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Momentum Trap 200 Qualifying

In the StockRank Styles framework, Momentum Traps is the classification given to shares with strong Momentum (but that are low Quality and have poor Value appeal). This is a dangerous area of the market and it’s typically associated with popular story stocks, bulletin board ‘ramping’ and questionable share tips. Strong momentum in stocks that are low quality and expensively priced means that sentiment is the only thing supporting them - and their prices can rise to nosebleed levels. But when that support declines, Momentum Traps can crash spectacularly.

This screen uses the following criteria:

  • Mkt Cap £m > 10
  • StockRank Style in (Momentum Trap)
  • Is Primary Listing == 1

Results are sorted by:

  • Stock Rank™ in descending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week 3.2% -1.0% -0.7% 12.8% -0.1% -5.2% -1.7% -0.3%
1 month 1.7% -1.1% 5.7% 6.8% -3.2% -12.3% 3.0% -6.1%
3 months 5.2% 1.9% 21.2% 4.6% 3.6% -13.5% 0.6% -1.9%
6 months 2.8% 9.5% 55.4% -2.7% 4.3% -5.4% 4.2% -1.2%
1 year -10.6% -11.9% 44.4% -0.8% -0.6% -17.1% 2.3% -6.2%
2 years -3.1% -10.5% 27.3% 23.2% 2.2% -12.5% 11.4% -3.9%
Annualised 6.7% 7.0% 13.6% 16.4% 11.4% 5.4% 6.8%
 
Risks
Max Drawdown -26.1% -31.2% -40.6% -25.6% -21.7% -32.3% -15.7%
Avg Holdings 25 25 25 25 25 25 25
Diversification Good Good Good Good Good Good Good