Stocks at 52-week highs, ordered by year-to-date return
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-08, from Stocks at 52-Week Highs and Lows.
| ticker | close | ytd_return_pct |
|---|---|---|
| PBF | 83.68 | 208.6 |
| AMD | 645.86 | 201.6 |
| HPE | 72.09 | 200.1 |
| MPC | 442.26 | 171.9 |
| VLO | 424.1 | 160.5 |
| OKTA | 218 | 152.1 |
| DINO | 115.63 | 150.9 |
| NTAP | 235.77 | 120.2 |
| PSX | 271.62 | 110.5 |
| FFIV | 466.65 | 82.8 |
| ZETA | 33.74 | 65.8 |
| ANET | 215.83 | 64.7 |
- Rows × columns
- 12 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 12 distinct values (AMD, ANET, DINO…) | |
close |
number | 33.74 to 645.86 | US dollars |
ytd_return_pct |
number | 64.7 to 208.6 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
WITH universe AS (
SELECT ticker
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= now() - INTERVAL 20 DAY
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570
AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960
AND ticker IN (SELECT arrayJoin(tickers) FROM global_markets.stocks_income_statements
WHERE period_end >= today() - 400)
AND ticker NOT IN ('SPCX','KORU','SOXL','SOXS','TQQQ','SQQQ','NVDL','NVDS','NVD','TSLL','TSLQ','TSLZ','SPXL','SPXS','UPRO','SPXU','LABU','LABD','FAS','FAZ','TNA','TZA','YINN','YANG','UDOW','SDOW','BOIL','KOLD','UCO','SCO','USD','SSO','SDS','QLD','QID','ERX','ERY','DRN','DRV','CURE','SOXY','MUU','SNXX','UVXY','SVXY','UVIX','SVIX','BULZ','WEBL','WEBS','DPST','DRIP','GUSH','AGQ','ZSL','BITX','ETHU','MSTX','MSTU','CONL','DUST','JNUG','JDST','NUGT')
AND ticker NOT IN (SELECT ticker FROM global_markets.stocks_splits
WHERE execution_date BETWEEN today() - 460 AND today())
GROUP BY ticker
HAVING sum(toFloat64(close) * toFloat64(volume)) >= 2000000000
),
last_session AS (
SELECT max(date) AS d FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY' AND date >= today() - 12 AND date < today()
),
daily AS (
SELECT ticker, date AS dt, toFloat64(close) AS c
FROM global_markets.stocks_daily_aggs
WHERE date < today()
AND ticker IN (SELECT ticker FROM universe)
AND date > (SELECT d FROM last_session) - 365
),
ranged AS (
SELECT ticker,
argMax(c, dt) AS last_close,
max(c) AS hi,
min(c) AS lo,
argMaxIf(c, dt, dt <= toDate('2025-12-31')) AS base_close,
count() AS n_sessions,
min(dt) AS first_dt,
max(dt) AS last_dt
FROM daily
GROUP BY ticker
HAVING n_sessions >= 200
AND countIf(dt <= toDate('2025-12-31')) > 0
AND last_dt = (SELECT d FROM last_session)
AND first_dt <= (SELECT d FROM last_session) - 350
)
SELECT ticker,
round(last_close, 2) AS close,
round((last_close / base_close - 1) * 100, 1) AS ytd_return_pct
FROM ranged
WHERE last_close >= hi * 0.99
ORDER BY ytd_return_pct DESC, ticker ASC
LIMIT 12
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