Shared conversation
Algorithmic Trading Strategy: Top 100 Stocks by Market Cap (2021)
Explore algorithmic trading strategies using the top 100 stocks by market cap in 2021, including monthly rebalancing with equal and market cap-weighted allocations for various subsets (Top 5, 10, 25, 50).
Read the conversation below. Open the interactive view for charts, attachments, and continuing this conversation.
Aurora
Hello. Would you like to create a new algorithmic trading strategy?
User
What 100 stocks had the highest market cap in 2021
Aurora
Here's a summary of the top 100 stocks by market capitalization at the end of 2021.
Top 100 Stocks by Market Cap (Year-End 2021)
| Ticker | Company Name | Market Cap (USD) | Date |
|---|---|---|---|
| AAPL | Apple Inc. | 2,963,222,636,670 | 2021-12-31 |
| MSFT | Microsoft Corp. | 2,533,019,152,992 | 2021-12-31 |
| GOOG | Alphabet Inc. | 1,926,437,348,800 | 2021-12-31 |
| AMZN | Amazon.com Inc. | 1,683,872,000,000 | 2021-12-31 |
| TSLA | Tesla Inc. | 1,054,666,440,000 | 2021-12-31 |
| META | Meta Platforms Inc. | 946,488,900,000 | 2021-12-31 |
| NVDA | NVIDIA Corp. | 735,250,000,000 | 2021-12-31 |
| TSM | Taiwan Semiconductor Mfg. | 623,936,814,508 | 2021-12-31 |
| TM | Toyota Motor Corp. | 562,881,338,711 | 2021-12-31 |
| UNH | UnitedHealth Group Inc. | 472,941,186,675 | 2021-12-31 |
| JPM | JPMorgan Chase & Co. | 471,455,455,000 | 2021-12-31 |
| V | Visa Inc. | 463,644,829,324 | 2021-12-31 |
| JNJ | Johnson & Johnson | 450,495,054,233 | 2021-12-31 |
| HD | Home Depot Inc. | 437,984,412,427 | 2021-12-31 |
| WMT | Walmart Inc. | 401,352,474,088 | 2021-12-31 |
| PG | Procter & Gamble Co. | 400,481,919,134 | 2021-12-31 |
| BAC | Bank of America Corp. | 365,996,985,000 | 2021-12-31 |
| MA | Mastercard Inc. | 358,215,216,043 | 2021-12-31 |
| PFE | Pfizer Inc. | 331,624,800,000 | 2021-12-31 |
| DIS | Walt Disney Co. | 281,536,729,786 | 2021-12-31 |
| AVGO | Broadcom Inc. | 273,889,478,035 | 2021-12-31 |
| ACN | Accenture plc | 272,251,353,921 | 2021-12-31 |
| ADBE | Adobe Inc. | 269,807,148,000 | 2021-12-31 |
| CSCO | Cisco Systems Inc. | 267,277,925,060 | 2021-12-31 |
| NFLX | Netflix Inc. | 266,637,466,767 | 2021-12-31 |
| LLY | Eli Lilly & Co. | 264,229,013,580 | 2021-12-31 |
| NKE | Nike Inc. | 263,638,810,004 | 2021-12-31 |
| TMO | Thermo Fisher Scientific | 262,892,560,000 | 2021-12-31 |
| XOM | Exxon Mobil Corp. | 260,940,048,082 | 2021-12-31 |
| KO | Coca-Cola Co. | 255,668,780,000 | 2021-12-31 |
| COST | Costco Wholesale Corp. | 250,823,377,505 | 2021-12-31 |
| ABT | Abbott Laboratories | 248,868,708,017 | 2021-12-31 |
| PEP | PepsiCo Inc. | 240,067,220,000 | 2021-12-31 |
| ABBV | AbbVie Inc. | 239,371,014,961 | 2021-12-31 |
| ORCL | Oracle Corp. | 238,796,590,590 | 2021-12-31 |
| DHR | Danaher Corp. | 235,275,051,000 | 2021-12-31 |
| CRM | Salesforce Inc. | 234,053,730,000 | 2021-12-31 |
| CMCSA | Comcast Corp. | 230,914,040,000 | 2021-12-31 |
| CVX | Chevron Corp. | 224,776,884,000 | 2021-12-31 |
| PYPL | PayPal Holdings Inc. | 221,392,920,000 | 2021-12-31 |
| VZ | Verizon Communications | 216,517,320,000 | 2021-12-31 |
| INTC | Intel Corp. | 209,450,500,000 | 2021-12-31 |
| QCOM | Qualcomm Inc. | 206,460,230,000 | 2021-12-31 |
| MCD | McDonald's Corp. | 200,314,081,616 | 2021-12-31 |
| WFC | Wells Fargo & Co. | 194,621,274,000 | 2021-12-31 |
| MRK | Merck & Co. Inc. | 193,899,200,000 | 2021-12-31 |
| UPS | United Parcel Service Inc. | 187,547,500,000 | 2021-12-31 |
| LOW | Lowe's Companies Inc. | 178,980,001,711 | 2021-12-31 |
| LIN | Linde plc | 178,469,996,670 | 2021-12-31 |
| BHP | BHP Group Ltd. | 178,061,360,794 | 2021-12-31 |
| INTU | Intuit Inc. | 175,658,190,571 | 2021-12-31 |
| AMD | Advanced Micro Devices Inc. | 174,694,600,000 | 2021-12-31 |
| TXN | Texas Instruments Inc. | 173,957,810,000 | 2021-12-31 |
| MS | Morgan Stanley | 171,878,160,000 | 2021-12-31 |
| UNP | Union Pacific Corp. | 163,426,991,000 | 2021-12-31 |
| SCHW | Charles Schwab Corp. | 159,117,200,000 | 2021-12-31 |
| PM | Philip Morris International | 147,981,841,050 | 2021-12-31 |
| TMUS | T-Mobile US Inc. | 144,890,600,890 | 2021-12-31 |
| HON | Honeywell International Inc. | 143,997,006,000 | 2021-12-31 |
| AMAT | Applied Materials Inc. | 142,084,828,760 | 2021-12-31 |
| MDT | Medtronic plc | 139,026,887,421 | 2021-12-31 |
| BLK | BlackRock Inc. | 139,002,357,237 | 2021-12-31 |
| BMY | Bristol-Myers Squibb | 138,354,650,000 | 2021-12-31 |
| SBUX | Starbucks Corp. | 137,825,751,000 | 2021-12-31 |
| CVS | CVS Health Corp. | 136,274,360,000 | 2021-12-31 |
| EL | Estee Lauder Companies Inc. | 134,086,440,000 | 2021-12-31 |
| T | AT&T Inc. | 133,256,287,693 | 2021-12-31 |
| AMT | American Tower Corp. | 133,153,020,000 | 2021-12-31 |
| GS | Goldman Sachs Group Inc. | 132,591,830,000 | 2021-12-31 |
| TTE | TotalEnergies SE | 130,595,634,612 | 2021-12-31 |
| NOW | ServiceNow Inc. | 129,172,890,000 | 2021-12-31 |
| RTX | RTX Corporation | 128,272,430,000 | 2021-12-31 |
| ISRG | Intuitive Surgical Inc. | 128,198,239,641 | 2021-12-31 |
| AMGN | Amgen Inc. | 127,557,990,000 | 2021-12-31 |
| AXP | American Express Co. | 125,644,800,000 | 2021-12-31 |
| PLD | Prologis Inc. | 124,491,950,040 | 2021-12-31 |
| SE | Sea Ltd. | 123,853,793,007 | 2021-12-31 |
| BUD | Anheuser-Busch InBev SA/NV | 121,826,600,000 | 2021-12-31 |
| IBM | International Business Machines | 119,905,994,777 | 2021-12-31 |
| C | Citigroup Inc. | 119,831,877,000 | 2021-12-31 |
| BA | Boeing Co. | 118,496,952,000 | 2021-12-31 |
| CHTR | Charter Communications Inc. | 116,892,400,864 | 2021-12-31 |
| ZTS | Zoetis Inc. | 115,670,220,000 | 2021-12-31 |
| SPGI | S&P Global Inc. | 113,687,937,000 | 2021-12-31 |
| TGT | Target Corp. | 112,951,758,426 | 2021-12-31 |
| ELV | Elevance Health Inc. | 112,507,960,913 | 2021-12-31 |
| CAT | Caterpillar Inc. | 111,370,838,000 | 2021-12-31 |
| JD | JD.com Inc. | 108,983,864,990 | 2021-12-31 |
| INFY | Infosys Ltd. | 107,837,326,012 | 2021-12-31 |
| DE | Deere & Co. | 106,961,823,926 | 2021-12-31 |
| MU | Micron Technology Inc. | 104,199,801,195 | 2021-12-31 |
| ADP | Automatic Data Processing | 103,908,812,000 | 2021-12-31 |
| GE | General Electric Co. | 103,828,875,604 | 2021-12-31 |
| ABNB | Airbnb Inc. | 103,392,287,880 | 2021-12-31 |
| MMM | 3M Company | 102,954,348,000 | 2021-12-31 |
| MRNA | Moderna Inc. | 102,607,920,000 | 2021-12-31 |
| SNOW | Snowflake Inc. | 101,929,875,000 | 2021-12-31 |
| LRCX | Lam Research Corp. | 101,262,422,882 | 2021-12-31 |
| SYK | Stryker Corp. | 100,844,082,000 | 2021-12-31 |
| BKNG | Booking Holdings Inc. | 98,531,577,640 | 2021-12-31 |
Summary:
The table presents the top 100 companies by market capitalization as of December 31, 2021. Apple AAPL led with nearly $3 trillion, followed by Microsoft MSFT and Alphabet GOOG. The list includes a diverse range of sectors, including technology, retail, finance, healthcare, and consumer goods, reflecting the overall composition of the global economy.
Pros:
- Comprehensive Overview: Provides a snapshot of market leaders at a specific point in time.
- Diverse Sectors: Includes companies from various industries, offering a broad view of the market.
Cons:
- Static Data: Reflects market conditions at the end of 2021, which may not be current.
- Limited Information: Only includes market capitalization and ticker symbol, lacking other financial metrics.
Unusual Observations:
- The dominance of technology companies in the top rankings is notable, indicating the significant role of tech in the global economy.
- The presence of companies like Tesla TSLA and Meta META in the top 10 highlights the impact of innovative and disruptive businesses.
Disclaimers:
- This analysis is based on market capitalization data from December 31, 2021, and may not reflect current market conditions.
- Market conditions can change rapidly, impacting stock performance.
- Past performance is not indicative of future results.
- This information is for informational purposes only and should not be considered financial advice. Consult with a financial advisor before making any investment decisions. I am an AI and cannot provide financial advice.
User
Of the 100, create a strategy that rebalances all of them every month at equal weight.
Aurora
Description:
This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain an equal weight allocation across all 100 stocks. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000.
For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK.
JSON:
User
Of the 100, create a strategy that rebalances all of them every month at weights relative to their market cap
Aurora
Description:
This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain weights relative to their market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000.
For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK.
JSON:
User
Of the 100, create a strategy that rebalances the top 50 by market cap every month at equal weight.
Aurora
Description:
This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain an equal weight allocation across the top 50 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000.
For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK.
JSON:
User
Of the 100, create a strategy that rebalances the top 50 by market cap relative to their market cap
Aurora
Description:
This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain weights relative to their market cap across the top 50 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000.
For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK.
JSON:
User
Of the 100, create a strategy that rebalances the top 25 by market cap every month at equal weight.
Aurora
Description:
This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain an equal weight allocation across the top 25 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000.
For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK.
JSON:
User
Of the 100, create a strategy that rebalances the top 25 by market cap relative to their market cap
Aurora
Description:
This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain weights relative to their market cap across the top 25 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000.
For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK.
JSON:
User
Of the 100, create a strategy that rebalances the top 10 by market cap every month at equal weight.
Aurora
Description:
This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain an equal weight allocation across the top 10 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000.
For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK.
JSON:
User
Of the 100, create a strategy that rebalances the top 10 by market cap every month at weights relative to their market cap
Aurora
Description:
This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain weights relative to their market cap across the top 10 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000.
For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK.
JSON:
User
Of the 100, create a strategy that rebalances the top 5 by market cap every month at equal weight.
Aurora
Description:
This portfolio implements a monthly rebalancing strategy for the top 100 stocks by market capitalization as of the end of 2021. The strategy rebalances the portfolio every month (every 30 days) to maintain an equal weight allocation across the top 5 stocks by market cap. This approach ensures diversification across market leaders, systematically adjusting holdings to capture gains and mitigate risks. The portfolio starts with an initial value of $10,000.
For clarity, the complete list of stocks includes AAPL, MSFT, GOOG, AMZN, TSLA, META, NVDA, TSM, TM, UNH, JPM, V, JNJ, HD, WMT, PG, BAC, MA, PFE, DIS, AVGO, ACN, ADBE, CSCO, NFLX, LLY, NKE, TMO, XOM, KO, COST, ABT, PEP, ABBV, ORCL, DHR, CRM, CMCSA, CVX, PYPL, VZ, INTC, QCOM, MCD, WFC, MRK, UPS, LOW, LIN, BHP, INTU, AMD, TXN, MS, UNP, SCHW, PM, TMUS, HON, AMAT, MDT, BLK, BMY, SBUX, CVS, EL, T, AMT, GS, TTE, NOW, RTX, ISRG, AMGN, AXP, PLD, SE, BUD, IBM, C, BA, CHTR, ZTS, SPGI, TGT, ELV, CAT, JD, INFY, DE, MU, ADP, GE, ABNB, MMM, MRNA, SNOW, LRCX and SYK.
JSON: