Top-quintile 6-month momentum
Active · now 91.95%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 42.9%, Sample 7, Median -0.19%, Excess -0.35%, Beat mkt rate 42.9%
60-day: Win 33.3%, Sample 6, Median -4.41%, Excess -5.04%, Beat mkt rate 33.3%
120-day: Win 33.3%, Sample 6, Median -3.81%, Excess -15.52%, Beat mkt rate 0%
120 days after: historical avg -14.2%
Over 6 occurrences, 120-day forward avg declined 14.2%, lagged the market by 15.52 pts; win rate 33.3%.