High-Beta AI Names Fall 7.8% as the Rest Rally

July 24, 2026 · 14:56 ET

The top 50 high-beta momentum names are down -7.76%, 16th worst of 1,647 sessions since 2020, while the rest of the universe is up +1.07% and SPY sits at +0.01%. A July 24 Goldman Sachs Prime Services note led by Vincent Lin calls this month's AI selling a "healthy reset"; today's print says the selling is still in progress. Beta at -2.04% (z=-2.1) is carrying 30% of the day's cross-sectional variance, and the session low was the most recent print.

Their Reset, Our Numbers

Goldman's prime desk describes hedge funds net-selling US technology in six of the past eight weeks — the largest such episode in its decade of data — with AI positioning back down to the 65th percentile, net leverage at 71.3% as of July 23 and gross leverage at 313.7%. Their momentum measure is down roughly 40% over 17 trading sessions; the closest lens our bundle offers is Long-Term Momentum's trailing 20-day z of z=-1.2, a different construction over a different window, agreeing on direction and not comparable on size. Today is what gets added to that record: the crowded high-beta momentum cohort's top 50 names fell -7.76%, the broader ~190-name version -4.04% and 15.9% below its high, and the top 50 moved 1.9× the broader group against a 1.14× norm. The more a name fit the high-beta momentum profile, the harder it fell.

FactorReturnZ-Score5d Z20d Z63d ZCategoryDirection
Semiconductors-1.41%z=-2.4+1.2-1.4+0.2ThematicHigh-exposure names underperformed
Medium-Term Momentum+0.68%z=+2.3-2.3-2.1+0.9Style-MomentumPast month's winners kept leading
Liquidity-0.64%z=-2.2+1.1-0.1-0.4StyleLowest-turnover names outperformed
Beta-2.04%z=-2.1-0.0-2.1-0.1Style-RiskMost market-sensitive names underperformed
Long-Term Momentum-1.32%z=-2.0+0.9-1.2+0.6Style-Momentum1-year winners underperformed 1-year laggards
High-Beta Momentum Cohort — Today's Session Path
The top 50 high-beta momentum names bottomed at -7.89% at 14:41 ET, with no bounce off the low.
High-Beta Momentum Cohort — Today's Session Path
SeriesRet Pct
joint-4.04
tight50-7.76
market0.07
rest1.07

What Is Actually Being Sold

The damage is sorted by exposure, not by news. The highest-beta names fell -5.85%, the strongest 1-year winners -3.50%, and the most semiconductor-exposed -4.48% on a Semiconductors factor at z=-2.4. Micron is down -7.52% with the style complex accounting for essentially all of it and the stock's own move a positive +1.19%; SanDisk -11.03%, Nebius -12.15%, Bloom Energy -13.30% and Aehr Test Systems -12.78% are the same picture. Intel, whose largest exposures are 1-year momentum at 3.4σ, semiconductors at 2.3σ and beta at 2.2σ, is -5.79% the session after its results. Alphabet's capital-spending guidance of $195–205 billion and its first negative free-cash-flow quarter set this off yesterdayFT, and Microsoft and Meta report into the same scrutiny next weekBloomberg.

Today's Return by Beta Exposure z=-2.1
Beta's move is concentrated in the top exposure bucket at -5.8% — the low-beta side of the cross-section is barely moving.
Today's Return by Beta Exposure z=-2.1
BucketAvg Ret Pct
10.48
21.43
31.40
41.12
51.16
61.34
71.17
81.59
91.05
101.15
110.60
120.24
130.72
140.85
150.43
16-0.26
17-0.96
18-2.26
19-3.69
20-5.91
ETFThemeToday1d Ago5d Ago20d Ago63d Ago
DRAMmemory chips & storage-8.71%+0.92%+11.39%-16.63%+56.30%
EWYsouth korea-5.75%+2.01%+6.43%-11.86%+11.59%
AIPOAI power infrastructure-3.74%+0.63%+4.10%-7.41%+1.06%
SMHsemiconductors-3.28%-1.15%+1.98%-6.26%+21.67%
MTUMmomentum-2.44%-0.08%+3.48%-4.39%+13.76%
ARKKinnovation growth-2.39%-2.89%-3.70%-3.77%-6.90%
USOoil-2.55%+5.93%+16.92%+31.24%+7.80%
SPYlarge cap+0.01%-1.23%-1.67%+0.67%+3.79%
IWDlarge and mid cap value+0.81%-0.54%-1.31%+2.15%+8.66%
XLREreal estate+2.15%-0.13%-1.12%+0.99%+3.43%

Winners Generally Are Fine

Here is the part the index-level story misses: Medium-Term Momentum is +0.68% (z=+2.3), its 98.7th percentile since 2020 and the strongest reading since April 29 — the past month's relative winners kept outperforming the past month's losers even as the 1-year winners were marked down -1.32%. Two momentum horizons pointing opposite ways narrows the target: what is being sold is the year-long high-beta AI complex specifically, not strength as a characteristic. DRAM at -8.71% against +56.30% over 63 days and EWY at -5.75% put the same boundary on the map geographically, with memory names facing earnings this weekBloomberg.

Where the Bid Went

Real estate is the best sector on a median-stock basis at +1.44%, and the driver is company-specific: Digital Realty +12.62%, almost entirely its own move and the largest such move in its trailing year, after raising full-year core FFO guidance on a record signed-but-not-commenced backlogEconomic Times. Rexford Industrial, also fresh off results, is +8.51%; XLRE at +2.15% reverses a -1.12% week. Rates helped at the margin — the 2-year at 4.33% (-3.4 bp) and the 10-year at 4.68% (-2.4 bp)CNBC — though the 30-year at 5.16% keeps the long end near levels last seen in 2007Bloomberg. The AI bill is not shrinking; it is changing hands, with BlackRock marketing $12.3 billion of bonds for a Meta data center this morningBloomberg. Elsewhere the day belonged to single names with their own results: Tenet Healthcare +15.71%Economic Times, SLB +10.67%CNBC, SAP +9.66% on 24% constant-currency cloud growthBloomberg, against American Express -4.95% — the day's sharpest negative stock-specific move — after this morning's report.

Today's Sector Returns (Median Stock)
Real estate +1.44% leads and information technology -0.95% trails; every other sector median is positive.
Today's Sector Returns (Median Stock)
SectorMedian Ret Pct
Information Technology-0.71
Energy-0.22
Health Care-0.08
Utilities0.10
Materials0.14
Industrials0.40
Communication Services0.90
Financials0.94
Consumer Discretionary1.03
Consumer Staples1.18
Real Estate1.31

The Case Against Forced Selling

In yesterday's session the group's volume ran at 0.4× the pace of the broader market, the names did not move as one basket, and the easiest-to-sell names were not sold first: the most liquid third was +0.06% while the least liquid was -1.89%. That is not the fingerprint of a margin-driven exit. Index volatility agrees — VIX at 18.35, the 54th percentile of its own history, against implied single-stock volatility (Cboe VIXEQ) at 47.31, the 97th. Underneath, realized 20-day pairwise correlation is 4.15%, the 0.2nd percentile since 2020 and pinned there since earlier this week, with style factors carrying 27.3 vol points of the blended 20-day variance (93.1st percentile) against 8.4 for the index leg (1.2nd). Oil is the other thing that stopped helping: USO -2.55% today after +31.24% over 20 days, with Brent back off the $100 handleBloomberg.

Realized 20-Day Volatility vs Implied — Since 2025
Style variance at 27.3 vol points sits in the 93rd percentile while the index leg at 8.4 is in the 1st — a factor fight under a quiet index.
Realized 20-Day Volatility vs Implied — Since 2025
SeriesToday Vol PtsPrev Close Vol Pts
total46.0046.21
market8.408.58
style27.3026.85

Where to look in a book: DRAM, SMH, EWY, AIPO and MTUM for the exposure being sold; MU, SNDK, NBIS and BE as names whose moves are the factor complex rather than their own stories; XLRE, VNQ, IYR, DLR and REXR for the receiving end; IWD and USMV (+0.68%) for the low-beta side that is being left alone.

Economic Context

S&P Global's flash US composite PMI, released at 9:45 AM ET, rose to 53.6 from 51.9 — the fastest expansion since November — with services at 53.6 against a 51.2 consensus and manufacturing slipping to 53.8; selling-price inflation ran near a four-year high. The New York Fed's staff nowcast, updated at 12:45 PM ET, left 2026:Q2 growth at 2.8% and Q3 at 2.6%, unchanged on the week's data. Futures put roughly a 38% probability on a hike at the July 29 FOMC federalreserve.gov meeting, up from 12% a week ago, with September odds at 82%CNBC.

Factor Regime Reference

Variance decomposition: live intraday — 20260724 session, bracketed against its trailing-year range. Factor returns are trailing through last close. Total cross-sectional dispersion: 68%ile of the past year.

Variance mix — % of total, today vs 1d ago vs 1-yr avg

market 15%ile style 98.4%ile thematic 51%ile idiosyncratic 9.6%ile

Today (live)
50%47%
1d ago
20%73%
1-yr avg
10%20%68%

Variance explained — today vs. factor's trailing-year range

Beta 30.32% · 96%ile Long-Term Momentum 10.03% · 94%ile Medium-Term Momentum 3.35% · 97%ile Liquidity 1.55% · 92%ile Short-Term Momentum 1.36% · 83%ile Semiconductors 0.91% · 79%ile One-Day Momentum 0.76% · 76%ile Value 0.47% · 76%ile Residual Volatility 1.90% · 74%ile Oil 0.58% · 67%ile Gold 0.57% · 72%ile Dividend Yield 0.28% · 68%ile

Marker = the factor's share of today's total variance, placed in its own trailing-year range (box 25–75%ile, ticks 90%ile and max). Amber marker = unusually load-bearing today (≥90%ile of its own year). Factor name green = up today / red = down.

Correlation & dispersion — realized vs implied

Pairwise realized correlation (20d): 4.15% 0.2%ile since 2020 · 4.8%ile 3m

Top-500 pairwise: 6.18% 1.2%ile since 2020 · 6.3%ile 3m · implied (Cboe COR1M): 7.59 1.0%ile of its own history (gap -1.4pp)

Realized 20d vol (ann. pts): all stocks 46 vs VIXEQ 47 · index 8 vs VIX 18 · style factors 27 93.1%ile

20-day window (19 completed days + today); percentiles vs model history since 2020; '3m' tokens rank vs the trailing 63 trading days; definitions in Terms below. Implied prints (Cboe) are delayed ~15 min. as of 14:41 ET

Top 50 high-beta momentum names (eq-wt, since-2020 rank): -7.8% 0.9%ile · rest of market +1.1%

Trailing factor returns

FactorToday1d5d20d60d
Style-Risk
Beta-2.04% z-2.1-0.54%+1.50%-6.40%+0.05%
Residual Volatility-0.52% z-1.0-0.12%+0.15%+0.04%-0.89%
International-0.01% z-0.0-0.13%+0.19%+0.84%-1.39%
Style
Liquidity-0.64% z-2.2-0.19%+1.60%-0.15%-0.75%
Dividend Yield-0.21% z-1.1-0.07%+0.68%+0.14%+1.02%
Value+0.25% z+1.0+0.03%+0.18%-0.63%-1.18%
Leverage-0.06% z-0.3+0.20%+0.53%-0.86%+0.22%
Profitability+0.05% z+0.2+0.21%+0.10%-0.50%-0.71%
Size-0.09% z-0.2-0.27%-0.30%-0.15%+0.34%
Growth+0.03% z+0.1+0.33%+0.02%+1.36%+2.01%
Style-Momentum
Medium-Term Momentum+0.68% z+2.3-0.55%-2.19%-2.87%+1.25%
Long-Term Momentum-1.32% z-2.0+0.77%+3.52%-0.66%+4.37%
Short-Term Momentum-0.44% z-1.3+0.16%-0.88%-1.59%-2.75%
One-Day Momentum-0.34% z-1.2+0.11%-0.55%-1.33%+1.45%
Style-Positioning
Short Interest+0.17% z+0.9-0.20%-1.04%-0.15%+1.01%
Hedge-Fund Ownership+0.01% z+0.1-0.03%-0.52%+0.49%-0.97%
Style-Flow
Short-Sale Activity+0.11% z+1.0-0.21%-0.36%-0.40%-0.29%
Morning Activity+0.01% z+0.1-0.19%-0.28%-0.03%-1.34%
Thematic
Semiconductors-1.41% z-2.4+0.80%+3.44%-1.05%+2.18%
Oil-0.67% z-1.3-0.07%+1.43%+1.72%-0.24%
Bitcoin / Crypto-0.24% z-0.8-0.32%+0.24%-0.40%-1.05%
Gold+0.23% z+0.7+0.03%+1.05%+1.27%-3.53%
Treasury (Duration)+0.18% z+0.5+0.25%+0.87%+1.14%+0.38%
China+0.20% z+0.5-0.61%-0.07%+0.40%-5.08%

Terms

Pairwise realized correlation. Index variance net of the weighted idiosyncratic diagonal, over the cross terms — the estimator used for implied-correlation indices. 20-day window unless noted; history since 2020.

Factor z-score. Today's factor return divided by its daily-return standard deviation over ~1,600 trading days.

High-beta momentum cohort. US names above $2B market cap in the top quintile of both raw beta and 12-month momentum; membership frozen at each month's first business day. “Top 50” = the 50 strongest by combined rank.

Stock-specific (idiosyncratic) return. The part of a stock's move not explained by market, style, or thematic factors in our decomposition.

VIXEQ / DSPX / COR1M. Cboe implied indices: single-stock volatility, dispersion, and 1-month implied correlation (top-50 S&P names). Quotes delayed ~15 minutes.

Data compiled by FactorPulse AI; edited and verified by Jeff Klein. For informational purposes only. Does not constitute financial advice, an investment recommendation, or an offer to buy or sell any securities. Always consult a qualified financial professional before making investment decisions.

For more on factor construction methodology, see www.factorpulse.com/glossary.

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