Microcap momentum portfolio

@jstocks If you read my first post you will see how this done. I will mention it again for your reference.

1. List all the stocks of the index and check the price change over a look back period of 1 year and 6 months.
2. Check day to day price variations for every stock and calculate standard deviation over look back period of 1 year and 6 months for every stock.
3. Divide price change by standard deviation to obtain momentum ratio for 1 year and 6 months look back period.
4. Give equal weightage for both time periods, ie (1 year momentum ratio * 0.5) + (6 months momentum ratio * 0.5) and obtain total value.
5. Do the ranking for all stocks based on total value and select the top 25.

Incidentally, I check the population Standard deviation and mean of price change for the full index. But you do the ranking even without this and change in ranking will be very small.