Educational screening tool — not investment advice. Not SEBI-registered. Momentum strategies have historically suffered drawdowns of 30–50%. Full disclaimer
One published formula, applied across NSE index segments every month: 12-month return (skipping the latest month) ÷ annualized volatility. The highest-scoring stocks in each segment are listed below — as a description of historical price behaviour, not as advice.
Scores refresh weekly; the backtest rebalances monthly
score = 12-1 return ÷ annualized volatility
This is a mechanical calculation on historical prices. A high score describes past behaviour only — it says nothing about what the stock will do next. Details, evidence and limitations are on the methodology page.
| # — rank | Δ prev — rank change vs the previous calculation | Symbol | Name | Sector | 12-1 return — 12-month return skipping the most recent month | Volatility — annualized volatility of daily returns | Score — 12-1 return divided by volatility |
|---|---|---|---|---|---|---|---|
| 01 | New | MU | Micron Technology | Information Technology | 666.7% | 75.7% | 8.81 |
| 02 | New | INTC | Intel | Information Technology | 360.4% | 76.4% | 4.72 |
| 03 | New | LRCX |
These are the stocks currently ranking highest on the formula. A place on this list is not a recommendation, rating or endorsement of any security. Momentum rankings change every month, sometimes drastically.
| Lam Research |
| Information Technology |
| 229.4% |
| 58.4% |
| 3.93 |
| 04 | New | GOOGL | Alphabet Inc. (Class A) | Communication Services | 106.8% | 29.8% | 3.58 |
| 05 | New | GOOG | Alphabet Inc. (Class C) | Communication Services | 104.5% | 29.5% | 3.55 |
| 06 | New | AMD | Advanced Micro Devices | Information Technology | 243.6% | 68.7% | 3.55 |
| 07 | New | CAT | Caterpillar Inc. | Industrials | 129.9% | 37.7% | 3.45 |
| 08 | New | JNJ | Johnson & Johnson | Health Care | 55.4% | 18.7% | 2.96 |
| 09 | New | AMAT | Applied Materials | Information Technology | 157.4% | 55.3% | 2.85 |
| 10 | New | BNY | BNY Mellon | Financials | 56.8% | 20.4% | 2.79 |
| 11 | New | FDX | FedEx | Industrials | 76.8% | 29.2% | 2.63 |
| 12 | New | CSCO | Cisco | Information Technology | 76.7% | 32.0% | 2.40 |
| 13 | New | C | Citigroup | Financials | 60.6% | 28.4% | 2.14 |
| 14 | New | MS | Morgan Stanley | Financials | 52.1% | 26.6% | 1.96 |
| 15 | New | SPG | Simon Property Group | Real Estate | 36.2% | 19.5% | 1.86 |
| 16 | New | GS | Goldman Sachs | Financials | 50.5% | 28.7% | 1.76 |
| 17 | New | GM | General Motors | Consumer Discretionary | 60.4% | 34.8% | 1.74 |
| 18 | New | MRK | Merck & Co. | Health Care | 46.6% | 27.9% | 1.67 |
| 19 | New | CVS | CVS Health | Health Care | 50.9% | 31.1% | 1.64 |
| 20 | New | AAPL | Apple Inc. | Information Technology | 38.2% | 24.1% | 1.58 |
Micron Technology
Information Technology
Intel
Information Technology
Lam Research
Information Technology
Alphabet Inc. (Class A)
Communication Services
Alphabet Inc. (Class C)
Communication Services
Advanced Micro Devices
Information Technology
Caterpillar Inc.
Industrials
Johnson & Johnson
Health Care
Applied Materials
Information Technology
BNY Mellon
Financials
FedEx
Industrials
Cisco
Information Technology
Citigroup
Financials
Morgan Stanley
Financials
Simon Property Group
Real Estate
Goldman Sachs
Financials
General Motors
Consumer Discretionary
Merck & Co.
Health Care
CVS Health
Health Care
Apple Inc.
Information Technology