QuantAI Advisors
Momentum Screener
Find stocks with strong momentum patterns using cross-sectional and time-series approaches
Screening Parameters
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Configure your parameters and run the screener to see results.
Momentum Scores
Top Momentum Stocks
| Rank | Symbol | Name | Sector | Industry | Price | Momentum Score | Volatility |
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About Momentum Strategy
Momentum investing is based on the tendency of assets that have performed well in the past to continue performing well, and assets that have performed poorly to continue underperforming.
Screening Methods:
- Cross-Sectional Momentum (XSMOM): Compares performance across different stocks in the same time period to identify relative outperformers.
- Time-Series Momentum (TSMOM): Focuses on a stock's own past returns, identifying absolute performance trends.
- Dual Momentum: Combines both XSMOM and TSMOM for a more robust momentum signal.
Key Benefits:
- Momentum has been a persistent factor across different markets and time periods
- Provides a systematic approach to capturing market trends
- Can be combined with other factors (value, quality, etc.) for a multifactor approach
Disclaimer: Past performance is not indicative of future results. Momentum strategies may experience periods of significant drawdowns, particularly during market regime changes.