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momentum misfire

The market’s biggest winners are now its big losers

It’s the biggest one-day underperformance of momentum stocks versus the S&P 500 since early August.

Luke Kawa

There’s a big about-face on Monday as the stock market is being dragged down by the companies that did the most work pushing it higher this year.

The iShares MSCI USA Momentum Factor ETF is off nearly 2% as of midday, far lagging the SPDR S&P 500 Trust.

It’s shaping up to be the biggest one-day drop for the high-flying cohort relative to the benchmark US stock index since August 2, when stocks tanked after the release of disappointing jobs data.

Some of the momentum ETF’s biggest weights include Walmart, Broadcom, JPMorgan, Nvidia, and Costco.


Of the 124 constituents in the ETF, just 20 are trading positively as of midday. 

AppLovin, which has spiked on the back of its AI-enabled advertising capabilities, is down double digits. Vistra, the utilities stock that’s one of the best performers in the S&P 500 this year, is also getting hammered.

It’s a big fall from grace for a sector-neutral momentum portfolio, which bets that stocks that have been doing well will keep doing well and was the top-performing US stock-market factor for the two weeks following the election.

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