Volatility Adjusted Momentum Screener for India

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How is the screener put to use?
Nearly all of the stocks included in the Nifty 100 are examined by the screener.

It looks for stocks with positive returns over the last year, six months, and a percentage of positive returns each day over the past year that is larger than 0.5.

Additionally, 200 Day moving averages are examined. After filtering stocks using the aforementioned criteria, the chosen stocks are divided by their one-year volatility to get a figure resembling a Sharpe ratio.

The better the risk-adjusted return over the previous year, the higher the number.

An excellent essay on Capitalminds.in examines the viability of momentum investing in India. According to the statistics they analysed, momentum investing has typically offered much better returns than the Nifty. Additionally, momentum investing with volatility adjustments has produced even higher returns.

Disclaimer: We’d like to point out that the info on this website isn’t always correct or up-to-date. Market makers rather than exchanges offer all prices, therefore they may not be accurate and may fluctuate from the real market price. The screener is exclusively intended for educational use. Please be completely aware of the expenses and hazards involved with trading the financial markets, since this is one of the riskiest types of investing there is.

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