The Reds have won 12 successive league games at the City Ground for the first time since 1980.
Davies told BBC East Midlands Today: "It's fantastic, I'm delighted to equal the great Brian Clough's record.
"But there's other things that please me - 18 clean sheets, going 20 undefeated at one point and undefeated for 10 months away from home."
Forest are still third in the Championship with Davies admitting his surprise at how well his side have maintained their promotion push this season.
"The more I look at this league table with big clubs with parachute payments, I've got no doubt in my mind that we shouldn't be above these clubs but I'm very, very proud," he added.
Source: BBC Sport