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 | 1018.8% | 113.5% | 8.98 |
| 02 | 1 up 1 vs the previous calculation | MU | Micron Technology | Information Technology | 409.8% | 81.2% | 5.05 |
| 03 | 1 down 1 vs the previous calculation | LITE |
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| Lumentum |
| Information Technology |
| 470.7% |
| 98.7% |
| 4.77 |
| 04 | — | VLO | Valero Energy | Energy | 161.7% | 37.5% | 4.31 |
| 05 | — | DELL | Dell Technologies | Information Technology | 287.7% | 75.7% | 3.80 |
| 06 | — | MPC | Marathon Petroleum | Energy | 133.4% | 35.7% | 3.73 |
| 07 | 1 up 1 vs the previous calculation | PSX | Phillips 66 | Energy | 117.9% | 31.6% | 3.73 |
| 08 | 1 down 1 vs the previous calculation | STX | Seagate Technology | Information Technology | 268.0% | 76.0% | 3.53 |
| 09 | 2 up 2 vs the previous calculation | ILMN | Illumina, Inc. | Health Care | 163.6% | 49.5% | 3.31 |
| 10 | — | TRGP | Targa Resources | Energy | 92.8% | 28.5% | 3.25 |
| 11 | 2 down 2 vs the previous calculation | WDC | Western Digital | Information Technology | 252.6% | 80.6% | 3.13 |
| 12 | — | NUE | Nucor | Materials | 95.7% | 32.0% | 2.99 |
| 13 | 1 up 1 vs the previous calculation | MRK | Merck & Co. | Health Care | 80.1% | 29.3% | 2.73 |
| 14 | 1 down 1 vs the previous calculation | TGT | Target Corporation | Consumer Staples | 82.9% | 30.6% | 2.71 |
| 15 | 6 up 6 vs the previous calculation | HPE | Hewlett Packard Enterprise | Information Technology | 148.2% | 59.0% | 2.51 |
| 16 | 2 up 2 vs the previous calculation | INTC | Intel | Information Technology | 192.9% | 77.4% | 2.49 |
| 17 | 2 down 2 vs the previous calculation | FTNT | Fortinet | Information Technology | 106.5% | 43.2% | 2.47 |
| 18 | 1 up 1 vs the previous calculation | MRNA | Moderna | Health Care | 470.2% | 193.4% | 2.43 |
| 19 | 3 down 3 vs the previous calculation | STT | State Street Corporation | Financials | 59.7% | 24.6% | 2.43 |
| 20 | 3 down 3 vs the previous calculation | VTRS | Viatris | Health Care | 77.7% | 32.2% | 2.42 |
Sandisk
Information Technology
Micron Technology
Information Technology
Lumentum
Information Technology
Valero Energy
Energy
Dell Technologies
Information Technology
Marathon Petroleum
Energy
Phillips 66
Energy
Seagate Technology
Information Technology
Illumina, Inc.
Health Care
Targa Resources
Energy
Western Digital
Information Technology
Nucor
Materials
Merck & Co.
Health Care
Target Corporation
Consumer Staples
Hewlett Packard Enterprise
Information Technology
Intel
Information Technology
Fortinet
Information Technology
Moderna
Health Care
State Street Corporation
Financials
Viatris
Health Care