@Neole you are looking for two different measures and a method to combine them. You want "rising" stocks and you want a measure of the "smoothness/consistency".
For "rising" one obvious choice would be momentum (rate-of-change) though you could of course use others.
For "smoothness/consistency" I interpret that as volatility. You could look at the Historical Volatility, the Standard Deviation, the Average True Range etc etc
The number of methods of combining the two are only limited by your imagination. But one effort was made by Perry Kaufman who published in his book Smarter Trading back in 1995, was the Efficiency Ratio (later often referred to as the Fractal Efficiency).
He wrote that the efficiency of a trend is calculated by dividing the net movement over a certain time period (I think in the book he initially used 30 trading days, pages 134-138), divided by the summation of the absolute value of the day-to-day price changes over the same time period. Later he used that ratio to help develop an adaptive smoothing constant which he used in his Kaufman Adaptive Moving Average (KAMA). This happens to be included as a standard indicator in AmiBroker,
And so for completeness the afl formulation of the Efficiency Ratio would be something like,
As an aside Markos Katsanos wrote an article comparing a few of these similar measures (R-Squared, VHF, ADX, ER) just as "trend" following measures and you can find all the afl's from that article here, (though IMHO @markos should have included his own "Congestion Index" which I think improves upon all of them).