Top-quintile 6-month momentum
Active · now 82.27311280746396% The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
18 historical occurrences (since 2016-07-07)
Average forward return after Top-quintile 6-month momentum。20-day: Win 70.6%, Sample 17, Median +8.23%, Excess +4.53%, Beat mkt rate 64.7%;60-day: Win 52.9%, Sample 17, Median +0.26%, Excess +23.47%, Beat mkt rate 47.1%;120-day: Win 50%, Sample 14, Median +7.58%, Excess +33.46%, Beat mkt rate 50%
Stock avg forward return Market (same period)
120 days after: historical avg +42.81%
20-day
60-day
120-day
Win
70.6%
52.9%
50%
Sample
17
17
14
Median
+8.23%
+0.26%
+7.58%
Excess
+4.53%
+23.47%
+33.46%
Beat mkt rate
64.7%
47.1%
50%
Over 14 occurrences, 120-day forward avg gained 42.81%, beat the market by 33.46 pts; win rate 50%.