Portfolio Yoga – Momentum Score

Momentum as a Investment Strategy is fairly old with several research papers coming out for decades now since the phenomenal research starting with Stattman (1980). Stocks with high positive momentum (high 6- to 12-month past returns) outperform stocks with low momentum (Jegadeesh and Titman (1993), Asness (1994).

This table shall provide you with the current list of Momentum Stocks. A filter to the stock price being above 200 EMA has been added to eliminate stocks that are below the 200 EMA and hence of doubtful momentum quality.

The Table below will be updated on a irregular basis and is provided as a Educational tool to get a understanding of where a stock falls in the Momentum Index. None of the stocks are recommended as Buy / Sell.

The Momentum Score is based on a Modified Sharpe Ratio. Nothing exotic, but back-test has shown, it works.

Portfolio Yoga MomentumScore

Generated by wpDataTables