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THC Tenet Healthcare Corporation

Healthcare

268.89 -4.36 -1.60% Close 11/2
Since 2024-12-02 +92.4%
Open
275.95
High
277.58
Low
257.99
Prev close
273.25
Volume
1.3M
Amplitude
7.17%
P/E
7.9
P/B
4.0
Revenue YoY (TTM)
+9.3%
52W 157.58 283.05

Is Tenet Healthcare Corporation a buy? Fundamentals and valuation first

As of 2026-10-30

Valuation: Fair, Quality: Good, Growth: Good, Momentum: Strong, Risk / liquidity: Strong.

Valuation Fair Free-cash-flow yield is Top, but Price / book is Pricey.
TTM P/E 7.92 19th percentile Cheap
Price / book 3.99 78th percentile Pricey
Free-cash-flow yield (%) 15.3 89th percentile Top
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good ROE, TTM is Top; FCF margin, TTM is Good.
ROE, TTM (%) 53.25 92th percentile Top
Operating margin, TTM (%) 19.85 71th percentile Good
FCF margin, TTM (%) 14.6 68th percentile Good
Quality Factor Investing: A US Quality Value Backtest
Growth Good Diluted EPS growth, TTM YoY is Top; Revenue growth, TTM YoY is Good.
Revenue growth, TTM YoY (%) 9.33 59th percentile Good
Diluted EPS growth, TTM YoY (%) 136.33 87th percentile Top
Momentum Strong All 2 indicators are Top.
60-day return (%) 6.47 82th percentile Top
240-day return (%) 41.65 84th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 186,683,614 92th percentile Top
60-day annualized volatility (%) 26.26 30th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

Tenet Healthcare Corporation (THC) today

2 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From Tenet Healthcare Corporation to every stock like it

AI finds several complementary traits of Tenet Healthcare Corporation across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

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Tenet Healthcare Corporation (THC) peers and tracking

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Tenet Healthcare Corporation (THC) quant signal backtests

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 91.17%

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

Momentum Trading Strategy: A 12-1 Momentum Backtest
21 historical occurrences (since 2017-06-14)

Average forward return after Top-quintile 6-month momentum

20-day: Win 71.4%, Sample 21, Median +5.06%, Excess +5.82%, Beat mkt rate 81%

60-day: Win 75%, Sample 20, Median +10.5%, Excess +15.22%, Beat mkt rate 65%

120-day: Win 63.2%, Sample 19, Median +13.12%, Excess +21.14%, Beat mkt rate 68.4%

120 days after: historical avg +25.69%

20-day +6.81%
60-day +17.8%
120-day +25.69%
20-day
60-day
120-day
Win
71.4%
75%
63.2%
Sample
21
20
19
Median
+5.06%
+10.5%
+13.12%
Excess
+5.82%
+15.22%
+21.14%
Beat mkt rate
81%
65%
68.4%

Over 19 occurrences, 120-day forward avg gained 25.69%, beat the market by 21.14 pts; win rate 63.2%.

EPS surprise beat

Active · now 41.88%

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

PEAD: Post-Earnings Announcement Drift Backtest
41 historical occurrences (since 2015-05-04)

Average forward return after EPS surprise beat

20-day: Win 63.2%, Sample 38, Median +7.38%, Excess +6.05%, Beat mkt rate 65.8%

60-day: Win 63.2%, Sample 38, Median +14.33%, Excess +10.5%, Beat mkt rate 57.9%

120-day: Win 62.2%, Sample 37, Median +15.64%, Excess +11.76%, Beat mkt rate 59.5%

120 days after: historical avg +18.27%

20-day +7.11%
60-day +14.1%
120-day +18.27%
20-day
60-day
120-day
Win
63.2%
63.2%
62.2%
Sample
38
38
37
Median
+7.38%
+14.33%
+15.64%
Excess
+6.05%
+10.5%
+11.76%
Beat mkt rate
65.8%
57.9%
59.5%

Over 37 occurrences, 120-day forward avg gained 18.27%, beat the market by 11.76 pts; win rate 62.2%.

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)
0-20 233+32.9% +28% 97.9% +18.5%
20-40 You are here49+140% +169.5% 100% +109.2%
40-60 280+53.8% +43.3% 96.4% +32.9%
60-80 115+57.5% +60% 100% +36.1%
80-100 0Insufficient data

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 7.92, placing it in the 24.2 own-history percentile, inside the 20-40 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

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
Now
-1.7%
Win rate 32.7% Excess -8.1%
147d
+24.9%
Win rate 82.7% Excess +15.1%
352d
+9.5%
Win rate 35.2% Excess +2.4%
88d
60-day momentum down
+31.6%
Win rate 97.8% Excess +24.3%
90d
+51.1%
Win rate 90% Excess +36.5%
120d
Insufficient data
(0d)

Currently in “Cheap (own-history bottom third) × 60-day momentum up”: across 147 historical days, 120-day forward avg declined 1.7%, win rate 32.7%, lagged the market by 8.1%.

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 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 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.

27 times historically; 60-day forward avg +8.32%, win rate 74.1%, beating the market by +4.19 pts on average.

Filed revenue acceleration

Pending

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

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.