Momentum
Top-decile S&P 500 stocks ranked by composite momentum across 1m/3m/6m/12m windows. Five views: composite, academic 12-1, accelerating, vol-adjusted, near 52-week high.
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#1 composite
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#1 12-1 (academic)
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Top sector
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avg composite
📊 Sector momentum breakdown
Average composite score per sector — leadership rotation reveals theme.
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🏆 Rankings
Switch views to see different momentum factors.
Composite top 50
12-1 academic
Accelerating
Vol-adjusted
Near 52w high
Bottom 50 (mean revert?)
Composite top 50 — average percentile rank across 1m/3m/6m/12m
Higher = more consistent momentum across all windows.
| # | Symbol | Name | Sector | Score | 1m | 3m | 6m | 12m | From 52w high |
|---|---|---|---|---|---|---|---|---|---|
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12-1 academic momentum — top 20
12m return EXCLUDING last month. The classic Carhart momentum factor.
| # | Symbol | Name | Sector | Mom 12-1 | 12m | 1m |
|---|---|---|---|---|---|---|
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Accelerating momentum — top 20
1m annualized return − 6m annualized return. Highest = momentum picking up speed.
| # | Symbol | Name | Sector | Accel | 1m | 6m |
|---|---|---|---|---|---|---|
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Vol-adjusted momentum — top 20
3m return / annualized vol. Best risk-adjusted trends.
| # | Symbol | Name | Sector | Vol-adj | 3m | Vol 60d |
|---|---|---|---|---|---|---|
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Near 52-week high — top 20
Stocks closest to or printing new ATH.
| # | Symbol | Name | Sector | % from 52w high | Last | 52w high |
|---|---|---|---|---|---|---|
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Bottom 50 by composite — potential mean reversion candidates
Lowest percentile across windows. Watch for value/turnaround setups.
| # | Symbol | Name | Sector | Score | 1m | 3m | 6m | 12m | From 52w high |
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