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⚡ Risk-Adjusted Momentum

As of 7 Jun 2026· 4897 passing· 5315 in universe

Raw momentum rewards volatile stocks. Dividing by volatility penalises erratic returns and rewards smooth, consistent trends. This is the Sharpe ratio applied to price momentum.

4897
Passing
0.4572
Avg OS
0.245
Value
0.5514
Quality
0.8676
Momentum
5315
Universe

Opportunity Map

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Axes show percentile rank within holdings. Bubble size = . Colour = . Hover for detail, click to open ticker.

Strategy Insights

Factor analysis · Risk profile · Composition▾

Factor Pillars

Holdings vs Universe

Standouts

Highest & lowest OS

Sector Concentration

Allocation risk

Risk Profile

Volatility distribution

Quality Gate

Piotroski F-Score

Size Profile

Market cap distribution

Performance Analytics

Awaiting strategy performance history▾
Performance Analytics
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Top Risk-Adjusted Momentum Picks

Top 10 of 4897▾

All Risk-Adjusted Momentum Holdings

4897 names⊞ Open in Screener▾

Risk-Adjusted Momentum — Top 4897

# Ticker Company Sector OS Score Value % Quality % Mom % P/E ROE Vol
1 SHAZ SharonAI Holdings, Inc. Cla… Technology 0.260 0.190 0.130 0.990 — -0.654 16.26
2 AXTI AXT Inc Technology 0.150 0.160 0.010 0.990 — -0.051 1.24
3 SNDK Sandisk Corp Technology 0.480 0.010 0.890 0.990 54.3 0.327 0.97
4 WDC Western Digital Corporation Technology 0.480 0.020 0.870 0.990 29.7 0.670 0.52
5 LITE Lumentum Holdings Inc Technology 0.390 0.000 0.750 0.990 188.9 0.148 0.72
6 CIEN Ciena Corp Technology 0.500 0.000 0.940 0.990 163.0 0.152 0.53
7 QMMM QMMM Holdings Limited Ordin… Communication Services 0.320 0.410 0.400 0.400 — -3.148 8.82
8 BE Bloom Energy Corp Industrials 0.110 0.010 0.150 0.990 — 0.007 1.01
9 LWLG Lightwave Logic Inc Basic Materials 0.150 0.150 0.020 0.990 — -0.270 1.41
10 STX Seagate Technology PLC Technology 0.510 0.010 0.960 0.980 81.6 2.172 0.56
11 NBTX Nanobiotix Healthcare 0.410 0.450 0.440 0.440 — 0.284 0.93
12 SLGL Sol Gel Technologies Ltd Healthcare 0.280 0.160 0.230 0.990 — -0.020 0.96
13 VSAT ViaSat Inc Technology 0.670 0.330 0.660 0.990 — -0.007 0.77
14 VIAV Viavi Solutions Inc Technology 0.130 0.050 0.180 0.980 — -0.065 0.53
15 INBX Inhibrx Biosciences, Inc. Healthcare 0.530 0.500 0.490 0.490 — 6.189 1.05
16 MU Micron Technology Inc Technology 0.550 0.030 0.980 0.990 40.8 0.333 0.72
17 BW Babcock & Wilcox Enterprise… Industrials 0.810 0.650 0.650 0.660 — 0.749 1.30
18 ENLT Enlight Renewable Energy Lt… Utilities 0.480 0.060 0.790 0.980 91.4 0.069 0.47
19 INTC Intel Corporation Technology 0.290 0.140 0.290 0.980 — -0.028 0.73
20 HYMC Hycroft Mining Holding Corp… Basic Materials 0.540 0.500 0.500 0.500 — -0.345 1.12
21 AEHR Aehr Test Systems Technology 0.160 0.160 0.020 0.990 — -0.082 1.09
22 FIX Comfort Systems USA Inc Industrials 0.500 0.020 0.920 0.970 53.1 0.435 0.42
23 TSEM Tower Semiconductor Ltd Technology 0.450 0.010 0.850 0.980 109.7 0.082 0.64
24 BELFB Bel Fuse B Inc Technology 0.480 0.040 0.830 0.970 59.0 0.125 0.43
25 ANRO Alto Neuroscience, Inc. Healthcare 0.820 0.660 0.650 0.660 — -0.305 1.30
26 EFXT Enerflex Ltd. Energy 0.620 0.260 0.680 0.970 53.1 0.049 0.40
27 AAOI Applied Opt Technology 0.190 0.180 0.030 0.990 — -0.039 1.22
28 RLMD Relmada Therapeutics Inc Healthcare 0.300 0.400 0.390 0.400 — -0.269 1.21
29 KOD Kodiak Sciences Inc Healthcare 0.490 0.480 0.480 0.480 — -2.058 1.37
30 POWL Powell Industries Inc Industrials 0.430 0.010 0.820 0.980 55.7 0.264 0.61
31 ENS Enersys Industrials 0.520 0.110 0.780 0.960 29.5 0.154 0.27
32 ORKA Oruka Therapeutics, Inc. Healthcare 0.370 0.430 0.420 0.430 — -0.239 0.67
33 LAR Lithium Argentina AG Basic Materials 0.790 0.640 0.640 0.640 — -0.076 0.81
34 LASR nLIGHT Inc Technology 0.150 0.090 0.160 0.980 — -0.034 0.52
35 COHR Coherent Inc Technology 0.120 0.010 0.200 0.980 125.0 0.044 0.53
36 NESR National Energy Services Re… Energy 0.450 0.290 0.280 0.980 38.1 0.065 0.49
37 IRWD Ironwood Pharmaceuticals Inc Healthcare 0.990 0.930 0.860 0.980 5.4 -0.471 0.99
38 OVID Ovid Therapeutics Inc Healthcare 0.370 0.430 0.420 0.420 — -0.122 1.30
39 CLYM Climb Bio Inc Healthcare 0.660 0.570 0.560 0.570 — -0.356 1.21
40 BELFA Bel Fuse A Inc Technology 0.480 0.050 0.820 0.970 52.1 0.125 0.51
41 GLW Corning Incorporated Technology 0.460 0.010 0.870 0.970 84.6 0.153 0.48
42 GPRE Green Plains Renewable Ener… Basic Materials 0.770 0.720 0.100 0.970 — -0.020 0.60
43 ASX ASE Industrial Holding Co L… Technology 0.990 0.990 0.890 0.970 1.6 0.134 0.47
44 TTMI TTM Technologies Inc Technology 0.370 0.010 0.710 0.980 91.9 0.106 0.67
45 TER Teradyne Inc Technology 0.470 0.010 0.880 0.980 66.1 0.272 0.59
46 DOCN DigitalOcean Holdings Inc Technology 0.510 0.010 0.940 0.990 80.3 0.267 0.86
47 NGL NGL Energy Partners LP Energy 0.840 0.750 0.240 0.980 — -6.955 0.60
48 PL Planet Labs PBC Industrials 0.220 0.110 0.220 0.990 — -0.841 1.04
49 VICR Vicor Corporation Technology 0.450 0.000 0.870 0.980 93.7 0.181 0.86
50 MKSI MKS Instruments Inc Technology 0.400 0.040 0.710 0.970 65.6 0.116 0.47

Risk-Adjusted Momentum — Sector Overview

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Sector Allocation

SectorWt%Avg OS#

Sector Factor Profile

Average factor percentile per sector within this strategy's holdings.