A 12-1 momentum value is not currently available for AIOS. This usually means there are fewer than 13 months of price history (common for recent IPOs), or a recent share event made the price series temporarily unreliable. Coverage resumes automatically once a clean 13-month window exists.
📍 Position in the 52-Week Range
Proximity to the 52-week high is itself a documented momentum signal (George & Hwang, 2004): investors anchor on the high and underreact to good news near it, so stocks close to their high have historically tended to keep outperforming. AIOS currently trades at 17.0% of its 52-week high.
📈 Price Trend — Last 15 Months
Monthly dividend- and split-adjusted closing prices — the exact series the 12-1 momentum is computed from. The shaded band on the right marks the most recent month, which the measure deliberately skips to strip out short-term reversal noise.
⚙ Component Metrics
📖 Methodology
What is 12-1 momentum?
12-1 momentum is the academic-standard way of measuring a stock's price trend: the cumulative total return over the trailing 12 months, skipping the most recent month. It was introduced by Jegadeesh & Titman (1993) and is the construction behind the momentum factor used in the Fama-French model and virtually all factor research since. Zyberno computes it from dividend- and split-adjusted monthly closing prices, so it is a true total return rather than a raw price change.
Momentum 12-1 = P(t-1) / P(t-13) - 1
P(t-n) = adjusted monthly close n months ago (dividends + splits)
Percentile = cross-sectional rank vs all US stocks (100 = strongest)
Why skip the most recent month?
Over horizons of roughly a month, stock prices show short-term reversal — sharp recent moves partly bounce back. The 2-to-12-month trend, by contrast, tends to persist. Skipping the most recent month strips the reversal noise out of the measure, isolating the persistent trend component. That skip-month is what distinguishes real momentum from a naive 52-week price change.
Why it matters: the momentum effect and the value-trap shield
Momentum is one of the most replicated findings in financial research: past 12-1 winners have historically tended to keep outperforming past losers over the following 3-12 months, across countries, decades, and asset classes. For value investors, the more practical use is defensive — a stock that looks cheap on valuation metrics and sits in the bottom momentum decile is statistically far more likely to be a falling knife than a bargain. Zyberno therefore treats momentum as a companion signal to its valuation framework: use the Brina Gap to find what looks cheap, and momentum to flag which cheap stocks the market is still actively abandoning.
"12-1 momentum follows Jegadeesh & Titman (1994) and the Carhart (1997) factor construction; 52-week-high proximity follows George & Hwang (2004). Zyberno computes both from adjusted market prices and ranks momentum cross-sectionally across its full US coverage."— 12-1 Price Momentum, computed by Zyberno from dividend- and split-adjusted monthly closes.
Boundary conditions & cautions
Momentum requires 13 months of clean price history, so recently listed companies show "Not Available" until their window fills. Values are withheld (rather than shown wrong) when a recent share event makes the price series temporarily unreliable; coverage resumes automatically. The cross-sectional percentile refreshes monthly — momentum is a monthly-frequency signal by construction, so day-to-day price moves do not change it. Above all, momentum is a price-based, relative signal, not a statement about business quality or valuation: Zyberno recommends reading it alongside the Brina Gap, Margin of Safety, and the fundamentals in the full stock report.
❓ Frequently Asked Questions
What is AIOS's 12-1 momentum?
12-1 momentum is the total return over the trailing 12 months skipping the most recent month. For AIOS a value is not currently available — typically because there are fewer than 13 months of price history (recent IPOs), or a recent share event made the price series temporarily unreliable. Coverage resumes automatically once a clean 13-month window exists.
Why does 12-1 momentum skip the most recent month?
The skip-month is what separates the academic momentum measure from a naive 12-month price change. Over horizons of about a month, stock prices show short-term reversal — recent sharp moves partly bounce back — while the 2-to-12-month trend tends to persist. Skipping the most recent month strips the reversal noise out of the signal, leaving the persistent component. This 12-1 construction is the standard used in the Fama-French momentum factor and virtually all academic momentum research since Jegadeesh & Titman (1993).
How does Zyberno calculate momentum and the momentum percentile?
Zyberno computes 12-1 momentum from dividend- and split-adjusted monthly closing prices: the cumulative return from the close 13 months ago to the close 1 month ago. That return is then ranked cross-sectionally against every US stock in Zyberno's coverage to produce the momentum percentile (100 = strongest momentum in the market), refreshed monthly. For AIOS: momentum = N/A, price at 17.0% of the 52-week high. Momentum is a relative, price-based signal — Zyberno recommends using it alongside valuation metrics like the Brina Gap, where deeply negative momentum acts as a classic value-trap warning.
📊 Full AIOS Stock Report →
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☷ AIOS Brina Gap →
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🛡 AIOS Margin of Safety →
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⚡ AIOS Earnings Surprise →
SUE — the earnings-momentum companion signal.
💎 AIOS Intrinsic Value →
DCF valuation based on Owner Earnings.
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