Realised return is the return that has already happened: the percentage price change over a trailing 1- or 5-day window, computed from cached OHLC history — (price now − price then) / price then × 100. No forecast, no extra data call.
Realised return looks backward — it is what the price actually did. Quantustik's forecast metrics (expected growth, the confidence band, the target price) look forward — the model's estimate of what might happen next, always with uncertainty attached. A stock can have a strong realised return (great recent run) and a weak forecast (little expected upside left), or the reverse. Past performance is not a prediction. Example (illustrative): a stock at $100 five days ago and $103 today has a 5-day realised return of +3.0%.
Top Movers and the Sector Heatmap rank on realised return as a breadth and momentum lens: which names and sectors actually moved recently, not which the model favours going forward. It answers "what happened?" so you can then ask the separate question "and what does the forecast say next?" The forecast and risk metrics — not the recent run — are what speak to the decision ahead.
It is (price now − price then) / price then × 100 over a trailing 1- or 5-day window, computed from the OHLC history the scan already cached. No forecast or extra data call is involved.
Realised return looks backward — what the price actually did. Expected growth, the confidence band, and the target price look forward — the model's estimate of what might happen next. Past performance is not a prediction.
Top Movers and the Sector Heatmap rank on realised return as a breadth and momentum lens, so you can separate "what happened" from the distinct question of what the forecast says next.
Browse all S&P 500 tickers to see this metric applied to individual companies.
Educational research only — not investment advice.