The 10 strongest large caps in the index
A ranked read on S&P 500 built from price history, trailing strength confirmed by trend, penalized for volatility.
The tape is risk-on, cyclicals leading defensives with the index above its 200-day average, so this edition takes a ranked look at S&P 500.
The ranking measures trailing strength confirmed by trend, penalized for volatility. Every candidate is scored against the others in the same group on the same day, using 12-1 momentum (32%), 3-month return (24%), distance above the 200-day average (22%), 1-year volatility (12%), 1-year max drawdown (10%). Names below $20M in median daily dollar volume are excluded, a ranking is worthless if you cannot get in and out of it.
Context: the broad tape is risk-on, cyclicals leading defensives with the index above its 200-day average. In that setting a high momentum score is partly a reading of the market itself, not only of the company.
The list
MRNA sits at #3 on 520.8% over the past year with volatility of 189.6% and a worst drawdown of -34.2%. It trades 266.4% above its 200-day average, so the trend is confirming the move.
Across the 496 eligible names the one-year spread runs 1597.3% at the top against -75.4% at the bottom, which is the dispersion this ranking is sorting through.
What the ranking is not telling you
These scores read price history. They do not read the order book, the balance sheet, the litigation docket, or the reason a stock moved. A name near the top has gone up in a way the formula rewards; that is a description of the past, and momentum-style measures are at their least reliable exactly when a run is ending.
Nothing here is tailored to your situation, and nothing here is a recommendation to buy or sell.
- 1Y
- +158.5%
- 3M
- +33.0%
- Volatility
- 36.1%
- Max drawdown
- -12.1%
- 1Y
- +595.6%
- 3M
- -7.0%
- Volatility
- 96.0%
- Max drawdown
- -42.8%
- 1Y
- +150.8%
- 3M
- +63.4%
- Volatility
- 52.7%
- Max drawdown
- -26.4%
- 1Y
- +507.3%
- 3M
- +1.4%
- Volatility
- 79.7%
- Max drawdown
- -41.8%
- 1Y
- +429.0%
- 3M
- +13.6%
- Volatility
- 74.0%
- Max drawdown
- -31.8%
- 1Y
- +220.8%
- 3M
- +86.3%
- Volatility
- 72.2%
- Max drawdown
- -32.3%
- 1Y
- +659.7%
- 3M
- +34.1%
- Volatility
- 81.3%
- Max drawdown
- -39.1%
- 1Y
- +520.8%
- 3M
- +281.4%
- Volatility
- 189.6%
- Max drawdown
- -34.2%
The runner-up on this list
Ranked 2 of 496 candidates, with the metrics and the factor breakdown that put it there.
Start a free 7-day trialEvery rank on every list. Cancel before day 7 and pay nothing.
The name at the top of this list
Ranked 1 of 496 candidates, with the metrics and the factor breakdown that put it there.
Start a free 7-day trialEvery rank on every list. Cancel before day 7 and pay nothing.
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