Best & Worst Performing Stocks - 3 Months
Best & Worst Performing Stocks - 3 Months
Best Performing - 3M | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| # | Ticker | 3M | Volume | RSI-14 | Factor Score | Momentum | vs U.S.A. 500 | Sharpe Ratio | |
| 1 | HOWL | +187.43% | ×0.0 | 54 | 22 | -0.54 | -49.9% | 0.26 | |
| 2 | AGEN | +181.25% | ×0.2 | 59 | 59 | +0.87 | +62.0% | 0.95 | |
| 3 | RCEL | +175.26% | ×0.2 | 59 | 59 | +1.08 | +78.7% | 1.06 | |
| 4 | MRNA | +172.39% | ×0.1 | 66 | 43 | +5.58 | +523.4% | 1.49 | |
| 5 | DD | +171.37% | ×0.1 | 37 | 47 | +3.75 | +289.5% | -19.78 | |
| 6 | BRR | +167.59% | ×0.2 | 92 | 28 | -0.89 | -77.8% | -0.45 | |
| 7 | ASST | +164.41% | ×0.4 | 79 | 23 | -0.88 | -76.6% | -0.13 | |
| 8 | GORO | +161.02% | ×0.2 | 47 | 59 | +4.77 | +370.2% | 0.59 | |
| 9 | DFDV | +159.11% | ×0.5 | 62 | 14 | -0.92 | -80.0% | -0.38 | |
| 10 | IOVA | +152.55% | ×0.1 | 82 | ▲52W | 59 | +4.73 | +367.2% | 2.00 |
| 11 | NAKA | +141.90% | ×0.6 | 71 | 42 | -1.18 | -100.0% | -1.28 | |
| 12 | TRAX | +140.26% | ×0.2 | 45 | 37 | - | - | - | |
| 13 | ADTX | +140.00% | ×0.0 | 19 | 20 | -1.36 | -116.1% | -1.77 | |
| 14 | TEAM | +138.82% | ×0.1 | 54 | ▲52W | 63 | +0.05 | -3.1% | 0.34 |
| 15 | ARCT | +135.26% | ×0.1 | 58 | 27 | -0.35 | -34.3% | 0.26 | |
| 16 | MNOV | +133.21% | ×0.4 | 87 | 43 | +1.73 | +130.3% | 1.43 | |
| 17 | DAIC | +132.87% | ×0.0 | 67 | 30 | -1.31 | -110.9% | 0.27 | |
| 18 | STIM | +132.11% | ×0.1 | 52 | 41 | -0.22 | -24.7% | 0.28 | |
| 19 | NIQ | +127.73% | ×0.1 | 41 | 44 | -0.09 | -13.7% | 0.25 | |
| 20 | FWDI | +127.12% | ×0.4 | 67 | 50 | -1.06 | -90.6% | -0.93 | |
Worst Performing - 3M | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| # | Ticker | 3M | Volume | RSI-14 | Factor Score | Momentum | vs U.S.A. 500 | Sharpe Ratio | |
| 1 | CTNT | -97.02% | ×0.8 | 8 | 30 | -1.36 | -116.1% | -2.91 | |
| 2 | LIVG | -96.25% | ×0.4 | 0 | ▼52W | 42 | - | - | - |
| 3 | LESL | -95.07% | ×0.3 | 41 | 15 | -1.28 | -108.5% | -0.27 | |
| 4 | RETO | -92.65% | ×0.5 | 73 | ▼52W | 37 | -1.36 | -115.4% | 0.38 |
| 5 | VWAV | -92.43% | ×0.6 | 30 | 23 | -1.34 | -113.2% | -1.80 | |
| 6 | JDZG | -91.96% | ×0.1 | 67 | 31 | -1.36 | -115.3% | -0.27 | |
| 7 | SDST | -91.67% | ×1.7 | 37 | 40 | -1.32 | -111.5% | -1.33 | |
| 8 | BAOS | -89.77% | ×0.0 | 38 | 11 | -1.28 | -107.9% | -1.50 | |
| 9 | TOPP | -88.63% | ×0.0 | 28 | ▼52W | 24 | -1.28 | -108.4% | -0.77 |
| 10 | DCX | -88.63% | ×0.8 | 21 | ▼52W | 37 | - | - | - |
| 11 | VTAK | -87.98% | ×0.1 | 27 | ▼52W | 26 | -1.31 | -110.7% | -1.22 |
| 12 | WHLR | -87.49% | ×0.1 | 12 | 19 | -1.36 | -115.9% | -30.18 | |
| 13 | FRGT | -86.18% | ×0.4 | 23 | ▼52W | 15 | -1.36 | -114.4% | -2.27 |
| 14 | SION | -85.88% | ×0.2 | 53 | 28 | -1.05 | -90.1% | 0.41 | |
| 15 | TENX | -85.38% | ×0.1 | 54 | 27 | -1.01 | -86.7% | 0.38 | |
| 16 | SLXN | -84.14% | ×0.2 | 62 | 30 | -1.36 | -114.9% | -1.92 | |
| 17 | BENF | -83.81% | ×0.1 | 26 | 22 | -1.16 | -98.6% | 0.33 | |
| 18 | CAST | -83.70% | ×0.1 | 62 | 32 | - | - | - | |
| 19 | INV | -83.65% | ×6.3 | 33 | 46 | -1.20 | -101.9% | -0.60 | |
| 20 | MBRX | -80.95% | ×3.5 | 47 | 17 | -1.31 | -110.5% | -1.45 | |
Market Breadth - Today's Advancing vs Declining
Index Constituent Leaders - 3 Months
Top Gainers - U.S.A. 500 | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| # | Ticker | 3M | Volume | RSI-14 | Factor Score | Momentum | vs U.S.A. 500 | Sharpe Ratio | |
| 1 | MRNA | +172.39% | ×0.1 | 66 | 43 | +5.58 | +523.4% | 1.49 | |
| 2 | DD | +171.37% | ×0.1 | 37 | 47 | +3.75 | +289.5% | -19.78 | |
| 3 | WDAY | +70.63% | ×0.1 | 48 | 59 | -0.33 | -32.9% | -0.15 | |
| 4 | MPC | +66.86% | ×0.1 | 87 | 79 | +1.51 | +112.6% | 2.48 | |
| 5 | VEEV | +65.99% | ×0.1 | 27 | 66 | -0.19 | -22.0% | -0.03 | |
Top Decliners - U.S.A. 500 | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| # | Ticker | 3M | Volume | RSI-14 | Factor Score | Momentum | vs U.S.A. 500 | Sharpe Ratio | |
| 1 | CRWD | -64.12% | ×0.3 | 57 | 51 | -0.77 | -67.6% | 29.32 | |
| 2 | HON | -55.49% | ×0.0 | 37 | 47 | -0.04 | -10.4% | -28.50 | |
| 3 | MNST | -53.90% | ×0.1 | 35 | 60 | -0.52 | -47.7% | 36.28 | |
| 4 | APH | -52.15% | ×0.1 | 18 | 57 | -0.56 | -51.3% | 0.71 | |
| 5 | ON | -41.26% | ×0.1 | 44 | 58 | +0.32 | +18.5% | 0.70 | |
Top Gainers - U.S.A. Tech 100 | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| # | Ticker | 3M | Volume | RSI-14 | Factor Score | Momentum | vs U.S.A. 500 | Sharpe Ratio | |
| 1 | WDAY | +70.63% | ×0.1 | 48 | 59 | -0.33 | -32.9% | -0.15 | |
| 2 | PLTR | +65.06% | ×0.1 | 44 | 68 | -0.11 | -16.0% | 0.23 | |
| 3 | MSFT | +39.50% | ×0.1 | 41 | 65 | -0.16 | -19.3% | -0.05 | |
| 4 | DXCM | +29.67% | ×0.0 | 44 | 70 | +0.11 | +1.4% | 0.52 | |
| 5 | META | +29.23% | ×0.3 | 85 | 65 | -0.24 | -26.2% | -0.16 | |
Top Decliners - U.S.A. Tech 100 | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| # | Ticker | 3M | Volume | RSI-14 | Factor Score | Momentum | vs U.S.A. 500 | Sharpe Ratio | |
| 1 | CRWD | -64.12% | ×0.3 | 57 | 51 | -0.77 | -67.6% | 29.32 | |
| 2 | HON | -55.49% | ×0.0 | 37 | 47 | -0.04 | -10.4% | -28.50 | |
| 3 | MNST | -53.90% | ×0.1 | 35 | 60 | -0.52 | -47.7% | 36.28 | |
| 4 | WDC | -34.04% | ×0.2 | 49 | 60 | +3.97 | +307.6% | 2.17 | |
| 5 | AMAT | -31.33% | ×0.3 | 51 | 67 | +1.68 | +125.7% | 1.72 | |
Top Gainers - U.S.A. Small-Cap | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| # | Ticker | 3M | Volume | RSI-14 | Factor Score | Momentum | vs U.S.A. 500 | Sharpe Ratio | |
| 1 | AGEN | +181.25% | ×0.2 | 59 | 59 | +0.87 | +62.0% | 0.95 | |
| 2 | ASST | +164.41% | ×0.4 | 79 | 23 | -0.88 | -76.6% | -0.13 | |
| 3 | GORO | +161.02% | ×0.2 | 47 | 59 | +4.77 | +370.2% | 0.59 | |
| 4 | IOVA | +152.55% | ×0.1 | 82 | ▲52W | 59 | +4.73 | +367.2% | 2.00 |
| 5 | TRAX | +140.26% | ×0.2 | 45 | 37 | - | - | - | |
Top Decliners - U.S.A. Small-Cap | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| # | Ticker | 3M | Volume | RSI-14 | Factor Score | Momentum | vs U.S.A. 500 | Sharpe Ratio | |
| 1 | SION | -85.88% | ×0.2 | 53 | 28 | -1.05 | -90.1% | 0.41 | |
| 2 | TENX | -85.38% | ×0.1 | 54 | 27 | -1.01 | -86.7% | 0.38 | |
| 3 | INV | -83.65% | ×6.3 | 33 | 46 | -1.20 | -101.9% | -0.60 | |
| 4 | KPTI | -80.81% | ×0.2 | 40 | 36 | -0.98 | -84.4% | -0.22 | |
| 5 | ZSQR | -79.10% | ×0.1 | 42 | 23 | -1.12 | -95.8% | -1.00 | |
Signal Guide & API Access
What the Highlighted Columns Mean
A 0–100 composite percentile rank blending seven factor exposures: size, value, quality, growth, momentum, low-volatility, and liquidity. A score of 74 places a stock in the 74th percentile of all companies in the current cross-section - stronger than three-quarters of the market on a combined factor basis. Worst decliners tend to cluster below 40.
The momentum factor's z-score - how many standard deviations above or below the cross-sectional average a company's momentum exposure sits right now. A z-score of +2.1 isn't "up 2%"; it means the stock is two standard deviations ahead of the average company in the current universe. Useful for separating sustained price leadership from a single-session spike.
Trailing 12-month return relative to the U.S.A. 500 index. A reading of +4.1% means the stock has outperformed the index by 4.1 percentage points - alpha rather than market drift. Computed from the same price series across all ~10,000 companies, so the comparison is apples-to-apples across sectors.
Risk-adjusted return - trailing annual return divided by trailing annualized volatility, computed identically across every company in the universe. A number you can genuinely compare across sectors and market caps: a small-cap at 1.2 versus a large-cap at 0.67 is a meaningful signal, not a data inconsistency.
Access via the API - API key required
The signals on this page are delivered through the CSIMarket Quantitative Factor & Risk API. Pull the full quant panel - 90+ fields per company - for any U.S. ticker:
- GET https://api.csimarket.com/v1/companies/{ticker}/quant-factors Returns the complete quant panel for a single company: all seven factor scores, composite rank, eight z-scores, six risk scores, benchmark-relative metrics (beta, alpha, relative strength vs four U.S. indexes), institutional and insider ownership, short interest, liquidity detail, and per-company regime classification. Covers ~10,000 U.S. companies, updated daily.
Dataset documentation → API catalog
What Else Is in the Dataset
The eight columns on this page are the signals most useful for reading a daily stock table. The full dataset runs considerably deeper across six groups:
- Factor model Seven individual factor scores - size, value, quality, growth, momentum, low-volatility, liquidity - each cross-sectionally standardized so exposures are comparable across sectors. Plus eight z-scores for the underlying drivers and a composite cross-sectional rank.
- Risk & volatility suite Sharpe 1Y & 3Y, Sortino 1Y, Calmar 1Y, Ulcer Index, max drawdown at 1Y and 3Y, tail risk score, stress score, crash risk score, and market stress indicator - different angles on the same question of how a stock behaves when conditions deteriorate.
- Benchmark-relative Beta to four U.S. indexes, correlation to the U.S.A. 500, relative strength against all four, 1Y and 3Y alpha vs the U.S.A. 500, and sector tracking error. The full alpha-beta surface, not a single market beta.
- Ownership structure Institutional ownership % (13F-derived from SEC filings, not vendor estimates), insider ownership, short interest as % of float, days-to-cover, and free float. Lags the regulatory 45-day filing window.
- Liquidity Amihud illiquidity ratio, 50-day average daily dollar volume, dollar-volume rank within the full universe, turnover rate, and liquidity tier classification. Practical for filtering out stocks that look attractive on factor scores but can't absorb a real position.
- Regime classification Per-company risk regime, volatility regime, and momentum regime - current-state labels per company, useful for conditional logic in screeners, allocation rules, and alert systems.
What You Can Build with This API
Let users ask in plain English - "find mid-cap quality stocks with low volatility and positive momentum outside the U.S.A. 500." An LLM translates the intent into screener parameters; the API returns the matching universe; the model narrates the results. Field names are self-explanatory, so schema-aware prompting requires minimal setup.
The factor scores, z-scores, and composite rank map directly onto Seeking Alpha-style quant ratings. Pull the screener for the full cross-section, bucket companies by composite factor score into Strong Buy through Strong Sell grades, and publish ranked signal pages - with an AI narration layer on top that writes the rationale automatically.
Given a company's technical snapshot, ownership data, and risk profile, an LLM can generate a structured stock brief - momentum posture, risk-adjusted return vs peers, ownership concentration, relative benchmark performance - at scale, for any company in the ~10,000-company universe, on a daily cadence.
Aggregate the beta surface and volatility metrics across a portfolio of tickers. Compute blended tail risk score, factor concentration, regime distribution, and drawdown exposure. An AI layer writes the plain-language commentary; the API provides the verified numbers underneath.
The screener's sort-and-filter interface maps directly to factor-model construction. Combine with 13 years of point-in-time history via the history endpoint to walk forward over multiple market cycles - without building the signal layer yourself or managing survivorship bias.
Use factor scores and regime classifications to tilt allocations: overweight quality and low-volatility in risk-off regimes, shift toward momentum in trending regimes. A single quant.read license scope covers both the single-company and screener endpoints, so there is one integration point for the full signal surface.