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 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 | — | MU | Micron Technology | Information Technology | 807.1% | 76.6% | 10.54 |
| 02 | — | INTC | Intel | Information Technology | 457.9% | 77.2% | 5.93 |
| 03 | — | LRCX | Lam Research | Information Technology | 286.7% |
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.
| 59.1% |
| 4.85 |
| 04 | 2 up 2 vs last month | AMD | Advanced Micro Devices | Information Technology | 251.7% | 68.9% | 3.65 |
| 05 | 4 up 4 vs last month | AMAT | Applied Materials | Information Technology | 196.1% | 55.8% | 3.52 |
| 06 | 1 up 1 vs last month | CAT | Caterpillar Inc. | Industrials | 133.3% | 38.1% | 3.50 |
| 07 | 3 down 3 vs last month | GOOGL | Alphabet Inc. (Class A) | Communication Services | 103.5% | 30.4% | 3.41 |
| 08 | 3 down 3 vs last month | GOOG | Alphabet Inc. (Class C) | Communication Services | 101.1% | 30.0% | 3.36 |
| 09 | 1 down 1 vs last month | JNJ | Johnson & Johnson | Health Care | 55.7% | 18.9% | 2.94 |
| 10 | 1 up 1 vs last month | FDX | FedEx | Industrials | 85.1% | 29.1% | 2.92 |
| 11 | 1 up 1 vs last month | CSCO | Cisco | Information Technology | 81.9% | 32.5% | 2.52 |
| 12 | 2 down 2 vs last month | BNY | BNY Mellon | Financials | 52.6% | 21.0% | 2.50 |
| 13 | 1 up 1 vs last month | MS | Morgan Stanley | Financials | 57.7% | 27.1% | 2.13 |
| 14 | 1 up 1 vs last month | SPG | Simon Property Group | Real Estate | 41.3% | 19.4% | 2.12 |
| 15 | 2 down 2 vs last month | C | Citigroup | Financials | 59.2% | 28.8% | 2.06 |
| 16 | 3 up 3 vs last month | CVS | CVS Health | Health Care | 63.2% | 31.0% | 2.04 |
| 17 | 1 down 1 vs last month | GS | Goldman Sachs | Financials | 56.3% | 30.4% | 1.85 |
| 18 | 1 down 1 vs last month | GM | General Motors | Consumer Discretionary | 61.0% | 34.8% | 1.75 |
| 19 | 1 up 1 vs last month | AAPL | Apple Inc. | Information Technology | 42.3% | 24.4% | 1.73 |
| 20 | 2 down 2 vs last month | MRK | Merck & Co. | Health Care | 45.7% | 28.1% | 1.63 |
Micron Technology
Information Technology
Intel
Information Technology
Lam Research
Information Technology
Advanced Micro Devices
Information Technology
Applied Materials
Information Technology
Caterpillar Inc.
Industrials
Alphabet Inc. (Class A)
Communication Services
Alphabet Inc. (Class C)
Communication Services
Johnson & Johnson
Health Care
FedEx
Industrials
Cisco
Information Technology
BNY Mellon
Financials
Morgan Stanley
Financials
Simon Property Group
Real Estate
Citigroup
Financials
CVS Health
Health Care
Goldman Sachs
Financials
General Motors
Consumer Discretionary
Apple Inc.
Information Technology
Merck & Co.
Health Care