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VIRT

Virtu Financial, Inc. Financial Services As of 2026-06-22
Quality Top tier
Valuation Fair
Risk Moderate
Active signals Active 52-week adjusted-price high Top-quintile 6-month momentum Filed revenue acceleration
62.11 Close (USD)
+42.66% 60-day
  • Quality is top-tier. Operating margin ranks above roughly 91% of the liquid US common-stock universe. TTM ROE is about 31.8%.
  • Valuation is middle-of-pack. TTM P/E is near the 58th percentile.
  • Recent volatility is moderate. 60-day annualized volatility is near the 35th percentile. Average 20-day dollar volume is about $71.3M.
  • Signals are active now. 52-week adjusted-price high, Top-quintile 6-month momentum, Filed revenue acceleration currently holds; the tables below show what followed in this stock’s own history.

Factor profile

Factor radar Neutral Valuation
54
ValuationQualityGrowthMomentumRisk / liquidity

Valuation

Indicators in this group are ranked by market percentile; lower valuation and volatility are better.

54 Neutral
TTM P/E 9.89
Pricey
Price / book 3.08
Pricey
Free-cash-flow yield (%) 19.16
Top

Historical evidence

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

52-week adjusted-price high

Active

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

22 historical occurrences (since 2018-01-12)
Average forward return after 52-week adjusted-price high。20-day: Win 57.1%, Sample 21, Median +2.34%, Excess -0.94%, Beat mkt rate 38.1%；60-day: Win 57.9%, Sample 19, Median +8.82%, Excess +3.01%, Beat mkt rate 47.4%；120-day: Win 52.6%, Sample 19, Median +1.16%, Excess +0.12%, Beat mkt rate 47.4%

120 days after: historical avg +6.38%

20-day +0.78%
60-day +5.3%
120-day +6.38%
20-day
60-day
120-day
Win
57.1%
57.9%
52.6%
Sample
21
19
19
Median
+2.34%
+8.82%
+1.16%
Excess
-0.94%
+3.01%
+0.12%
Beat mkt rate
38.1%
47.4%
47.4%

Over 19 occurrences, 120-day forward avg gained 6.38%, beat the market by 0.12 pts; win rate 52.6%.

Top-quintile 6-month momentum

Active · now 88.40947546531302%

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

16 historical occurrences (since 2017-05-24)
Average forward return after Top-quintile 6-month momentum。20-day: Win 53.3%, Sample 15, Median +4.3%, Excess +3.87%, Beat mkt rate 66.7%；60-day: Win 69.2%, Sample 13, Median +3.85%, Excess +6.23%, Beat mkt rate 61.5%；120-day: Win 38.5%, Sample 13, Median -1.81%, Excess -7.63%, Beat mkt rate 23.1%

120 days after: historical avg +1.24%

20-day +4.91%
60-day +9.75%
120-day +1.24%
20-day
60-day
120-day
Win
53.3%
69.2%
38.5%
Sample
15
13
13
Median
+4.3%
+3.85%
-1.81%
Excess
+3.87%
+6.23%
-7.63%
Beat mkt rate
66.7%
61.5%
23.1%

Over 13 occurrences, 120-day forward avg gained 1.24%, lagged the market by 7.63 pts; win rate 38.5%.

Filed revenue acceleration

Active · now 26.614667613287722%

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

12 historical occurrences (since 2018-05-07)
Average forward return after Filed revenue acceleration。20-day: Win 66.7%, Sample 12, Median +6%, Excess +0.88%, Beat mkt rate 66.7%；60-day: Win 72.7%, Sample 11, Median +8.29%, Excess -2.96%, Beat mkt rate 45.5%；120-day: Win 54.5%, Sample 11, Median +18.2%, Excess -1.86%, Beat mkt rate 54.5%

120 days after: historical avg +7.63%

20-day +3.74%
60-day +2.62%
120-day +7.63%
20-day
60-day
120-day
Win
66.7%
72.7%
54.5%
Sample
12
11
11
Median
+6%
+8.29%
+18.2%
Excess
+0.88%
-2.96%
-1.86%
Beat mkt rate
66.7%
45.5%
54.5%

Over 11 occurrences, 120-day forward avg gained 7.63%, lagged the market by 1.86 pts; win rate 54.5%.

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)
0-20 345+1.2% +1.6% 53% -10%
20-40 309-21.8% -21.9% 12% -26.7%
40-60 You are here248+35.6% +24.3% 95.2% +12.8%
60-80 335+48.3% +57.7% 82.1% +31.8%
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 9.89, placing it in the 46.9 own-history percentile, inside the 40-60 bucket.

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
-5.1%
Win rate 30% Excess -8.9%
223d
Now
-5%
Win rate 34.4% Excess -13.5%
299d
+30.2%
Win rate 100% Excess +25.5%
194d
60-day momentum down
+11.7%
Win rate 52.2% Excess +5.3%
402d
+13.5%
Win rate 66.7% Excess +3.8%
234d
Insufficient data
(5d)

Currently in “Middle × 60-day momentum up”: across 299 historical days, 120-day forward avg declined 5%, win rate 34.4%, lagged the market by 13.5%.

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 94,967 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.38%, a 58.2% positive-return rate, and +3.07 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.

EPS surprise beat

Pending

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

25 times historically; 60-day forward avg +2.11%, win rate 47.8%, beating the market by -3.34 pts on average.

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.