Structured JSON API for this factor page: https://sharemaestro.com/factors/api/strategies/risk-adj-momentum/

⚡ Risk-Adjusted Momentum

As of 19 Jul 2026· 4709 passing· 5070 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.

4709
Passing
0.436
Avg OS
0.2198
Value
0.5506
Quality
0.8552
Momentum
5070
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

7 rebalance periods · 2026-06-07 → 2026-07-19▾
-0.86%
Cumulative Return
7
Rebalance Periods

Yearly Returns

Monthly Returns

Growth of $100

Top Risk-Adjusted Momentum Picks

Top 10 of 4709▾

All Risk-Adjusted Momentum Holdings

4709 names⊞ Open in Screener▾

Risk-Adjusted Momentum — Top 4709

# Ticker Company Sector OS Score Value % Quality % Mom % P/E ROE Vol
1 SHAZ SharonAI Holdings, Inc. Cla… Technology 0.170 0.120 0.100 0.990 — -0.654 16.27
2 SNDK Sandisk Corp Technology 0.510 0.020 0.920 0.990 44.5 0.327 1.07
3 AXTI AXT Inc Technology 0.750 0.620 0.600 0.610 — -0.051 1.32
4 WDC Western Digital Corporation Technology 0.530 0.040 0.910 0.990 25.4 0.670 0.70
5 BW Babcock & Wilcox Enterprise… Industrials 0.250 0.380 0.370 0.380 — 0.749 1.35
6 ABVX Abivax SA American Deposita… Healthcare 0.740 0.610 0.600 0.610 — -1.252 0.77
7 MU Micron Technology Inc Technology 0.680 0.160 0.980 0.990 19.0 0.501 0.76
8 BE Bloom Energy Corp Industrials 0.110 0.000 0.160 0.990 — 0.007 1.05
9 STX Seagate Technology PLC Technology 0.540 0.020 0.970 0.990 74.3 2.172 0.64
10 LITE Lumentum Holdings Inc Technology 0.350 0.000 0.690 0.990 129.6 0.148 0.76
11 SLGL Sol Gel Technologies Ltd Healthcare 0.210 0.110 0.230 0.990 — -0.020 0.92
12 RLMD Relmada Therapeutics Inc Healthcare 0.770 0.630 0.610 0.630 — -0.269 1.22
13 BTSG BrightSpring Health Service… Healthcare 0.420 0.080 0.670 0.970 44.8 0.157 0.32
14 TSEM Tower Semiconductor Ltd Technology 0.440 0.010 0.810 0.990 107.8 0.082 0.68
15 BLUW Blue Water Acquisition Corp… Financial Services 0.690 0.590 0.570 0.580 50.0 0.026 0.05
16 FIX Comfort Systems USA Inc Industrials 0.510 0.020 0.940 0.980 48.1 0.435 0.38
17 VICR Vicor Corporation Technology 0.490 0.000 0.920 0.990 79.2 0.181 0.90
18 CIEN Ciena Corp Technology 0.480 0.000 0.920 0.980 120.9 0.152 0.61
19 MGRT Mega Fortune Company Limite… Technology 0.120 0.000 0.200 0.990 645.8 0.115 2.97
20 NBTX Nanobiotix Healthcare 0.470 0.480 0.460 0.470 — 0.284 0.88
21 SYRE Spyre Therapeutics Inc. Healthcare 0.340 0.420 0.410 0.420 — -0.267 0.68
22 ERAS Erasca Inc Healthcare 0.620 0.550 0.530 0.540 — -0.704 1.26
23 ARWR Arrowhead Pharmaceuticals I… Healthcare 0.240 0.130 0.250 0.980 — -0.490 0.62
24 AEHR Aehr Test Systems Technology 0.150 0.130 0.030 0.990 — -0.032 1.06
25 INTC Intel Corporation Technology 0.230 0.100 0.290 0.980 — -0.028 0.79
26 NESR National Energy Services Re… Energy 0.410 0.240 0.320 0.980 43.7 0.065 0.51
27 VIAV Viavi Solutions Inc Technology 0.140 0.030 0.180 0.990 — -0.065 0.60
28 LQDA Liquidia Technologies Inc Healthcare 0.510 0.000 0.960 0.990 318.7 0.205 0.65
29 TER Teradyne Inc Technology 0.480 0.010 0.890 0.980 59.1 0.272 0.64
30 ORKA Oruka Therapeutics, Inc. Healthcare 0.780 0.630 0.620 0.630 — -0.239 0.69
31 ENS Enersys Industrials 0.630 0.240 0.770 0.950 24.4 0.154 0.28
32 NWPX Northwest Pipe Company Basic Materials 0.590 0.180 0.770 0.980 31.7 0.104 0.43
33 VPG Vishay Precision Group Inc Technology 0.110 0.020 0.130 0.980 233.6 0.018 0.72
34 ASX ASE Industrial Holding Co L… Technology 0.990 0.980 0.840 0.980 1.8 0.134 0.50
35 MKSI MKS Instruments Inc Technology 0.410 0.040 0.720 0.980 67.1 0.116 0.53
36 ANRO Alto Neuroscience, Inc. Healthcare 0.250 0.380 0.370 0.380 — -0.305 1.31
37 HUT Hut 8 Corp. Common Stock Financial Services 0.560 0.520 0.500 0.510 — -0.226 0.87
38 AIP Arteris Inc Technology 0.580 0.170 0.790 0.980 — -13.348 0.64
39 HYMC Hycroft Mining Holding Corp… Basic Materials 0.560 0.520 0.500 0.510 — -0.345 1.12
40 CLYM Climb Bio Inc Healthcare 0.660 0.570 0.550 0.560 — -0.356 1.22
41 DOCN DigitalOcean Holdings Inc Technology 0.500 0.010 0.930 0.980 58.7 0.267 0.90
42 LRCX Lam Research Corp Technology 0.520 0.010 0.970 0.980 58.4 0.634 0.54
43 AXGN Axogen Inc Healthcare 0.200 0.100 0.240 0.980 — -0.128 0.56
44 UCTT Ultra Clean Holdings Inc Technology 0.180 0.150 0.070 0.990 — -0.309 0.73
45 ROIV Roivant Sciences Ltd Healthcare 0.170 0.160 0.040 0.970 — -0.066 0.34
46 RLAY Relay Therapeutics Inc Healthcare 0.160 0.150 0.030 0.990 — -0.425 0.68
47 TTMI TTM Technologies Inc Technology 0.370 0.020 0.690 0.980 70.2 0.106 0.75
48 CHRN ChronoScale Corporation Technology 0.660 0.570 0.550 0.560 — -0.739 1.01
49 ENLT Enlight Renewable Energy Lt… Utilities 0.440 0.060 0.740 0.970 205.7 0.029 0.48
50 COHR Coherent Inc Technology 0.130 0.010 0.220 0.970 115.8 0.044 0.58

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.