52-week adjusted-price high
ActiveAdjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.
VSXY Victoria's Secret & Company
106.17 USD 1D +1.54 +1.47% Close 11/13
Since 2024-12-13 +114.8%
Close 11/13
- Open
- 104.06
- High
- 106.87
- Low
- 103.15
- Prev close
- 104.63
- Volume
- 796.63K
- Amplitude
- 3.56%
- P/E
- 23.7
- P/B
- 8.4
- Revenue YoY (TTM)
- +10.3%
52W 33.61 116.32
FinLab Studio
From Victoria's Secret & Company to every stock like it
AI finds several complementary traits of Victoria's Secret & Company across different dimensions, combines them into a multifactor strategy, and backtests it against the market.
Screen stocks like Victoria's Secret & CompanyIs Victoria's Secret & Company a buy? Fundamentals and valuation first
Quality: Good, Growth: Good, Momentum: Strong, Risk / liquidity: Good; Valuation: Pricey.
Valuation Pricey Free-cash-flow yield is Good, but Price / book is Expensive.
TTM P/E 23.7 60th percentile · Pricey
Price / book 8.4 91th percentile · Expensive
Free-cash-flow yield (%) 6.6 72th percentile · Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value BacktestQuality Good ROE, TTM is Top; Operating margin, TTM is Good.
ROE, TTM (%) 38.2 90th percentile · Top
Operating margin, TTM (%) 8.0 51th percentile · Good
FCF margin, TTM (%) 8.0 58th percentile · Good
Quality Factor Investing: A US Quality Value BacktestGrowth Good Diluted EPS growth, TTM YoY is Top; Revenue growth, TTM YoY is Good.
Revenue growth, TTM YoY (%) 10.3 61th percentile · Good
Diluted EPS growth, TTM YoY (%) 145.7 87th percentile · Top
Momentum Strong All 2 indicators are Top.
60-day return (%) 18.1 93th percentile · Top
240-day return (%) 153.2 99th percentile · Top
Momentum Trading Strategy: A 12-1 Momentum BacktestRisk / liquidity Good 20-day dollar volume is Top, but 60-day annualized volatility is Average.
20-day dollar volume 145,240,647.0 90th percentile · Top
60-day annualized volatility (%) 55.8 57th percentile · Average
Victoria's Secret & Company (VSXY) today
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.
Victoria's Secret & Company (VSXY) peers and tracking
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Victoria's Secret & Company (VSXY) 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 99.2%The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
Average forward return after Top-quintile 6-month momentum
20-day: Win 81.8%, Sample 11, Median +11.5%, Excess +10.9%, Beat mkt rate 72.7%
60-day: Win 63.6%, Sample 11, Median +7.5%, Excess +23.4%, Beat mkt rate 54.5%
120-day: Win 30.0%, Sample 10, Median -22.7%, Excess +2.9%, Beat mkt rate 30.0%
120 days after: historical avg +7.7%
20-day +13.4%
60-day +28.1%
120-day +7.7%
20-day
60-day
120-day
Win
81.8%
63.6%
30.0%
Sample
11
11
10
Median
+11.5%
+7.5%
-22.7%
Excess
+10.9%
+23.4%
+2.9%
Beat mkt rate
72.7%
54.5%
30.0%
Over 10 occurrences, 120-day forward avg gained 7.7%, beat the market by 2.9 pts; win rate 30.0%.
Filed revenue acceleration
Active · now 10.3%TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.
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 band | Sample days | 240-day avg return | Median | Win rate | Avg excess (vs index) |
|---|---|---|---|---|---|
| 0-20 | 0 | Insufficient data | |||
| 20-40 | 0 | Insufficient data | |||
| 40-60 | 19 | Insufficient data | |||
| 60-80 | 138 | +207.1% | +190.3% | 99.3% | +187.0% |
| 80-100 Now | 154 | +63.0% | +29.2% | 75.3% | +48.6% |
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 23.67, placing it in the 86.1 own-history percentile, inside the 80-100 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.
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
Insufficient data
(0d)
(0d)
+164.4%
32d
Now
+18.2%
243d
60-day momentum down
Insufficient data
(0d)
(0d)
+72.6%
75d
+71.5%
81d
Currently in “Expensive (own-history top third) × 60-day momentum up”: across 243 historical days, 120-day forward avg gained 18.2%, win rate 58.0%, beat the market by 14.6%.
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 101,251 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.30%, a 58.3% positive-return rate, and +2.97 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
PendingReported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.
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.