Today’s momentum rankings — US markets

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.

Data as of 27 Aug 2026Next monthly rebalance 30 Sept 2026S&P 100 is 8.4% above its 200-day average

Top 20 by momentum score — S&P 100

1 of 20 names entered at the latest calculation

Scores refresh each trading day; the backtest rebalances monthly

How this score is computed

score = 12-1 return ÷ annualized volatility

12-1 return:the stock's total return over the past 12 months, excluding the most recent month. The latest month is skipped because academic research finds short-term returns tend to reverse.
Annualized volatility: the standard deviation of daily returns over the past year, scaled to annual terms. Dividing by volatility penalizes stocks whose gains came with wild swings.
Ranking: every stock in the S&P 100 with sufficient price history is scored the same way; the 20 highest scores are listed here. Scores are recalculated every trading day.

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.

Stocks ranked by the published momentum formula — 12-1 return divided by volatility. Ranks are descriptive, not recommendations.
# — 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	535.4%	81.4%	6.58
02	1 up 1 vs the previous calculation	INTC	Intel	Information Technology	236.3%	78.7%	3.00
03	1 up 1 vs the previous calculation	JNJ

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.

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What this is

One published, mechanical formula applied to historical prices — every step shown.
An educational look at momentum as an academic factor, crashes and drawdowns included.
A backtest with its assumptions, costs and limitations stated in full.

What this is not

Not investment advice, research analysis, or a recommendation to act on any security.
Not run by a SEBI-registered analyst or adviser — for personal advice, consult someone who is registered.
Not a prediction. Past performance, backtest included, does not guarantee future results.

#1MU—
Micron Technology
Information Technology
12-1 ret
535.4%
Vol
81.4%
Score
6.58
#2INTC 1 up 1 vs the previous calculation
Intel
Information Technology
12-1 ret
236.3%
Vol
78.7%
Score
3.00
#3JNJ 1 up 1 vs the previous calculation
Johnson & Johnson
Health Care
12-1 ret
53.1%
Vol
18.8%
Score
2.82
#4AMAT 2 down 2 vs the previous calculation
Applied Materials
Information Technology
12-1 ret
166.5%
Vol
59.0%
Score
2.82
#5FDX 2 up 2 vs the previous calculation
FedEx
Industrials
12-1 ret
69.0%
Vol
28.0%
Score
2.46
#6LRCX 1 down 1 vs the previous calculation
Lam Research
Information Technology
12-1 ret
144.9%
Vol
63.6%
Score
2.28
#7BNY 1 down 1 vs the previous calculation
BNY Mellon
Financials
12-1 ret
48.3%
Vol
21.3%
Score
2.27
#8AMD—
Advanced Micro Devices
Information Technology
12-1 ret
157.8%
Vol
71.7%
Score
2.20
#9CAT—
Caterpillar Inc.
Industrials
12-1 ret
83.1%
Vol
39.6%
Score
2.10
#10SPG 1 up 1 vs the previous calculation
Simon Property Group
Real Estate
12-1 ret
39.6%
Vol
19.1%
Score
2.07
#11CSCO 1 down 1 vs the previous calculation
Cisco
Information Technology
12-1 ret
67.9%
Vol
33.8%
Score
2.01
#12GOOGL 4 up 4 vs the previous calculation
Alphabet Inc. (Class A)
Communication Services
12-1 ret
63.0%
Vol
32.6%
Score
1.93
#13GOOG 4 up 4 vs the previous calculation
Alphabet Inc. (Class C)
Communication Services
12-1 ret
61.9%
Vol
32.1%
Score
1.93
#14MRK—
Merck & Co.
Health Care
12-1 ret
58.5%
Vol
30.5%
Score
1.92
#15AAPL 2 down 2 vs the previous calculation
Apple Inc.
Information Technology
12-1 ret
47.9%
Vol
25.0%
Score
1.92
#16LLY 4 down 4 vs the previous calculation
Lilly (Eli)
Health Care
12-1 ret
65.2%
Vol
35.8%
Score
1.82
#17KO 2 up 2 vs the previous calculation
Coca-Cola Company (The)
Consumer Staples
12-1 ret
33.3%
Vol
18.7%
Score
1.78
#18XOM 6 up 6 vs the previous calculation
ExxonMobil
Energy
12-1 ret
43.7%
Vol
25.6%
Score
1.71
#19CVS 4 down 4 vs the previous calculation
CVS Health
Health Care
12-1 ret
52.7%
Vol
31.1%
Score
1.70
#20GM—
General Motors
Consumer Discretionary
12-1 ret
53.4%
Vol
34.0%
Score
1.57