Top-quintile 6-month momentum
Active · now 84.06779661016948% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
23 historical occurrences (since 2016-07-05)
Average forward return after Top-quintile 6-month momentum。20-day: Win 50%, Sample 22, Median +0.18%, Excess -0.16%, Beat mkt rate 31.8%;60-day: Win 38.1%, Sample 21, Median -6.86%, Excess -5.29%, Beat mkt rate 33.3%;120-day: Win 45%, Sample 20, Median -4.21%, Excess -0.9%, Beat mkt rate 35%
Stock avg forward return Market (same period)
120 days after: historical avg +3.56%
20-day
60-day
120-day
Win
50%
38.1%
45%
Sample
22
21
20
Median
+0.18%
-6.86%
-4.21%
Excess
-0.16%
-5.29%
-0.9%
Beat mkt rate
31.8%
33.3%
35%
Over 20 occurrences, 120-day forward avg gained 3.56%, lagged the market by 0.9 pts; win rate 45%.
Filed revenue acceleration
Active · now 75.11954691396134% TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.
11 historical occurrences (since 2019-07-01)
Average forward return after Filed revenue acceleration。20-day: Win 63.6%, Sample 11, Median +2.56%, Excess +1.16%, Beat mkt rate 54.5%;60-day: Win 63.6%, Sample 11, Median +9.7%, Excess +3.86%, Beat mkt rate 63.6%;120-day: Win 70%, Sample 10, Median +6.26%, Excess +2.3%, Beat mkt rate 70%
Stock avg forward return Market (same period)
120 days after: historical avg +7.65%
20-day
60-day
120-day
Win
63.6%
63.6%
70%
Sample
11
11
10
Median
+2.56%
+9.7%
+6.26%
Excess
+1.16%
+3.86%
+2.3%
Beat mkt rate
54.5%
63.6%
70%
Over 10 occurrences, 120-day forward avg gained 7.65%, beat the market by 2.3 pts; win rate 70%.