Top 20 Korean stocks by 12-month momentum — as of 2026-09-03
We screened 515 Korean stocks by 12-month momentum and publish the top 20. As of 2026-09-03, market median -23%. Formula and limitations included.
- Universe
- 515
- Market median
- -23%
- Top decile cutoff
- 36.4%
| Rank | Stock | 12-1 momentum |
|---|---|---|
| 1 | EDGC245620.KQ | 499.9% |
| 2 | 타이거일렉219130.KQ | 322.1% |
| 3 | 한국피아이엠448900.KQ | 313.6% |
| 4 | 대덕전자353200.KS | 283.7% |
| 5 | 참엔지니어링009310.KS | 277.7% |
| 6 | 디케이티290550.KQ | 260.7% |
| 7 | 심텍222800.KQ | 250.7% |
| 8 | 화신정공126640.KQ | 206.6% |
| 9 | 엘에스일렉트릭010120.KS | 195.8% |
| 10 | 미래산업025560.KS | 189.5% |
| 11 | 씨피시스템413630.KQ | 184.9% |
| 12 | 원익IPS240810.KQ | 159.4% |
| 13 | 에스에이엠티031330.KQ | 156.5% |
| 14 | 저스템417840.KQ | 152.3% |
| 15 | 다이나믹디자인145210.KS | 152.3% |
| 16 | 계양전기012200.KS | 150% |
| 17 | 동양고속084670.KS | 144.9% |
| 18 | 원익홀딩스030530.KQ | 131.8% |
| 19 | 씨어스458870.KQ | 126.6% |
| 20 | 코세스089890.KQ | 124.9% |
As of 2026-09-03
What this metric measures
Twelve-month momentum is the trailing 12-month return excluding the most recent month. Jegadeesh and Titman documented in 1993 that stocks with strong 3–12 month returns continue to outperform over the following 3–12 months, making it a standard factor. The last month is dropped because short-term reversal contaminates the signal.
How we calculate it
Cumulative price return from 12 months ago to one month ago, excluding dividends, recalculated daily.
Limitations of this list
Momentum is the factor that breaks down hardest when markets reverse sharply, an effect known as a momentum crash. When an uptrend snaps, the top-ranked names fall the most, and this list does not forecast that turn.
Frequently asked questions
Why exclude the most recent month?
The last month carries a short-term reversal effect that works against momentum. The academic standard, 12-1 momentum, drops that window to keep the signal clean.
Is it safe to buy high-momentum stocks now?
Momentum is a statistical tendency observed on average, not a forecast for an individual stock. In sharp market reversals, high-momentum names decline the most.
Is momentum the same as trend following?
No. This metric ranks stocks against each other at the same point in time, which is relative momentum. Trend following compares one asset to its own past, an absolute momentum measure with different mechanics.
Other screens
Cite or embed this data
Top 20 Korean stocks by 12-month momentum — as of 2026-09-03 — Market median -23%, Universe 515. Margin Call, https://margincall.online/screener/momentum-kr
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This list is the output of a financial-metric calculation, not investment advice. No single metric supports a buy or sell decision, and past financial data does not guarantee future returns.
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