Daily Top & Bottom 10 Momentum Stocks

Discussion in 'Stocks' started by AndersenBands, Apr 24, 2018.

  1. Top 5 short-term momentum stocks of the S&P 100: $OXY $LMT $MON $MRK $RTN

    Bottom 5 short-term momentum stocks of the S&P 100: $QCOM $PEP $CL $BMY $PM

    Top 5 long-term momentum stocks of the S&P 100: $MON $RTN $COP $OXY $BKNG

    Bottom 5 long-term-term momentum stocks of the S&P 100: $BMY $PG $BIIB $CMCSA $KHC
     
    ElectricSavant likes this.
  2. ceaser

    ceaser

    How do you go about finding these types of stocks? Do you use scanners or do you manually scan for them.
     
  3. Hi Ceaser! Yes I developed a scanning process for the SP 100 constituents using statistically-based momentum.
     
  4. Would you mind explaining more about about your analysis or is it proprietary?
     
  5. Hi rebaron1981! The process is proprietary in nature and is a part of a report.
    However, what I can tell you is that the measurements used for momentum are statistical in nature and robust so the outputs can be directly and relatively compared across various asset classes i.e. the momentum output of an equity can be directly compared to the momentum output of a crude oil futures contract or currency pair. Hope that helps!
     
    redbaron1981 likes this.
  6. Does a little thanks :)

    Do you mean to say that the momentum is normalised in some way(perhaps by vol)? So that all assets can be analysed on a normalised basis?
     
  7. Yes. It is normalized in such a way that the momentum of one asset has the same relative impact as another asset if it also had the same momentum value. Then the momentum is ranked from highest to lowest etc.
     
  8. Top 5 short-term momentum stocks of the S&P 100: $OXY $MON $PFE $GE $MRK

    Bottom 5 short-term momentum stocks of the S&P 100: $PG $PEP $QCOM $BMY $KHC

    Top 5 long-term momentum stocks of the S&P 100: $MON $OXY $COP $RTN $FOXA

    Bottom 5 long-term-term momentum stocks of the S&P 100: $BMY $PG $BIIB $CMCSA $KHC
     
  9. Top 5 short-term momentum stocks of the S&P 100: $OXY $VZ $MON $XOM $DUK

    Bottom 5 short-term momentum stocks of the S&P 100: $CL $MMM $PEP $PM $LOW

    Top 5 long-term momentum stocks of the S&P 100: $MON $OXY $COP $FOXA $RTN

    Bottom 5 long-term-term momentum stocks of the S&P 100: $PG $CMCSA $QCOM $BMY $KHC
     
  10. Top 5 short-term momentum stocks of the S&P 100: $XOM $FB $HD $UPS $DUK

    Bottom 5 short-term momentum stocks of the S&P 100: $CMCSA $PM $MO $MMM $COF

    Top 5 long-term momentum stocks of the S&P 100: $OXY $COP $MON $FOXA $NEE

    Bottom 5 long-term-term momentum stocks of the S&P 100: $PG $CMCSA $QCOM $BMY $KHC
     
    #10     Apr 26, 2018