Multi-Factor Momentum Ranking
Stocks scoring above 70 display strong, persistent momentum across multiple dimensions. Hover for details · Click any bar to open stock detail
Hover over any dot to see the stock's ticker, name, composite score, and key metrics.
Hurst exponent (>0.5 = trending) vs 12-1 momentum · Click any dot to open stock detail
Path smoothness (R²) vs Sharpe ratio · Click any dot to open stock detail
Histogram of composite momentum scores across all stocks
Sector-level average composite score (n = number of stocks)
Hover over any cell to see the exact correlation between two factors. Low correlation means the factors capture different momentum dimensions.
All stocks ranked by composite momentum score. Click any column header to sort. Search by ticker or company name.
| # | Ticker | Name | Sector | Score | 12-1 Mom | Sharpe | Hurst | Path R² | FIP | Max DD | Quintile |
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All stocks ranked by quant earnings momentum score — weighted SUE (30%), EPS Revision (20%), Beat Streak (25%), Margin Expansion (25%). Click any row to open the full earnings page.
| Rank | Ticker | Company | Score | Grade | Pct | Streak | Beat Rate | Avg Surp | Score Bar | Page |
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