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Top MomentumRank 200 Qualifying

The Top MomentumRank screen looks for the strongest trending stocks in the market according to Stockopedia’s proprietary MomentumRank. The MomentumRank scores and ranks stocks based on the strength of both their price momentum and their earnings momentum. The first is measured according to price strength relative to the market, technical measures and the proximity of the share to its 52-week high. The second is based on earnings forecast revisions, analyst recommendation revisions and earnings surprises. Momentum is widely considered to be a hugely powerful driver of market returns and it’s a core factor in strategies run by investors like James O’Shaughnessy, Cliff Asness and Josef Lakonishok.

This screen uses the following criteria:

  • Momentum Rank >= 90
  • Mkt Cap £m > 10
  • Is Primary Listing == 1

Results are sorted by:

  • Momentum Rank in descending order


And limited to the first 200 Results


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Performance Tracking


Returns FTSE 100
1 week 2.1% 0.6% 1.0% 3.0% 4.2% 0.2% 2.1% -0.3%
1 month 4.3% 3.4% 2.3% 1.2% 8.3% 5.6% 0.1% 2.2%
3 months 9.8% 3.8% 1.7% -6.0% 8.3% 4.8% -6.9% 2.7%
6 months 11.7% 9.6% 4.9% 7.1% 17.4% 7.4% 0.9% -0.3%
1 year 13.0% 15.0% 14.0% 5.7% 21.5% 2.4% 4.5% 4.2%
2 years 9.0% 7.7% 42.8% 7.2% 13.8% 6.9% 11.7% -1.0%
Annualised 22.1% 20.4% 25.7% 10.1% 21.1% 16.7% 13.6%
 
Risks
Max Drawdown -23.6% -24.7% -15.7% -29.5% -19.3% -20.6% -28.2%
Avg Holdings 25 25 25 25 25 25 25
Diversification Good Good Good Good Good Good Good