Stock market investing is an inherently risky and imprecise activity, requiring complex decision making under uncertainty. This paper proposes a method that applies fuzzy rule-based inference to rank stocks based on price momentum and market capitalization. Experiments performed on Thai stock market data showed that high-momentum stocks significantly outperformed the market index benchmark, and that stocks of companies with small market capitalization performed better than larger ones. Fuzzy rule-based inference was applied to combine both the momentum factor and the market capitalization factor, with different sets of rules for different prevailing market conditions. The result produced a higher investment return than using either momentum or market capitalization alone.