Although there are softwares available which will let you run co-integration test on multiple stocks in a single go, most of them are paid.
I basically use an excel model which calculates it but you can only run it on one pair i.e 2 stocks at a time. It is available for free and if you want i can give you the link for it, if its not an infraction of the rules of this forum.
But as i said, its more of a hindrance rather than help.