Mom6m

6-1 Momentum — Jegadeesh and Titman 1993

Momentum

Quick facts

Factor ID Mom6m
Display name 6-1 Momentum
Family Predictor
Category Momentum
Direction higher_expected_return
Status supported
Paper Jegadeesh and Titman 1993
Source tables daily
Required fields ret
PIT required no
Coverage 2010-08-13 – 2026-05-15 · 645,582 rows · 94.2% of panel

Formula

prod(1 + ret over t-126 through t-21) - 1

Compound return over the prior six months skipping the most recent month.

China adaptation

Use 126 and 21 trading-day windows for a China A-share daily panel.

Direction-adjusted cumulative return

0.85 1.01 1.17 1.33 1.49 2010-08 2014-07 2018-06 2022-05 2026-04

Return metrics

Metric Value
Months in sample 189
Monthly mean 0.1407%
Monthly std 3.8615%
Annualized Sharpe 0.13
t-stat (simple) 0.50
Hit rate (months > 0) 48.7%
Last 12M compounded 15.65%
Cumulative wealth (start = 1) 1.134

Recent 12 months

Month L/S return Cumulative Names
2025-05 -2.08% 0.960 5076
2025-06 -0.71% 0.954 5089
2025-07 +3.78% 0.990 5095
2025-08 -2.43% 0.966 5101
2025-09 -0.59% 0.960 5106
2025-10 -3.89% 0.923 5116
2025-11 +5.88% 0.977 5124
2025-12 +3.43% 1.010 5130
2026-01 +3.35% 1.044 5134
2026-02 -3.73% 1.005 5137
2026-03 +10.05% 1.106 5143
2026-04 +2.52% 1.134 5127

Known data issues

Long suspension gaps can create oversized adjusted returns.

Notes

Shorter China momentum horizon used for bootstrap seed library.

See also: Momentum family, Factor library, Factor returns.