Top-quintile 6-month momentum
Active · now 86.52542372881355% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
20 historical occurrences (since 2016-07-05)
Average forward return after Top-quintile 6-month momentum。20-day: Win 57.9%, Sample 19, Median +0.79%, Excess -0.91%, Beat mkt rate 52.6%;60-day: Win 63.2%, Sample 19, Median +5.85%, Excess +0.4%, Beat mkt rate 52.6%;120-day: Win 63.2%, Sample 19, Median +4.89%, Excess +0.35%, Beat mkt rate 57.9%
Stock avg forward return Market (same period)
120 days after: historical avg +8.85%
20-day
60-day
120-day
Win
57.9%
63.2%
63.2%
Sample
19
19
19
Median
+0.79%
+5.85%
+4.89%
Excess
-0.91%
+0.4%
+0.35%
Beat mkt rate
52.6%
52.6%
57.9%
Over 19 occurrences, 120-day forward avg gained 8.85%, beat the market by 0.35 pts; win rate 63.2%.