Top-quintile 6-month momentum
Active · now 93.55932203389831% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
18 historical occurrences (since 2017-03-06)
Average forward return after Top-quintile 6-month momentum。20-day: Win 66.7%, Sample 18, Median +6.64%, Excess +7.95%, Beat mkt rate 61.1%;60-day: Win 66.7%, Sample 18, Median +12.78%, Excess +15.34%, Beat mkt rate 61.1%;120-day: Win 62.5%, Sample 16, Median +18.86%, Excess +36.3%, Beat mkt rate 62.5%
Stock avg forward return Market (same period)
120 days after: historical avg +43.7%
20-day
60-day
120-day
Win
66.7%
66.7%
62.5%
Sample
18
18
16
Median
+6.64%
+12.78%
+18.86%
Excess
+7.95%
+15.34%
+36.3%
Beat mkt rate
61.1%
61.1%
62.5%
Over 16 occurrences, 120-day forward avg gained 43.7%, beat the market by 36.3 pts; win rate 62.5%.