EPS surprise beat
Active · now 61.042944785276084%Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.
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strong quality, premium valuation.
Quality is top-tier. Operating margin ranks above roughly 84% of the liquid US common-stock universe. TTM ROE is about 17.7%.
Valuation is expensive. TTM P/E is in the 78th percentile, above most peers.
Recent volatility is comparatively low. 60-day annualized volatility is in the 17th percentile. Average 20-day dollar volume is about $128.6M.
Signals are active now. EPS surprise beat currently holds; the tables below show what followed in this stock’s own history.
Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.
Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.
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 band | Sample days | 240-day avg return | Median | Win rate | Avg excess (vs index) |
|---|---|---|---|---|---|
| 0-20 You are here | 230 | +14.6% | +14.1% | 93.5% | -4.2% |
| 20-40 | 78 | +53.3% | +53.5% | 100% | +18.4% |
| 40-60 | 93 | -4.1% | -7.7% | 20.4% | -25.8% |
| 60-80 | 340 | -1.8% | -8.1% | 26.2% | -22.3% |
| 80-100 | 620 | -5.5% | -13.3% | 22.3% | -12.7% |
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 24.31, placing it in the 0.6 own-history percentile, inside the 0-20 bucket.
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.
Currently in “Cheap (own-history bottom third) × 60-day momentum up”: across 130 historical days, 120-day forward avg gained 10.6%, win rate 92.3%, lagged the market by 0.7%.
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.
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).
Inactive signals still show the stock-specific historical forward-return distribution for context.
Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.
15 times historically; 60-day forward avg +3.14%, win rate 80%, beating the market by +1.7 pts on average.
The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
6 times historically; 60-day forward avg +2.55%, win rate 66.7%, beating the market by +2.38 pts on average.
TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.
6 times historically; 60-day forward avg -12.52%, win rate 16.7%, beating the market by -11.75 pts on average.
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.