ATTENTION:   The New Server is Alive and Well  ... and at Your Service!

We are now operating live on the new server. WooHoo!  We have completed the database file transfer of the from the old server to the new server and we are now in the process of re-running all Strategies on the new server so their support files (for charts and spreadsheets) will match exactly what you last saw on the old server. This process may take two hours or so, during which you will not yet be able to access your personal account information. When this message is gone you will know the process is complete and you may then continue to create and monitor Strategies to your heart's content.   :^)

Thanks for your patience while we make SectorSurfer faster and better for everyone,

Scott Juds
Chief SectorSurfer
 

Quality Stocks Momentum Screener

Best U.S. Stocks w/Dividends & Volume for Investment Strategies

See ETF Screener

Stock Screening SectorSurfer Style:

This stock screener doesn't directly generate a best stock "buy list". It qualifies stocks to participate as one of the dozen best stocks in a SectorSurfer Strategy. The Strategy's algorithm performs the final comparative analysis to determine which one, and only one, of them to own next month. Your job is to provide the algorithm with excellent stock selection alternatives.


This stock screener is designed for U.S. stocks with > $20M/day in trading volume AND > 1% annual dividend yield. Check boxes are provided below to change focus to include/exclude either of these two limitations.

The Stk. Rank column in the table below is a composite measure of trend quality, 3-yr relative price energy, and relative volatility. Stk. Rank should be your primary stock screening method to find the best stocks for your Strategies.  Additional technical analysis columns are provided to help you select top stocks according to your personal tastes — such as a particular P/E Ratio, or a minimum dividend yield. Please also review this material: stocks vs. Sectors & Asset Classes.

How to Select the Best U.S. Stocks for Your Investment Strategies:

1) Don't use performance measures that are poorly correlated to near term price performance. Daily volume, P/E Ratio, and dividends don't foretell next month's returns. Use Stk. Rank as your most important stock screening method.

2) Although Stk. Rank is already adjusted for relative volatility, which is a measure of the variability in results to expect, you may sleep better at night selecting lower volatility U.S. stocks. The best stocks will also give you peace of mind.

3) Finally, select a set of quality stocks that aren't clones of one another to increase the likelihood that at least one will be doing well when the others are not.
Stock Screener Strategy Examples 

This is not a stock buy-list. It's a ranking of stocks likely qualified to be in a Strategy. See above.

Sorting ...   Please Wait...

Quality Stocks Screener

(See Parameter Definitions Below Table)

Loading Data ...   Please Wait...
Chrome & FireFox are Fast, I.E. can be Quite Slow.

 > $20M/day Volume

 > 1% Dividend Yield

Total Qualified Stocks Listed: 696

2/24/2018 2:03:26 AM

Download CSV Spreadsheet File

Symbol Company Name Stk. Rank TrendQual 3YrExcess Volatility Sig.  1YrRange Vol.$M/d DivYield P/E Ratio
SP500 Standard & Poors 500 0.0 35% 0% 1.00
 
 
 
 
79% 5371.6 2.1% 14.0
MMM 3M 20.0 72% 24% 1.27
 
 
 
 
69% 368.9 2.3% 29.9
ABB ABB ADR 11.4 42% 29% 1.51
 
 
 
 
45% 28.9 3.0% 24.1
ABT Abbott Laboratories 4.1 18% 28% 1.63
 
 
 
 
78% 302.5 1.9% 221.9
ABBV AbbVie 21.2 71% 56% 2.15
 
 
 
 
89% 501.9 3.2% 36.1
ANF Abercrombie&Fitch 1.8 12% 93% 4.18
 
 
 
 
82% 53.4 3.8% 0.0
AKR Acadia Realty Trust -1.1 -12% 10% 1.58
 
 
 
 
28% 48.8 4.4% 42.7
ACN Accenture Cl A 25.4 76% 35% 1.47
 
 
 
 
98% 248.4 1.6% 28.8
AES AES -9.3 -55% 31% 2.12
 
 
 
 
28% 46.4 5.0% 0.0
AET Aetna 22.6 80% 44% 1.92
 
 
 
 
73% 314.3 1.1% 32.5
AFL AFLAC 10.1 39% 23% 1.29
 
 
 
 
90% 128.3 2.3% 8.1
AEM Agnico-Eagle Mines 1.8 9% 85% 3.38
 
 
 
 
10% 68.0 1.1% 34.7
APD Air Products&Chemicals 0.5 5% 10% 1.48
 
 
 
 
74% 84.5 2.7% 35.3
ALK Alaska Air Group 4.5 18% 52% 2.33
 
 
 
 
14% 87.3 2.0% 7.8
ALB Albemarle 21.8 54% 88% 2.34
 
 
 
 
51% 245.8 1.1% 27.5
ARE Alexandria Real Estate Equities 1.1 5% 23% 1.50
 
 
 
 
57% 31.3 2.9% 77.9
AGN Allergan -0.5 -5% 18% 2.32
 
 
 
 
6% 414.5 1.8% 0.0
LNT Alliant Energy 11.2 40% 26% 1.36
 
 
 
 
30% 76.6 3.4% 19.8
ALSN Allison Transmission Holdings 16.6 63% 34% 1.70
 
 
 
 
48% 29.5 1.5% 11.4
ALL Allstate 16.1 67% 22% 1.34
 
 
 
 
58% 162.9 2.0% 11.3
ALLY Ally Financial 12.2 47% 44% 2.03
 
 
 
 
75% 93.0 1.9% 13.7
MO Altria Group 3.2 10% 29% 1.37
 
 
 
 
26% 353.8 4.1% 12.1
AMC AMC Entertainment Holding -0.7 -7% 34% 3.17
 
 
 
 
19% 27.1 5.4% 0.0
AEE Ameren 11.6 40% 27% 1.34
 
 
 
 
34% 107.1 3.3% 26.0
AMX America Movil ADR 9.7 63% 33% 2.34
 
 
 
 
96% 38.7 1.6% 45.1
ACC American Campus Communities -1.7 -8% 25% 1.55
 
 
 
 
18% 37.3 4.7% 75.3
AEO American Eagle Outfitters 5.2 27% 63% 2.96
 
 
 
 
97% 49.9 2.6% 20.8
AEP American Electric Power 4.5 18% 22% 1.29
 
 
 
 
27% 150.3 3.7% 17.6
AXP American Express 13.2 63% 25% 1.60
 
 
 
 
87% 234.2 1.4% 34.1
AFG American Financial Group 37.9 95% 34% 1.26
 
 
 
 
68% 24.8 1.3% 21.3
AMH American Homes 4 Rent Cl A -1.0 -3% 31% 1.49
 
 
 
 
16% 68.3 1.0% 0.0
AIG American International Group 0.9 4% 24% 1.56
 
 
 
 
23% 333.1 2.1% 0.0
AMT American Tower REIT 3.2 11% 34% 1.52
 
 
 
 
69% 241.8 2.0% 53.9
AWK American Water Works 17.6 41% 40% 1.36
 
 
 
 
34% 51.8 2.1% 34.0
AMP Ameriprise Financial 19.2 83% 40% 2.06
 
 
 
 
64% 116.1 2.1% 17.0
ABC AmerisourceBergen -4.8 -31% 26% 2.01
 
 
 
 
77% 91.4 1.5% 21.2
APC Anadarko Petroleum 1.9 13% 51% 3.04
 
 
 
 
78% 303.9 1.6% 0.0
ANDV Andeavor 6.0 30% 49% 2.51
 
 
 
 
42% 133.7 2.5% 9.6
BUD Anheuser-Busch InBev ADR -6.8 -62% 13% 1.61
 
 
 
 
24% 133.9 3.5% 53.5
NLY Annaly Capital Management 8.8 25% 29% 1.21
 
 
 
 
13% 62.0 11.6% 7.8
ANTM Anthem 18.1 53% 50% 1.83
 
 
 
 
70% 238.4 1.3% 16.4
AON Aon 9.2 31% 26% 1.29
 
 
 
 
71% 137.8 1.0% 0.0
AOS A.O. Smith 26.3 75% 48% 1.78
 
 
 
 
90% 49.3 1.1% 39.1
APA Apache -1.1 -9% 48% 3.26
 
 
 
 
8% 287.1 2.8% 20.8
AIV Apartment Investment&Management -0.8 -7% 15% 1.54
 
 
 
 
10% 35.1 3.9% 845.2
ATR Aptargroup 11.9 51% 22% 1.35
 
 
 
 
93% 22.6 1.4% 26.6
ADM Archer Daniels Midland -4.2 -32% 20% 1.88
 
 
 
 
45% 116.6 3.2% 15.2
AROC Archrock -1.9 -14% 122% 5.14
 
 
 
 
30% 20.3 4.7% 38.8
AJG Arthur J. Gallagher 12.0 43% 24% 1.24
 
 
 
 
90% 49.2 2.4% 27.2
APAM Artisan Partners Asset Management 1.5 9% 33% 2.21
 
 
 
 
51% 20.1 7.0% 45.3
ASH Ashland Global Holdings 3.7 25% 17% 1.58
 
 
 
 
70% 40.4 1.3% 0.0
AHL Aspen Insurance Holdings 4.0 30% 18% 1.76
 
 
 
 
4% 28.1 2.7% 0.0
ASB Associated Banc-Corp. 2.1 9% 35% 1.90
 
 
 
 
74% 27.1 2.4% 17.6
AIZ Assurant 15.8 47% 45% 1.73
 
 
 
 
16% 23.5 2.5% 9.4
AGO Assured Guaranty 8.4 30% 47% 2.02
 
 
 
 
29% 77.1 1.6% 5.3
AZN AstraZeneca ADR -5.8 -36% 25% 1.91
 
 
 
 
67% 92.5 5.6% 28.4
ATO Atmos Energy 18.1 43% 38% 1.31
 
 
 
 
37% 40.3 2.4% 15.2
T AT&T 0.0 0% 22% 1.30
 
 
 
 
41% 622.0 5.5% 7.7
ALV Autoliv -2.0 -10% 37% 2.09
 
 
 
 
90% 68.3 1.7% 30.3
AVB Avalonbay Communities 1.9 16% 11% 1.40
 
 
 
 
12% 78.8 3.7% 25.2
AVY Avery Dennison 37.3 78% 58% 1.62
 
 
 
 
90% 52.1 1.5% 38.3
AXS AXIS Capital Holdings 7.9 39% 20% 1.40
 
 
 
 
8% 37.2 3.1% 0.0
BLL Ball -5.2 -41% 16% 1.67
 
 
 
 
54% 63.2 1.0% 35.5
BBVA Banco Bilbao Vizcaya Argentaria ADR 4.0 30% 31% 2.43
 
 
 
 
66% 138.0 5.0% 12.2
SAN Banco Santander ADR 8.2 53% 40% 2.61
 
 
 
 
76% 142.5 4.2% 14.4
BAC Bank of America 23.9 64% 66% 2.09
 
 
 
 
94% 1591.5 1.5% 20.7
BMO Bank of Montreal 8.0 29% 26% 1.35
 
 
 
 
65% 27.0 3.7% 13.0
BK Bank of New York Mellon 7.9 33% 31% 1.69
 
 
 
 
85% 174.8 1.7% 15.3
BNS Bank of Nova Scotia 15.1 49% 33% 1.49
 
 
 
 
62% 33.7 4.0% 12.5
BKU BankUnited 6.8 30% 37% 1.97
 
 
 
 
77% 30.1 2.1% 7.3
BBT BB&T 12.4 47% 32% 1.62
 
 
 
 
96% 160.4 2.4% 20.2
BCE BCE 0.0 0% 14% 1.12
 
 
 
 
31% 52.9 5.5% 18.6
BDX Becton Dickinson 9.4 38% 25% 1.43
 
 
 
 
61% 153.6 1.4% 168.2
BMS Bemis -1.4 -13% 13% 1.58
 
 
 
 
41% 30.9 2.8% 43.8
BBY Best Buy 20.5 79% 76% 2.78
 
 
 
 
85% 168.2 1.9% 18.5
BGS B&G Foods 6.1 26% 58% 2.54
 
 
 
 
11% 27.9 6.0% 20.7
BBL BHP Billiton ADR 8.2 49% 59% 3.10
 
 
 
 
84% 47.3 5.2% 19.4
BHP BHP Billiton ADR 8.4 45% 57% 2.86
 
 
 
 
86% 83.9 4.6% 21.9
BIG Big Lots 3.4 22% 35% 2.36
 
 
 
 
62% 48.2 1.8% 14.6
BLK BlackRock 14.5 63% 30% 1.68
 
 
 
 
80% 191.4 2.1% 18.1
BX Blackstone Group 4.5 27% 33% 2.22
 
 
 
 
64% 114.3 9.9% 15.7
BA Boeing 36.6 74% 67% 1.75
 
 
 
 
97% 1102.7 1.9% 26.5
BAH Booz Allen Hamilton Holding 2.8 17% 28% 2.02
 
 
 
 
81% 29.7 2.0% 20.2
BWA BorgWarner 7.3 52% 31% 2.36
 
 
 
 
71% 49.8 1.3% 25.3
BXP Boston Properties -5.8 -72% 9% 1.52
 
 
 
 
33% 75.5 2.7% 41.3
BP BP ADR 3.5 36% 16% 1.97
 
 
 
 
61% 268.1 6.0% 38.7
EAT Brinker International -4.0 -42% 18% 2.17
 
 
 
 
34% 41.0 4.3% 13.4
BMY Bristol-Myers Squibb -1.1 -7% 28% 2.04
 
 
 
 
89% 341.5 2.4% 115.2
BTI British American Tobacco ADR 1.3 6% 24% 1.58
 
 
 
 
23% 98.9 4.3% 10.9
BRX Brixmor Property Group -0.5 -7% 11% 1.93
 
 
 
 
19% 39.6 7.0% 16.0
BR Broadridge Financial Solutions 25.7 70% 37% 1.41
 
 
 
 
100% 67.4 1.4% 32.3
BAM Brookfield Asset Management Cl A 3.6 29% 15% 1.63
 
 
 
 
57% 60.0 1.5% 30.4
BC Brunswick -3.9 -40% 22% 2.40
 
 
 
 
67% 28.1 1.3% 37.1
BT BT Group ADR -0.6 -17% 7% 2.25
 
 
 
 
27% 21.3 3.9% 15.7
BPL Buckeye Partners -2.7 -29% 19% 2.23
 
 
 
 
12% 42.0 10.7% 14.1
BG Bunge -4.9 -35% 31% 2.36
 
 
 
 
64% 64.6 2.4% 86.3
CPT Camden Property Trust -0.6 -4% 17% 1.44
 
 
 
 
19% 44.2 3.8% 38.9
CPB Campbell Soup 4.0 17% 30% 1.66
 
 
 
 
8% 104.6 3.2% 12.7
CM Canadian Imperial Bank of Commerce 6.7 21% 32% 1.41
 
 
 
 
73% 51.6 4.5% 10.9
CNI Canadian National Railway 8.0 45% 20% 1.56
 
 
 
 
47% 98.0 1.9% 21.9
CNQ Canadian Natural Resources 5.2 28% 59% 2.90
 
 
 
 
46% 60.6 2.7% 19.1
COF Capital One Financial 8.6 40% 36% 2.00
 
 
 
 
76% 130.9 1.6% 28.7
CAH Cardinal Health -7.9 -129% 9% 1.92
 
 
 
 
48% 113.1 2.7% 12.1
CSL Carlisle 5.8 23% 29% 1.54
 
 
 
 
48% 32.0 1.4% 18.3
CCL Carnival 10.6 37% 43% 1.87
 
 
 
 
78% 138.5 2.6% 19.2
CRI Carters -4.3 -13% 48% 1.88
 
 
 
 
83% 47.4 1.2% 23.2
CAT Caterpillar 25.6 62% 65% 1.93
 
 
 
 
87% 698.5 1.9% 129.4
CBS CBS Cl B 3.8 20% 29% 1.88
 
 
 
 
23% 146.9 1.3% 49.0
CE Celanese Series A 5.3 15% 60% 2.01
 
 
 
 
67% 32.7 1.8% 17.0
CVE Cenovus Energy -2.7 -28% 39% 3.28
 
 
 
 
13% 30.6 2.1% 4.5
CNP CenterPoint Energy 13.6 42% 35% 1.50
 
 
 
 
45% 94.5 4.0% 6.7
CTL CenturyLink -4.9 -64% 19% 2.53
 
 
 
 
35% 152.7 11.9% 10.4
CF CF Industries Holdings -0.2 -1% 57% 3.32
 
 
 
 
100% 117.4 2.7% 28.9
CVX Chevron 5.8 26% 31% 1.77
 
 
 
 
32% 666.5 4.0% 23.2
CHS Chico's Fas -3.5 -36% 32% 2.97
 
 
 
 
21% 45.0 3.9% 12.9
CHL China Mobile ADR -3.2 -44% 9% 1.66
 
 
 
 
9% 20.3 4.3% 12.1
CHH Choice Hotels International 8.3 29% 37% 1.70
 
 
 
 
94% 29.3 1.1% 40.2
CB Chubb 10.2 59% 15% 1.27
 
 
 
 
43% 163.0 2.0% 17.6
CHD Church&Dwight -6.0 -32% 17% 1.33
 
 
 
 
54% 92.7 1.8% 16.8
CNK Cinemark Holdings 2.2 16% 20% 1.88
 
 
 
 
80% 161.6 2.7% 20.0
CIT CIT Group 6.9 44% 28% 2.06
 
 
 
 
96% 30.0 1.2% 31.8
C Citigroup 12.3 47% 42% 1.97
 
 
 
 
85% 932.1 1.7% 0.0
CFG Citizens Financial Group 17.2 49% 66% 2.16
 
 
 
 
89% 108.8 1.9% 14.2
CLX Clorox -2.1 -7% 25% 1.27
 
 
 
 
20% 112.0 3.0% 21.4
CMS CMS Energy 4.5 15% 26% 1.30
 
 
 
 
33% 144.2 3.3% 26.7
CNO CNO Financial Group 5.6 23% 45% 2.14
 
 
 
 
54% 22.2 1.6% 23.0
KO Coca-Cola 5.8 35% 12% 1.03
 
 
 
 
35% 320.2 3.5% 163.1
CCE Coca-Cola European Partners -1.9 -11% 30% 2.02
 
 
 
 
42% 65.6 3.3% 27.6
CL Colgate-Palmolive -0.4 -5% 8% 1.28
 
 
 
 
22% 160.9 2.3% 30.8
CLNS Colony NorthStar 1.2 9% 31% 2.52
 
 
 
 
3% 54.6 13.4% 0.0
CMA Comerica 23.5 64% 71% 2.18
 
 
 
 
97% 98.9 1.2% 23.8
CMC Commercial Metals 8.8 44% 60% 2.85
 
 
 
 
86% 21.2 1.9% 38.4
CAG Conagra Brands 1.5 8% 31% 2.04
 
 
 
 
43% 83.2 2.3% 21.6
COP ConocoPhillips 1.1 8% 34% 2.62
 
 
 
 
78% 365.8 2.0% 0.0
ED Consolidated Edison 4.9 16% 28% 1.29
 
 
 
 
20% 108.2 3.7% 15.7
CPA Copa Holdings Cl A 8.1 33% 92% 3.21
 
 
 
 
95% 32.2 2.5% 16.2
CLB Core Laboratories -5.7 -47% 34% 2.72
 
 
 
 
66% 40.6 2.0% 58.3
COR CoreSite Realty 26.2 49% 80% 1.88
 
 
 
 
29% 42.5 4.1% 52.1
GLW Corning 11.7 45% 36% 1.79
 
 
 
 
34% 249.5 2.5% 0.0
OFC Corporate Office Properties Trust 1.6 5% 31% 1.47
 
 
 
 
11% 23.3 4.2% 55.2
COTY Coty Cl A 0.7 5% 41% 2.84
 
 
 
 
88% 106.6 2.4% 0.0
CVA Covanta Holding -2.5 -24% 19% 2.13
 
 
 
 
34% 48.6 6.9% 33.9
BAP Credicorp 24.0 68% 60% 2.02
 
 
 
 
77% 20.1 2.2% 13.8
CS Credit Suisse Group ADR 13.6 77% 45% 2.58
 
 
 
 
81% 44.3 3.8% 0.0
CCI Crown Castle International 4.7 22% 21% 1.38
 
 
 
 
83% 186.4 3.8% 108.3
CUBE CubeSmart 3.6 14% 34% 1.73
 
 
 
 
62% 26.6 4.4% 36.2
CFR Cullen/Frost Bankers 9.5 34% 54% 2.19
 
 
 
 
90% 23.5 2.1% 19.5
CMI Cummins 14.5 52% 41% 1.84
 
 
 
 
51% 279.5 2.6% 28.5
CVS CVS Health -3.3 -71% 6% 1.72
 
 
 
 
10% 382.0 2.9% 10.5
DAN Dana 17.2 53% 79% 2.52
 
 
 
 
59% 27.0 1.4% 40.0
DRI Darden Restaurants 23.5 61% 52% 1.75
 
 
 
 
82% 132.8 2.6% 24.5
DCP DCP Midstream 7.9 42% 72% 3.25
 
 
 
 
43% 22.1 8.8% 82.3
DCT DCT Industrial Trust 17.3 41% 43% 1.44
 
 
 
 
67% 20.2 2.6% 50.7
DDR DDR Corp -1.4 -27% 9% 2.05
 
 
 
 
12% 28.6 9.8% 0.0
DF Dean Foods -2.1 -16% 32% 2.50
 
 
 
 
10% 25.4 3.6% 21.8
DE Deere 29.8 81% 54% 1.84
 
 
 
 
87% 327.8 1.4% 38.0
DK Delek US Holdings 11.2 52% 92% 3.45
 
 
 
 
72% 21.6 1.8% 21.8
DAL Delta Air Lines 9.4 49% 40% 2.27
 
 
 
 
57% 223.7 2.3% 10.8
DNR Denbury Resources 1.4 17% 185% 8.05
 
 
 
 
81% 24.2 10.1% 6.2
DB Deutsche Bank -3.0 -31% 35% 3.13
 
 
 
 
26% 50.6 1.2% 0.0
DEO Diageo ADR -1.1 -6% 17% 1.38
 
 
 
 
77% 44.7 2.1% 21.0
DKS Dick's Sporting Goods 4.1 28% 43% 2.79
 
 
 
 
31% 63.3 2.7% 12.1
DLR Digital Realty Trust 12.1 31% 53% 1.74
 
 
 
 
17% 140.5 3.6% 101.2
DIN DineEquity -10.5 -95% 21% 2.19
 
 
 
 
97% 32.4 3.7% 0.0
DFS Discover Financial Services 8.1 31% 34% 1.70
 
 
 
 
90% 99.0 1.8% 14.7
DG Dollar General 15.1 55% 45% 2.00
 
 
 
 
78% 152.4 1.1% 21.5
D Dominion Energy -1.2 -11% 9% 1.22
 
 
 
 
22% 146.7 4.4% 15.4
UFS Domtar 0.7 5% 30% 2.20
 
 
 
 
59% 21.9 3.8% 0.0
DEI Douglas Emmett -1.3 -6% 23% 1.48
 
 
 
 
27% 35.7 2.7% 63.5
DOV Dover 9.5 50% 29% 1.89
 
 
 
 
81% 69.4 1.8% 20.0
DHI D.R. Horton 16.1 49% 57% 2.03
 
 
 
 
61% 172.3 1.1% 16.7
DPS Dr Pepper Snapple Group 13.1 64% 25% 1.65
 
 
 
 
74% 220.8 2.0% 19.6
DSW DSW Cl A -11.9 -156% 25% 2.94
 
 
 
 
60% 20.0 4.1% 18.6
DTE DTE Energy 9.1 41% 19% 1.28
 
 
 
 
37% 102.0 3.4% 16.6
DUK Duke Energy -1.7 -9% 16% 1.25
 
 
 
 
23% 210.0 4.6% 17.7
DRE Duke Realty 14.0 46% 33% 1.51
 
 
 
 
17% 72.5 3.1% 33.2
DNB Dun&Bradstreet 5.6 35% 24% 1.89
 
 
 
 
97% 60.2 1.7% 32.7
EMN Eastman Chemical 6.0 29% 29% 1.79
 
 
 
 
98% 93.9 2.2% 10.2
ETN Eaton 8.4 42% 26% 1.70
 
 
 
 
62% 149.6 1.9% 12.3
EV Eaton Vance 15.1 61% 36% 1.83
 
 
 
 
71% 34.5 2.2% 22.9
ECL Ecolab 6.2 56% 10% 1.36
 
 
 
 
47% 193.6 1.3% 25.5
EIX Edison International 2.9 14% 23% 1.53
 
 
 
 
18% 229.5 3.9% 36.5
EDR Education Realty Trust 4.0 15% 31% 1.58
 
 
 
 
15% 43.6 4.9% 54.7
LLY Eli Lilly -4.0 -22% 26% 1.82
 
 
 
 
33% 375.7 2.9% 0.0
EE El Paso Electric 8.2 28% 31% 1.48
 
 
 
 
23% 23.1 2.7% 21.1
EMR Emerson Electric 7.1 37% 24% 1.64
 
 
 
 
87% 133.6 2.7% 29.5
ESRT Empire State Realty Trust -7.4 -45% 17% 1.42
 
 
 
 
1% 37.8 2.4% 51.8
ENB Enbridge -3.7 -28% 25% 2.14
 
 
 
 
5% 104.6 6.3% 26.1
ETE Energy Transfer Equity 2.7 24% 100% 5.03
 
 
 
 
35% 112.1 7.3% 20.3
ETP Energy Transfer Partners -5.4 -67% 28% 3.09
 
 
 
 
37% 147.3 11.8% 8.4
ETR Entergy 0.2 1% 18% 1.41
 
 
 
 
36% 154.6 4.6% 0.0
EPD Enterprise Products Partners -1.0 -11% 19% 2.32
 
 
 
 
36% 128.6 6.6% 19.8
EPR EPR Properties 4.4 15% 31% 1.50
 
 
 
 
14% 27.8 7.4% 17.3
EQM EQT Midstream Partners -3.5 -61% 13% 2.35
 
 
 
 
7% 28.9 6.6% 11.9
EFX Equifax 5.5 24% 33% 1.83
 
 
 
 
45% 135.7 1.4% 26.1
ELS Equity Lifestyle Properties 13.9 35% 39% 1.39
 
 
 
 
64% 24.9 2.3% 40.2
EQR Equity Residential -3.7 -43% 9% 1.46
 
 
 
 
13% 104.4 3.5% 49.3
ESS Essex Property Trust -2.4 -19% 14% 1.50
 
 
 
 
24% 87.5 3.3% 34.5
EL Estee Lauder Cl A 26.4 70% 44% 1.57
 
 
 
 
100% 148.0 1.1% 49.4
EVR Evercore Cl A 20.4 67% 59% 2.20
 
 
 
 
75% 30.6 1.7% 34.7
RE Everest Re Group 11.0 39% 30% 1.45
 
 
 
 
50% 61.9 2.1% 21.8
ES Eversource Energy 4.3 21% 19% 1.34
 
 
 
 
35% 145.6 3.4% 19.1
EXC Exelon 2.4 12% 25% 1.63
 
 
 
 
53% 201.7 3.6% 9.7
STAY Extended Stay America / ESH Hospit 6.3 45% 27% 2.23
 
 
 
 
69% 44.4 4.3% 50.1
EXR Extra Space Storage 10.8 44% 33% 1.74
 
 
 
 
89% 73.5 3.6% 23.6
XOM Exxon Mobil 3.5 32% 12% 1.45
 
 
 
 
24% 970.7 4.0% 16.8
FDS FactSet Research Systems 4.9 24% 23% 1.56
 
 
 
 
93% 28.7 1.1% 31.0
FRT Federal Realty Investment Trust -3.9 -32% 13% 1.44
 
 
 
 
25% 53.8 3.5% 40.1
FNF Fidelity National Financial -11.7 -63% 30% 1.95
 
 
 
 
85% 53.6 3.0% 16.3
FIS Fidelity National Information Servi 12.5 50% 30% 1.60
 
 
 
 
85% 139.0 1.3% 25.5
FAF First American Financial 18.5 48% 46% 1.60
 
 
 
 
82% 37.3 2.6% 15.4
FE FirstEnergy -2.5 -23% 14% 1.73
 
 
 
 
81% 169.0 4.3% 0.0
FHN First Horizon National 7.1 27% 40% 1.92
 
 
 
 
73% 33.5 2.5% 28.3
FR First Industrial Realty Trust 14.7 44% 36% 1.50
 
 
 
 
45% 20.6 3.0% 17.2
FLO Flowers Foods -3.9 -22% 34% 2.19
 
 
 
 
95% 23.1 3.2% 29.9
FLS Flowserve -3.2 -53% 12% 2.25
 
 
 
 
47% 34.4 1.7% 2213.0
FLR Fluor -2.8 -18% 29% 2.19
 
 
 
 
84% 73.0 1.4% 42.8
FMX Fomento Economico Mexicano ADR -6.0 -37% 24% 1.86
 
 
 
 
58% 27.6 1.4% 13.1
FL Foot Locker 4.1 21% 63% 2.96
 
 
 
 
40% 141.7 2.9% 12.1
F Ford Motor -3.4 -76% 6% 1.79
 
 
 
 
16% 210.6 5.6% 5.7
FCEA Forest City Realty Trust Cl A -6.0 -53% 15% 1.73
 
 
 
 
17% 21.7 3.3% 30.8
FBHS Fortune Brands Home&Security 13.1 54% 31% 1.69
 
 
 
 
41% 112.3 1.3% 20.9
FNV Franco-Nevada 7.0 28% 66% 2.66
 
 
 
 
51% 41.4 1.3% 92.9
BEN Franklin Resources 0.3 4% 15% 1.92
 
 
 
 
22% 99.9 2.3% 33.6
GME GameStop Cl A -1.0 -13% 21% 2.78
 
 
 
 
8% 40.4 9.5% 4.7
GPS Gap 8.3 48% 53% 2.85
 
 
 
 
80% 116.8 2.8% 15.1
GD General Dynamics 16.8 58% 29% 1.41
 
 
 
 
81% 222.4 1.5% 23.1
GE General Electric 3.3 19% 22% 1.68
 
 
 
 
2% 752.0 3.3% 0.0
GIS General Mills 4.9 22% 21% 1.38
 
 
 
 
28% 625.0 3.7% 19.4
GM General Motors 2.4 10% 35% 1.89
 
 
 
 
61% 253.7 3.7% 0.0
GPC Genuine Parts 4.9 36% 15% 1.52
 
 
 
 
53% 76.3 3.1% 22.6
GEO GEO Group -7.7 -39% 75% 3.24
 
 
 
 
19% 28.3 8.6% 20.1
GGP GGP -2.5 -33% 13% 2.01
 
 
 
 
41% 102.0 4.1% 31.7
GSK GlaxoSmithKline ADR -0.9 -13% 7% 1.39
 
 
 
 
23% 99.6 6.9% 47.3
GNC GNC Holdings Cl A -0.9 -46% 21% 5.66
 
 
 
 
16% 53.6 18.1% 0.0
GS Goldman Sachs Group 17.6 57% 45% 1.85
 
 
 
 
89% 650.1 1.1% 31.0
GGG Graco Inc. 15.1 44% 50% 1.81
 
 
 
 
77% 28.6 1.2% 31.0
GPT Gramercy Property Trust 4.7 20% 32% 1.80
 
 
 
 
6% 77.9 6.7% 75.0
GXP Great Plains Energy -0.5 -2% 23% 1.36
 
 
 
 
41% 55.6 3.6% 0.0
HAL Halliburton 4.2 19% 51% 2.44
 
 
 
 
52% 421.6 1.5% 0.0
HBI Hanesbrands -0.3 -5% 17% 2.55
 
 
 
 
19% 79.9 3.0% 132.9
HASI Hannon Armstrong Sustainable Infras 2.1 6% 59% 2.02
 
 
 
 
16% 23.3 7.0% 32.0
HOG Harley-Davidson 0.4 4% 26% 2.40
 
 
 
 
11% 50.7 3.2% 15.6
HRS Harris Corp. 37.4 88% 48% 1.54
 
 
 
 
96% 65.9 1.4% 37.4
HIG Hartford Financial Services Group 8.7 36% 29% 1.62
 
 
 
 
60% 82.0 1.9% 0.0
FUL H.B. Fuller 4.6 26% 24% 1.74
 
 
 
 
36% 21.9 1.2% 45.6
HCA HCA Healthcare 0.8 3% 42% 2.04
 
 
 
 
83% 139.5 1.4% 17.0
HCP HCP -6.4 -88% 12% 2.00
 
 
 
 
6% 54.9 6.6% 26.0
HTA Healthcare Trust of America -7.5 -36% 23% 1.53
 
 
 
 
12% 36.8 4.7% 79.1
HP Helmerich&Payne 5.1 27% 62% 3.02
 
 
 
 
75% 64.3 4.2% 18.1
HLF Herbalife 13.5 50% 95% 3.09
 
 
 
 
95% 171.6 1.4% 36.0
HSY Hershey 4.1 32% 16% 1.63
 
 
 
 
8% 116.5 2.7% 26.5
HES Hess Corp. -7.2 -71% 36% 3.11
 
 
 
 
58% 208.4 2.1% 0.0
HIW Highwoods Properties -0.7 -4% 18% 1.37
 
 
 
 
20% 20.5 4.2% 24.8
HFC HollyFrontier 2.1 9% 83% 3.08
 
 
 
 
72% 121.1 2.9% 10.0
HD Home Depot 26.4 79% 33% 1.42
 
 
 
 
70% 785.9 2.2% 25.9
HON Honeywell International 14.5 71% 19% 1.31
 
 
 
 
77% 391.6 1.9% 74.6
HRL Hormel Foods 3.8 12% 41% 1.67
 
 
 
 
35% 124.6 2.3% 19.2
HST Host Hotels&Resorts 1.5 13% 19% 2.04
 
 
 
 
46% 122.3 4.2% 25.6
HPQ HP 15.8 68% 48% 2.27
 
 
 
 
72% 480.7 2.5% 9.7
HRB H&R Block -4.9 -33% 37% 2.53
 
 
 
 
58% 60.7 3.6% 14.3
HSBC HSBC Holdings ADR 9.2 28% 41% 1.67
 
 
 
 
71% 71.0 8.2% 77.9
HPP Hudson Pacific Properties -2.7 -17% 20% 1.61
 
 
 
 
40% 50.4 3.2% 72.0
HII Huntington Ingalls Industries 20.7 60% 56% 1.97
 
 
 
 
87% 116.4 1.1% 25.4
HUN Huntsman 12.7 51% 102% 3.36
 
 
 
 
83% 184.2 1.5% 15.8
IDA IDACORP 6.8 23% 27% 1.31
 
 
 
 
26% 24.3 2.8% 20.1
IEX IDEX 18.5 48% 37% 1.38
 
 
 
 
86% 30.7 1.1% 32.2
ITW Illinois Tool Works 23.6 62% 36% 1.35
 
 
 
 
70% 123.2 1.9% 33.7
INFY Infosys ADR -2.2 -16% 22% 1.97
 
 
 
 
84% 65.0 2.2% 16.7
IR Ingersoll-Rand 9.1 35% 33% 1.67
 
 
 
 
63% 126.7 2.0% 17.8
ING ING Groep ADR 13.2 54% 50% 2.27
 
 
 
 
66% 32.5 5.9% 14.0
INGR Ingredion 17.1 42% 47% 1.57
 
 
 
 
47% 30.5 1.9% 18.2
ICE Intercontinental Exchange 11.9 64% 22% 1.59
 
 
 
 
81% 135.5 1.3% 17.1
IBM International Business Machines 2.9 18% 18% 1.52
 
 
 
 
38% 492.4 3.9% 25.5
IFF International Flavors&Fragrances 6.3 30% 25% 1.61
 
 
 
 
66% 42.5 1.9% 39.3
IP International Paper 9.0 43% 30% 1.81
 
 
 
 
57% 132.5 3.2% 11.6
IPG Interpublic Group -1.2 -11% 16% 1.88
 
 
 
 
77% 135.1 3.5% 16.5
IVZ INVESCO 3.1 34% 16% 2.09
 
 
 
 
42% 73.7 3.5% 12.1
IRM Iron Mountain -4.2 -14% 42% 1.80
 
 
 
 
6% 48.4 7.4% 46.6
JBL Jabil 4.4 17% 53% 2.24
 
 
 
 
36% 34.6 1.2% 46.7
SJM J.M. Smucker -0.5 -2% 28% 1.59
 
 
 
 
57% 173.8 2.5% 11.2
JCI Johnson Controls International 1.3 9% 20% 1.79
 
 
 
 
44% 125.3 2.7% 24.1
JNJ Johnson&Johnson 12.8 49% 20% 1.15
 
 
 
 
41% 609.3 2.6% 338.5
JPM JPMorgan Chase 33.9 85% 50% 1.67
 
 
 
 
100% 1333.6 1.9% 18.6
JNPR Juniper Networks 2.4 13% 36% 2.19
 
 
 
 
32% 108.8 2.8% 33.5
KSU Kansas City Southern -0.3 -2% 26% 2.08
 
 
 
 
82% 55.0 1.3% 11.8
KS KapStone Paper&Packaging 9.7 73% 67% 3.75
 
 
 
 
98% 47.8 1.2% 14.1
KAR KAR Auction Services 12.4 51% 26% 1.47
 
 
 
 
75% 40.5 2.7% 19.5
KBR KBR -3.8 -26% 48% 2.97
 
 
 
 
20% 135.5 2.1% 28.7
K Kellogg 3.5 19% 18% 1.39
 
 
 
 
59% 177.5 3.2% 18.9
KMPR Kemper Corp 6.2 17% 80% 2.36
 
 
 
 
61% 20.2 1.7% 24.8
KMT Kennametal 15.8 63% 75% 2.83
 
 
 
 
58% 39.8 1.8% 25.0
KEY KeyCorp 16.3 56% 51% 2.06
 
 
 
 
79% 126.5 2.0% 18.7
KRC Kilroy Realty -2.1 -17% 14% 1.61
 
 
 
 
35% 20.5 2.5% 45.3
KMB Kimberly-Clark -0.8 -3% 24% 1.28
 
 
 
 
16% 141.4 3.5% 17.7
KIM Kimco Realty -0.5 -4% 18% 1.80
 
 
 
 
14% 54.0 7.3% 30.4
KMI Kinder Morgan -1.6 -22% 21% 2.75
 
 
 
 
8% 163.0 2.9% 1701.0
KGC Kinross Gold 3.3 18% 131% 4.59
 
 
 
 
25% 27.5 4.5% 10.0
KKR KKR 9.2 62% 30% 2.27
 
 
 
 
67% 53.1 3.1% 11.3
KSS Kohl's 16.5 93% 59% 2.99
 
 
 
 
92% 202.5 3.3% 17.6
PHG Koninklijke Philips ADR 7.4 32% 30% 1.71
 
 
 
 
75% 48.5 2.5% 19.1
KR Kroger 0.3 2% 28% 2.19
 
 
 
 
57% 154.3 1.8% 16.3
LLL L3 Technologies 16.7 58% 33% 1.56
 
 
 
 
91% 69.1 1.5% 25.1
LHO LaSalle Hotel Properties 3.5 33% 20% 2.18
 
 
 
 
12% 63.5 7.2% 32.0
LVS Las Vegas Sands 7.9 38% 48% 2.43
 
 
 
 
81% 132.0 4.0% 21.0
LAZ Lazard 11.1 62% 44% 2.54
 
 
 
 
65% 34.1 12.8% 29.0
LB L Brands -1.8 -16% 29% 2.62
 
 
 
 
49% 122.4 4.9% 14.8
LEA Lear Corp. 8.1 30% 45% 2.01
 
 
 
 
81% 113.7 1.5% 10.2
LEG Leggett&Platt 0.3 2% 23% 1.56
 
 
 
 
21% 39.3 3.2% 21.0
LM Legg Mason 0.3 4% 17% 2.18
 
 
 
 
48% 25.6 2.8% 11.1
LDOS Leidos Holdings 29.0 77% 63% 2.01
 
 
 
 
87% 55.5 1.9% 27.7
LUK Leucadia National 12.9 55% 36% 1.90
 
 
 
 
45% 42.4 1.6% 56.8
LSI Life Storage -1.2 -5% 28% 1.62
 
 
 
 
48% 27.1 5.0% 38.6
LNC Lincoln National 14.2 57% 53% 2.32
 
 
 
 
66% 61.6 1.7% 8.4
LMT Lockheed Martin 26.1 75% 29% 1.24
 
 
 
 
96% 310.7 2.2% 52.5
LPX Louisiana-Pacific 8.0 41% 43% 2.36
 
 
 
 
85% 47.2 1.8% 11.1
LOW Lowe's 7.7 37% 27% 1.71
 
 
 
 
70% 415.6 1.7% 23.4
LYB LyondellBasell Industries 3.6 16% 43% 2.15
 
 
 
 
76% 127.9 3.2% 9.1
MAC Macerich -5.0 -44% 17% 1.89
 
 
 
 
41% 69.3 5.0% 81.6
MIC Macquarie Infrastructure 3.5 35% 25% 2.57
 
 
 
 
6% 518.8 14.5% 7.9
M Macy's -9.3 -90% 34% 2.97
 
 
 
 
57% 284.1 5.7% 11.8
MMP Magellan Midstream Partners -0.3 -4% 16% 2.07
 
 
 
 
12% 41.9 5.6% 17.2
MGA Magna International 10.6 59% 34% 2.16
 
 
 
 
83% 50.7 2.3% 9.6
MAN ManpowerGroup 13.6 47% 53% 2.11
 
 
 
 
65% 33.5 1.5% 15.2
MFC Manulife Financial 10.2 42% 41% 2.01
 
 
 
 
48% 39.7 3.7% 26.4
MRO Marathon Oil 2.6 19% 79% 4.06
 
 
 
 
56% 212.7 1.3% 0.0
MPC Marathon Petroleum 8.6 46% 50% 2.66
 
 
 
 
74% 190.3 2.8% 9.7
VAC Marriott Vacations Worldwide 25.9 70% 83% 2.40
 
 
 
 
85% 26.1 1.1% 23.9
MMC Marsh&McLennan 12.7 50% 21% 1.21
 
 
 
 
80% 99.4 1.8% 29.1
MKC McCormick 4.5 18% 24% 1.37
 
 
 
 
82% 86.7 2.0% 28.7
MCD McDonald's 35.4 68% 45% 1.28
 
 
 
 
70% 678.0 2.5% 25.6
MDC M.D.C. Holdings 15.3 66% 44% 2.17
 
 
 
 
29% 25.3 4.1% 11.7
MPW Medical Properties Trust -6.4 -33% 28% 1.82
 
 
 
 
35% 23.3 7.9% 15.4
MDT Medtronic -1.3 -9% 14% 1.44
 
 
 
 
29% 401.7 2.3% 39.6
MRK Merck&Co 3.1 28% 12% 1.57
 
 
 
 
11% 458.8 3.5% 59.0
MDP Meredith -0.4 -2% 41% 2.29
 
 
 
 
35% 29.7 3.8% 9.6
MET MetLife 6.6 33% 34% 2.04
 
 
 
 
33% 203.2 3.4% 13.9
MFA MFA Financial 7.6 33% 21% 1.29
 
 
 
 
29% 21.1 10.9% 9.3
MGM MGM Resorts International 9.8 50% 48% 2.52
 
 
 
 
77% 155.5 1.4% 10.4
MAA Mid-America Apartment Communities 4.7 16% 32% 1.51
 
 
 
 
11% 42.8 4.2% 30.8
MBT Mobile TeleSystems ADR 1.0 4% 84% 3.11
 
 
 
 
94% 23.9 5.7% 14.4
MC Moelis 9.8 32% 60% 2.21
 
 
 
 
84% 48.8 3.7% 64.8
TAP Molson Coors Brewing Cl B 6.4 27% 33% 1.79
 
 
 
 
21% 79.6 2.1% 12.2
MON Monsanto 0.8 6% 14% 1.55
 
 
 
 
88% 313.1 1.8% 22.5
MCO Moody's 14.4 42% 42% 1.65
 
 
 
 
98% 111.4 1.0% 32.9
MS Morgan Stanley 19.8 62% 59% 2.14
 
 
 
 
89% 371.8 1.8% 18.2
MSI Motorola Solutions 10.8 37% 34% 1.58
 
 
 
 
96% 129.9 2.0% 0.0
MPLX MPLX -1.6 -29% 25% 3.51
 
 
 
 
47% 38.3 7.0% 27.6
MSCI MSCI 42.8 88% 61% 1.67
 
 
 
 
92% 39.7 1.1% 43.7
MSM MSC Industrial Direct 16.3 46% 53% 1.85
 
 
 
 
59% 26.0 2.6% 21.5
MTB M&T Bank 15.0 57% 35% 1.73
 
 
 
 
94% 99.5 1.6% 22.3
MUR Murphy Oil 0.0 0% 63% 3.79
 
 
 
 
32% 57.6 3.8% 0.0
NBR Nabors Industries 0.9 7% 97% 4.59
 
 
 
 
16% 37.4 3.5% 0.0
NFG National Fuel Gas 0.6 5% 18% 1.75
 
 
 
 
18% 24.2 3.3% 11.1
NGG National Grid ADR -5.9 -86% 7% 1.41
 
 
 
 
11% 41.1 3.8% 11.4
NNN National Retail Properties 2.1 9% 27% 1.57
 
 
 
 
20% 65.0 5.0% 31.8
NWL Newell Brands -1.4 -10% 35% 2.59
 
 
 
 
9% 189.9 3.4% 4.8
NJR New Jersey Resources 5.1 19% 32% 1.62
 
 
 
 
41% 22.3 2.8% 15.6
NEM Newmont Mining -2.7 -11% 90% 3.16
 
 
 
 
68% 175.8 1.5% 0.0
NRZ New Residential Investment 14.7 43% 58% 2.01
 
 
 
 
45% 35.2 12.1% 5.3
SNR New Senior Investment Group -3.5 -37% 20% 2.34
 
 
 
 
26% 27.0 13.3% 0.0
NYCB New York Community Bancorp 1.7 11% 19% 1.66
 
 
 
 
61% 39.7 4.8% 15.6
NEE NextEra Energy 11.6 36% 29% 1.31
 
 
 
 
90% 250.6 2.8% 13.7
NLSN Nielsen Holdings -0.3 -4% 13% 1.87
 
 
 
 
9% 115.1 4.1% 0.0
NKE Nike Cl B 11.5 41% 40% 1.79
 
 
 
 
95% 285.9 1.2% 29.5
NI NiSource 12.8 30% 45% 1.48
 
 
 
 
22% 71.0 3.3% 60.5
NBL Noble Energy -0.9 -12% 23% 2.95
 
 
 
 
52% 158.5 1.3% 0.0
NOK Nokia ADR -4.6 -44% 27% 2.57
 
 
 
 
60% 94.7 3.3% 0.0
JWN Nordstrom -10.9 -92% 33% 2.71
 
 
 
 
97% 379.3 2.8% 18.9
NSC Norfolk Southern 7.0 27% 42% 1.97
 
 
 
 
70% 189.0 2.0% 7.6
NOC Northrop Grumman 37.7 89% 40% 1.36
 
 
 
 
94% 284.1 1.3% 30.7
NVS Novartis ADR 0.0 0% 11% 1.39
 
 
 
 
59% 93.7 3.1% 26.1
NVO Novo Nordisk ADR 6.8 24% 49% 2.06
 
 
 
 
83% 72.7 1.5% 22.9
NUE Nucor 11.7 53% 44% 2.24
 
 
 
 
81% 85.0 2.3% 16.3
NUS Nu Skin Enterprises Cl A 6.4 31% 73% 3.08
 
 
 
 
90% 23.7 2.0% 30.3
OXY Occidental Petroleum -1.1 -9% 18% 1.85
 
 
 
 
53% 256.0 4.5% 40.0
OII Oceaneering International -3.7 -118% 11% 3.10
 
 
 
 
23% 60.5 3.0% 11.9
OGE OGE Energy 1.3 8% 17% 1.50
 
 
 
 
43% 111.6 4.0% 10.6
ORI Old Republic International 15.9 57% 29% 1.45
 
 
 
 
53% 49.4 3.9% 10.6
OLN Olin 17.3 71% 83% 3.05
 
 
 
 
49% 30.3 2.4% 10.3
OHI Omega Healthcare Investors -5.7 -101% 8% 1.85
 
 
 
 
12% 71.1 10.1% 56.6
OMC Omnicom Group 1.3 11% 13% 1.49
 
 
 
 
56% 125.1 3.1% 16.7
OKE ONEOK 10.1 41% 87% 3.09
 
 
 
 
77% 147.4 5.3% 36.4
ORCL Oracle 4.2 28% 17% 1.58
 
 
 
 
76% 423.5 1.5% 21.7
OSK Oshkosh 14.4 46% 78% 2.52
 
 
 
 
56% 90.5 1.2% 19.7
OUT Outfront Media 0.7 6% 19% 1.99
 
 
 
 
28% 23.2 6.5% 26.6
PKG Packaging of America 20.1 62% 55% 2.02
 
 
 
 
72% 53.5 2.1% 16.9
PH Parker Hannifin 20.1 61% 43% 1.69
 
 
 
 
53% 128.6 1.4% 28.6
PBF PBF Energy 1.3 7% 73% 3.45
 
 
 
 
65% 66.9 3.9% 8.3
PEB Pebblebrook Hotel Trust 5.8 43% 27% 2.24
 
 
 
 
68% 28.5 4.3% 27.5
PBA Pembina Pipeline 9.3 44% 37% 2.05
 
 
 
 
50% 33.1 5.2% 35.4
PMT PennyMac Mortgage Investment Trust 2.3 13% 27% 1.84
 
 
 
 
71% 22.5 10.8% 11.8
PNR Pentair 5.4 32% 26% 1.90
 
 
 
 
80% 46.0 2.0% 27.9
PFE Pfizer -0.6 -5% 13% 1.38
 
 
 
 
59% 572.8 3.8% 10.3
PM Philip Morris International 4.0 11% 35% 1.35
 
 
 
 
35% 480.4 4.0% 27.4
PSX Phillips 66 12.3 59% 28% 1.74
 
 
 
 
52% 241.2 3.1% 9.3
PDM Piedmont Office Realty Trust Cl A -1.7 -10% 16% 1.34
 
 
 
 
15% 27.9 4.6% 162.8
PF Pinnacle Foods 20.3 56% 44% 1.64
 
 
 
 
24% 69.3 2.3% 37.9
PNW Pinnacle West Capital 10.6 37% 26% 1.31
 
 
 
 
34% 161.1 3.5% 17.3
PAA Plains All American Pipeline 1.8 19% 46% 3.67
 
 
 
 
20% 62.8 5.6% 22.1
PAGP Plains GP Holdings -0.7 -8% 53% 4.17
 
 
 
 
17% 29.9 5.6% 0.0
PNC PNC Financial Services Group 21.7 61% 43% 1.61
 
 
 
 
93% 240.7 1.9% 15.4
PII Polaris Industries 3.9 28% 36% 2.59
 
 
 
 
65% 41.3 2.1% 43.5
PPG PPG Industries -1.5 -13% 14% 1.61
 
 
 
 
79% 84.4 1.5% 18.6
PPL PPL 6.6 27% 24% 1.36
 
 
 
 
10% 186.2 5.4% 18.5
PX Praxair 10.6 53% 19% 1.39
 
 
 
 
78% 244.1 2.1% 36.0
PG Procter&Gamble 5.9 38% 12% 1.11
 
 
 
 
15% 775.4 3.4% 21.7
PGR Progressive Corp 44.5 81% 51% 1.32
 
 
 
 
97% 107.5 2.0% 21.2
PLD Prologis 9.7 29% 40% 1.60
 
 
 
 
67% 194.0 3.1% 20.0
PB Prosperity Bancshares 5.1 21% 51% 2.31
 
 
 
 
93% 20.4 1.9% 19.5
PRU Prudential Financial 8.6 32% 43% 1.97
 
 
 
 
38% 160.9 3.3% 6.1
PEG Public Service Enterprise Group 1.7 9% 20% 1.41
 
 
 
 
76% 125.2 3.6% 57.1
PSA Public Storage 2.0 8% 28% 1.54
 
 
 
 
29% 146.5 4.1% 29.0
PHM PulteGroup 10.2 38% 46% 2.03
 
 
 
 
57% 112.8 1.2% 20.3
QTS QTS Realty Trust Cl A 4.0 17% 42% 2.10
 
 
 
 
6% 91.9 4.9% 1668.5
QUAD Quad/Graphics 5.2 23% 109% 3.70
 
 
 
 
98% 27.5 3.9% 15.0
DGX Quest Diagnostics 3.7 13% 33% 1.55
 
 
 
 
55% 75.6 2.0% 18.7
RL Ralph Lauren Cl A -0.4 -4% 31% 2.58
 
 
 
 
80% 59.0 1.8% 0.0
RJF Raymond James Financial 9.7 32% 49% 1.98
 
 
 
 
73% 56.9 1.1% 22.2
RYN Rayonier 5.9 39% 19% 1.64
 
 
 
 
92% 21.1 2.9% 29.5
RYAM Rayonier Advanced Materials 9.9 74% 121% 5.11
 
 
 
 
90% 20.8 1.4% 3.8
RTN Raytheon 30.8 80% 37% 1.37
 
 
 
 
98% 199.9 1.5% 31.4
RLGY Realogy Holdings -2.2 -23% 20% 2.27
 
 
 
 
3% 43.2 1.5% 14.5
O Realty Income -6.9 -26% 31% 1.59
 
 
 
 
18% 116.6 5.2% 41.2
RGC Regal Entertainment Group Cl A 1.0 5% 36% 2.03
 
 
 
 
98% 42.6 3.8% 26.4
REG Regency Centers -1.4 -8% 21% 1.53
 
 
 
 
24% 60.5 3.8% 83.3
RF Regions Financial 18.3 53% 68% 2.23
 
 
 
 
96% 176.7 1.8% 19.7
RGA Reinsurance Group of America 22.9 59% 39% 1.44
 
 
 
 
80% 28.5 1.3% 5.6
RSG Republic Services 22.8 63% 27% 1.11
 
 
 
 
67% 91.1 2.1% 17.5
RMD ResMed 9.4 44% 36% 2.02
 
 
 
 
75% 38.9 1.5% 47.7
QSR Restaurant Brands International 5.8 23% 42% 2.03
 
 
 
 
39% 100.2 3.0% 41.2
RPAI Retail Properties of America -3.0 -34% 11% 1.60
 
 
 
 
26% 21.7 5.4% 0.0
RIO Rio Tinto ADR 8.6 47% 54% 2.80
 
 
 
 
90% 73.5 6.3% 11.6
RBA Ritchie Bros. Auctioneers 4.8 23% 51% 2.47
 
 
 
 
79% 57.3 2.1% 53.0
RLJ RLJ Lodging Trust -5.1 -59% 15% 2.06
 
 
 
 
42% 27.1 6.2% 27.9
RHI Robert Half International 3.6 25% 26% 2.09
 
 
 
 
84% 50.9 1.9% 24.9
ROK Rockwell Automation 18.0 53% 46% 1.76
 
 
 
 
60% 109.9 1.8% 65.1
ROL Rollins Inc. 35.3 71% 56% 1.53
 
 
 
 
96% 43.8 1.1% 62.4
RY Royal Bank of Canada 15.6 51% 31% 1.40
 
 
 
 
71% 87.1 3.5% 14.1
RCL Royal Caribbean Cruises 10.4 38% 66% 2.50
 
 
 
 
87% 134.4 1.8% 17.3
RDSB Royal Dutch Shell ADR B 11.9 65% 30% 2.01
 
 
 
 
56% 105.0 5.8% 20.6
RDSA Royal Dutch Shell ADR Cl A 8.4 67% 20% 1.93
 
 
 
 
62% 208.3 5.9% 20.2
RES RPC 7.8 40% 86% 3.51
 
 
 
 
32% 20.1 2.0% 26.6
RPM RPM International -2.7 -17% 17% 1.53
 
 
 
 
36% 41.7 2.5% 19.4
R Ryder System 3.7 26% 32% 2.41
 
 
 
 
43% 38.9 2.8% 5.0
RHP Ryman Hospitality Properties 10.2 50% 29% 1.80
 
 
 
 
69% 41.8 4.5% 24.3
SNY Sanofi ADR -1.2 -9% 17% 1.71
 
 
 
 
16% 34.9 4.6% 10.3
SAP SAP ADR 14.5 44% 35% 1.48
 
 
 
 
50% 145.5 1.3% 26.9
SCG Scana 2.2 16% 26% 2.15
 
 
 
 
12% 43.6 6.2% 0.0
SLB Schlumberger -2.8 -25% 16% 1.83
 
 
 
 
25% 477.5 3.0% 0.0
SMG Scotts Miracle-Gro 8.4 28% 37% 1.66
 
 
 
 
34% 32.4 2.3% 24.2
SEE Sealed Air -1.4 -11% 19% 1.79
 
 
 
 
21% 69.2 1.5% 52.5
SEAS SeaWorld Entertainment -6.4 -42% 41% 2.65
 
 
 
 
52% 29.7 2.6% 0.0
SEMG Semgroup Cl A -0.9 -7% 79% 4.31
 
 
 
 
24% 50.5 7.1% 0.0
SRE Sempra Energy -1.4 -11% 13% 1.38
 
 
 
 
40% 161.7 3.0% 24.3
SXT Sensient Technologies -0.5 -2% 22% 1.50
 
 
 
 
39% 24.7 1.8% 36.0
SCI Service International 21.3 60% 39% 1.52
 
 
 
 
79% 29.1 1.8% 13.4
SHLX Shell Midstream Partners -10.6 -117% 25% 2.71
 
 
 
 
4% 37.3 5.5% 19.1
SIG Signet Jewelers -7.3 -89% 31% 3.20
 
 
 
 
19% 113.0 2.4% 8.6
SPG Simon Property Group -3.2 -31% 12% 1.55
 
 
 
 
18% 159.7 5.0% 25.2
SIX Six Flags Entertainment 7.4 28% 36% 1.75
 
 
 
 
82% 35.3 4.7% 20.8
SLG SL Green Realty -9.8 -122% 11% 1.71
 
 
 
 
32% 38.8 3.3% 110.9
SNA Snap-On -1.7 -9% 24% 1.60
 
 
 
 
43% 41.6 2.1% 16.8
SQM Sociedad Quimica y Minera De Chile 24.5 73% 118% 3.08
 
 
 
 
83% 63.5 1.5% 44.5
SO Southern -5.5 -30% 15% 1.18
 
 
 
 
15% 237.4 5.3% 52.5
SCCO Southern Copper 16.0 69% 51% 2.38
 
 
 
 
100% 80.2 2.3% 54.9
SJI South Jersey Industries 4.8 20% 32% 1.74
 
 
 
 
10% 22.5 4.1% 56.6
SPB Spectrum Brands Holdings 2.2 9% 38% 1.88
 
 
 
 
11% 37.5 1.6% 15.4
SPGI S&P Global 18.0 54% 43% 1.69
 
 
 
 
100% 196.7 1.0% 33.2
SRC Spirit Realty Capital -1.7 -11% 29% 2.16
 
 
 
 
22% 21.1 9.5% 398.4
SWK Stanley Black&Decker 19.1 53% 37% 1.44
 
 
 
 
69% 142.2 1.6% 20.0
STWD Starwood Property Trust 0.5 3% 14% 1.24
 
 
 
 
20% 29.2 9.5% 12.2
STT State Street 12.7 51% 40% 1.95
 
 
 
 
75% 91.6 1.6% 20.0
STO Statoil ADR 8.6 48% 41% 2.41
 
 
 
 
84% 36.3 3.8% 16.8
STE Steris 2.1 9% 29% 1.64
 
 
 
 
93% 20.4 1.4% 0.0
STL Sterling Bancorp 19.9 63% 51% 1.96
 
 
 
 
56% 26.3 1.2% 31.3
STM STMicroelectronics 26.3 65% 124% 2.87
 
 
 
 
81% 47.3 1.0% 25.0
STOR STORE Capital -0.4 -1% 38% 1.73
 
 
 
 
62% 25.5 5.2% 33.8
SYK Stryker 19.0 64% 30% 1.44
 
 
 
 
81% 148.3 1.2% 60.5
RGR Sturm Ruger 7.0 35% 68% 3.03
 
 
 
 
21% 23.5 1.8% 17.2
SUI Sun Communities 7.1 32% 22% 1.41
 
 
 
 
59% 26.1 3.0% 104.7
SU Suncor Energy 2.8 17% 32% 2.17
 
 
 
 
62% 80.8 3.3% 16.5
SLF Sun Life Financial 6.5 22% 38% 1.69
 
 
 
 
86% 21.7 3.4% 16.0
SHO Sunstone Hotel Investors 3.9 29% 21% 1.93
 
 
 
 
29% 29.8 1.3% 26.4
STI SunTrust Banks 12.2 41% 47% 1.93
 
 
 
 
94% 139.3 2.2% 15.9
SPN Superior Energy Services -3.3 -39% 62% 4.54
 
 
 
 
18% 34.5 3.4% 0.0
SYF Synchrony Financial -4.3 -20% 40% 2.16
 
 
 
 
76% 113.5 1.6% 15.4
SNV Synovus Financial 16.7 57% 43% 1.84
 
 
 
 
90% 25.4 1.2% 23.3
SYY Sysco 27.5 83% 33% 1.41
 
 
 
 
70% 76.9 2.4% 26.6
TSM Taiwan Semiconductor Manufacturing 31.9 90% 48% 1.75
 
 
 
 
83% 312.1 2.6% 20.1
SKT Tanger Factory Outlet Centers -5.7 -50% 15% 1.75
 
 
 
 
10% 24.2 6.1% 32.2
TRGP Targa Resources 2.6 16% 94% 4.07
 
 
 
 
35% 61.8 7.8% 0.0
TGT Target 2.1 12% 29% 2.01
 
 
 
 
89% 322.3 3.3% 15.8
TCO Taubman Centers -12.5 -96% 18% 1.78
 
 
 
 
62% 28.1 4.1% 67.6
TCF TCF Financial 12.5 45% 51% 2.11
 
 
 
 
97% 26.1 2.7% 15.6
TEL TE Connectivity 10.4 42% 29% 1.57
 
 
 
 
84% 73.9 1.6% 29.6
TGNA TEGNA -5.4 -71% 22% 2.78
 
 
 
 
40% 25.5 2.0% 29.4
TEF Telefonica ADR -6.2 -75% 14% 2.05
 
 
 
 
34% 20.4 4.8% 17.7
TDS Telephone&Data Systems -5.7 -35% 32% 2.18
 
 
 
 
52% 33.2 2.2% 0.0
TS Tenaris ADR 4.3 23% 48% 2.56
 
 
 
 
89% 89.6 1.5% 57.4
TEN Tenneco 1.0 7% 37% 2.56
 
 
 
 
28% 22.3 1.8% 14.3
TEVA Teva Pharmaceutical Industries ADR -2.7 -34% 33% 3.38
 
 
 
 
37% 145.3 1.7% 0.0
TRI Thomson Reuters 7.2 51% 14% 1.38
 
 
 
 
9% 25.3 3.5% 20.6
THO Thor Industries 26.6 59% 85% 2.16
 
 
 
 
50% 109.9 1.2% 15.6
TIF Tiffany& 6.2 29% 35% 1.97
 
 
 
 
73% 117.6 1.9% 28.0
TWX Time Warner 3.9 19% 24% 1.57
 
 
 
 
49% 292.9 1.7% 14.3
TKR Timken 11.0 52% 42% 2.22
 
 
 
 
35% 31.0 2.3% 18.1
TJX TJX 2.5 24% 12% 1.55
 
 
 
 
77% 238.5 1.6% 21.1
TTC Toro 28.1 59% 53% 1.52
 
 
 
 
35% 52.1 1.3% 28.9
TD Toronto-Dominion Bank 18.9 56% 31% 1.33
 
 
 
 
83% 67.0 3.2% 13.9
TOT Total ADR -0.5 -9% 9% 1.86
 
 
 
 
90% 59.3 5.1% 16.3
TRP TransCanada 8.7 33% 36% 1.76
 
 
 
 
45% 46.3 4.8% 17.4
TRV Travelers Cos. 8.3 54% 14% 1.30
 
 
 
 
71% 232.5 2.1% 19.1
TVPT Travelport Worldwide -6.9 -57% 28% 2.44
 
 
 
 
48% 22.8 2.2% 12.0
TRCO Tribune Media Cl A 2.7 14% 39% 2.22
 
 
 
 
83% 85.2 2.4% 0.0
TRN Trinity Industries 11.4 70% 54% 3.02
 
 
 
 
65% 59.3 1.6% 7.5
TSE Trinseo 24.6 54% 138% 2.86
 
 
 
 
87% 23.9 1.8% 11.2
TUP Tupperware Brands -5.2 -35% 31% 2.30
 
 
 
 
10% 21.3 5.3% 0.0
TSN Tyson Foods Cl A 21.4 53% 69% 2.03
 
 
 
 
65% 106.0 1.6% 9.7
UBS UBS Group 19.5 83% 43% 2.10
 
 
 
 
75% 27.1 3.5% 67.0
UDR UDR 2.0 13% 16% 1.50
 
 
 
 
16% 33.6 3.6% 123.3
UGI UGI 2.8 10% 29% 1.47
 
 
 
 
17% 20.3 2.3% 13.7
UL Unilever ADR 3.8 15% 31% 1.63
 
 
 
 
44% 46.5 3.4% 21.6
UNP Union Pacific 10.5 51% 29% 1.79
 
 
 
 
81% 287.7 2.2% 10.0
UNH UnitedHealth Group 29.5 83% 42% 1.59
 
 
 
 
77% 502.7 1.3% 21.5
UPS United Parcel Service Cl B 2.7 18% 13% 1.27
 
 
 
 
10% 450.3 3.5% 18.8
UTX United Technologies 9.0 65% 13% 1.38
 
 
 
 
81% 599.7 2.1% 23.4
UNM Unum Group 9.9 31% 47% 1.86
 
 
 
 
54% 55.2 1.8% 11.8
USB U.S. Bancorp 7.4 42% 18% 1.45
 
 
 
 
66% 286.1 2.2% 15.8
MTN Vail Resorts 31.6 54% 75% 1.68
 
 
 
 
54% 104.9 2.0% 35.8
VLO Valero Energy 14.1 51% 54% 2.20
 
 
 
 
81% 186.0 3.5% 10.0
VR Validus Holdings 7.7 63% 28% 2.44
 
 
 
 
99% 27.0 2.3% 0.0
VMI Valmont Industries 5.8 30% 28% 1.86
 
 
 
 
24% 27.5 1.0% 29.2
VVC Vectren 13.0 40% 33% 1.43
 
 
 
 
54% 33.0 2.9% 24.2
VTR Ventas -6.0 -28% 28% 1.70
 
 
 
 
6% 94.7 6.3% 28.3
VER VEREIT -2.1 -13% 23% 1.81
 
 
 
 
11% 112.0 8.0% 0.0
VZ Verizon Communications 6.8 32% 19% 1.31
 
 
 
 
46% 1219.6 4.9% 6.6
VFC VF 1.0 6% 26% 1.89
 
 
 
 
74% 170.6 2.4% 49.1
VNO Vornado Realty Trust -4.4 -72% 8% 1.76
 
 
 
 
10% 37.4 3.7% 80.7
WMT Walmart 18.2 69% 32% 1.61
 
 
 
 
58% 1169.5 2.2% 28.4
DIS Walt Disney -4.6 -25% 19% 1.45
 
 
 
 
56% 637.4 1.6% 15.2
WPG Washington Prime Group -0.2 -1% 29% 2.56
 
 
 
 
32% 32.8 14.7% 7.0
WM Waste Management 22.4 60% 27% 1.11
 
 
 
 
78% 129.2 2.2% 19.4
WSO Watsco 10.8 45% 27% 1.54
 
 
 
 
71% 31.4 3.0% 29.1
WBS Webster Financial 15.9 54% 51% 2.05
 
 
 
 
76% 37.0 1.8% 21.2
WEC WEC Energy Group 2.8 10% 26% 1.32
 
 
 
 
32% 98.2 3.6% 16.3
WRI Weingarten Realty Investors -3.0 -25% 14% 1.56
 
 
 
 
16% 38.4 5.7% 14.3
WFC Wells Fargo 2.9 18% 21% 1.67
 
 
 
 
58% 1231.1 2.6% 14.5
HCN Welltower -6.1 -41% 19% 1.66
 
 
 
 
6% 141.0 6.4% 166.2
WR Westar Energy 6.5 15% 40% 1.33
 
 
 
 
36% 53.0 3.2% 22.5
WU Western Union 4.9 37% 18% 1.72
 
 
 
 
48% 70.6 3.8% 0.0
WY Weyerhaeuser -0.5 -3% 18% 1.72
 
 
 
 
64% 88.5 3.6% 46.0
WPM Wheaton Precious Metals 6.6 36% 74% 3.36
 
 
 
 
28% 27.6 1.8% 42.5
WHR Whirlpool -4.6 -39% 22% 2.15
 
 
 
 
29% 111.7 2.6% 38.0
WMB Williams 3.9 37% 73% 4.45
 
 
 
 
28% 152.4 4.7% 11.0
WPZ Williams Partners 3.0 18% 79% 3.72
 
 
 
 
32% 79.6 6.4% 40.6
WSM Williams-Sonoma -4.5 -65% 15% 2.36
 
 
 
 
87% 66.7 2.9% 15.4
WWW Wolverine World Wide 7.2 40% 41% 2.42
 
 
 
 
61% 27.5 1.1% 0.0
INT World Fuel Services -5.2 -78% 18% 2.63
 
 
 
 
5% 43.1 1.1% 0.0
WWE World Wrestling Entertainment Cl A 20.2 79% 80% 2.91
 
 
 
 
99% 29.0 1.3% 90.2
WPC W. P. Carey -3.6 -20% 17% 1.39
 
 
 
 
11% 36.7 6.7% 40.3
GRA W.R. Grace -3.1 -80% 4% 1.57
 
 
 
 
35% 29.0 1.4% 423.3
GWW W.W. Grainger -4.0 -18% 39% 2.10
 
 
 
 
78% 122.8 1.9% 26.6
WYN Wyndham Worldwide 14.0 57% 35% 1.81
 
 
 
 
82% 92.0 1.9% 14.2
XRX Xerox -6.0 -95% 13% 2.31
 
 
 
 
39% 41.0 3.2% 52.3
XL XL Group 7.2 40% 23% 1.70
 
 
 
 
72% 68.8 2.0% 0.0
XYL Xylem 31.1 63% 53% 1.49
 
 
 
 
97% 32.8 1.1% 44.2
YUM Yum! Brands 14.0 54% 38% 1.85
 
 
 
 
70% 180.5 1.8% 21.1
AGNC AGNC Investment 0.3 1% 19% 1.18
 
 
 
 
20% 50.7 11.5% 9.6
AMGN Amgen -3.2 -23% 22% 1.90
 
 
 
 
70% 703.2 2.8% 72.6
AFSI AmTrust Financial Services -1.9 -31% 26% 3.38
 
 
 
 
22% 20.0 5.3% 0.0
ADI Analog Devices 6.3 27% 41% 2.06
 
 
 
 
66% 187.0 2.0% 43.7
AAPL Apple 14.4 58% 35% 1.79
 
 
 
 
90% 5777.1 1.4% 18.0
AMAT Applied Materials 24.1 53% 95% 2.31
 
 
 
 
85% 754.5 1.4% 21.5
SHLM A. Schulman 2.7 20% 57% 3.43
 
 
 
 
100% 25.1 1.9% 34.6
ADP Automatic Data Processing 6.7 40% 18% 1.50
 
 
 
 
74% 160.3 2.1% 30.6
OZRK Bank of The Ozarks 6.5 23% 63% 2.38
 
 
 
 
66% 28.1 1.5% 17.5
BBBY Bed Bath&Beyond 0.0 -10% 1% 2.43
 
 
 
 
13% 49.9 2.7% 6.3
BGCP BGC Partners Cl A 23.2 73% 52% 1.97
 
 
 
 
44% 21.0 5.4% 0.0
BJRI BJ's Restaurants -4.9 -53% 19% 2.30
 
 
 
 
80% 68.7 1.0% 20.9
BLMN Bloomin' Brands -8.5 -64% 28% 2.32
 
 
 
 
96% 45.2 1.5% 24.6
AVGO Broadcom 20.9 72% 73% 2.56
 
 
 
 
62% 452.7 2.8% 61.6
CA CA 3.9 36% 14% 1.67
 
 
 
 
82% 107.4 2.9% 35.3
CDW CDW 23.5 68% 47% 1.76
 
 
 
 
78% 49.3 1.2% 21.6
CAKE Cheesecake Factory -6.7 -34% 30% 1.89
 
 
 
 
35% 61.3 2.4% 14.8
PLCE Children's Place 30.0 81% 98% 2.64
 
 
 
 
76% 31.6 1.1% 20.6
CHRW C.H. Robinson Worldwide -4.6 -16% 32% 1.58
 
 
 
 
79% 90.1 2.0% 26.0
CINF Cincinnati Financial 16.2 44% 35% 1.38
 
 
 
 
54% 24.7 2.8% 12.0
CSCO Cisco Systems 7.2 30% 28% 1.59
 
 
 
 
92% 1022.5 3.0% 0.0
CME CME Group Cl A 29.1 95% 34% 1.52
 
 
 
 
97% 149.5 1.7% 13.7
CCOI Cogent Communications Holdings 6.8 30% 47% 2.29
 
 
 
 
44% 20.4 4.5% 339.2
CMCSA Comcast Cl A 3.9 21% 21% 1.54
 
 
 
 
51% 593.6 1.9% 8.3
CBSH Commerce Bancshares 15.2 57% 31% 1.58
 
 
 
 
90% 28.0 1.6% 20.2
COST Costco Wholesale 12.9 56% 24% 1.44
 
 
 
 
80% 285.5 1.1% 30.2
CBRL Cracker Barrel Old Country Store 6.8 25% 39% 1.80
 
 
 
 
52% 39.6 3.0% 16.3
CSX CSX 18.6 65% 62% 2.33
 
 
 
 
71% 248.1 1.6% 9.2
CY Cypress Semiconductor 6.4 35% 55% 2.81
 
 
 
 
88% 77.1 2.6% 0.0
CONE CyrusOne 16.5 38% 69% 1.95
 
 
 
 
35% 157.1 3.6% 0.0
DNKN Dunkin' Brands Group -0.7 -2% 41% 1.80
 
 
 
 
63% 67.9 2.2% 16.3
EWBC East West Bancorp 10.3 35% 56% 2.17
 
 
 
 
86% 55.3 1.2% 19.2
EQIX Equinix 28.9 66% 59% 1.74
 
 
 
 
25% 404.9 2.3% 132.1
ERIC Ericsson ADR -2.1 -35% 15% 2.58
 
 
 
 
71% 38.4 1.8% 0.0
EXPE Expedia 7.0 32% 51% 2.46
 
 
 
 
13% 251.7 1.1% 44.9
EXPD Expeditors International of Washing 9.3 63% 15% 1.47
 
 
 
 
87% 83.5 1.3% 24.4
FAST Fastenal 1.6 6% 39% 1.87
 
 
 
 
86% 64.7 2.7% 27.5
FITB Fifth Third Bancorp 16.6 52% 54% 2.03
 
 
 
 
96% 93.0 1.9% 11.7
FLIR Flir Systems 24.2 99% 34% 1.79
 
 
 
 
77% 36.3 1.3% 62.2
FTR Frontier Communications -2.3 -111% 14% 4.37
 
 
 
 
7% 25.7 26.4% 0.0
GLPI Gaming&Leisure Properties 3.6 9% 43% 1.47
 
 
 
 
38% 27.5 7.5% 18.9
GRMN Garmin 16.8 77% 37% 2.04
 
 
 
 
68% 98.4 3.4% 16.4
GNTX Gentex 10.4 52% 28% 1.80
 
 
 
 
92% 27.3 1.7% 16.7
GILD Gilead Sciences 3.0 21% 24% 2.01
 
 
 
 
67% 412.0 2.8% 23.3
GT Goodyear Tire&Rubber -2.4 -13% 35% 2.17
 
 
 
 
8% 53.9 1.9% 22.0
HBHC Hancock Holding 16.4 53% 65% 2.32
 
 
 
 
81% 25.3 1.8% 21.4
HAS Hasbro 13.0 43% 54% 2.10
 
 
 
 
34% 124.8 2.6% 31.2
HA Hawaiian Holdings 12.2 40% 106% 3.09
 
 
 
 
15% 25.2 1.3% 5.3
HCSG Healthcare Services Group 11.8 42% 36% 1.68
 
 
 
 
45% 29.5 1.6% 40.6
HIMX Himax Technologies ADR -7.0 -39% 111% 4.22
 
 
 
 
26% 48.8 2.9% 1544.4
HPT Hospitality Properties Trust 0.2 1% 19% 1.65
 
 
 
 
14% 24.2 7.8% 19.7
HBAN Huntington Bancshares 11.4 44% 44% 2.03
 
 
 
 
88% 86.3 2.8% 16.1
ILG ILG 15.4 55% 58% 2.30
 
 
 
 
100% 29.7 2.1% 32.3
INTC Intel 14.6 56% 37% 1.81
 
 
 
 
82% 1195.2 2.5% 24.1
IDCC InterDigital 6.6 22% 60% 2.22
 
 
 
 
32% 37.7 1.9% 15.5
JKHY Jack Henry&Associates 27.5 69% 32% 1.20
 
 
 
 
85% 20.7 1.2% 27.5
JACK Jack in the Box -0.2 -1% 38% 2.29
 
 
 
 
29% 62.2 1.8% 24.1
JRVR James River Group Holdings 20.1 54% 60% 1.96
 
 
 
 
10% 58.5 3.5% 23.9
KLAC KLA-Tencor 17.5 55% 58% 2.09
 
 
 
 
67% 128.9 2.1% 26.6
LAMR Lamar Advertising Cl A 3.5 14% 28% 1.58
 
 
 
 
56% 71.5 5.1% 22.7
LRCX Lam Research 13.6 35% 83% 2.31
 
 
 
 
74% 407.8 1.0% 21.3
LECO Lincoln Electric Holdings 13.6 53% 38% 1.85
 
 
 
 
50% 25.2 1.7% 24.7
LOGM LogMeIn 19.5 58% 96% 2.76
 
 
 
 
61% 64.5 1.0% 66.1
LPLA LPL Financial Holdings 6.3 30% 76% 3.14
 
 
 
 
100% 122.0 1.5% 25.4
MANT ManTech International Cl A 3.0 10% 54% 2.10
 
 
 
 
86% 21.7 1.7% 20.1
MRVL Marvell Technology Group 17.9 70% 73% 2.75
 
 
 
 
90% 92.7 1.0% 39.3
MXIM Maxim Integrated Products 15.7 73% 38% 2.08
 
 
 
 
59% 162.1 2.7% 46.6
MBFI MB Financial 6.9 30% 36% 1.94
 
 
 
 
41% 24.2 2.0% 12.1
MEOH Methanex 9.5 49% 74% 3.22
 
 
 
 
79% 25.9 2.2% 16.7
MCHP Microchip Technology 10.4 32% 54% 1.99
 
 
 
 
50% 165.4 1.7% 87.6
MSFT Microsoft 27.1 73% 51% 1.76
 
 
 
 
94% 2357.1 1.8% 64.4
MDLZ Mondelez International Cl A 0.6 3% 22% 1.74
 
 
 
 
57% 378.2 2.0% 23.2
MPWR Monolithic Power Systems 15.5 45% 60% 2.06
 
 
 
 
78% 26.2 1.0% 79.2
NDAQ Nasdaq 20.6 75% 28% 1.44
 
 
 
 
84% 114.4 1.9% 18.6
NAVI Navient -3.7 -28% 41% 2.87
 
 
 
 
32% 20.5 4.8% 13.1
NTAP NetApp 18.2 56% 68% 2.31
 
 
 
 
83% 184.8 1.3% 0.0
NWSA News Corp Cl A 5.0 35% 24% 2.02
 
 
 
 
85% 21.0 1.2% 0.0
NXST Nexstar Media Group Cl A 2.6 13% 52% 2.62
 
 
 
 
64% 24.4 2.1% 27.5
NTRS Northern Trust 11.3 47% 35% 1.83
 
 
 
 
91% 90.0 1.6% 21.6
NTRI Nutrisystem 16.2 49% 138% 3.41
 
 
 
 
15% 34.0 1.7% 22.7
PCAR Paccar 10.2 56% 27% 1.86
 
 
 
 
53% 150.0 1.4% 15.0
PACW PacWest Bancorp -0.6 -3% 37% 2.11
 
 
 
 
74% 21.4 3.7% 18.4
PZZA Papa John's International 0.8 3% 48% 2.30
 
 
 
 
7% 51.2 1.6% 19.7
PDCO Patterson -4.9 -95% 8% 1.95
 
 
 
 
18% 28.0 3.2% 19.3
PAYX Paychex 8.6 31% 26% 1.37
 
 
 
 
65% 80.6 3.0% 28.5
PBCT People's United Financial 4.5 19% 27% 1.55
 
 
 
 
89% 38.1 3.5% 20.3
PEP PepsiCo 3.2 26% 9% 1.04
 
 
 
 
21% 476.8 2.9% 32.6
PETS PetMed Express 36.2 103% 106% 2.84
 
 
 
 
73% 21.1 2.1% 27.9
POOL Pool 22.2 59% 46% 1.63
 
 
 
 
89% 24.8 1.0% 32.0
BPOP Popular 6.0 28% 43% 2.25
 
 
 
 
74% 28.2 2.3% 42.5
PCH PotlatchDeltic 12.5 48% 40% 1.88
 
 
 
 
70% 30.4 3.1% 24.9
PFG Principal Financial Group 13.0 50% 40% 1.92
 
 
 
 
24% 61.1 3.2% 8.0
QCOM Qualcomm 2.1 12% 38% 2.25
 
 
 
 
71% 400.8 3.6% 0.0
GOLD Randgold Resources ADR 3.9 19% 63% 2.82
 
 
 
 
14% 42.1 2.4% 28.9
ROIC Retail Opportunity Investment 0.1 0% 25% 1.54
 
 
 
 
20% 51.1 4.5% 49.9
RGLD Royal Gold 10.5 43% 92% 3.21
 
 
 
 
67% 23.8 1.2% 94.8
SBRA Sabra Healthcare REIT 3.4 23% 31% 2.28
 
 
 
 
12% 32.3 10.4% 14.4
SABR Sabre 4.1 24% 33% 2.16
 
 
 
 
84% 24.3 2.4% 27.1
SAFM Sanderson Farms 15.2 47% 69% 2.32
 
 
 
 
34% 122.0 1.1% 8.9
SNI Scripps Networks Interactive Cl A 2.0 9% 36% 1.93
 
 
 
 
95% 56.5 1.4% 18.8
STX Seagate Technology 9.9 53% 83% 3.52
 
 
 
 
88% 168.4 4.7% 24.2
SNH Senior Housing Properties Trust -0.1 0% 41% 1.72
 
 
 
 
8% 21.0 9.7% 30.1
SHPG Shire ADR -2.4 -49% 11% 2.36
 
 
 
 
5% 116.3 1.4% 9.0
SBGI Sinclair Broadcast Group Cl A 0.4 2% 54% 2.50
 
 
 
 
59% 37.1 2.0% 13.7
SWKS Skyworks Solutions 6.6 36% 55% 2.82
 
 
 
 
62% 169.7 1.2% 24.5
SLM SLM 6.5 28% 60% 2.59
 
 
 
 
37% 29.8 2.0% 17.7
LNCE Snyders-Lance 10.6 44% 44% 2.13
 
 
 
 
96% 40.8 1.3% 0.0
SBUX Starbucks 7.9 32% 28% 1.55
 
 
 
 
29% 608.9 2.1% 18.5
STLD Steel Dynamics 18.8 57% 87% 2.63
 
 
 
 
83% 106.7 1.6% 14.1
SYMC Symantec 15.1 44% 53% 1.90
 
 
 
 
27% 92.2 1.1% 17.6
AMTD TD Ameritrade Holding 6.2 22% 55% 2.18
 
 
 
 
85% 112.6 1.5% 31.7
TXN Texas Instruments 23.4 67% 50% 1.82
 
 
 
 
69% 441.9 2.3% 29.7
TXRH Texas Roadhouse 10.1 44% 42% 2.13
 
 
 
 
84% 60.9 1.8% 31.1
TSCO Tractor Supply 1.3 10% 23% 2.08
 
 
 
 
49% 87.9 1.6% 20.0
TROW T. Rowe Price Group 16.3 55% 36% 1.62
 
 
 
 
85% 159.1 2.5% 18.8
UMPQ Umpqua Holdings 11.7 56% 31% 1.85
 
 
 
 
85% 27.6 3.3% 19.5
UBSI United Bankshares 0.1 1% 25% 1.90
 
 
 
 
40% 22.8 3.6% 24.1
VEON VEON ADR -4.7 -47% 44% 3.48
 
 
 
 
13% 79.6 3.6% 3.5
VIAB Viacom Cl B -7.1 -104% 23% 3.02
 
 
 
 
47% 81.0 2.4% 6.8
VOD Vodafone Group ADR -7.9 -47% 21% 1.65
 
 
 
 
51% 79.6 4.1% 0.0
WBA Walgreens Boots Alliance -2.3 -22% 15% 1.83
 
 
 
 
27% 210.6 2.3% 19.4
WEN Wendy's Co 8.8 31% 46% 1.98
 
 
 
 
83% 138.8 2.0% 21.6
WDC Western Digital 10.5 57% 63% 3.06
 
 
 
 
73% 361.1 2.2% 73.7
WLTW Willis Towers Watson 7.0 36% 20% 1.44
 
 
 
 
87% 53.0 1.3% 38.3
WYNN Wynn Resorts 8.1 47% 83% 3.65
 
 
 
 
67% 315.4 1.2% 23.0
XEL Xcel Energy 6.1 19% 27% 1.26
 
 
 
 
30% 135.6 3.4% 19.8
XLNX Xilinx 12.8 44% 45% 1.92
 
 
 
 
68% 122.6 2.0% 36.9
ZION Zions Bancorp 26.5 74% 71% 2.22
 
 
 
 
95% 106.1 1.4% 21.3


Definition of Parameters:

Stk. Rank
A composite indicator that includes the Trend Quality Indicator, the 3-Yr Energy Indicator and other considerations, with the objective of ranking the "likely future value" of including a stock in a SectorSurfer Strategy. It does not directly indicate which stocks are hot to buy today, but rather indicates which stocks will likely make excellent candidates for SectorSurfer's selection algorithm. Make this your primary stock screening parameter. Please also view this Freshly Fit for Duty comment.


Trend Quality

A measure of the probability that a trend will continue from one month to the next. It is calculated over the most recent five years as the ratio of the sum of all actual monthly returns during months that SectorSurfer's trend indicator predicted would be positive, divided by the sum of all of the positive return amounts predicted.  Some stocks inherently have poor trend quality because they are thinly traded or have small capitalization and are easily buffeted by traders responding to economic, sector, or competitor headlines. Knowing whether a trend indication has meaning or is more likely irrelevant market noise is important to improving the batting average in stock selection. An example of a nice steady trend characteristic is Southern Company (SO), while others, such as Guess (GES), are fraught with regular sharp trend reversals that negate signal reliability.


3-Yr Excess

The relative recent price strength as measured by the cumulative returns in excess of the S&P 500 over the past three years. Calculations are based on the daily sum of the positive differences in the one-month-double-smoothed daily returns of each.  Companies that have outperformed the S&P500 index in recent periods have likely done so for a reason, and are more likely to do so again in the future. While many companies do well during an initial growth phase, most later go dormant. However, some do have additional growth phases. For example, while DELL was a rising star in the late 90s, it has since been dormant for over a decade and serves no purpose in a current SectorSurfer Stock Strategy. See example DELL chart.


Relative Volatility
The ratio of the stock's daily price volatility to the S&P500's daily price volatility, where volatility is measured by the standard deviation of the percentage change in daily price during the past three years. The daily volatility of the S&P500 typically runs about 1.2%. A stock with 2.5 times the daily volatility will show a value of 2.5 in the table. Volatility is a measure of market noise that reduces reliability of the trend signal. The higher the volatility, the more likely an erroneous head-fake signal will be generated — and as you know, having a reliable handoff of the baton in a relay race is critical. A relative volatility rating of about 1.5 or less is recommended.


Signature Ribbon
Signature RibbonThe Ribbon's three colored bars provide a visual means to help identify stocks of different character — meaning stocks that have poorly correlated price movements that would be likely to play well together in a SectorSurfer Strategy as outlined here. The annotated chart to the right demonstrates how to interpret the Signature Ribbon's three colored bars.

Along the top of the chart is a portion of the screener row for VIAB showing its green-black-blue ribbons on the right side. The three ribbons represent the returns from each of the prior three years. Each year is further broken down into thirds, represented by the three primary colors red, green, and blue, which are combined together to make one stripe. The color triangle below shows how the various colors combine. For example, blue plus red makes purple, red plus green makes yellow, and all of them together create white. Red represents performance during the first part of the year, green during the middle, and blue the end. Performance is measured relative to the S&P500 during the same interval.
Color Chart
The first bar in the Signature Ribbon is bright green, indicating that the middle of the first year performed much better than the S&P500, but there was no contribution during the first (red) or last (blue) portions of the year. During the second year, VIAB performs about the same as the S&P500, so neither red, green, nor blue have contributions, leaving the second ribbon black. In the final year, VIAB performs about as well as the S&P500 during the start of the year, so no contribution to red, but performance is much better than the S&P500 during the middle and end portions of the year, contributing both green and blue to produce the aqua colored third bar in the Signature Ribbon.

Use the Signature Ribbon as an quick guide for identifying uncorrelated candidates for your Strategy, but always be sure to examine the chart and other performance metrics of each before adding it as a participating member of your Strategy.


1-Yr Price Range
The current price as a percentage of the range between the 52-week high and the 52-week low. For example, if the current price is $80, the 52-week high was $100 and the 52-weeek low was $50 then the value = ($80 - $50) / ($100 - $50) = 60%. At a glance you will know if you are going to be bottom fishing or investing in something powering on to new highs.


Volume in $M/day
The daily traded volume of shares in millions of dollars. Thinly traded stocks are more likely to have poor trend characteristics and are more likely to have significant bid-ask spreads that degrade returns in actual trades. A checkbox is provided above to include or exclude stocks trading under $20 million per day. Note that stocks trading at about this level may, or may not, make this threshold from day-to-day because of its daily fluctuation in trading volume.


Dividend
The annualized amount paid to shareholders by the company as a percent of share price. In the absence of any capital gains, the dividend yield is the return on investment for a stock. However, in any trading system, eventually the stock is sold, capital gains come to roost, and the dividends taken along the way simply amount to selling a portion of the investment each time a dividend is distributed. However, stock prices used for charting and analysis are always dividend adjusted so that any analysis of the stock's price is as if the dividends were reinvested in more shares. Thus, dividends do not represent any additional return not already represented in the adjusted price history. While some believe that the mere fact a company is paying a dividend is an indication of company maturity and prudent management, others would argue it signals the doldrums as management admits it no longer can think of better uses for surplus cash in product and market development. A checkbox is provided above to include or exclude stocks under 1% annual dividend yield.


P/E Ratio
The ratio of a company's current share price to its per-share earnings. For example, if a company is currently trading at $43 a share and earnings over the past 12 months were $1.95 per share, the P/E ratio for the stock would be $43/$1.95 = 22.1. The P/E Ratio is also known as "price multiple" or "earnings multiple." Newly listed companies are often in a serious product and market development phase and have little to no net earnings, but always project great earnings down the road. An interesting contrast is exemplified by the difference between giants AAPL and AMZN with similar stock trajectories, but which (in 2012) have P/Es of 15 and 295 respectively. Even though AMZN has been around for well over 15 years, the company continues to invest heavily in growth, leaving profits for later — and investors believe and reward that story. While P/E is interesting, apparently it isn't a very good indicator of price appreciation trend.


Spreadsheet Download
The link just above-right of the table enables downloading current data in the .csv spreadsheet file format. The file name contains both the current month and year so that the data from the last day of each month remains available on the server and accessible for your further experimentation. You can retrieve any of the files by using the following URL web address format: http://sumgrowth.com/Data/SGSETFScreener-mm-yyyy.csv where mm and yyyy are replaced with the current month and year respectively. The first ETF spreadsheet is for 07-2013, and the first stocks spreadsheet is for 06-2012.

For example:
•    http://sumgrowth.com/Data/SGSETFScreener-10-2016.csv for ETFs, and
•    http://sumgrowth.com/Data/SGSStockScreener-10-2016.csv for stocks.
 
Note: The last nine columns of the spreadsheet contain the Signature Ribbon data for the nine four-month periods prior to the date of the spreadsheet in the order of oldest to most recent, with values from 0.00 to 9.99. The value is proportional to the relative amount by which its performance exceeds the performance of the S&P500 during the period (or that of a money market fund if the S&P500 is trending negatively). There are no negative values because SectorSurfer's algorithm is inherently designed to ignore potentially negative contributors, thus rendering them of zero value.