What Makes a Stock a Top Performing Stocks constituent?
This screen filters for the market's absolute return leaders over the past year. It identifies high-momentum stocks with strong relative strength and positive return on capital.
Sort by Total Return
Isolate the top-performing stocks in the US market based on 1-year price returns plus dividends.
Filter for Size and Scale
Require a minimum $1 billion market cap to ensure the performance is liquid and investable.
Verify Capital Efficiency
Ensure the company is profitable with a positive ROE to filter out speculative bubble names.