Top-quintile 6-month momentum
Active · now 97.03% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
22 historical occurrences (since 2017-06-28)
Average forward return after Top-quintile 6-month momentum。20-day: Win 50%, Sample 22, Median -0.53%, Excess +2.79%, Beat mkt rate 50%;60-day: Win 50%, Sample 22, Median -0.27%, Excess +11.52%, Beat mkt rate 50%;120-day: Win 63.6%, Sample 22, Median +5.02%, Excess +22.04%, Beat mkt rate 50%
Stock avg forward return Market (same period)
120 days after: historical avg +28.11%
20-day
60-day
120-day
Win
50%
50%
63.6%
Sample
22
22
22
Median
-0.53%
-0.27%
+5.02%
Excess
+2.79%
+11.52%
+22.04%
Beat mkt rate
50%
50%
50%
Over 22 occurrences, 120-day forward avg gained 28.11%, beat the market by 22.04 pts; win rate 63.6%.