Daily Top & Bottom 10 Momentum Stocks

[AndersenBands]

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

 

[ceaser]

How do you go about finding these types of stocks? Do you use scanners or do you manually scan for them.

 

[AndersenBands]

Hi Ceaser! Yes I developed a scanning process for the SP 100 constituents using statistically-based momentum.

 

[redbaron1981]

Hi Ceaser! Yes I developed a scanning process for the SP 100 constituents using statistically-based momentum.

Would you mind explaining more about about your analysis or is it proprietary?

 

[AndersenBands]

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]

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?

 

[AndersenBands]

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.

 

[AndersenBands]

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

 

[AndersenBands]

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

 

[AndersenBands]

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