Educational screening tool — not investment advice. Not SEBI-registered. Momentum strategies have historically suffered drawdowns of 30–50%. Full disclaimer
One published formula, every segment, every trading day: 12-month return (skipping the latest month) ÷ annualized volatility. What ranks highest is listed below — a description of past prices, not advice.
Scores refresh each trading day; the backtest rebalances weekly (Friday close)
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 | — | SNDK | Sandisk | Information Technology | 2045.5% | 117.3% | 17.44 |
| 02 | — | MU | Micron Technology | Information Technology | 535.4% | 81.4% | 6.58 |
| 03 | — | WDC | Western Digital | Information Technology | 481.2% |
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 often, sometimes drastically.
A paid plan with list-change alerts and an export archive is being considered. Everything currently on this site stays free either way. If a plan like that interests you, a 2-minute form helps decide whether to build it.
Share your interest| 80.0% |
| 6.02 |
| 04 | — | STX | Seagate Technology | Information Technology | 366.4% | 74.3% | 4.93 |
| 05 | — | LITE | Lumentum | Information Technology | 383.3% | 96.5% | 3.97 |
| 06 | — | CIEN | Ciena | Information Technology | 261.1% | 74.0% | 3.53 |
| 07 | 2 up 2 vs the previous calculation | VLO | Valero Energy | Energy | 108.6% | 36.2% | 3.00 |
| 08 | — | INTC | Intel | Information Technology | 236.3% | 78.7% | 3.00 |
| 09 | 1 up 1 vs the previous calculation | JNJ | Johnson & Johnson | Health Care | 53.1% | 18.8% | 2.82 |
| 10 | 3 down 3 vs the previous calculation | AMAT | Applied Materials | Information Technology | 166.5% | 59.0% | 2.82 |
| 11 | 4 up 4 vs the previous calculation | WBD | Warner Bros. Discovery | Communication Services | 117.3% | 43.1% | 2.72 |
| 12 | — | ROST | Ross Stores | Consumer Discretionary | 71.4% | 26.5% | 2.69 |
| 13 | 3 up 3 vs the previous calculation | CSX | CSX Corporation | Industrials | 58.8% | 21.9% | 2.68 |
| 14 | 1 down 1 vs the previous calculation | STLD | Steel Dynamics | Materials | 93.8% | 36.1% | 2.60 |
| 15 | 4 down 4 vs the previous calculation | DELL | Dell Technologies | Information Technology | 185.8% | 72.1% | 2.58 |
| 16 | 1 up 1 vs the previous calculation | HST | Host Hotels & Resorts | Real Estate | 63.3% | 24.7% | 2.56 |
| 17 | 5 up 5 vs the previous calculation | FDX | FedEx | Industrials | 69.0% | 28.0% | 2.46 |
| 18 | 3 up 3 vs the previous calculation | JBHT | J.B. Hunt | Industrials | 92.6% | 38.4% | 2.41 |
| 19 | 8 up 8 vs the previous calculation | FTNT | Fortinet | Information Technology | 97.3% | 40.6% | 2.39 |
| 20 | — | NUE | Nucor | Materials | 75.4% | 31.5% | 2.39 |
Sandisk
Information Technology
Micron Technology
Information Technology
Western Digital
Information Technology
Seagate Technology
Information Technology
Lumentum
Information Technology
Ciena
Information Technology
Valero Energy
Energy
Intel
Information Technology
Johnson & Johnson
Health Care
Applied Materials
Information Technology
Warner Bros. Discovery
Communication Services
Ross Stores
Consumer Discretionary
CSX Corporation
Industrials
Steel Dynamics
Materials
Dell Technologies
Information Technology
Host Hotels & Resorts
Real Estate
FedEx
Industrials
J.B. Hunt
Industrials
Fortinet
Information Technology
Nucor
Materials