, above most peers.

  • Recent volatility is moderate. 60-day annualized volatility is near the 35th percentile. Average 20-day dollar volume is about $199.0M.

  • 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.

Historical evidence

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Top-quintile 6-month momentum

Active · now 92.93617021276596%

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

14 historical occurrences (since 2016-09-27)
Average forward return after Top-quintile 6-month momentum。20-day: Win 64.3%, Sample 14, Median +5.4%, Excess +0.52%, Beat mkt rate 64.3%;60-day: Win 71.4%, Sample 14, Median +6.32%, Excess +1.21%, Beat mkt rate 50%;120-day: Win 30.8%, Sample 13, Median -5.26%, Excess -4.18%, Beat mkt rate 15.4%

120 days after: historical avg +2.29%

20-day +3.31%
60-day +8.03%
120-day +2.29%
20-day
60-day
120-day
Win
64.3%
71.4%
30.8%
Sample
14
14
13
Median
+5.4%
+6.32%
-5.26%
Excess
+0.52%
+1.21%
-4.18%
Beat mkt rate
64.3%
50%
15.4%

Over 13 occurrences, 120-day forward avg gained 2.29%, lagged the market by 4.18 pts; win rate 30.8%.

Filed revenue acceleration

Active · now 16.262652190449444%

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

12 historical occurrences (since 2018-04-06)
Average forward return after Filed revenue acceleration。20-day: Win 75%, Sample 12, Median +3.37%, Excess +1.39%, Beat mkt rate 75%;60-day: Win 45.5%, Sample 11, Median -2.2%, Excess -1.9%, Beat mkt rate 45.5%;120-day: Win 20%, Sample 10, Median -6.4%, Excess -7.21%, Beat mkt rate 40%

120 days after: historical avg -9.66%

20-day +3.06%
60-day -1.75%
120-day -9.66%
20-day
60-day
120-day
Win
75%
45.5%
20%
Sample
12
11
10
Median
+3.37%
-2.2%
-6.4%
Excess
+1.39%
-1.9%
-7.21%
Beat mkt rate
75%
45.5%
40%

Over 10 occurrences, 120-day forward avg declined 9.66%, lagged the market by 7.21 pts; win rate 20%.

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 80+153.4% +151.6% 100% +111.1%
20-40 35+81.2% +95.7% 100% +49%
40-60 66+61.3% +64.6% 100% +35.4%
60-80 136+41.8% +38% 100% +16.5%
80-100 You are here1080+11.4% +8.8% 61.1% +0.7%

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 18.32, placing it in the 96.7 own-history percentile, inside the 80-100 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.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
+39.1%
Win rate 91.9% Excess +22%
37d
+38.8%
Win rate 77.7% Excess +25.6%
112d
Now
+8.3%
Win rate 64.4% Excess +1%
756d
60-day momentum down
+63.9%
Win rate 100% Excess +40.5%
56d
Insufficient data
(17d)
+9.3%
Win rate 66.2% Excess +5.3%
539d

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 756 historical days, 120-day forward avg gained 8.3%, win rate 64.4%, beat the market by 1%.

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 97,878 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.26%, a 58.3% positive-return rate, and +2.90 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

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

19 times historically; 60-day forward avg +7.57%, win rate 57.9%, beating the market by +2.96 pts on average.

EPS surprise beat

Pending

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

25 times historically; 60-day forward avg +8.7%, win rate 65.2%, beating the market by +4.63 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.