Screener

Where does a stock actually sit on a factor?

Every other page here shows the portfolio-level premium for a factor — what you’d have earned holding the whole long-short bet. This page answers a different question: for 496 S&P 500 stocks, where does each one currently sit on 7 of those factors, computed the same way this site computes the premiums.

Every score comes with the real number attached: a high momentum score next to a factor that’s decayed 51% and only barely survives multiple testing means something different than a high score on a factor that’s never faded. That context is never hidden here.

Momentumfull-sample t-stat 3.87decay since publication 56%survives Bonferroni

The anomaly that refuses to die — still significant out-of-sample and across countries and asset classes. Its weakness is tail risk: violent crashes in 1932, 2009 and 2020 when beaten-down stocks snap back.

#	Ticker	Company	Sector	Momentum
1	MU	Micron Technology	Information Technology	100
2	LITE	Lumentum	Information Technology	100
3	MRNA	Moderna	Health Care	100
4	WDC	Western Digital	Information Technology	99
5	STX	Seagate Technology	Information Technology	99
6	CIEN	Ciena	Information Technology	99
7	DELL	Dell Technologies	Information Technology	99
8	INTC	Intel	Information Technology	99
9	MRVL	Marvell Technology	Information Technology	98
10	COHR	Coherent Corp.	Information Technology	98
11	LRCX	Lam Research	Information Technology	98
12	TER	Teradyne	Information Technology	98
13	AMD	Advanced Micro Devices	Information Technology	98
14	AMAT	Applied Materials	Information Technology	97
15	WBD	Warner Bros. Discovery	Communication Services	97
16	VLO	Valero Energy	Energy	97
17	HPE	Hewlett Packard Enterprise	Information Technology	97
18	GLW	Corning Inc.	Information Technology	97
19	CNC	Centene Corporation	Health Care	96
20	FIX	Comfort Systems USA	Industrials	96
21	CRWD	CrowdStrike	Information Technology	96
22	FTNT	Fortinet	Information Technology	96
23	MPC	Marathon Petroleum	Energy	96
24	FLEX	Flex Ltd.	Information Technology	95
25	VRT	Vertiv	Industrials	95
26	KLAC	KLA Corporation	Information Technology	95
27	PANW	Palo Alto Networks	Information Technology	95
28	KEYS	Keysight Technologies	Information Technology	95
29	APA	APA Corporation	Energy	94
30	CAT	Caterpillar Inc.	Industrials	94
31	PSX	Phillips 66	Energy	94
32	JBHT	J.B. Hunt	Industrials	94
33	MRK	Merck & Co.	Health Care	94
34	STLD	Steel Dynamics	Materials	93
35	FDX	FedEx	Industrials	93
36	TRGP	Targa Resources	Energy	93
37	CRL	Charles River Laboratories	Health Care	93
38	TGT	Target Corporation	Consumer Staples	93
39	DDOG	Datadog	Information Technology	92
40	FCX	Freeport-McMoRan	Materials	92
41	NEM	Newmont	Materials	92
42	STT	State Street Corporation	Financials	92
43	NUE	Nucor	Materials	92
44	SLB	Schlumberger	Energy	91
45	NTAP	NetApp	Information Technology	91
46	HAL	Halliburton	Energy	91
47	BIIB	Biogen	Health Care	91
48	CSCO	Cisco	Information Technology	91
49	VTRS	Viatris	Health Care	90
50	ALB	Albemarle Corporation	Materials	90
51	PWR	Quanta Services	Industrials	90
52	GOOGL	Alphabet Inc. (Class A)	Communication Services	90
53	CAH	Cardinal Health	Health Care	90
54	EXPD	Expeditors International	Industrials	89
55	LLY	Lilly (Eli)	Health Care	89
56	GOOG	Alphabet Inc. (Class C)	Communication Services	89
57	CSX	CSX Corporation	Industrials	89
58	IBKR	Interactive Brokers	Financials	89
59	ROST	Ross Stores	Consumer Discretionary	88
60	BNY	BNY Mellon	Financials	88
61	IVZ	Invesco	Financials	88
62	AMGN	Amgen	Health Care	88
63	JNJ	Johnson & Johnson	Health Care	88
64	CF	CF Industries	Materials	87
65	MPWR	Monolithic Power Systems	Information Technology	87
66	CASY	Casey's	Consumer Staples	87
67	ON	ON Semiconductor	Information Technology	87
68	JBL	Jabil	Information Technology	87
69	EXPE	Expedia Group	Consumer Discretionary	86
70	GM	General Motors	Consumer Discretionary	86
71	WAB	Wabtec	Industrials	86
72	BMY	Bristol Myers Squibb	Health Care	86
73	MNST	Monster Beverage	Consumer Staples	86
74	GEV	GE Vernova	Industrials	85
75	APH	Amphenol	Information Technology	85
76	ADI	Analog Devices	Information Technology	85
77	INCY	Incyte	Health Care	85
78	MS	Morgan Stanley	Financials	85
79	XOM	ExxonMobil	Energy	84
80	NDSN	Nordson Corporation	Industrials	84
81	NTRS	Northern Trust	Financials	84
82	CMI	Cummins	Industrials	84
83	ANET	Arista Networks	Information Technology	84
84	RVTY	Revvity	Health Care	83
85	WELL	Welltower	Real Estate	83
86	BKR	Baker Hughes	Energy	83
87	PFG	Principal Financial Group	Financials	83
88	DD	DuPont	Materials	83
89	BG	Bunge Global	Consumer Staples	82
90	IEX	IDEX Corporation	Industrials	82
91	HWM	Howmet Aerospace	Industrials	82
92	ABNB	Airbnb	Consumer Discretionary	82
93	BEN	Franklin Resources	Financials	82
94	ECHO	EchoStar	Communication Services	81
95	GS	Goldman Sachs	Financials	81
96	VRTX	Vertex Pharmaceuticals	Health Care	81
97	C	Citigroup	Financials	81
98	WST	West Pharmaceutical Services	Health Care	80
99	DE	Deere & Company	Industrials	80
100	REGN	Regeneron Pharmaceuticals	Health Care	80

Showing the top 100 of 496 matches. Search or filter by sector to narrow further.

Score = 0-100 percentile within the current 496-stock universe. 100 means most exposed to whichever side of this factor has historically earned the premium — not a prediction.

Thinking about a paid tier — saved screener views with email alerts when a stock’s factor score changes, CSV export, faster refresh.

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11 factors in the catalog aren’t in this screener yet (no free, reliable fundamentals-data source at S&P-500 scale yet) — value, quality, size, dividend yield and a few others need fundamentals data this project doesn’t have a free, reliable source for at S&P-500 scale. Not faked with a noisy proxy; just left out until there’s a real source. Scores updated September 4, 2026.