STreversal

Short-Term Reversal — Jegadeesh 1990

Reversal

Quick facts

Factor ID STreversal
Display name Short-Term Reversal
Family Predictor
Category Reversal
Direction lower_expected_return
Status supported
Paper Jegadeesh 1990
Source tables daily
Required fields ret
PIT required no
Coverage 2010-02-03 – 2026-05-15 · 679,110 rows · 99.1% of panel

Formula

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

Prior one-month compound return lagged one trading day.

China adaptation

Use daily trading windows so suspensions naturally reduce available observations.

Direction-adjusted cumulative return

0.99 2.71 4.42 6.14 7.85 2010-02 2014-02 2018-03 2022-04 2026-04

Return metrics

Metric Value
Months in sample 195
Monthly mean 1.0822%
Monthly std 4.2475%
Annualized Sharpe 0.88
t-stat (simple) 3.56
Hit rate (months > 0) 56.4%
Last 12M compounded -9.77%
Cumulative wealth (start = 1) 6.889

Recent 12 months

Month L/S return Cumulative Names
2025-05 -1.00% 7.559 5129
2025-06 -1.24% 7.465 5139
2025-07 +0.93% 7.534 5143
2025-08 -3.62% 7.262 5147
2025-09 +1.93% 7.402 5150
2025-10 -3.80% 7.121 5152
2025-11 +5.37% 7.503 5162
2025-12 -0.42% 7.471 5167
2026-01 -0.89% 7.405 5175
2026-02 -0.12% 7.396 5180
2026-03 +0.92% 7.463 5187
2026-04 -7.69% 6.889 5172

Known data issues

Long suspension gaps can create oversized adjusted returns.

Notes

A-share reversal interacts with price limits and retail trading.

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