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: 840

6/24/2018 3:02:28 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 38% 0% 1.00
 
 
 
 
81% 5421.6 2.1% 14.0
MMM 3M 8.8 33% 24% 1.31
 
 
 
 
7% 438.3 2.8% 29.2
ABB ABB ADR 5.8 24% 25% 1.46
 
 
 
 
8% 24.2 3.7% 23.1
ABT Abbott Laboratories 3.1 14% 28% 1.61
 
 
 
 
84% 256.3 1.8% 240.5
ABBV AbbVie 13.2 53% 49% 2.20
 
 
 
 
43% 833.8 4.1% 23.6
ANF Abercrombie&Fitch 10.6 48% 128% 4.05
 
 
 
 
94% 65.0 2.9% 79.8
ABM ABM Industries 8.4 44% 27% 1.78
 
 
 
 
14% 58.6 2.3% 22.7
AKR Acadia Realty Trust 0.2 2% 14% 1.57
 
 
 
 
76% 20.7 3.8% 591.5
ACN Accenture Cl A 15.4 57% 29% 1.47
 
 
 
 
86% 559.6 1.7% 28.1
WMS Advanced Drainage Systems -14.1 -94% 42% 2.72
 
 
 
 
83% 33.3 1.1% 29.6
AES AES -2.9 -16% 30% 2.03
 
 
 
 
86% 101.0 4.0% 55.2
AET Aetna 14.6 71% 29% 1.81
 
 
 
 
92% 238.5 1.1% 18.1
AFL AFLAC 8.6 32% 23% 1.26
 
 
 
 
75% 142.1 2.4% 7.4
APD Air Products&Chemicals -0.8 -8% 11% 1.44
 
 
 
 
50% 196.3 2.8% 30.5
ALK Alaska Air Group 3.5 15% 48% 2.28
 
 
 
 
14% 96.9 2.0% 8.4
ALB Albemarle 18.4 51% 80% 2.38
 
 
 
 
12% 127.7 1.4% 21.6
ARE Alexandria Real Estate Equities 2.2 10% 23% 1.44
 
 
 
 
64% 140.3 2.9% 48.8
ALLE Allegion -2.9 -16% 22% 1.60
 
 
 
 
24% 47.4 1.1% 26.9
AGN Allergan -5.6 -89% 14% 2.33
 
 
 
 
27% 332.4 1.7% 0.0
ALE Allete 10.5 30% 32% 1.34
 
 
 
 
66% 24.0 2.9% 22.4
LNT Alliant Energy 13.0 39% 30% 1.31
 
 
 
 
49% 58.5 3.3% 19.9
ALSN Allison Transmission Holdings 13.9 51% 36% 1.71
 
 
 
 
68% 62.2 1.4% 10.5
ALL Allstate 16.0 62% 23% 1.30
 
 
 
 
34% 199.0 2.0% 10.0
ALLY Ally Financial 7.4 32% 38% 1.98
 
 
 
 
56% 115.2 2.0% 12.2
MO Altria Group 2.6 8% 30% 1.38
 
 
 
 
13% 399.8 4.9% 10.2
AMC AMC Entertainment Holding -5.7 -47% 44% 3.14
 
 
 
 
43% 37.8 4.8% 0.0
AEE Ameren 16.2 46% 31% 1.29
 
 
 
 
52% 88.9 3.1% 24.9
AMX America Movil ADR 6.2 33% 37% 2.24
 
 
 
 
29% 25.9 1.9% 84.2
ACC American Campus Communities 0.3 1% 28% 1.50
 
 
 
 
58% 44.1 4.3% 100.2
AEO American Eagle Outfitters 3.7 17% 69% 2.90
 
 
 
 
91% 145.9 2.3% 20.0
AEP American Electric Power 5.5 19% 24% 1.22
 
 
 
 
30% 200.3 3.7% 18.8
AXP American Express 12.2 54% 27% 1.61
 
 
 
 
72% 668.3 1.4% 28.4
AFG American Financial Group 30.9 79% 34% 1.25
 
 
 
 
48% 37.4 1.3% 20.9
AIG American International Group -8.1 -73% 12% 1.54
 
 
 
 
28% 255.3 2.4% 0.0
AMT American Tower REIT 1.8 6% 33% 1.46
 
 
 
 
50% 351.7 2.2% 54.3
AWK American Water Works 20.0 42% 44% 1.32
 
 
 
 
45% 75.3 2.2% 34.2
AMP Ameriprise Financial 11.2 48% 40% 2.04
 
 
 
 
36% 377.5 2.5% 13.5
ABC AmerisourceBergen -8.9 -76% 21% 2.08
 
 
 
 
63% 89.9 1.6% 23.0
APH Amphenol Cl A 11.8 42% 27% 1.35
 
 
 
 
79% 109.7 1.0% 40.9
APC Anadarko Petroleum 5.3 26% 67% 2.98
 
 
 
 
98% 832.9 1.4% 9881.3
ANDV Andeavor 13.9 48% 70% 2.50
 
 
 
 
73% 392.9 1.8% 12.8
BUD Anheuser-Busch InBev ADR -7.6 -72% 12% 1.56
 
 
 
 
21% 197.3 4.8% 24.7
NLY Annaly Capital Management 4.1 11% 31% 1.18
 
 
 
 
24% 94.8 11.3% 5.2
ANTM Anthem 11.1 37% 42% 1.79
 
 
 
 
74% 261.2 1.2% 15.7
AON Aon 13.5 46% 25% 1.25
 
 
 
 
29% 144.0 1.2% 46.5
AOS A.O. Smith 9.2 32% 40% 1.77
 
 
 
 
46% 88.4 1.2% 34.1
APA Apache -1.6 -12% 50% 3.19
 
 
 
 
63% 221.7 2.2% 13.9
AIV Apartment Investment&Management -0.5 -4% 14% 1.45
 
 
 
 
51% 36.2 3.6% 250.4
ARI Apollo Commercial Real Estate Finan 8.1 43% 14% 1.12
 
 
 
 
71% 46.9 9.8% 12.7
APO Apollo Global Management Cl A 21.7 57% 68% 2.10
 
 
 
 
52% 20.8 4.8% 15.7
APLE Apple Hospitality REIT -4.3 -28% 15% 1.37
 
 
 
 
50% 25.5 6.5% 22.0
ATR Aptargroup 14.7 54% 25% 1.33
 
 
 
 
77% 62.2 1.4% 26.2
WTR Aqua America 7.0 22% 29% 1.32
 
 
 
 
29% 23.7 2.4% 25.3
ARMK Aramark 0.7 5% 16% 1.53
 
 
 
 
20% 98.8 1.1% 19.3
ABR Arbor Realty Trust 20.2 66% 32% 1.47
 
 
 
 
90% 50.3 10.0% 8.1
MT ArcelorMittal ADR 8.1 42% 105% 3.91
 
 
 
 
67% 64.9 1.3% 6.5
ADM Archer Daniels Midland -3.9 -26% 21% 1.82
 
 
 
 
97% 327.3 2.9% 16.0
AROC Archrock -1.6 -13% 126% 5.37
 
 
 
 
81% 21.8 4.0% 32.8
ARNC Arconic -13.1 -147% 38% 3.44
 
 
 
 
3% 49.0 1.4% 0.0
AJG Arthur J. Gallagher 14.9 45% 28% 1.24
 
 
 
 
64% 167.9 2.5% 18.0
APAM Artisan Partners Asset Management -2.4 -14% 31% 2.14
 
 
 
 
23% 20.1 7.5% 28.2
ASH Ashland Global Holdings 7.3 39% 22% 1.60
 
 
 
 
89% 35.9 1.3% 0.0
AHL Aspen Insurance Holdings 2.4 15% 23% 1.81
 
 
 
 
40% 45.5 2.3% 0.0
ASB Associated Banc-Corp. -0.1 0% 34% 1.90
 
 
 
 
90% 48.2 2.1% 19.1
AIZ Assurant 9.4 38% 33% 1.74
 
 
 
 
80% 140.6 2.2% 11.6
AGO Assured Guaranty 11.2 41% 44% 1.95
 
 
 
 
27% 35.9 1.8% 7.2
AZN AstraZeneca ADR -1.3 -7% 29% 1.80
 
 
 
 
75% 188.2 5.4% 31.3
ATO Atmos Energy 21.7 46% 40% 1.25
 
 
 
 
74% 51.3 2.2% 16.2
T AT&T -2.5 -13% 18% 1.31
 
 
 
 
6% 1968.8 6.3% 6.4
ALV Autoliv -3.7 -16% 41% 2.07
 
 
 
 
81% 82.2 1.7% 32.0
AVB Avalonbay Communities 1.1 8% 12% 1.32
 
 
 
 
42% 200.7 3.4% 30.1
AVY Avery Dennison 13.5 35% 45% 1.57
 
 
 
 
35% 61.9 2.1% 30.8
AVA Avista 28.9 68% 47% 1.50
 
 
 
 
99% 28.8 2.8% 31.8
AXS AXIS Capital Holdings 4.8 20% 24% 1.43
 
 
 
 
45% 27.6 2.8% 0.0
BLL Ball -7.2 -50% 17% 1.62
 
 
 
 
10% 247.3 1.1% 28.1
BBVA Banco Bilbao Vizcaya Argentaria ADR 3.6 28% 29% 2.35
 
 
 
 
12% 20.7 10.6% 10.8
BMA Banco Macro ADR 7.2 32% 91% 3.32
 
 
 
 
17% 31.7 2.8% 7.7
BXS BancorpSouth Bank 2.5 14% 30% 2.01
 
 
 
 
84% 58.3 1.6% 19.1
SAN Banco Santander ADR 5.7 36% 39% 2.52
 
 
 
 
10% 42.2 5.2% 11.0
BAC Bank of America 12.0 33% 63% 2.06
 
 
 
 
61% 1918.7 1.7% 16.4
BOH Bank of Hawaii 4.5 23% 23% 1.59
 
 
 
 
73% 24.4 2.8% 19.3
BK Bank of New York Mellon 3.6 19% 24% 1.70
 
 
 
 
78% 277.5 1.7% 14.2
BNS Bank of Nova Scotia 11.6 38% 30% 1.42
 
 
 
 
11% 34.3 4.4% 10.8
BKU BankUnited 1.5 7% 32% 1.94
 
 
 
 
88% 65.2 1.9% 7.5
BCS Barclays ADR -4.3 -36% 32% 2.64
 
 
 
 
33% 27.4 2.2% 0.0
B Barnes Group 11.6 37% 49% 1.92
 
 
 
 
35% 22.3 1.1% 54.7
BAX Baxter International 2.8 17% 39% 2.45
 
 
 
 
92% 239.9 1.0% 49.4
BBT BB&T 13.4 53% 31% 1.62
 
 
 
 
65% 227.1 2.9% 16.0
BCE BCE -3.6 -19% 14% 1.06
 
 
 
 
5% 30.4 5.8% 17.1
BDX Becton Dickinson 8.7 33% 26% 1.40
 
 
 
 
81% 643.0 1.3% 0.0
BMS Bemis 0.4 4% 12% 1.53
 
 
 
 
8% 21.1 3.0% 42.1
BHLB Berkshire Hills Bancorp 13.8 54% 29% 1.56
 
 
 
 
88% 29.1 2.1% 27.2
BBY Best Buy 16.8 56% 85% 2.73
 
 
 
 
87% 268.0 2.4% 22.4
BGS B&G Foods -0.7 -4% 55% 2.70
 
 
 
 
57% 35.4 5.9% 10.4
BBL BHP Billiton ADR 12.3 60% 66% 2.96
 
 
 
 
81% 46.1 5.0% 25.0
BHP BHP Billiton ADR 12.4 57% 61% 2.74
 
 
 
 
82% 124.6 4.5% 27.7
BIG Big Lots -7.7 -50% 34% 2.36
 
 
 
 
18% 58.9 2.9% 10.4
BKH Black Hills 9.0 25% 44% 1.61
 
 
 
 
50% 44.2 3.1% 14.0
BLK BlackRock 10.2 40% 33% 1.70
 
 
 
 
61% 248.7 2.2% 16.5
BX Blackstone Group 3.1 26% 22% 2.14
 
 
 
 
37% 167.2 4.3% 16.1
BXMT Blackstone Mortgage Trust Cl A 5.2 30% 13% 1.12
 
 
 
 
89% 385.8 7.6% 14.3
BA Boeing 34.8 62% 79% 1.80
 
 
 
 
80% 1024.9 2.0% 22.2
BAH Booz Allen Hamilton Holding 10.8 46% 35% 1.85
 
 
 
 
91% 57.7 1.7% 21.8
BWA BorgWarner 5.2 36% 31% 2.34
 
 
 
 
28% 141.9 1.5% 20.0
BXP Boston Properties -6.9 -75% 10% 1.46
 
 
 
 
69% 184.5 2.6% 36.5
BP BP ADR 6.7 49% 22% 1.92
 
 
 
 
85% 405.9 5.2% 34.3
BDN Brandywine Realty Trust 0.7 4% 20% 1.51
 
 
 
 
43% 23.1 4.3% 21.1
BSIG BrightSphere Investment Group -2.9 -29% 19% 2.15
 
 
 
 
36% 24.4 2.6% 42.5
EAT Brinker International 3.7 22% 33% 2.22
 
 
 
 
89% 62.7 3.0% 18.5
BMY Bristol-Myers Squibb -6.6 -49% 22% 1.98
 
 
 
 
26% 532.8 2.9% 98.5
BTI British American Tobacco ADR -4.5 -23% 22% 1.57
 
 
 
 
15% 179.0 5.3% 1.1
BRX Brixmor Property Group -0.4 -4% 13% 1.91
 
 
 
 
65% 95.3 6.0% 19.2
BR Broadridge Financial Solutions 44.6 79% 54% 1.36
 
 
 
 
93% 175.7 1.3% 34.2
BAM Brookfield Asset Management Cl A 2.4 19% 14% 1.55
 
 
 
 
56% 23.5 1.5% 18.3
BRO Brown&Brown 16.9 49% 29% 1.23
 
 
 
 
94% 35.9 1.1% 19.1
BFB Brown-Forman Cl B 13.3 47% 32% 1.56
 
 
 
 
55% 173.9 1.3% 33.5
BC Brunswick -1.3 -9% 30% 2.32
 
 
 
 
83% 84.6 1.2% 38.6
BPL Buckeye Partners -2.4 -31% 16% 2.25
 
 
 
 
4% 27.1 13.9% 11.4
BG Bunge -1.3 -10% 27% 2.31
 
 
 
 
40% 89.5 2.6% 179.1
BWXT BWX Technologies 20.3 50% 60% 1.84
 
 
 
 
62% 55.9 1.0% 39.7
CBT Cabot 5.6 21% 47% 2.07
 
 
 
 
66% 39.0 2.1% 0.0
COG Cabot Oil&Gas 3.4 28% 36% 2.83
 
 
 
 
18% 324.5 1.0% 96.3
CPT Camden Property Trust -1.3 -8% 16% 1.38
 
 
 
 
77% 91.4 3.3% 43.4
CPB Campbell Soup 3.2 17% 26% 1.74
 
 
 
 
27% 230.8 3.6% 24.3
CNI Canadian National Railway 4.9 22% 24% 1.49
 
 
 
 
66% 84.3 1.8% 22.8
CNQ Canadian Natural Resources 5.0 26% 58% 2.82
 
 
 
 
52% 155.5 3.1% 18.9
CP Canadian Pacific Railway 3.3 26% 20% 1.97
 
 
 
 
80% 88.8 1.1% 15.1
COF Capital One Financial 2.1 11% 30% 1.97
 
 
 
 
61% 184.8 1.7% 21.0
CAH Cardinal Health -11.8 -210% 11% 2.15
 
 
 
 
11% 156.8 3.5% 10.1
CSL Carlisle -1.6 -8% 21% 1.55
 
 
 
 
59% 63.7 1.4% 21.7
CCL Carnival 2.8 14% 29% 1.78
 
 
 
 
26% 316.6 3.2% 17.4
CUK Carnival ADR 2.9 15% 27% 1.76
 
 
 
 
25% 20.9 3.1% 17.5
CRS Carpenter Technology 9.9 61% 56% 3.08
 
 
 
 
79% 20.6 1.3% 15.7
CRI Carters -6.6 -35% 28% 1.86
 
 
 
 
57% 88.8 1.6% 17.6
CAT Caterpillar 19.4 50% 62% 1.96
 
 
 
 
53% 707.0 2.5% 38.1
CBL CBL&Associates Properties -3.9 -69% 20% 3.11
 
 
 
 
41% 33.8 12.9% 0.0
CBS CBS Cl B -0.3 -1% 27% 1.90
 
 
 
 
43% 288.3 1.3% 18.6
CE Celanese Series A 4.2 14% 47% 1.88
 
 
 
 
84% 138.2 1.9% 15.3
CVE Cenovus Energy -6.3 -49% 50% 3.25
 
 
 
 
66% 41.1 1.6% 10.6
CNP CenterPoint Energy 13.7 39% 36% 1.44
 
 
 
 
32% 87.4 4.2% 6.6
CTL CenturyLink -6.6 -57% 28% 2.51
 
 
 
 
46% 151.5 11.6% 11.9
CF CF Industries Holdings 4.5 31% 56% 3.26
 
 
 
 
95% 181.3 2.7% 23.9
CC Chemours 14.9 54% 246% 5.07
 
 
 
 
52% 95.3 1.5% 9.9
CVX Chevron 11.4 44% 35% 1.75
 
 
 
 
72% 1030.1 3.6% 23.5
CHS Chico's Fas -6.9 -61% 42% 3.18
 
 
 
 
39% 24.1 4.0% 11.2
CIM Chimera Investment 12.4 27% 43% 1.35
 
 
 
 
76% 27.5 10.6% 6.3
CHL China Mobile ADR -1.1 -19% 6% 1.46
 
 
 
 
3% 31.4 4.6% 10.7
CHH Choice Hotels International 8.3 25% 41% 1.64
 
 
 
 
69% 24.3 1.1% 39.5
CB Chubb 7.0 38% 16% 1.25
 
 
 
 
2% 304.5 2.3% 15.3
CHD Church&Dwight -7.6 -40% 19% 1.37
 
 
 
 
69% 91.8 1.7% 16.7
CNK Cinemark Holdings -2.6 -14% 26% 1.83
 
 
 
 
31% 72.7 3.6% 16.9
CIT CIT Group 7.2 40% 30% 2.01
 
 
 
 
63% 103.0 1.3% 31.8
C Citigroup 8.6 40% 34% 1.94
 
 
 
 
23% 1051.3 1.9% 0.0
CFG Citizens Financial Group 10.3 32% 61% 2.15
 
 
 
 
58% 219.2 2.1% 12.0
CLX Clorox -1.7 -6% 25% 1.33
 
 
 
 
42% 129.2 3.0% 21.1
CMS CMS Energy 13.5 37% 30% 1.21
 
 
 
 
48% 130.5 3.2% 25.5
CNO CNO Financial Group -5.0 -27% 33% 2.08
 
 
 
 
2% 27.7 2.1% 16.9
CEO CNOOC ADR 8.1 40% 48% 2.48
 
 
 
 
71% 20.2 4.7% 20.2
KO Coca-Cola 3.2 18% 12% 1.00
 
 
 
 
25% 618.7 3.6% 135.2
CCE Coca-Cola European Partners -14.1 -73% 31% 1.94
 
 
 
 
44% 33.1 3.2% 29.5
CL Colgate-Palmolive 0.2 2% 8% 1.28
 
 
 
 
20% 309.6 2.6% 27.4
CLNS Colony NorthStar -0.5 -5% 27% 2.58
 
 
 
 
12% 66.3 6.9% 0.0
CMA Comerica 19.9 51% 72% 2.14
 
 
 
 
81% 290.3 1.4% 20.7
CMC Commercial Metals 9.2 47% 61% 2.86
 
 
 
 
65% 47.6 2.1% 47.7
CBU Community Bank System 19.0 54% 46% 1.71
 
 
 
 
94% 22.8 2.2% 19.3
CAG Conagra Brands -2.4 -29% 13% 1.91
 
 
 
 
88% 100.4 2.2% 17.9
COP ConocoPhillips 9.8 51% 49% 2.58
 
 
 
 
87% 719.1 1.7% 0.0
ED Consolidated Edison 5.0 14% 30% 1.23
 
 
 
 
25% 181.6 3.8% 15.0
STZ Constellation Brands Cl A 21.1 52% 46% 1.56
 
 
 
 
91% 294.6 1.3% 22.1
CVG Convergys -6.2 -43% 22% 1.93
 
 
 
 
65% 39.4 1.8% 21.7
CTB Cooper Tire&Rubber -14.5 -84% 35% 2.26
 
 
 
 
25% 23.9 1.6% 19.7
CPA Copa Holdings Cl A 7.4 28% 92% 3.05
 
 
 
 
0% 30.6 3.6% 10.3
CXW CoreCivic -12.4 -62% 85% 3.42
 
 
 
 
45% 218.4 7.3% 16.7
CLB Core Laboratories -2.0 -15% 34% 2.58
 
 
 
 
85% 39.6 1.8% 61.5
COR CoreSite Realty 18.9 33% 83% 1.83
 
 
 
 
62% 37.2 3.8% 56.0
GLW Corning 14.1 51% 36% 1.72
 
 
 
 
26% 304.2 2.5% 0.0
OFC Corporate Office Properties Trust 5.8 18% 32% 1.42
 
 
 
 
35% 21.2 3.9% 57.1
COTY Coty Cl A -7.4 -109% 18% 2.63
 
 
 
 
21% 102.3 3.4% 0.0
CUZ Cousins Properties -9.9 -86% 18% 1.91
 
 
 
 
86% 59.7 2.7% 43.1
CR Crane 15.2 52% 43% 1.86
 
 
 
 
31% 33.4 1.7% 27.7
BAP Credicorp 26.1 66% 63% 1.95
 
 
 
 
70% 66.9 2.0% 13.5
CS Credit Suisse Group ADR 4.0 30% 32% 2.48
 
 
 
 
27% 28.1 1.6% 0.0
CCI Crown Castle International 2.8 12% 22% 1.39
 
 
 
 
48% 253.1 4.1% 115.1
CUBE CubeSmart 13.0 39% 41% 1.63
 
 
 
 
98% 69.4 3.8% 39.8
CFR Cullen/Frost Bankers 10.3 34% 56% 2.15
 
 
 
 
79% 37.2 2.4% 19.5
CMI Cummins 7.7 28% 41% 1.85
 
 
 
 
2% 212.3 3.2% 24.6
CVI CVR Energy 10.9 41% 120% 3.56
 
 
 
 
64% 23.3 8.2% 11.4
CVS CVS Health -3.0 -122% 3% 1.79
 
 
 
 
50% 580.1 2.8% 11.1
DAN Dana 10.8 33% 79% 2.50
 
 
 
 
1% 59.7 1.9% 22.7
DRI Darden Restaurants 9.0 35% 38% 1.88
 
 
 
 
98% 351.8 2.3% 23.1
DCT DCT Industrial Trust 33.2 66% 52% 1.45
 
 
 
 
90% 27.9 2.2% 44.7
DDR DDR Corp -0.7 -14% 43% 5.05
 
 
 
 
56% 109.9 8.4% 0.0
DF Dean Foods -4.3 -42% 28% 2.64
 
 
 
 
25% 22.2 3.4% 14.1
DE Deere 18.0 53% 53% 1.92
 
 
 
 
49% 329.9 1.9% 25.8
DK Delek US Holdings 23.8 84% 117% 3.38
 
 
 
 
75% 200.8 1.9% 18.4
DAL Delta Air Lines 9.4 42% 42% 2.14
 
 
 
 
50% 535.0 2.3% 10.8
DLX Deluxe Corp. 0.8 6% 18% 1.70
 
 
 
 
13% 32.4 1.8% 13.9
DNR Denbury Resources 5.4 46% 243% 7.83
 
 
 
 
96% 127.6 5.3% 10.7
DB Deutsche Bank -7.2 -75% 33% 3.04
 
 
 
 
5% 38.1 1.2% 0.0
DEO Diageo ADR 2.8 15% 17% 1.26
 
 
 
 
91% 54.2 1.9% 22.0
DRH Diamondrock Hospitality 6.3 46% 24% 2.04
 
 
 
 
79% 24.2 4.1% 28.7
DKS Dick's Sporting Goods 4.2 28% 51% 3.02
 
 
 
 
72% 97.6 2.5% 11.7
DLR Digital Realty Trust 15.3 39% 51% 1.69
 
 
 
 
37% 208.3 3.7% 105.8
DIN Dine Brands Global -4.5 -17% 56% 2.31
 
 
 
 
98% 48.5 3.1% 0.0
DFS Discover Financial Services 5.0 18% 36% 1.69
 
 
 
 
65% 248.4 1.9% 12.7
DG Dollar General 5.8 24% 40% 2.01
 
 
 
 
85% 395.8 1.2% 16.7
D Dominion Energy -2.9 -23% 11% 1.21
 
 
 
 
23% 200.0 5.0% 14.3
UFS Domtar 5.3 33% 29% 2.11
 
 
 
 
65% 40.6 3.7% 0.0
DCI Donaldson 9.9 42% 30% 1.71
 
 
 
 
34% 28.0 1.7% 41.8
DEI Douglas Emmett -0.5 -2% 25% 1.40
 
 
 
 
81% 52.9 2.5% 64.7
DOV Dover 8.0 43% 27% 1.84
 
 
 
 
41% 127.5 2.6% 14.9
DHI D.R. Horton 6.7 22% 52% 2.02
 
 
 
 
37% 173.1 1.2% 13.7
DPS Dr Pepper Snapple Group 21.4 53% 46% 1.55
 
 
 
 
90% 357.7 1.9% 21.0
DSW DSW Cl A -9.7 -81% 38% 2.91
 
 
 
 
94% 76.2 3.9% 30.4
DTE DTE Energy 11.3 42% 22% 1.21
 
 
 
 
28% 118.6 3.5% 16.5
DUK Duke Energy -1.8 -9% 17% 1.21
 
 
 
 
28% 241.6 4.6% 18.4
DRE Duke Realty 18.9 48% 40% 1.43
 
 
 
 
76% 72.8 2.8% 37.3
DNB Dun&Bradstreet 8.3 46% 27% 1.85
 
 
 
 
84% 73.7 1.6% 25.3
DEA Easterly Government Properties 6.0 33% 18% 1.41
 
 
 
 
14% 35.2 5.3% 194.8
EGP EastGroup Properties 3.3 8% 40% 1.39
 
 
 
 
92% 32.0 2.7% 32.9
EMN Eastman Chemical 5.9 24% 33% 1.75
 
 
 
 
66% 138.5 2.2% 10.0
ETN Eaton 7.3 38% 24% 1.69
 
 
 
 
34% 175.3 2.0% 11.2
EV Eaton Vance 13.6 52% 36% 1.78
 
 
 
 
56% 39.9 2.3% 20.1
ECL Ecolab 4.5 32% 13% 1.33
 
 
 
 
53% 362.0 1.2% 27.1
EC Ecopetrol ADR 19.1 66% 105% 3.15
 
 
 
 
76% 22.9 3.3% 14.4
EIX Edison International 1.8 7% 26% 1.49
 
 
 
 
16% 223.3 3.9% 48.4
EDR Education Realty Trust 4.7 15% 36% 1.53
 
 
 
 
81% 43.7 3.8% 65.8
LLY Eli Lilly -4.3 -46% 13% 1.73
 
 
 
 
79% 305.1 2.6% 75.8
EE El Paso Electric 12.8 35% 37% 1.43
 
 
 
 
82% 21.8 2.5% 25.0
EMR Emerson Electric 7.8 39% 25% 1.65
 
 
 
 
73% 265.4 2.8% 25.2
ESRT Empire State Realty Trust -7.1 -45% 15% 1.38
 
 
 
 
23% 28.3 2.5% 44.0
ENB Enbridge -1.7 -14% 21% 2.10
 
 
 
 
21% 112.9 6.7% 29.1
EHC Encompass Health 8.0 34% 38% 1.93
 
 
 
 
90% 440.2 1.5% 23.7
ENR Energizer Holdings 8.1 21% 84% 2.35
 
 
 
 
92% 42.6 1.9% 30.2
ETE Energy Transfer Equity 0.3 2% 99% 4.86
 
 
 
 
71% 66.4 7.0% 18.5
ETP Energy Transfer Partners -6.3 -64% 34% 3.03
 
 
 
 
65% 108.5 11.7% 18.0
ENLK EnLink Midstream Partners -2.5 -17% 59% 3.29
 
 
 
 
45% 23.0 10.1% 111.0
NPO EnPro Industries 2.8 12% 58% 2.52
 
 
 
 
13% 20.2 1.4% 2.8
ETM Entercom Communications Cl A -2.0 -17% 38% 2.94
 
 
 
 
25% 21.5 4.6% 2.9
ETR Entergy -0.3 -1% 20% 1.34
 
 
 
 
52% 150.3 4.4% 31.5
EPD Enterprise Products Partners 0.0 0% 23% 2.24
 
 
 
 
73% 104.8 6.1% 20.6
EPR EPR Properties 7.8 25% 34% 1.50
 
 
 
 
58% 49.5 6.6% 23.1
EQM EQT Midstream Partners -2.7 -60% 10% 2.33
 
 
 
 
11% 61.2 7.9% 9.9
EFX Equifax -2.7 -14% 27% 1.83
 
 
 
 
64% 143.3 1.2% 29.3
EQNR Equinor ADR 14.2 60% 50% 2.29
 
 
 
 
91% 24.5 3.5% 18.2
ELS Equity Lifestyle Properties 14.4 32% 40% 1.29
 
 
 
 
88% 79.3 2.4% 41.6
EQR Equity Residential -2.3 -18% 12% 1.39
 
 
 
 
53% 279.7 3.4% 57.1
ESS Essex Property Trust -0.3 -2% 17% 1.43
 
 
 
 
38% 150.5 3.2% 44.9
EVR Evercore Cl A 18.4 58% 62% 2.19
 
 
 
 
89% 300.2 1.9% 35.3
RE Everest Re Group 4.9 16% 33% 1.46
 
 
 
 
31% 86.5 2.3% 25.1
ES Eversource Energy 8.2 33% 22% 1.27
 
 
 
 
24% 136.2 3.6% 17.8
EXC Exelon 6.5 26% 28% 1.53
 
 
 
 
84% 183.4 3.3% 11.9
STAY Extended Stay America / ESH Hospit 8.3 47% 33% 2.14
 
 
 
 
99% 50.1 3.9% 60.9
EXR Extra Space Storage 15.9 55% 37% 1.67
 
 
 
 
98% 75.1 3.5% 25.9
XOM Exxon Mobil -0.2 -2% 13% 1.46
 
 
 
 
54% 1258.7 4.0% 17.1
FDS FactSet Research Systems -0.1 -1% 23% 1.53
 
 
 
 
90% 56.9 1.2% 33.6
FRT Federal Realty Investment Trust -2.5 -18% 14% 1.38
 
 
 
 
66% 68.1 3.2% 43.6
FII Federated Investors -6.7 -44% 24% 1.93
 
 
 
 
0% 141.0 4.6% 7.8
FDX FedEx 11.6 45% 33% 1.68
 
 
 
 
54% 635.0 1.1% 14.4
FNF Fidelity National Financial -16.1 -83% 29% 1.89
 
 
 
 
46% 61.6 3.3% 14.5
FIS Fidelity National Information Servi 15.6 54% 33% 1.55
 
 
 
 
98% 207.4 1.2% 26.6
FAF First American Financial 5.4 14% 44% 1.54
 
 
 
 
36% 43.8 3.0% 12.9
FE FirstEnergy -4.8 -28% 21% 1.64
 
 
 
 
93% 122.6 4.1% 0.0
FHN First Horizon National 3.3 15% 33% 1.88
 
 
 
 
60% 91.8 2.5% 25.9
FR First Industrial Realty Trust 20.0 49% 41% 1.42
 
 
 
 
91% 44.5 2.6% 18.6
FLO Flowers Foods -8.0 -36% 42% 2.16
 
 
 
 
59% 38.9 3.5% 30.8
FLS Flowserve -2.9 -36% 17% 2.26
 
 
 
 
31% 45.3 1.9% 0.0
FLR Fluor -2.1 -13% 37% 2.37
 
 
 
 
50% 59.2 1.7% 61.9
FNB F.N.B. -5.9 -44% 19% 1.83
 
 
 
 
66% 34.5 3.5% 17.9
FMX Fomento Economico Mexicano ADR -12.9 -84% 22% 1.82
 
 
 
 
18% 36.6 1.7% 14.1
FL Foot Locker -5.2 -32% 58% 3.13
 
 
 
 
84% 196.9 2.5% 25.0
F Ford Motor -4.8 -77% 9% 1.76
 
 
 
 
45% 414.9 5.2% 6.1
FCEA Forest City Realty Trust Cl A -3.1 -30% 14% 1.78
 
 
 
 
50% 78.6 3.2% 19.1
FBHS Fortune Brands Home&Security 5.7 24% 30% 1.65
 
 
 
 
8% 132.7 1.5% 18.2
FNV Franco-Nevada 1.4 5% 65% 2.53
 
 
 
 
19% 31.9 1.4% 60.9
BEN Franklin Resources -0.8 -8% 15% 1.90
 
 
 
 
8% 170.9 2.8% 27.2
FI Frank's International -4.4 -88% 19% 3.17
 
 
 
 
60% 26.0 4.0% 0.0
GME GameStop Cl A -0.8 -48% 5% 2.84
 
 
 
 
33% 135.4 9.8% 310.4
GPS Gap 0.1 0% 52% 2.91
 
 
 
 
84% 223.5 2.9% 15.2
GATX GATX 12.8 56% 44% 2.18
 
 
 
 
72% 34.2 2.5% 5.3
GD General Dynamics 13.2 46% 28% 1.39
 
 
 
 
5% 273.0 2.0% 19.5
GE General Electric 1.5 13% 15% 1.70
 
 
 
 
3% 865.5 3.7% 0.0
GIS General Mills -6.2 -42% 15% 1.45
 
 
 
 
21% 252.9 4.3% 12.1
GM General Motors -2.3 -10% 37% 1.97
 
 
 
 
57% 382.4 3.7% 0.0
GPC Genuine Parts -0.4 -3% 15% 1.50
 
 
 
 
47% 118.3 3.1% 21.6
GEO GEO Group -6.7 -29% 83% 3.14
 
 
 
 
62% 28.0 7.1% 23.0
GGB Gerdau ADR 9.0 39% 178% 4.70
 
 
 
 
39% 39.3 2.3% 0.0
GGP GGP -5.9 -66% 14% 1.93
 
 
 
 
33% 150.8 4.3% 32.8
GSK GlaxoSmithKline ADR -0.7 -5% 15% 1.33
 
 
 
 
64% 64.6 5.2% 72.9
GS Goldman Sachs Group 10.0 37% 38% 1.82
 
 
 
 
19% 615.7 1.4% 21.7
GGG Graco Inc. 13.6 37% 52% 1.79
 
 
 
 
70% 29.8 1.2% 28.4
GPT Gramercy Property Trust 5.3 20% 39% 1.84
 
 
 
 
64% 39.0 5.4% 83.8
GPK Graphic Packaging Holding 2.1 19% 16% 1.77
 
 
 
 
36% 82.1 2.1% 14.9
GBX Greenbrier 6.0 43% 51% 3.13
 
 
 
 
58% 32.6 2.0% 10.9
GFF Griffon -3.0 -13% 55% 2.44
 
 
 
 
6% 20.1 1.6% 6.5
GES Guess? 5.5 31% 86% 3.69
 
 
 
 
72% 22.0 4.1% 0.0
HAL Halliburton 3.0 13% 50% 2.34
 
 
 
 
41% 638.8 1.6% 0.0
HBI Hanesbrands -1.8 -45% 10% 2.52
 
 
 
 
60% 234.4 2.7% 123.1
THG Hanover Insurance Group 22.1 59% 37% 1.42
 
 
 
 
88% 58.7 1.8% 24.4
HOG Harley-Davidson -5.0 -43% 25% 2.29
 
 
 
 
28% 137.6 3.4% 14.9
HRS Harris Corp. 18.1 38% 52% 1.50
 
 
 
 
57% 190.9 1.6% 27.3
HIG Hartford Financial Services Group -2.0 -10% 25% 1.61
 
 
 
 
22% 114.6 1.9% 69.0
HE Hawaiian Electric Industries 1.5 7% 18% 1.29
 
 
 
 
30% 20.4 3.7% 21.4
FUL H.B. Fuller 4.9 27% 24% 1.73
 
 
 
 
59% 23.0 1.2% 30.6
HCA HCA Healthcare -10.1 -41% 38% 1.94
 
 
 
 
94% 224.0 1.3% 14.5
HCP HCP -6.9 -70% 15% 1.92
 
 
 
 
27% 78.3 6.0% 0.0
HR Healthcare Realty Trust 1.1 3% 36% 1.45
 
 
 
 
25% 41.8 4.2% 7157.5
HTA Healthcare Trust of America -6.4 -28% 25% 1.47
 
 
 
 
26% 66.7 4.6% 90.8
HP Helmerich&Payne 4.8 24% 63% 2.92
 
 
 
 
66% 122.8 4.5% 15.9
HLF Herbalife Nutrition 11.2 39% 76% 2.65
 
 
 
 
90% 90.9 2.2% 43.6
HSY Hershey 0.9 6% 18% 1.58
 
 
 
 
13% 85.2 2.8% 19.6
HES Hess Corp. 1.0 6% 54% 3.06
 
 
 
 
95% 432.2 1.6% 0.0
HIW Highwoods Properties 0.3 1% 21% 1.31
 
 
 
 
76% 51.9 3.7% 28.3
HI Hillenbrand 9.0 34% 36% 1.75
 
 
 
 
87% 25.6 1.8% 45.2
HFC HollyFrontier 10.9 33% 108% 2.99
 
 
 
 
79% 335.6 1.9% 11.3
HD Home Depot 16.1 48% 33% 1.38
 
 
 
 
84% 1225.4 2.1% 25.7
HON Honeywell International 10.5 53% 18% 1.29
 
 
 
 
37% 390.0 2.1% 63.7
HRL Hormel Foods 4.4 12% 44% 1.63
 
 
 
 
79% 96.3 2.1% 20.7
HST Host Hotels&Resorts 1.8 13% 23% 1.98
 
 
 
 
80% 145.5 3.7% 24.3
HPQ HP 5.5 39% 48% 3.04
 
 
 
 
88% 333.3 2.3% 9.2
HRB H&R Block -4.2 -27% 42% 2.65
 
 
 
 
0% 104.7 4.2% 8.0
HSBC HSBC Holdings ADR 12.8 44% 34% 1.58
 
 
 
 
37% 101.6 4.2% 20.0
HPP Hudson Pacific Properties -1.4 -7% 23% 1.50
 
 
 
 
87% 35.2 2.9% 57.5
HII Huntington Ingalls Industries 16.2 41% 63% 1.94
 
 
 
 
32% 74.1 1.4% 18.7
HUN Huntsman 9.5 37% 102% 3.29
 
 
 
 
54% 151.7 2.1% 9.0
IDA IDACORP 14.5 38% 33% 1.26
 
 
 
 
57% 32.9 2.6% 21.3
IEX IDEX 19.3 47% 40% 1.38
 
 
 
 
70% 45.4 1.2% 29.9
ITW Illinois Tool Works 15.5 42% 36% 1.41
 
 
 
 
15% 330.6 2.2% 27.1
INFY Infosys ADR 4.5 25% 27% 1.90
 
 
 
 
93% 149.4 5.0% 17.0
IR Ingersoll-Rand 10.1 39% 33% 1.68
 
 
 
 
62% 123.7 2.3% 17.8
ING ING Groep ADR 7.4 37% 38% 2.18
 
 
 
 
5% 24.7 7.0% 9.7
INGR Ingredion 5.0 13% 44% 1.53
 
 
 
 
5% 80.0 2.2% 15.0
ICE Intercontinental Exchange 6.3 30% 24% 1.56
 
 
 
 
86% 139.6 1.3% 17.9
IBM International Business Machines 0.3 3% 15% 1.51
 
 
 
 
7% 751.6 4.5% 23.3
IFF International Flavors&Fragrances -2.0 -10% 26% 1.62
 
 
 
 
7% 61.0 2.2% 32.0
IGT International Game Technology 4.0 13% 79% 2.54
 
 
 
 
54% 65.1 3.2% 0.0
IP International Paper 4.8 23% 30% 1.81
 
 
 
 
18% 256.8 3.6% 8.3
IPG Interpublic Group -4.0 -20% 29% 1.84
 
 
 
 
73% 130.4 3.5% 17.3
IVZ INVESCO 2.0 24% 15% 2.08
 
 
 
 
10% 171.7 4.3% 9.8
IRM Iron Mountain -4.8 -15% 41% 1.70
 
 
 
 
39% 68.8 6.7% 55.9
ITT ITT 5.3 29% 35% 2.17
 
 
 
 
77% 28.2 1.0% 28.0
JBL Jabil 1.7 6% 52% 2.21
 
 
 
 
57% 118.6 1.1% 26.7
JEF Jefferies Financial Group 8.3 41% 33% 1.95
 
 
 
 
26% 75.6 1.7% 777.7
SJM J.M. Smucker -5.3 -22% 29% 1.60
 
 
 
 
26% 121.3 3.0% 9.0
JCI Johnson Controls International 1.9 13% 20% 1.81
 
 
 
 
10% 137.6 3.1% 15.2
JNJ Johnson&Johnson 8.9 35% 20% 1.15
 
 
 
 
14% 1052.2 2.9% 323.3
JWA John Wiley&Sons Cl A 6.9 32% 29% 1.72
 
 
 
 
63% 29.9 2.0% 19.4
JPM JPMorgan Chase 12.9 39% 41% 1.67
 
 
 
 
58% 1977.4 2.1% 15.1
JNPR Juniper Networks -8.6 -59% 25% 2.06
 
 
 
 
46% 182.8 2.7% 44.5
KAMN Kaman 15.8 49% 33% 1.43
 
 
 
 
88% 31.7 1.1% 35.0
KSU Kansas City Southern -1.3 -7% 28% 2.01
 
 
 
 
57% 90.7 1.3% 11.7
KS KapStone Paper&Packaging 9.9 46% 98% 3.57
 
 
 
 
98% 32.2 1.2% 12.7
KAR KAR Auction Services 5.1 20% 27% 1.45
 
 
 
 
90% 77.1 2.5% 19.7
KBR KBR -4.8 -44% 34% 2.88
 
 
 
 
53% 40.8 1.8% 4.8
K Kellogg 0.0 0% 18% 1.43
 
 
 
 
72% 132.7 3.2% 16.2
KMPR Kemper Corp 10.0 25% 88% 2.38
 
 
 
 
86% 52.9 1.3% 22.5
KMT Kennametal 12.0 49% 72% 2.79
 
 
 
 
19% 61.6 2.2% 19.1
KW Kennedy-Wilson Holdings -4.2 -42% 17% 2.03
 
 
 
 
99% 24.0 3.6% 31.0
KEY KeyCorp 9.5 36% 46% 2.06
 
 
 
 
67% 217.8 2.4% 16.6
KRC Kilroy Realty -2.4 -15% 18% 1.52
 
 
 
 
82% 83.4 2.4% 46.6
KMB Kimberly-Clark -0.8 -3% 23% 1.29
 
 
 
 
10% 222.7 4.0% 19.8
KIM Kimco Realty 2.8 18% 22% 1.81
 
 
 
 
59% 153.4 6.3% 32.8
KMI Kinder Morgan -0.4 -6% 20% 2.70
 
 
 
 
41% 269.3 4.6% 347.8
KKR KKR 8.1 49% 33% 2.24
 
 
 
 
98% 142.4 2.7% 14.2
KSS Kohl's 12.2 56% 71% 2.96
 
 
 
 
86% 275.9 3.3% 14.2
PHG Koninklijke Philips ADR 9.5 33% 35% 1.65
 
 
 
 
82% 24.3 2.2% 21.8
KR Kroger -10.7 -83% 26% 2.26
 
 
 
 
85% 985.0 1.7% 14.0
LLL L3 Technologies 17.0 52% 37% 1.54
 
 
 
 
55% 116.4 1.7% 21.6
LADR Ladder Capital Cl A 8.0 50% 26% 1.98
 
 
 
 
92% 37.6 8.1% 12.0
LHO LaSalle Hotel Properties 5.0 29% 33% 2.20
 
 
 
 
89% 74.4 2.6% 52.1
LVS Las Vegas Sands 8.2 31% 55% 2.28
 
 
 
 
93% 240.0 3.8% 16.7
LAZ Lazard 7.9 47% 40% 2.49
 
 
 
 
52% 48.6 3.5% 22.6
LB L Brands -7.7 -73% 29% 2.68
 
 
 
 
18% 146.0 6.5% 11.2
LCII LCI Industries 12.5 36% 70% 2.24
 
 
 
 
24% 26.5 2.6% 17.3
LEA Lear Corp. 8.0 28% 47% 1.98
 
 
 
 
85% 235.9 1.4% 10.1
LEG Leggett&Platt -4.3 -33% 15% 1.53
 
 
 
 
29% 79.2 3.5% 21.0
LM Legg Mason -2.1 -23% 17% 2.16
 
 
 
 
7% 62.8 3.8% 9.6
LDOS Leidos Holdings 27.5 64% 65% 1.88
 
 
 
 
39% 66.3 2.2% 22.8
LII Lennox International 21.3 58% 44% 1.60
 
 
 
 
63% 61.1 1.3% 28.4
LSI Life Storage 9.7 30% 36% 1.54
 
 
 
 
100% 33.7 4.2% 40.9
LNC Lincoln National 12.1 49% 51% 2.28
 
 
 
 
5% 106.2 2.0% 7.3
LAD Lithia Motors Cl A -6.5 -45% 35% 2.52
 
 
 
 
32% 36.3 1.2% 10.2
LMT Lockheed Martin 18.5 49% 33% 1.29
 
 
 
 
28% 370.0 2.7% 36.3
LPX Louisiana-Pacific 6.3 30% 44% 2.30
 
 
 
 
44% 58.2 1.9% 9.2
LOW Lowe's 3.4 16% 30% 1.79
 
 
 
 
72% 481.0 2.0% 21.4
LYB LyondellBasell Industries 1.6 9% 33% 2.08
 
 
 
 
74% 275.5 3.6% 8.3
MAC Macerich -10.5 -77% 18% 1.75
 
 
 
 
32% 129.6 5.1% 93.8
MIC Macquarie Infrastructure 2.1 27% 18% 2.54
 
 
 
 
15% 50.5 9.4% 7.8
M Macy's -2.2 -13% 54% 2.99
 
 
 
 
84% 284.6 4.0% 7.1
MMP Magellan Midstream Partners -1.9 -18% 19% 2.03
 
 
 
 
71% 61.7 5.4% 18.6
MGA Magna International 11.0 56% 36% 2.13
 
 
 
 
79% 93.5 2.1% 10.1
MAN ManpowerGroup 1.0 5% 40% 2.15
 
 
 
 
5% 88.1 2.2% 10.9
MFC Manulife Financial 5.0 24% 33% 1.94
 
 
 
 
29% 31.2 3.6% 24.9
MPC Marathon Petroleum 5.6 23% 62% 2.59
 
 
 
 
69% 778.1 2.5% 10.6
VAC Marriott Vacations Worldwide 13.3 39% 74% 2.36
 
 
 
 
22% 46.0 1.4% 14.2
MMC Marsh&McLennan 13.8 58% 19% 1.19
 
 
 
 
50% 191.1 2.0% 26.2
MAS Masco 5.7 25% 35% 1.92
 
 
 
 
21% 143.0 1.1% 22.4
MAXR Maxar Technologies -8.5 -63% 24% 2.11
 
 
 
 
26% 295.1 2.4% 31.1
MKC McCormick -1.1 -5% 20% 1.36
 
 
 
 
75% 192.3 2.0% 17.3
MCD McDonald's 16.7 36% 42% 1.29
 
 
 
 
56% 1331.4 2.5% 24.9
MDU MDU Resources Group 7.5 24% 43% 1.77
 
 
 
 
86% 26.0 2.8% 19.5
MPW Medical Properties Trust -8.6 -38% 31% 1.74
 
 
 
 
97% 26.4 7.1% 16.4
MED Medifast 42.8 103% 122% 2.79
 
 
 
 
82% 52.3 1.2% 55.5
MDT Medtronic -3.6 -23% 16% 1.43
 
 
 
 
78% 460.2 2.1% 38.4
MRK Merck&Co 3.7 29% 14% 1.54
 
 
 
 
64% 710.1 3.1% 107.8
MDP Meredith -3.9 -19% 41% 2.25
 
 
 
 
20% 21.0 4.2% 19.4
MEI Methode Electronics -0.1 -1% 49% 2.79
 
 
 
 
30% 28.4 1.1% 26.5
MET MetLife 2.2 15% 26% 2.01
 
 
 
 
19% 332.4 3.7% 11.2
MGM MGM Resorts International 6.3 27% 53% 2.43
 
 
 
 
6% 274.6 1.6% 8.8
MAA Mid-America Apartment Communities 10.7 35% 31% 1.44
 
 
 
 
57% 82.4 3.7% 34.1
MBT Mobile TeleSystems ADR -0.4 -2% 74% 2.97
 
 
 
 
14% 46.1 8.4% 8.0
MC Moelis 17.7 44% 76% 2.16
 
 
 
 
76% 75.7 3.1% 56.0
TAP Molson Coors Brewing Cl B 6.3 29% 33% 1.88
 
 
 
 
29% 173.9 2.4% 10.2
MCO Moody's 10.0 31% 39% 1.61
 
 
 
 
88% 128.5 1.0% 32.6
MS Morgan Stanley 14.1 47% 55% 2.12
 
 
 
 
34% 622.3 2.1% 13.8
MSI Motorola Solutions 17.6 40% 48% 1.51
 
 
 
 
98% 199.1 1.8% 0.0
MPLX MPLX 1.3 20% 27% 3.38
 
 
 
 
51% 42.0 7.0% 18.5
MSA MSA Safety 12.4 39% 59% 2.13
 
 
 
 
96% 28.9 1.6% 86.6
MSM MSC Industrial Direct 14.0 37% 55% 1.83
 
 
 
 
69% 47.8 2.6% 16.9
MTB M&T Bank 8.6 32% 35% 1.70
 
 
 
 
57% 191.1 1.9% 19.3
MUR Murphy Oil 2.1 15% 71% 3.71
 
 
 
 
87% 159.1 2.9% 0.0
NBR Nabors Industries -0.2 -1% 91% 4.45
 
 
 
 
34% 101.3 3.7% 0.0
NBHC National Bank Holdings 22.9 61% 49% 1.71
 
 
 
 
82% 22.4 1.4% 80.4
NFG National Fuel Gas 0.6 5% 18% 1.68
 
 
 
 
38% 40.4 3.2% 11.5
NGG National Grid ADR -9.2 -106% 8% 1.35
 
 
 
 
30% 24.1 7.4% 8.1
NHI National Health Investors 6.0 24% 26% 1.46
 
 
 
 
61% 29.3 5.4% 20.1
NNN National Retail Properties 3.6 12% 32% 1.49
 
 
 
 
98% 71.6 4.3% 33.2
NWL Newell Brands -2.8 -25% 29% 2.63
 
 
 
 
11% 183.1 3.5% 5.9
NJR New Jersey Resources 6.5 19% 38% 1.53
 
 
 
 
89% 28.5 2.5% 15.8
NEU NewMarket 0.3 4% 9% 1.52
 
 
 
 
37% 25.2 1.8% 25.3
NEWM New Media Investment Group -7.0 -37% 41% 2.34
 
 
 
 
94% 20.8 8.0% 465.5
NEM Newmont Mining 7.6 28% 90% 2.98
 
 
 
 
57% 194.1 1.5% 460.8
NRZ New Residential Investment 19.5 67% 45% 1.91
 
 
 
 
88% 126.3 10.9% 4.1
NYCB New York Community Bancorp -5.1 -69% 9% 1.68
 
 
 
 
2% 65.6 6.0% 12.8
NEE NextEra Energy 17.2 43% 34% 1.24
 
 
 
 
92% 357.8 2.7% 9.5
NEP NextEra Energy Partners 1.2 6% 52% 2.68
 
 
 
 
73% 53.5 3.7% 0.0
NLSN Nielsen Holdings -2.1 -28% 11% 1.87
 
 
 
 
11% 278.4 4.5% 25.7
NKE Nike Cl B 2.9 11% 37% 1.78
 
 
 
 
90% 666.9 1.1% 69.3
NI NiSource 0.6 7% 32% 3.08
 
 
 
 
49% 66.2 3.1% 45.6
NBL Noble Energy 0.1 1% 35% 2.87
 
 
 
 
89% 215.7 1.2% 0.0
NOK Nokia ADR -6.2 -34% 41% 2.39
 
 
 
 
69% 83.4 3.8% 0.0
JWN Nordstrom -9.7 -69% 39% 2.74
 
 
 
 
84% 103.8 2.9% 18.9
NSC Norfolk Southern 7.6 27% 46% 1.96
 
 
 
 
86% 250.5 1.9% 7.9
NOC Northrop Grumman 31.1 67% 45% 1.39
 
 
 
 
55% 279.7 1.5% 25.9
NWE NorthWestern 3.7 17% 19% 1.27
 
 
 
 
46% 36.0 3.9% 16.9
NVS Novartis ADR -1.2 -11% 10% 1.33
 
 
 
 
9% 130.8 3.9% 21.9
NVO Novo Nordisk ADR -8.9 -47% 31% 1.97
 
 
 
 
34% 96.5 1.7% 18.8
NUE Nucor 8.6 37% 45% 2.19
 
 
 
 
77% 159.2 2.3% 16.2
NUS Nu Skin Enterprises Cl A 15.7 63% 79% 2.92
 
 
 
 
91% 35.5 1.8% 32.5
OXY Occidental Petroleum 5.7 28% 29% 1.81
 
 
 
 
85% 438.4 3.7% 33.6
OII Oceaneering International -5.1 -93% 20% 3.09
 
 
 
 
77% 178.0 2.4% 19.6
OGE OGE Energy 4.5 22% 21% 1.44
 
 
 
 
69% 58.4 3.8% 11.0
ORI Old Republic International 11.0 44% 25% 1.41
 
 
 
 
54% 63.3 3.8% 13.2
OLN Olin 13.1 53% 77% 2.89
 
 
 
 
13% 56.0 2.7% 8.9
OHI Omega Healthcare Investors -9.9 -91% 15% 1.75
 
 
 
 
70% 60.5 8.3% 90.7
OMC Omnicom Group 2.8 21% 14% 1.45
 
 
 
 
57% 172.2 3.2% 16.0
OGS ONE Gas 16.8 41% 42% 1.44
 
 
 
 
72% 30.6 2.5% 22.2
OKE ONEOK 17.3 56% 98% 2.93
 
 
 
 
97% 295.7 4.5% 44.9
ORCL Oracle 3.4 23% 17% 1.61
 
 
 
 
14% 1296.3 1.7% 50.1
OSK Oshkosh 11.7 38% 73% 2.45
 
 
 
 
16% 58.6 1.4% 13.7
OUT Outfront Media 0.3 3% 19% 1.95
 
 
 
 
25% 40.1 7.3% 20.9
OC Owens Corning 15.4 44% 54% 1.91
 
 
 
 
13% 133.7 1.3% 26.5
OXM Oxford Industries -2.6 -17% 40% 2.57
 
 
 
 
73% 26.6 1.6% 20.5
PKG Packaging of America 19.3 53% 58% 1.93
 
 
 
 
37% 130.7 2.7% 15.8
PGRE Paramount Group -8.5 -150% 6% 1.41
 
 
 
 
61% 30.2 2.6% 41.6
PH Parker Hannifin 12.9 40% 43% 1.72
 
 
 
 
6% 428.0 1.9% 21.4
PBF PBF Energy 8.6 36% 93% 3.29
 
 
 
 
79% 110.9 2.7% 10.5
PEB Pebblebrook Hotel Trust 5.3 30% 32% 2.13
 
 
 
 
80% 50.3 3.8% 29.4
PAG Penske Automotive Group -2.5 -13% 41% 2.38
 
 
 
 
72% 33.8 2.8% 6.8
PNR Pentair -7.4 -60% 27% 2.36
 
 
 
 
27% 95.7 1.6% 15.6
PFE Pfizer -3.8 -29% 12% 1.36
 
 
 
 
59% 890.6 3.7% 10.2
PM Philip Morris International 0.4 1% 32% 1.46
 
 
 
 
9% 550.8 5.7% 20.8
PSX Phillips 66 15.7 52% 39% 1.68
 
 
 
 
76% 317.7 2.9% 11.2
DOC Physicians Realty Trust 2.4 10% 29% 1.62
 
 
 
 
25% 35.0 5.7% 66.8
PDM Piedmont Office Realty Trust Cl A 2.3 13% 16% 1.31
 
 
 
 
67% 179.5 4.2% 46.1
PF Pinnacle Foods 4.6 21% 26% 1.62
 
 
 
 
81% 182.7 1.9% 14.1
PNW Pinnacle West Capital 12.3 36% 29% 1.25
 
 
 
 
26% 63.4 3.6% 18.8
PBI Pitney Bowes -5.4 -93% 16% 2.73
 
 
 
 
12% 119.2 8.1% 7.0
PAA Plains All American Pipeline 3.8 31% 57% 3.59
 
 
 
 
71% 31.5 4.9% 34.4
PNC PNC Financial Services Group 12.5 37% 41% 1.63
 
 
 
 
46% 345.8 2.2% 12.8
PII Polaris Industries 4.2 30% 35% 2.56
 
 
 
 
72% 53.8 2.0% 34.3
POL PolyOne -0.1 0% 36% 2.01
 
 
 
 
72% 26.2 1.6% 15.1
POR Portland General Electric 6.4 30% 19% 1.31
 
 
 
 
31% 41.9 3.2% 21.2
PPG PPG Industries -2.9 -27% 13% 1.62
 
 
 
 
23% 270.7 1.7% 16.4
PPL PPL 2.9 11% 24% 1.33
 
 
 
 
20% 217.7 5.8% 16.6
PX Praxair 8.9 43% 21% 1.42
 
 
 
 
78% 210.5 2.1% 34.7
PRA ProAssurance 2.2 10% 23% 1.46
 
 
 
 
4% 133.9 3.4% 25.5
PG Procter&Gamble 0.6 4% 12% 1.11
 
 
 
 
28% 843.6 3.7% 20.6
PGR Progressive Corp 49.3 78% 57% 1.31
 
 
 
 
81% 500.2 1.9% 18.9
PLD Prologis 10.9 29% 42% 1.54
 
 
 
 
71% 480.3 3.0% 19.1
PB Prosperity Bancshares 4.6 19% 47% 2.26
 
 
 
 
61% 28.1 2.1% 17.5
PRU Prudential Financial 1.1 5% 35% 1.94
 
 
 
 
6% 161.7 3.7% 5.4
PEG Public Service Enterprise Group 2.6 10% 23% 1.33
 
 
 
 
98% 191.9 3.4% 13.4
PSA Public Storage 3.4 11% 33% 1.47
 
 
 
 
99% 264.8 3.5% 33.4
PHM PulteGroup 9.0 33% 46% 2.01
 
 
 
 
44% 149.7 1.3% 16.5
QTS QTS Realty Trust Cl A -4.4 -22% 35% 2.08
 
 
 
 
27% 44.0 4.1% 0.0
DGX Quest Diagnostics 10.3 34% 32% 1.47
 
 
 
 
96% 101.3 1.8% 20.0
RL Ralph Lauren Cl A -1.4 -8% 45% 2.59
 
 
 
 
79% 237.4 1.9% 66.1
RJF Raymond James Financial 6.7 22% 49% 1.99
 
 
 
 
78% 99.8 1.3% 19.3
RYN Rayonier 13.3 49% 32% 1.59
 
 
 
 
88% 32.5 2.8% 31.9
RTN Raytheon 37.9 75% 48% 1.37
 
 
 
 
48% 518.0 1.8% 26.1
RLGY Realogy Holdings -1.3 -13% 20% 2.25
 
 
 
 
7% 48.7 1.5% 8.3
O Realty Income -0.4 -1% 35% 1.50
 
 
 
 
51% 144.1 4.9% 47.7
RBC Regal Beloit 1.9 10% 29% 1.93
 
 
 
 
64% 37.4 1.4% 16.0
REG Regency Centers -2.1 -10% 22% 1.47
 
 
 
 
50% 111.5 3.5% 48.9
RF Regions Financial 14.0 40% 68% 2.20
 
 
 
 
77% 221.8 1.9% 16.5
RGA Reinsurance Group of America 15.4 48% 33% 1.45
 
 
 
 
30% 101.1 1.5% 5.1
RS Reliance Steel&Aluminum 8.0 31% 45% 2.06
 
 
 
 
86% 57.2 2.1% 10.3
RNR RenaissanceRe Holdings 9.1 38% 21% 1.30
 
 
 
 
17% 24.4 1.1% 0.0
RSG Republic Services 22.6 59% 28% 1.09
 
 
 
 
98% 127.0 2.0% 17.6
RMD ResMed 17.1 54% 44% 1.77
 
 
 
 
99% 102.4 1.3% 50.4
QSR Restaurant Brands International 9.2 33% 44% 1.93
 
 
 
 
48% 123.2 3.0% 36.4
RPAI Retail Properties of America -1.2 -12% 12% 1.57
 
 
 
 
77% 23.9 5.1% 0.0
REXR Rexford Industrial Realty 34.3 57% 63% 1.46
 
 
 
 
75% 37.5 2.1% 54.8
RIO Rio Tinto ADR 12.3 54% 62% 2.70
 
 
 
 
76% 133.0 6.5% 11.3
RLI RLI 8.2 36% 29% 1.68
 
 
 
 
87% 21.2 1.3% 30.7
RLJ RLJ Lodging Trust -10.8 -95% 19% 2.01
 
 
 
 
70% 30.0 5.9% 53.3
RHI Robert Half International 7.5 35% 37% 2.04
 
 
 
 
98% 82.6 1.6% 28.2
ROK Rockwell Automation 13.3 44% 40% 1.73
 
 
 
 
22% 149.7 2.2% 53.0
ROL Rollins Inc. 25.2 61% 45% 1.52
 
 
 
 
87% 27.7 1.1% 60.9
RY Royal Bank of Canada 12.2 47% 24% 1.33
 
 
 
 
35% 53.1 3.8% 12.5
RCL Royal Caribbean Cruises 7.5 29% 56% 2.37
 
 
 
 
30% 273.7 2.2% 14.8
RDSB Royal Dutch Shell ADR B 16.4 67% 38% 1.91
 
 
 
 
83% 169.6 5.1% 19.7
RDSA Royal Dutch Shell ADR Cl A 11.6 67% 25% 1.85
 
 
 
 
79% 436.8 5.4% 18.7
RES RPC 6.9 39% 75% 3.41
 
 
 
 
3% 41.7 2.8% 14.7
RPM RPM International -1.3 -8% 16% 1.52
 
 
 
 
53% 84.9 2.5% 18.5
R Ryder System 0.5 3% 32% 2.40
 
 
 
 
27% 51.4 2.9% 4.9
RHP Ryman Hospitality Properties 16.2 56% 39% 1.72
 
 
 
 
94% 37.8 4.0% 25.3
SNY Sanofi ADR -2.9 -25% 14% 1.59
 
 
 
 
19% 158.1 4.5% 23.9
SC Santander Consumer USA Holdings 5.4 37% 51% 3.08
 
 
 
 
86% 72.0 1.0% 5.4
SAP SAP ADR 13.1 41% 32% 1.43
 
 
 
 
82% 170.3 1.4% 30.3
SCG Scana 7.3 48% 28% 2.14
 
 
 
 
9% 87.3 6.6% 0.0
SLB Schlumberger -3.6 -40% 13% 1.81
 
 
 
 
29% 711.6 3.0% 0.0
SAIC Science Applications International 10.4 32% 66% 2.25
 
 
 
 
71% 33.1 1.5% 20.1
STNG Scorpio Tankers -0.7 -21% 15% 3.65
 
 
 
 
50% 25.8 1.3% 0.0
SMG Scotts Miracle-Gro 8.6 29% 38% 1.69
 
 
 
 
16% 60.3 2.6% 22.2
SEE Sealed Air -3.4 -53% 9% 1.73
 
 
 
 
30% 152.6 1.5% 0.0
SEAS SeaWorld Entertainment -7.9 -39% 55% 2.67
 
 
 
 
99% 78.1 1.8% 0.0
SEMG Semgroup Cl A -2.6 -23% 71% 4.22
 
 
 
 
44% 59.7 7.6% 0.0
SRE Sempra Energy -2.5 -20% 14% 1.50
 
 
 
 
65% 278.4 3.1% 194.6
SXT Sensient Technologies -1.0 -7% 15% 1.44
 
 
 
 
34% 25.6 1.8% 27.6
SCI Service International 6.1 28% 23% 1.48
 
 
 
 
50% 46.0 1.9% 15.3
SHLX Shell Midstream Partners -5.4 -105% 13% 2.63
 
 
 
 
25% 26.5 6.2% 19.8
SFL Ship Finance International -2.3 -21% 22% 2.23
 
 
 
 
73% 40.4 9.3% 0.0
SIG Signet Jewelers -4.1 -69% 24% 3.37
 
 
 
 
56% 392.3 2.6% 0.0
SPG Simon Property Group 0.1 1% 15% 1.50
 
 
 
 
99% 313.7 4.5% 27.6
SSD Simpson Manufacturing 24.2 60% 47% 1.58
 
 
 
 
82% 39.6 1.4% 31.6
SIX Six Flags Entertainment -2.3 -8% 37% 1.71
 
 
 
 
97% 67.0 4.3% 23.5
SJW SJW Group 14.7 38% 73% 2.16
 
 
 
 
95% 22.5 1.6% 24.9
SLG SL Green Realty -9.1 -95% 12% 1.63
 
 
 
 
65% 95.4 3.2% 53.8
SNA Snap-On -11.1 -88% 15% 1.60
 
 
 
 
42% 123.6 2.1% 16.1
SQM Sociedad Quimica y Minera De Chile 29.2 72% 124% 2.85
 
 
 
 
53% 30.6 1.7% 28.8
SON Sonoco Products 0.5 2% 21% 1.37
 
 
 
 
50% 24.2 3.2% 26.4
SO Southern -1.0 -4% 17% 1.15
 
 
 
 
31% 286.6 5.2% 41.7
SCCO Southern Copper 17.8 61% 62% 2.30
 
 
 
 
52% 66.7 2.6% 40.6
SJI South Jersey Industries 5.9 20% 39% 1.72
 
 
 
 
69% 53.0 3.4% 37.7
LUV Southwest Airlines 8.6 25% 63% 2.12
 
 
 
 
12% 445.9 1.2% 8.6
SWX Southwest Gas Holdings 14.3 42% 37% 1.50
 
 
 
 
63% 35.0 2.7% 18.5
SEP Spectra Energy Partners -4.8 -66% 12% 2.03
 
 
 
 
10% 53.4 9.6% 33.1
SPB Spectrum Brands Holdings -3.0 -20% 30% 2.24
 
 
 
 
34% 81.6 2.0% 14.5
SR Spire 7.8 23% 30% 1.30
 
 
 
 
48% 41.5 3.2% 15.5
SRC Spirit Realty Capital 1.5 9% 32% 2.15
 
 
 
 
95% 61.9 8.7% 91.9
STAG STAG Industrial 5.5 16% 41% 1.64
 
 
 
 
72% 30.5 5.2% 57.7
SWK Stanley Black&Decker 0.1 0% 30% 1.49
 
 
 
 
4% 187.5 1.9% 20.6
STWD Starwood Property Trust 3.5 16% 17% 1.18
 
 
 
 
84% 40.4 8.6% 15.0
STT State Street 9.7 40% 39% 1.95
 
 
 
 
41% 275.1 1.7% 17.2
SCS Steelcase -7.0 -80% 21% 2.50
 
 
 
 
56% 31.4 3.8% 21.5
STE Steris 8.4 27% 36% 1.57
 
 
 
 
95% 62.9 1.2% 31.3
STL Sterling Bancorp 15.4 54% 46% 1.97
 
 
 
 
59% 356.2 1.2% 26.7
STM STMicroelectronics 24.7 57% 124% 2.74
 
 
 
 
75% 57.3 1.0% 21.9
STOR STORE Capital 9.1 27% 42% 1.63
 
 
 
 
100% 65.8 4.6% 38.0
SYK Stryker 16.5 52% 33% 1.44
 
 
 
 
81% 271.0 1.1% 64.5
SUI Sun Communities 17.6 61% 26% 1.30
 
 
 
 
91% 31.1 2.9% 103.5
SU Suncor Energy 9.8 44% 40% 2.10
 
 
 
 
88% 218.3 2.8% 21.6
SHO Sunstone Hotel Investors 2.0 12% 25% 1.87
 
 
 
 
79% 41.6 1.2% 37.3
STI SunTrust Banks 8.3 28% 45% 1.90
 
 
 
 
73% 237.4 2.4% 13.9
SPN Superior Energy Services -4.2 -47% 62% 4.45
 
 
 
 
45% 48.7 3.2% 0.0
SYF Synchrony Financial -9.3 -46% 37% 2.12
 
 
 
 
47% 202.1 1.8% 13.0
SNX SYNNEX 3.5 14% 47% 2.19
 
 
 
 
34% 42.9 1.3% 16.8
SNV Synovus Financial 16.2 56% 41% 1.80
 
 
 
 
84% 125.7 1.8% 22.3
SYY Sysco 29.7 77% 38% 1.38
 
 
 
 
97% 149.7 2.1% 27.9
TAHO Tahoe Resources 0.1 1% 71% 4.70
 
 
 
 
25% 100.3 4.8% 0.0
TLRD Tailored Brands 11.4 67% 145% 4.94
 
 
 
 
65% 48.3 2.7% 12.1
TSM Taiwan Semiconductor Manufacturing 26.6 70% 50% 1.72
 
 
 
 
31% 393.3 3.5% 17.2
SKT Tanger Factory Outlet Centers -4.8 -43% 16% 1.80
 
 
 
 
51% 170.3 5.9% 33.7
TPR Tapestry 6.1 20% 58% 2.20
 
 
 
 
51% 118.5 2.9% 40.4
TRGP Targa Resources 4.5 27% 94% 3.94
 
 
 
 
79% 145.1 7.4% 197.8
TGT Target -2.6 -14% 32% 2.00
 
 
 
 
88% 242.0 3.4% 14.0
TCO Taubman Centers -8.6 -71% 16% 1.75
 
 
 
 
73% 54.1 4.3% 66.1
TCF TCF Financial 20.1 55% 65% 2.09
 
 
 
 
87% 50.2 2.3% 16.3
TEL TE Connectivity 7.8 28% 32% 1.56
 
 
 
 
58% 163.0 1.9% 25.6
TGNA TEGNA -4.7 -98% 15% 2.83
 
 
 
 
22% 181.5 2.5% 9.1
TS Tenaris ADR 6.3 27% 57% 2.50
 
 
 
 
71% 71.7 3.1% 30.0
TEN Tenneco -3.0 -23% 34% 2.58
 
 
 
 
8% 33.1 2.2% 11.4
TEVA Teva Pharmaceutical Industries ADR -4.0 -41% 38% 3.31
 
 
 
 
57% 104.6 1.4% 0.0
TRI Thomson Reuters 4.0 30% 13% 1.35
 
 
 
 
35% 27.8 3.4% 38.7
THO Thor Industries 14.4 36% 83% 2.30
 
 
 
 
17% 117.3 1.5% 11.7
TIF Tiffany& 10.0 47% 38% 2.09
 
 
 
 
92% 268.5 1.7% 39.8
TKR Timken 8.6 40% 43% 2.25
 
 
 
 
20% 34.2 2.5% 14.3
TJX TJX 7.9 38% 23% 1.52
 
 
 
 
94% 367.5 1.6% 21.9
TOL Toll Brothers 5.3 30% 33% 2.14
 
 
 
 
3% 127.3 1.2% 10.3
TTC Toro 21.5 48% 51% 1.55
 
 
 
 
18% 44.2 1.3% 25.5
TD Toronto-Dominion Bank 14.0 46% 26% 1.25
 
 
 
 
34% 41.1 3.6% 13.1
TOT Total ADR 3.6 37% 13% 1.76
 
 
 
 
77% 173.4 4.8% 18.2
TRP TransCanada 8.7 34% 34% 1.72
 
 
 
 
33% 42.5 5.0% 15.9
TRV Travelers Cos. 4.0 22% 16% 1.28
 
 
 
 
29% 181.4 2.5% 16.5
TRCO Tribune Media Cl A -1.2 -6% 36% 2.15
 
 
 
 
39% 32.0 2.6% 7.9
TRN Trinity Industries 10.2 54% 53% 2.75
 
 
 
 
61% 47.2 1.5% 7.6
TSE Trinseo 6.9 19% 102% 2.68
 
 
 
 
50% 20.6 2.0% 9.6
TUP Tupperware Brands -5.2 -38% 31% 2.39
 
 
 
 
6% 231.5 6.5% 0.0
TWO Two Harbors Investment -1.1 -6% 19% 1.53
 
 
 
 
33% 31.9 11.6% 5.2
TSN Tyson Foods Cl A 15.8 42% 61% 1.97
 
 
 
 
42% 118.0 1.7% 9.1
UBS UBS Group 1.9 16% 20% 2.03
 
 
 
 
10% 28.6 4.3% 41.2
UDR UDR 2.3 16% 15% 1.41
 
 
 
 
58% 87.8 3.5% 161.4
UGI UGI 9.5 32% 28% 1.37
 
 
 
 
97% 49.8 2.0% 14.5
UL Unilever ADR 6.4 24% 31% 1.58
 
 
 
 
46% 61.5 3.2% 22.5
UNP Union Pacific 15.0 59% 35% 1.77
 
 
 
 
91% 418.9 2.0% 10.4
UNH UnitedHealth Group 22.5 59% 43% 1.54
 
 
 
 
97% 651.4 1.4% 22.4
UPS United Parcel Service Cl B -2.1 -13% 14% 1.29
 
 
 
 
36% 390.5 3.2% 19.4
UTX United Technologies 6.8 44% 14% 1.35
 
 
 
 
52% 458.2 2.2% 22.3
UNM Unum Group 0.9 4% 41% 1.99
 
 
 
 
5% 86.1 2.4% 8.2
UE Urban Edge Properties -1.1 -7% 21% 1.66
 
 
 
 
51% 37.1 3.8% 69.4
USB U.S. Bancorp 2.9 18% 16% 1.45
 
 
 
 
23% 354.6 2.4% 13.9
MTN Vail Resorts 34.0 70% 58% 1.60
 
 
 
 
91% 107.1 2.1% 29.0
VLO Valero Energy 22.0 55% 72% 2.11
 
 
 
 
77% 557.6 2.9% 11.6
VR Validus Holdings 11.4 52% 47% 2.34
 
 
 
 
99% 77.2 2.2% 0.0
VLY Valley National Bancorp 5.5 24% 31% 1.71
 
 
 
 
77% 103.8 3.5% 24.0
VGR Vector Group -2.7 -18% 14% 1.36
 
 
 
 
8% 27.8 8.4% 30.3
VVC Vectren 18.3 42% 42% 1.38
 
 
 
 
99% 85.0 2.5% 26.5
VTR Ventas -4.2 -20% 28% 1.76
 
 
 
 
35% 138.8 5.7% 35.5
VER VEREIT -3.1 -17% 23% 1.68
 
 
 
 
46% 96.6 7.3% 0.0
VZ Verizon Communications -0.8 -4% 18% 1.34
 
 
 
 
58% 1490.2 4.7% 6.5
VFC VF 2.7 12% 33% 1.84
 
 
 
 
88% 138.0 2.3% 46.0
VSH Vishay Intertechnology 11.0 40% 52% 2.18
 
 
 
 
92% 54.3 1.4% 0.0
VNO Vornado Realty Trust -4.3 -62% 9% 1.68
 
 
 
 
57% 133.2 3.4% 147.8
WMT Walmart 7.3 27% 32% 1.58
 
 
 
 
32% 906.6 2.5% 28.4
DIS Walt Disney -9.4 -74% 13% 1.44
 
 
 
 
60% 912.1 1.6% 14.2
WPG Washington Prime Group 0.6 4% 38% 2.63
 
 
 
 
66% 24.3 12.1% 8.3
WM Waste Management 24.9 57% 31% 1.07
 
 
 
 
54% 185.9 2.3% 17.6
WSO Watsco 8.5 36% 27% 1.55
 
 
 
 
78% 43.4 3.2% 31.1
WBS Webster Financial 11.3 40% 48% 2.04
 
 
 
 
93% 34.5 2.0% 22.9
WEC WEC Energy Group 9.9 29% 29% 1.25
 
 
 
 
33% 104.6 3.6% 16.0
WRI Weingarten Realty Investors -5.3 -38% 15% 1.53
 
 
 
 
74% 36.1 5.0% 29.2
WFC Wells Fargo -4.3 -32% 17% 1.67
 
 
 
 
27% 1223.2 2.9% 13.4
WELL Welltower -2.7 -16% 21% 1.63
 
 
 
 
33% 117.3 5.9% 145.4
WES Western Gas Partners -1.7 -10% 50% 2.80
 
 
 
 
50% 43.3 7.7% 26.3
WU Western Union 0.9 13% 9% 1.64
 
 
 
 
72% 82.8 3.6% 0.0
WRK WestRock 7.5 45% 35% 2.30
 
 
 
 
22% 163.6 3.0% 8.0
WY Weyerhaeuser -5.5 -34% 20% 1.64
 
 
 
 
62% 189.4 3.6% 39.1
WGL WGL Holdings 9.4 21% 40% 1.30
 
 
 
 
99% 37.7 2.3% 16.0
WPM Wheaton Precious Metals 8.4 40% 78% 3.18
 
 
 
 
77% 28.1 1.7% 154.9
WHR Whirlpool -7.0 -56% 22% 2.10
 
 
 
 
3% 92.8 3.2% 38.1
WMB Williams 0.6 6% 62% 4.15
 
 
 
 
38% 346.0 4.9% 11.8
WPZ Williams Partners 0.7 4% 77% 3.47
 
 
 
 
77% 72.5 5.9% 66.8
WSM Williams-Sonoma -1.3 -18% 16% 2.37
 
 
 
 
89% 143.1 2.7% 20.3
INT World Fuel Services -4.7 -85% 16% 2.76
 
 
 
 
10% 113.7 1.1% 0.0
WPC W. P. Carey -8.6 -39% 20% 1.31
 
 
 
 
55% 38.0 6.1% 39.2
GRA W.R. Grace -1.6 -62% 4% 1.81
 
 
 
 
78% 67.6 1.3% 430.4
GWW W.W. Grainger 3.1 9% 61% 2.10
 
 
 
 
94% 198.3 1.7% 28.0
WYND Wyndham Destinations 8.9 35% 36% 1.81
 
 
 
 
25% 83.7 3.5% 6.3
XHR Xenia Hotels&Resorts 12.4 48% 39% 1.88
 
 
 
 
84% 30.0 4.4% 18.1
XRX Xerox -8.9 -134% 14% 2.28
 
 
 
 
1% 57.9 3.8% 42.3
XL XL Group 20.6 67% 53% 2.06
 
 
 
 
99% 52.9 1.6% 0.0
XYL Xylem 27.5 52% 58% 1.50
 
 
 
 
49% 143.3 1.3% 33.9
YUM Yum! Brands 9.1 46% 27% 1.77
 
 
 
 
51% 274.9 1.8% 18.7
AGNC AGNC Investment 0.7 3% 21% 1.14
 
 
 
 
24% 92.5 11.4% 6.7
DOX Amdocs 4.9 46% 9% 1.23
 
 
 
 
74% 33.9 1.5% 22.7
AMGN Amgen -3.3 -24% 20% 1.83
 
 
 
 
58% 1122.7 2.9% 61.1
AFSI AmTrust Financial Services -9.6 -138% 27% 3.27
 
 
 
 
76% 59.9 4.7% 12.9
ADI Analog Devices 9.6 44% 35% 1.96
 
 
 
 
84% 332.7 1.9% 35.0
AAPL Apple 21.9 75% 40% 1.75
 
 
 
 
82% 3989.3 1.6% 17.9
AMAT Applied Materials 25.4 56% 100% 2.36
 
 
 
 
33% 581.9 1.7% 16.1
ADP Automatic Data Processing 10.2 45% 24% 1.49
 
 
 
 
94% 216.4 2.0% 34.9
AVT Avnet -11.9 -99% 16% 1.74
 
 
 
 
81% 60.4 1.8% 0.0
OZRK Bank of The Ozarks -6.4 -32% 42% 2.31
 
 
 
 
51% 47.0 1.7% 13.4
BBBY Bed Bath&Beyond 0.0 0% 1% 2.56
 
 
 
 
24% 228.6 3.2% 6.6
BGCP BGC Partners Cl A 13.1 42% 49% 1.92
 
 
 
 
25% 61.7 5.9% 94.2
BLMN Bloomin' Brands -11.0 -53% 41% 2.24
 
 
 
 
66% 53.7 1.6% 17.6
BOKF BOK Financial 7.6 27% 45% 1.95
 
 
 
 
67% 27.8 1.9% 18.0
AVGO Broadcom 6.7 26% 55% 2.34
 
 
 
 
59% 862.0 2.7% 10.2
BRKS Brooks Automation 24.3 70% 108% 2.89
 
 
 
 
81% 28.8 1.2% 20.1
CA CA 6.3 45% 17% 1.62
 
 
 
 
83% 66.7 2.8% 32.1
CCMP Cabot Microelectronics 31.6 65% 77% 1.95
 
 
 
 
80% 28.3 1.5% 38.8
CALM Cal-Maine Foods -5.8 -48% 29% 2.49
 
 
 
 
98% 35.9 3.4% 84.2
CATY Cathay General Bancorp 6.4 35% 28% 1.90
 
 
 
 
71% 35.0 2.3% 18.0
CBOE Cboe Global Markets 25.7 52% 53% 1.50
 
 
 
 
33% 120.3 1.0% 23.7
CSFL CenterState Bank 34.6 80% 58% 1.73
 
 
 
 
90% 82.4 1.3% 29.2
CAKE Cheesecake Factory 0.2 1% 28% 1.87
 
 
 
 
89% 97.3 2.0% 18.4
CHFC Chemical Financial 18.3 57% 46% 1.81
 
 
 
 
89% 24.3 1.9% 24.4
PLCE Children's Place 17.1 54% 85% 2.65
 
 
 
 
50% 90.6 1.6% 28.9
CHRW C.H. Robinson Worldwide -6.4 -20% 38% 1.57
 
 
 
 
69% 91.7 2.1% 23.8
CINF Cincinnati Financial 10.9 31% 34% 1.37
 
 
 
 
5% 52.7 3.1% 14.0
CSCO Cisco Systems 20.2 60% 40% 1.60
 
 
 
 
80% 1063.0 3.1% 0.0
CME CME Group Cl A 27.7 74% 40% 1.50
 
 
 
 
89% 240.1 1.7% 13.5
COBZ CoBiz Financial 11.9 43% 43% 1.90
 
 
 
 
80% 31.1 1.8% 24.5
CTSH Cognizant Technology Solutions 4.1 23% 27% 1.87
 
 
 
 
67% 341.9 1.0% 31.6
CMCSA Comcast Cl A -1.3 -9% 17% 1.62
 
 
 
 
25% 2165.7 2.3% 6.9
CBSH Commerce Bancshares 16.2 58% 32% 1.57
 
 
 
 
93% 26.6 1.4% 20.9
CNMD CONMED 5.1 21% 42% 2.06
 
 
 
 
99% 34.7 1.1% 30.6
COST Costco Wholesale 9.6 33% 29% 1.42
 
 
 
 
99% 335.4 1.1% 31.0
CBRL Cracker Barrel Old Country Store -0.3 -1% 27% 1.66
 
 
 
 
66% 45.0 3.0% 16.7
CSX CSX 30.2 88% 70% 2.26
 
 
 
 
85% 337.6 1.4% 10.0
CVBF CVB Financial 6.0 29% 32% 1.92
 
 
 
 
71% 21.8 2.4% 23.6
CY Cypress Semiconductor 4.7 22% 59% 2.73
 
 
 
 
72% 101.1 2.6% 0.0
CONE CyrusOne 9.8 22% 69% 1.88
 
 
 
 
65% 95.7 3.2% 0.0
DNKN Dunkin' Brands Group 4.4 19% 29% 1.71
 
 
 
 
96% 129.6 2.0% 18.0
EWBC East West Bancorp 9.2 32% 54% 2.15
 
 
 
 
77% 45.9 1.2% 19.3
EQIX Equinix 15.5 43% 47% 1.70
 
 
 
 
39% 446.6 2.2% 130.5
SSP E.W. Scripps Cl A -9.5 -79% 32% 2.65
 
 
 
 
32% 21.0 1.5% 0.0
EXPD Expeditors International of Washing 10.3 64% 17% 1.48
 
 
 
 
83% 112.2 1.2% 25.2
FAST Fastenal -0.1 0% 41% 1.86
 
 
 
 
57% 124.2 2.9% 23.4
FITB Fifth Third Bancorp 8.7 29% 51% 2.04
 
 
 
 
55% 193.3 2.4% 8.8
FFIN First Financial Bankshares 7.4 26% 49% 2.04
 
 
 
 
88% 42.5 1.6% 28.1
FIBK First Interstate BancSystem Cl A 15.7 54% 40% 1.76
 
 
 
 
86% 35.0 2.6% 19.8
FRME First Merchants 24.5 62% 50% 1.66
 
 
 
 
85% 48.0 1.9% 20.6
FMBI First Midwest Bancorp 3.6 19% 28% 1.83
 
 
 
 
89% 25.6 1.7% 25.1
FLIR Flir Systems 27.2 85% 43% 1.74
 
 
 
 
90% 68.6 1.2% 71.3
FULT Fulton Financial 4.0 17% 32% 1.78
 
 
 
 
24% 27.6 2.8% 17.0
GLPI Gaming&Leisure Properties -4.0 -11% 34% 1.31
 
 
 
 
42% 61.9 7.1% 19.9
GRMN Garmin 16.5 71% 38% 1.95
 
 
 
 
65% 50.1 3.5% 19.4
GNTX Gentex 12.3 47% 37% 1.80
 
 
 
 
84% 90.5 1.8% 16.2
GILD Gilead Sciences -3.9 -45% 14% 1.97
 
 
 
 
27% 365.1 3.2% 27.3
GBCI Glacier Bancorp 5.3 25% 33% 1.91
 
 
 
 
94% 43.8 2.3% 26.0
GT Goodyear Tire&Rubber -13.8 -109% 23% 2.10
 
 
 
 
4% 75.1 2.3% 24.6
GPRE Green Plains 2.5 19% 57% 3.44
 
 
 
 
78% 22.7 2.3% 28.5
GRFS Grifols ADR -4.6 -19% 31% 1.71
 
 
 
 
53% 28.5 2.1% 12.2
HWC Hancock Whitney 11.7 38% 62% 2.25
 
 
 
 
49% 49.5 2.0% 17.6
HAS Hasbro 1.4 7% 34% 1.97
 
 
 
 
34% 80.7 2.8% 54.6
HA Hawaiian Holdings 9.5 37% 82% 2.91
 
 
 
 
37% 26.5 1.3% 5.7
HCSG Healthcare Services Group 7.4 32% 30% 1.71
 
 
 
 
36% 58.3 1.8% 48.4
HFWA Heritage Financial 19.5 55% 48% 1.74
 
 
 
 
99% 26.9 1.8% 27.6
MLHR Herman Miller -7.5 -42% 33% 2.11
 
 
 
 
46% 20.1 2.1% 16.4
HOMB Home BancShares 9.0 45% 36% 2.09
 
 
 
 
49% 33.0 1.9% 23.3
HOPE Hope Bancorp 4.6 21% 39% 2.08
 
 
 
 
73% 23.3 2.8% 16.3
HPT Hospitality Properties Trust -0.7 -4% 22% 1.56
 
 
 
 
65% 36.3 7.4% 18.9
HBAN Huntington Bancshares 2.5 10% 40% 2.00
 
 
 
 
72% 136.4 2.9% 13.9
IBKC IBERIABANK 6.3 26% 40% 1.98
 
 
 
 
57% 71.2 1.9% 28.9
ILG ILG 24.8 74% 69% 2.26
 
 
 
 
89% 68.8 2.1% 25.7
INTC Intel 17.0 45% 53% 1.81
 
 
 
 
79% 1649.5 2.3% 22.8
IDCC InterDigital 5.4 18% 54% 2.10
 
 
 
 
91% 28.5 1.7% 17.6
IBOC International Bancshares 6.7 25% 49% 2.11
 
 
 
 
93% 22.4 1.5% 16.5
ISBC Investors Bancorp -1.4 -9% 16% 1.47
 
 
 
 
43% 59.6 2.7% 28.0
JCOM j2 Global 7.1 37% 36% 2.17
 
 
 
 
85% 50.4 1.9% 32.9
JKHY Jack Henry&Associates 29.2 68% 34% 1.18
 
 
 
 
94% 54.7 1.1% 28.6
JACK Jack in the Box -3.6 -19% 38% 2.23
 
 
 
 
20% 58.0 1.9% 27.9
KALU Kaiser Aluminum 3.2 20% 25% 1.91
 
 
 
 
77% 34.8 2.0% 53.7
KLAC KLA-Tencor 16.5 48% 62% 2.11
 
 
 
 
52% 288.8 2.8% 23.7
LAMR Lamar Advertising Cl A -2.6 -11% 26% 1.56
 
 
 
 
45% 33.8 5.3% 23.5
LRCX Lam Research 17.9 46% 85% 2.35
 
 
 
 
37% 463.7 2.5% 17.0
LANC Lancaster Colony 10.7 36% 38% 1.67
 
 
 
 
99% 23.0 1.7% 28.9
LTXB Legacy Texas Financial Group 11.5 38% 70% 2.43
 
 
 
 
50% 25.8 1.6% 19.8
LECO Lincoln Electric Holdings 12.6 48% 37% 1.81
 
 
 
 
36% 36.3 1.8% 23.4
LOGM LogMeIn 10.1 36% 75% 2.65
 
 
 
 
14% 86.2 1.1% 38.8
LPLA LPL Financial Holdings 8.5 35% 84% 3.08
 
 
 
 
86% 52.2 1.5% 22.4
MAR Marriott International 20.4 55% 50% 1.76
 
 
 
 
68% 221.1 1.2% 35.3
MRVL Marvell Technology Group 15.8 58% 75% 2.69
 
 
 
 
62% 140.4 1.1% 23.3
MXIM Maxim Integrated Products 9.5 36% 44% 2.02
 
 
 
 
54% 125.6 2.8% 39.7
MBFI MB Financial -0.9 -5% 32% 1.96
 
 
 
 
79% 41.6 2.0% 13.3
MGRC McGrath RentCorp 25.8 55% 80% 2.03
 
 
 
 
87% 29.3 2.1% 9.8
MLCO Melco Resorts&Entertainment ADR 7.9 35% 83% 3.17
 
 
 
 
77% 65.4 1.8% 37.6
MEOH Methanex 13.7 63% 78% 3.12
 
 
 
 
92% 20.8 1.9% 17.1
MCHP Microchip Technology 17.9 50% 58% 1.98
 
 
 
 
74% 253.2 1.5% 98.9
MSFT Microsoft 24.3 58% 53% 1.69
 
 
 
 
93% 2910.2 1.7% 55.8
MINI Mobile Mini 3.8 20% 48% 2.55
 
 
 
 
93% 28.9 2.1% 16.5
MDLZ Mondelez International Cl A -3.0 -36% 11% 1.69
 
 
 
 
43% 324.0 2.1% 19.7
MNRO Monro 2.6 23% 24% 2.28
 
 
 
 
85% 22.3 1.3% 31.5
NDAQ Nasdaq 28.8 74% 38% 1.40
 
 
 
 
90% 104.6 1.9% 21.4
NAVI Navient -2.6 -17% 44% 2.80
 
 
 
 
35% 42.4 4.8% 11.3
NTAP NetApp 25.4 59% 87% 2.23
 
 
 
 
95% 259.3 2.1% 334.6
NWSA News Corp Cl A 1.3 9% 25% 1.99
 
 
 
 
67% 28.4 1.3% 0.0
NXST Nexstar Media Group Cl A -5.2 -28% 48% 2.59
 
 
 
 
72% 85.9 2.0% 7.0
NTRS Northern Trust 6.0 28% 31% 1.82
 
 
 
 
86% 180.8 1.6% 19.8
OCFC OceanFirst Financial 18.7 49% 46% 1.62
 
 
 
 
97% 33.2 2.0% 29.5
ODP Office Depot -4.2 -49% 49% 4.02
 
 
 
 
21% 30.0 3.5% 17.4
ONB Old National Bancorp 5.2 23% 32% 1.79
 
 
 
 
96% 53.3 2.7% 25.1
PCAR Paccar 6.4 38% 25% 1.85
 
 
 
 
9% 147.2 1.8% 11.7
PACW PacWest Bancorp -2.1 -9% 39% 2.06
 
 
 
 
72% 77.4 4.6% 16.4
PZZA Papa John's International -1.8 -10% 36% 2.25
 
 
 
 
15% 69.9 1.7% 21.2
PEGI Pattern Energy Group -4.7 -28% 38% 2.39
 
 
 
 
25% 21.6 8.9% 18.0
PDCO Patterson -2.3 -77% 6% 2.24
 
 
 
 
15% 246.6 4.2% 11.4
PAYX Paychex 5.6 19% 27% 1.34
 
 
 
 
85% 146.8 3.2% 28.2
PBCT People's United Financial -1.2 -7% 21% 1.53
 
 
 
 
60% 56.5 3.8% 17.7
PEP PepsiCo 2.1 17% 9% 1.04
 
 
 
 
47% 528.3 3.4% 32.0
PETS PetMed Express 22.8 71% 98% 2.85
 
 
 
 
54% 24.6 2.2% 25.2
POOL Pool 22.5 49% 54% 1.58
 
 
 
 
94% 25.3 1.2% 32.5
BPOP Popular 12.9 43% 59% 2.19
 
 
 
 
96% 36.7 2.1% 47.1
PCH PotlatchDeltic 9.9 38% 39% 1.89
 
 
 
 
36% 48.5 3.3% 24.4
PFG Principal Financial Group 7.7 31% 37% 1.88
 
 
 
 
4% 79.9 3.7% 6.9
PRGS Progress Software 9.6 37% 47% 2.13
 
 
 
 
28% 21.5 1.5% 34.5
QCOM Qualcomm -7.2 -38% 38% 2.26
 
 
 
 
48% 393.1 4.2% 0.0
GOLD Randgold Resources ADR 0.3 1% 63% 2.69
 
 
 
 
5% 28.4 2.6% 27.0
RNST Renasant 16.8 73% 31% 1.76
 
 
 
 
83% 22.8 1.7% 22.6
ROIC Retail Opportunity Investment 4.4 21% 23% 1.51
 
 
 
 
73% 30.1 4.0% 55.8
RCKY Rocky Brands 23.0 106% 90% 3.38
 
 
 
 
90% 22.7 1.7% 18.7
ROST Ross Stores 9.6 31% 47% 1.90
 
 
 
 
97% 279.7 1.1% 22.4
RGLD Royal Gold 13.2 47% 96% 3.02
 
 
 
 
91% 48.0 1.1% 0.0
SBRA Sabra Healthcare REIT 5.1 26% 38% 2.21
 
 
 
 
59% 47.8 8.4% 16.6
SABR Sabre 2.9 18% 31% 2.17
 
 
 
 
89% 92.5 2.2% 27.7
SAFM Sanderson Farms 17.5 53% 68% 2.27
 
 
 
 
5% 52.7 1.3% 8.2
STX Seagate Technology 7.5 30% 109% 3.44
 
 
 
 
86% 113.3 4.3% 20.4
SNH Senior Housing Properties Trust -3.0 -9% 44% 1.69
 
 
 
 
47% 48.0 8.6% 34.8
SHPG Shire ADR -4.4 -51% 19% 2.35
 
 
 
 
71% 114.2 1.1% 11.0
SLGN Silgan Holdings 5.0 41% 14% 1.52
 
 
 
 
4% 20.1 1.5% 10.1
SIMO Silicon Motion Technology ADR 1.6 6% 74% 2.82
 
 
 
 
87% 27.9 2.2% 26.2
SFNC Simmons First National Cl A 4.7 19% 40% 1.95
 
 
 
 
72% 41.1 1.9% 17.4
SBGI Sinclair Broadcast Group Cl A -13.2 -66% 49% 2.51
 
 
 
 
46% 43.5 2.2% 6.0
SWKS Skyworks Solutions -0.1 -1% 40% 2.69
 
 
 
 
39% 134.1 1.3% 20.9
SLM SLM 10.8 48% 56% 2.53
 
 
 
 
75% 32.5 1.8% 16.8
SONC Sonic -10.6 -91% 29% 2.56
 
 
 
 
96% 39.4 1.8% 20.5
SBSI Southside Bancshares 3.1 11% 43% 1.94
 
 
 
 
55% 22.3 3.5% 19.6
SSB South State 2.1 13% 20% 1.70
 
 
 
 
71% 27.4 1.5% 25.7
SPTN SpartanNash -1.2 -8% 54% 3.13
 
 
 
 
71% 23.4 2.9% 0.0
SBUX Starbucks 1.7 13% 15% 1.56
 
 
 
 
8% 1213.7 2.8% 16.8
STLD Steel Dynamics 18.2 53% 87% 2.56
 
 
 
 
79% 134.7 1.6% 13.7
SHOO Steven Madden 1.7 11% 28% 2.06
 
 
 
 
87% 20.2 1.5% 24.2
SYMC Symantec 11.9 49% 53% 2.35
 
 
 
 
12% 134.2 1.5% 12.1
AMTD TD Ameritrade Holding 10.4 31% 63% 2.16
 
 
 
 
80% 271.4 1.4% 31.9
TXN Texas Instruments 23.8 61% 55% 1.79
 
 
 
 
81% 363.8 2.2% 28.2
TXRH Texas Roadhouse 11.0 40% 49% 2.06
 
 
 
 
95% 71.2 1.5% 32.2
TSCO Tractor Supply -6.4 -48% 24% 2.07
 
 
 
 
82% 137.4 1.6% 22.5
TROW T. Rowe Price Group 15.5 43% 44% 1.64
 
 
 
 
92% 277.5 2.3% 19.8
TRMK Trustmark 0.1 1% 32% 1.71
 
 
 
 
82% 24.1 2.7% 20.8
UMBF UMB Financial 7.0 28% 38% 1.88
 
 
 
 
89% 39.0 1.5% 15.1
UMPQ Umpqua Holdings 11.4 54% 31% 1.84
 
 
 
 
83% 355.5 3.4% 18.5
UBSH Union Bankshares 14.5 42% 48% 1.79
 
 
 
 
88% 55.5 2.0% 27.8
UBSI United Bankshares -6.0 -48% 19% 1.86
 
 
 
 
73% 31.6 3.6% 22.9
UCBI United Community Banks 12.8 42% 47% 1.89
 
 
 
 
85% 25.8 1.8% 30.1
UNIT Uniti Group -5.4 -22% 65% 2.60
 
 
 
 
69% 37.7 10.6% 0.0
VIAB Viacom Cl B -12.0 -138% 28% 2.94
 
 
 
 
56% 100.4 2.6% 5.7
VIRT Virtu Financial 9.2 31% 88% 2.82
 
 
 
 
67% 86.8 3.2% 15.1
VOD Vodafone Group ADR -11.3 -105% 12% 1.57
 
 
 
 
7% 76.1 9.8% 24.2
WBA Walgreens Boots Alliance -0.7 -23% 5% 1.80
 
 
 
 
27% 578.4 2.4% 16.9
WAFD Washington Federal 6.2 22% 34% 1.62
 
 
 
 
51% 21.9 2.0% 15.6
WEN Wendy's Co 12.4 38% 50% 1.91
 
 
 
 
98% 48.1 1.9% 23.6
WDC Western Digital 8.6 41% 70% 3.01
 
 
 
 
12% 240.2 2.5% 137.4
WLTW Willis Towers Watson 4.9 27% 18% 1.43
 
 
 
 
51% 81.3 1.6% 46.8
WYNN Wynn Resorts 14.7 64% 97% 3.42
 
 
 
 
58% 469.3 1.8% 39.7
XEL Xcel Energy 11.0 30% 30% 1.21
 
 
 
 
22% 226.4 3.5% 18.6
XLNX Xilinx 8.1 32% 38% 1.89
 
 
 
 
37% 139.5 2.2% 33.9
ZION Zions Bancorp 13.7 40% 64% 2.15
 
 
 
 
80% 113.2 1.7% 18.0


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.