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
How do you go about finding these types of stocks? Do you use scanners or do you manually scan for them.
Hi Ceaser! Yes I developed a scanning process for the SP 100 constituents using statistically-based momentum.
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!
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?
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.
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
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
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