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: 775

10/14/2018 3:03:58 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 46% 0% 1.00
 
 
 
 
62% 5476.8 2.1% 14.0
MMM 3M 8.2 37% 22% 1.42
 
 
 
 
11% 524.3 2.7% 27.4
ABB ABB ADR 8.0 36% 25% 1.55
 
 
 
 
3% 33.5 3.9% 20.3
ABT Abbott Laboratories 7.3 26% 35% 1.67
 
 
 
 
77% 683.6 1.6% 137.3
ABBV AbbVie 17.9 75% 53% 2.38
 
 
 
 
13% 506.3 4.2% 22.5
ANF Abercrombie&Fitch 6.3 35% 131% 4.54
 
 
 
 
38% 44.8 4.3% 35.4
ACN Accenture Cl A 13.3 64% 25% 1.59
 
 
 
 
58% 481.5 1.8% 25.2
AES AES 2.1 11% 39% 2.17
 
 
 
 
91% 89.0 3.6% 24.7
AFL AFLAC 14.7 60% 22% 1.30
 
 
 
 
39% 188.2 2.4% 7.2
AGCO AGCO 4.8 28% 32% 2.16
 
 
 
 
5% 35.6 1.1% 20.2
AEM Agnico-Eagle Mines 2.0 10% 74% 3.12
 
 
 
 
29% 86.3 1.2% 56.5
APD Air Products&Chemicals 0.4 4% 11% 1.47
 
 
 
 
27% 182.2 2.8% 23.0
ALK Alaska Air Group -4.8 -34% 34% 2.49
 
 
 
 
17% 188.4 2.1% 9.2
ALB Albemarle 18.1 58% 77% 2.52
 
 
 
 
14% 96.4 1.4% 22.0
ARE Alexandria Real Estate Equities 3.3 17% 23% 1.55
 
 
 
 
30% 92.0 3.1% 43.4
AGN Allergan -5.0 -44% 25% 2.39
 
 
 
 
63% 377.4 1.6% 0.0
ALE Allete 8.3 30% 28% 1.44
 
 
 
 
58% 22.0 3.0% 22.8
ADS Alliance Data Systems -4.4 -66% 15% 2.41
 
 
 
 
25% 126.8 1.1% 13.4
LNT Alliant Energy 12.3 43% 28% 1.41
 
 
 
 
65% 65.7 3.2% 20.3
ALSN Allison Transmission Holdings 21.6 74% 46% 1.95
 
 
 
 
73% 56.8 1.2% 10.6
ALL Allstate 16.9 66% 23% 1.32
 
 
 
 
29% 168.9 2.0% 9.8
ALLY Ally Financial 8.0 39% 38% 2.12
 
 
 
 
30% 79.8 2.3% 10.8
MO Altria Group 1.8 12% 17% 1.54
 
 
 
 
30% 610.2 5.3% 10.8
AMC AMC Entertainment Holding 3.6 27% 57% 3.44
 
 
 
 
76% 25.0 4.2% 0.0
AEE Ameren 11.9 47% 24% 1.37
 
 
 
 
79% 149.3 2.9% 25.2
AMX America Movil ADR 5.2 33% 37% 2.45
 
 
 
 
10% 46.4 2.2% 0.0
ACC American Campus Communities 2.2 9% 27% 1.59
 
 
 
 
44% 32.3 4.7% 50.3
AEO American Eagle Outfitters 3.9 19% 82% 3.25
 
 
 
 
50% 99.1 2.6% 14.8
AEP American Electric Power 2.8 13% 20% 1.30
 
 
 
 
53% 199.4 3.5% 18.2
AXP American Express 13.5 62% 28% 1.70
 
 
 
 
64% 487.6 1.5% 27.1
AFG American Financial Group 20.3 73% 27% 1.38
 
 
 
 
8% 50.9 1.6% 17.3
AIG American International Group -5.3 -49% 13% 1.64
 
 
 
 
6% 270.2 2.6% 0.0
AMT American Tower REIT 10.8 38% 32% 1.55
 
 
 
 
47% 311.4 2.2% 56.4
AWK American Water Works 14.9 46% 33% 1.43
 
 
 
 
72% 81.3 2.1% 33.6
AMP Ameriprise Financial 6.4 31% 42% 2.22
 
 
 
 
11% 160.1 2.7% 11.9
ABC AmerisourceBergen -12.8 -112% 24% 2.28
 
 
 
 
48% 87.3 1.7% 17.4
APH Amphenol Cl A 11.3 37% 29% 1.37
 
 
 
 
27% 122.8 1.1% 37.1
APC Anadarko Petroleum 2.3 12% 72% 3.18
 
 
 
 
70% 289.9 1.5% 82.7
ANDX Andeavor Logistics -3.0 -31% 25% 2.62
 
 
 
 
46% 25.6 8.7% 20.0
BUD Anheuser-Busch InBev ADR -0.1 -1% 14% 1.62
 
 
 
 
1% 135.6 5.7% 21.0
NLY Annaly Capital Management 5.2 18% 24% 1.24
 
 
 
 
2% 133.6 12.2% 3.9
AM Antero Midstream Partners 0.3 2% 52% 3.00
 
 
 
 
84% 32.2 5.1% 23.7
ANTM Anthem 20.3 62% 49% 1.88
 
 
 
 
91% 352.0 1.1% 16.5
AON Aon 18.3 62% 27% 1.31
 
 
 
 
61% 151.8 1.1% 45.5
AOS A.O. Smith 9.4 35% 38% 1.80
 
 
 
 
2% 132.7 1.8% 25.1
APA Apache -1.3 -10% 57% 3.37
 
 
 
 
70% 184.7 2.2% 20.2
AIV Apartment Investment&Management 2.6 25% 12% 1.54
 
 
 
 
51% 72.3 3.6% 443.3
ARI Apollo Commercial Real Estate Finan 9.4 54% 14% 1.18
 
 
 
 
42% 20.5 10.0% 11.5
APO Apollo Global Management Cl A 26.6 72% 75% 2.26
 
 
 
 
33% 27.3 5.5% 17.0
APLE Apple Hospitality REIT -6.0 -61% 10% 1.40
 
 
 
 
3% 32.5 7.3% 22.2
ATR Aptargroup 13.0 58% 23% 1.44
 
 
 
 
67% 39.6 1.3% 30.1
APTV Aptiv 0.6 5% 32% 2.53
 
 
 
 
5% 195.1 1.2% 15.8
WTR Aqua America 7.5 34% 23% 1.42
 
 
 
 
55% 20.6 2.4% 26.2
ARMK Aramark 2.0 15% 17% 1.66
 
 
 
 
41% 51.8 1.0% 20.0
MT ArcelorMittal ADR 7.1 42% 105% 4.18
 
 
 
 
13% 81.6 1.4% 5.2
ADM Archer Daniels Midland -0.9 -5% 27% 1.93
 
 
 
 
76% 187.5 2.7% 14.2
ARNC Arconic -16.4 -178% 46% 3.73
 
 
 
 
35% 77.4 1.1% 0.0
ARR Armour Residential REIT 15.0 52% 32% 1.53
 
 
 
 
1% 25.9 11.0% 6.2
AJG Arthur J. Gallagher 16.4 50% 30% 1.32
 
 
 
 
65% 68.2 2.3% 21.1
ASH Ashland Global Holdings 6.5 27% 30% 1.64
 
 
 
 
48% 41.9 1.3% 106.9
AHL Aspen Insurance Holdings 2.2 17% 22% 1.99
 
 
 
 
63% 25.7 2.3% 0.0
ASB Associated Banc-Corp. 3.2 15% 36% 2.03
 
 
 
 
29% 47.5 2.4% 15.4
AIZ Assurant 2.2 13% 26% 1.87
 
 
 
 
67% 49.9 2.2% 13.2
AGO Assured Guaranty 16.4 56% 46% 1.94
 
 
 
 
69% 29.9 1.6% 8.9
AZN AstraZeneca ADR 3.0 15% 31% 1.92
 
 
 
 
63% 135.9 2.4% 34.9
ATO Atmos Energy 13.5 42% 30% 1.35
 
 
 
 
74% 32.8 2.1% 16.9
T AT&T 0.0 0% 17% 1.45
 
 
 
 
23% 1330.5 6.2% 6.3
ALV Autoliv -8.3 -61% 36% 2.63
 
 
 
 
5% 63.6 3.1% 22.0
AVB Avalonbay Communities 0.7 9% 8% 1.41
 
 
 
 
56% 95.0 3.4% 27.4
AVY Avery Dennison 13.3 40% 45% 1.75
 
 
 
 
3% 67.9 2.1% 32.8
AXS AXIS Capital Holdings 7.3 35% 23% 1.53
 
 
 
 
51% 28.2 2.9% 0.0
BBVA Banco Bilbao Vizcaya Argentaria ADR 3.1 28% 29% 2.60
 
 
 
 
5% 21.4 7.7% 8.7
CIB BanColombia ADR 0.6 3% 50% 2.51
 
 
 
 
25% 23.4 3.3% 11.5
BXS BancorpSouth Bank 5.5 35% 30% 2.15
 
 
 
 
13% 34.2 2.3% 15.6
SAN Banco Santander ADR 5.1 36% 39% 2.70
 
 
 
 
3% 33.0 6.2% 10.5
BAC Bank of America 17.1 50% 67% 2.19
 
 
 
 
42% 2877.0 2.1% 14.7
BOH Bank of Hawaii 5.7 32% 22% 1.69
 
 
 
 
11% 32.7 3.1% 16.5
BMO Bank of Montreal 18.9 77% 22% 1.29
 
 
 
 
47% 95.4 3.7% 13.6
BK Bank of New York Mellon 3.8 22% 25% 1.80
 
 
 
 
8% 288.5 2.3% 11.8
BNS Bank of Nova Scotia 7.1 25% 30% 1.47
 
 
 
 
2% 60.8 4.8% 10.4
BKU BankUnited -0.3 -2% 30% 2.09
 
 
 
 
10% 68.4 2.5% 5.6
BCS Barclays ADR -1.6 -16% 31% 2.85
 
 
 
 
3% 34.0 3.0% 0.0
BAX Baxter International 31.1 71% 50% 1.54
 
 
 
 
56% 161.4 1.1% 43.0
BBT BB&T 9.4 39% 32% 1.72
 
 
 
 
19% 261.0 3.5% 13.6
BCE BCE 1.5 9% 11% 1.09
 
 
 
 
2% 44.3 5.9% 16.5
BDX Becton Dickinson 19.8 70% 30% 1.49
 
 
 
 
66% 257.4 1.2% 104.6
BMS Bemis 0.0 0% 21% 1.73
 
 
 
 
33% 28.7 2.8% 37.7
BBY Best Buy 18.5 74% 79% 2.91
 
 
 
 
62% 249.8 2.5% 20.2
BHP BHP Billiton ADR 7.6 38% 62% 2.88
 
 
 
 
61% 136.8 5.3% 34.5
BBL BHP Billiton ADR 4.1 22% 67% 3.12
 
 
 
 
50% 79.6 6.0% 30.1
BIG Big Lots -7.5 -58% 31% 2.49
 
 
 
 
23% 28.1 2.8% 11.0
BKH Black Hills 8.6 26% 42% 1.69
 
 
 
 
49% 27.2 3.2% 13.7
BLK BlackRock 10.4 44% 34% 1.84
 
 
 
 
7% 677.3 2.9% 12.9
BX Blackstone Group 6.6 43% 29% 2.20
 
 
 
 
48% 150.0 6.7% 13.4
BXMT Blackstone Mortgage Trust Cl A 5.1 27% 15% 1.16
 
 
 
 
55% 32.7 7.7% 13.4
BA Boeing 31.3 64% 79% 1.96
 
 
 
 
76% 1688.9 1.9% 22.4
BAH Booz Allen Hamilton Holding 13.5 53% 41% 1.96
 
 
 
 
72% 46.7 1.6% 21.3
BWA BorgWarner 3.1 25% 31% 2.56
 
 
 
 
2% 124.3 1.8% 14.8
BXP Boston Properties -1.6 -21% 9% 1.55
 
 
 
 
15% 87.3 3.3% 33.7
BP BP ADR 0.9 6% 23% 1.96
 
 
 
 
72% 306.1 5.4% 21.0
BPT BP Prudhoe Bay Royalty Trust 10.1 74% 110% 4.83
 
 
 
 
96% 25.8 15.2% 9.1
EAT Brinker International 5.3 29% 44% 2.49
 
 
 
 
63% 74.5 3.4% 16.3
BMY Bristol-Myers Squibb 1.0 7% 24% 2.11
 
 
 
 
38% 577.0 2.8% 250.0
BTI British American Tobacco ADR -2.2 -16% 19% 1.74
 
 
 
 
2% 171.0 6.3% 1.8
BRX Brixmor Property Group 0.7 7% 18% 2.11
 
 
 
 
29% 39.0 7.2% 16.0
BR Broadridge Financial Solutions 36.4 72% 57% 1.54
 
 
 
 
63% 160.6 1.7% 33.0
BAM Brookfield Asset Management Cl A 0.7 6% 15% 1.64
 
 
 
 
59% 54.3 1.4% 15.6
BRO Brown&Brown 20.3 54% 33% 1.28
 
 
 
 
50% 31.0 1.1% 18.5
BFB Brown-Forman Cl B 7.7 36% 29% 1.75
 
 
 
 
17% 76.2 1.4% 30.4
BC Brunswick 1.5 11% 33% 2.50
 
 
 
 
53% 41.8 1.3% 46.6
BPL Buckeye Partners -2.5 -35% 16% 2.39
 
 
 
 
11% 45.9 14.5% 11.7
BG Bunge -4.6 -41% 27% 2.51
 
 
 
 
27% 70.2 3.0% 0.0
BWXT BWX Technologies 30.8 67% 54% 1.58
 
 
 
 
5% 25.8 1.1% 36.9
CBT Cabot 9.8 42% 46% 2.22
 
 
 
 
2% 23.8 2.5% 0.0
COG Cabot Oil&Gas 2.7 25% 37% 3.02
 
 
 
 
23% 116.2 1.0% 83.5
CPT Camden Property Trust 1.3 8% 16% 1.48
 
 
 
 
63% 47.3 3.5% 42.7
CCJ Cameco -10.2 -104% 39% 3.30
 
 
 
 
81% 37.9 2.8% 0.0
CPB Campbell Soup 2.0 15% 22% 2.00
 
 
 
 
24% 112.4 3.8% 43.1
CM Canadian Imperial Bank of Commerce 7.5 31% 23% 1.36
 
 
 
 
22% 63.6 4.7% 9.9
CNI Canadian National Railway 7.5 34% 27% 1.61
 
 
 
 
67% 130.1 1.6% 24.0
CNQ Canadian Natural Resources 2.1 12% 56% 2.94
 
 
 
 
3% 110.8 3.5% 17.2
COF Capital One Financial 3.0 16% 32% 2.03
 
 
 
 
31% 283.5 1.8% 14.4
CAH Cardinal Health -10.2 -175% 13% 2.34
 
 
 
 
13% 202.1 3.7% 69.8
CSL Carlisle 7.7 33% 30% 1.69
 
 
 
 
28% 39.4 1.5% 20.1
CCL Carnival 3.0 17% 27% 1.90
 
 
 
 
11% 174.2 3.4% 13.0
CRI Carters -6.5 -39% 29% 2.05
 
 
 
 
11% 99.9 1.9% 15.4
CAT Caterpillar 13.6 39% 63% 2.12
 
 
 
 
29% 703.9 2.4% 27.6
CBS CBS Cl B 7.9 38% 36% 2.04
 
 
 
 
48% 108.9 1.3% 13.7
CE Celanese 9.2 31% 47% 1.92
 
 
 
 
14% 91.1 2.2% 11.9
CVE Cenovus Energy -3.8 -36% 47% 3.50
 
 
 
 
38% 44.7 1.7% 0.0
CNP CenterPoint Energy 15.0 44% 37% 1.52
 
 
 
 
47% 167.2 4.1% 7.6
CTL CenturyLink -2.1 -14% 45% 2.80
 
 
 
 
68% 122.0 10.5% 11.4
CF CF Industries Holdings 10.1 61% 71% 3.47
 
 
 
 
82% 149.1 2.3% 20.8
SCHW Charles Schwab 10.0 35% 63% 2.37
 
 
 
 
38% 466.7 1.1% 24.8
CC Chemours 13.7 50% 247% 5.10
 
 
 
 
7% 77.4 2.8% 6.7
CVX Chevron 14.3 65% 31% 1.78
 
 
 
 
38% 833.2 3.8% 18.6
CHS Chico's Fas -8.2 -87% 43% 3.55
 
 
 
 
15% 20.0 4.5% 10.8
CIM Chimera Investment 12.6 29% 44% 1.45
 
 
 
 
34% 29.4 11.8% 5.7
CHL China Mobile ADR -2.1 -27% 8% 1.42
 
 
 
 
60% 77.3 4.7% 11.2
SNP China Petroleum&Chemical ADR 3.5 16% 44% 2.28
 
 
 
 
45% 21.8 5.4% 10.3
CHH Choice Hotels International 2.8 9% 41% 1.75
 
 
 
 
46% 23.4 1.1% 29.3
CB Chubb 6.0 48% 12% 1.35
 
 
 
 
9% 337.4 2.3% 15.4
CHD Church&Dwight -4.5 -19% 26% 1.53
 
 
 
 
75% 81.3 1.6% 17.3
CNK Cinemark Holdings -0.7 -4% 28% 1.96
 
 
 
 
64% 53.8 3.2% 16.8
CIT CIT Group 8.7 55% 30% 2.17
 
 
 
 
38% 55.1 2.1% 18.2
C Citigroup 6.1 30% 35% 2.07
 
 
 
 
33% 1982.2 2.6% 0.0
CFG Citizens Financial Group 8.3 27% 64% 2.28
 
 
 
 
7% 265.4 3.0% 9.8
CLX Clorox 0.3 1% 22% 1.50
 
 
 
 
79% 152.9 2.7% 23.2
CMS CMS Energy 9.6 35% 24% 1.29
 
 
 
 
77% 139.2 2.9% 25.1
CNO CNO Financial Group -3.0 -21% 30% 2.25
 
 
 
 
16% 32.0 2.0% 15.5
KO Coca-Cola 2.8 26% 8% 1.07
 
 
 
 
45% 492.1 3.5% 82.7
CCE Coca-Cola European Partners -9.6 -70% 22% 1.97
 
 
 
 
70% 106.6 2.8% 27.0
CL Colgate-Palmolive 0.6 8% 7% 1.36
 
 
 
 
8% 265.1 2.7% 25.0
CMA Comerica 17.6 48% 74% 2.24
 
 
 
 
37% 254.2 2.8% 15.8
CMC Commercial Metals 5.4 31% 60% 3.06
 
 
 
 
17% 40.9 2.5% 39.0
CMP Compass Minerals International -6.7 -103% 11% 2.00
 
 
 
 
47% 26.6 4.4% 69.9
CAG Conagra Brands -2.6 -44% 11% 2.13
 
 
 
 
38% 207.6 2.4% 17.1
COP ConocoPhillips 4.0 21% 54% 2.74
 
 
 
 
80% 459.0 1.7% 19.4
ED Consolidated Edison 2.7 12% 19% 1.32
 
 
 
 
22% 174.3 3.8% 14.8
STZ Constellation Brands Cl A 11.8 48% 33% 1.75
 
 
 
 
71% 658.8 1.3% 14.9
CTB Cooper Tire&Rubber -7.6 -85% 23% 2.56
 
 
 
 
6% 26.2 1.8% 28.9
CPA Copa Holdings Cl A 15.1 62% 91% 3.19
 
 
 
 
4% 27.4 4.5% 8.4
CLB Core Laboratories -3.5 -31% 31% 2.69
 
 
 
 
46% 51.0 2.1% 52.2
COR CoreSite Realty 14.5 35% 69% 1.97
 
 
 
 
36% 57.1 4.1% 48.8
GLW Corning 17.7 56% 50% 1.93
 
 
 
 
58% 246.0 2.2% 0.0
COTY Coty Cl A -8.3 -150% 17% 2.91
 
 
 
 
3% 75.5 4.5% 0.0
CUZ Cousins Properties -9.3 -76% 21% 2.01
 
 
 
 
4% 33.4 3.1% 55.7
CR Crane 13.6 49% 46% 1.99
 
 
 
 
42% 32.4 1.6% 28.7
BAP Credicorp 18.9 52% 63% 2.05
 
 
 
 
56% 24.1 2.0% 13.3
CS Credit Suisse Group ADR 5.5 48% 31% 2.67
 
 
 
 
2% 62.3 1.8% 0.0
CCI Crown Castle International 6.0 26% 25% 1.51
 
 
 
 
38% 314.8 4.0% 109.9
CUBE CubeSmart 4.3 21% 28% 1.77
 
 
 
 
32% 49.3 4.4% 33.2
CFR Cullen/Frost Bankers 6.6 24% 58% 2.30
 
 
 
 
25% 67.8 2.7% 16.0
CMI Cummins 8.3 33% 41% 1.99
 
 
 
 
24% 227.4 3.1% 22.9
CVS CVS Health -4.2 -91% 8% 2.01
 
 
 
 
61% 700.0 2.7% 25.4
DAN Dana 9.9 36% 79% 2.76
 
 
 
 
2% 32.8 2.5% 12.5
DRI Darden Restaurants 21.0 68% 52% 2.01
 
 
 
 
62% 176.5 2.8% 20.9
DCP DCP Midstream 13.0 58% 84% 3.21
 
 
 
 
65% 28.5 7.5% 0.0
DE Deere 19.6 67% 52% 2.08
 
 
 
 
44% 271.8 1.9% 23.3
DK Delek US Holdings 14.3 56% 122% 3.67
 
 
 
 
38% 61.0 2.6% 9.0
DAL Delta Air Lines 2.8 18% 31% 2.29
 
 
 
 
30% 491.2 2.7% 11.1
DLX Deluxe Corp. -0.5 -4% 18% 1.82
 
 
 
 
2% 38.8 2.4% 10.4
DNR Denbury Resources 4.2 34% 284% 8.22
 
 
 
 
82% 52.5 4.4% 12.1
DB Deutsche Bank -2.3 -31% 30% 3.31
 
 
 
 
5% 43.4 1.3% 0.0
DEO Diageo ADR 3.0 17% 16% 1.31
 
 
 
 
13% 59.8 3.2% 20.7
DKS Dick's Sporting Goods 2.5 17% 58% 3.33
 
 
 
 
60% 70.5 2.7% 10.3
DLR Digital Realty Trust 16.2 47% 50% 1.82
 
 
 
 
38% 230.6 3.8% 109.6
DIN Dine Brands Global 2.5 10% 65% 2.67
 
 
 
 
71% 28.7 3.2% 0.0
DFS Discover Financial Services 0.9 3% 36% 1.79
 
 
 
 
60% 106.5 2.2% 11.8
DG Dollar General 9.5 40% 46% 2.17
 
 
 
 
76% 214.6 1.1% 16.3
D Dominion Energy -1.0 -11% 8% 1.30
 
 
 
 
41% 218.9 4.7% 15.0
UFS Domtar 2.8 17% 33% 2.20
 
 
 
 
30% 23.7 3.9% 0.0
DCI Donaldson 14.7 58% 37% 1.84
 
 
 
 
58% 31.0 1.4% 38.6
DEI Douglas Emmett 0.5 3% 20% 1.45
 
 
 
 
23% 38.4 2.8% 53.0
DOV Dover 7.9 38% 33% 1.93
 
 
 
 
60% 155.3 2.3% 17.2
DHI D.R. Horton -0.4 -2% 42% 2.19
 
 
 
 
1% 164.6 1.3% 11.1
DSW DSW Cl A -0.2 -1% 59% 3.34
 
 
 
 
60% 69.9 3.6% 1397.5
DTE DTE Energy 7.6 37% 18% 1.29
 
 
 
 
71% 126.1 3.2% 17.2
DUK Duke Energy 0.3 2% 16% 1.27
 
 
 
 
40% 438.5 4.6% 20.3
DRE Duke Realty 14.9 49% 33% 1.52
 
 
 
 
48% 58.4 3.0% 26.3
DNB Dun&Bradstreet 8.6 45% 34% 2.07
 
 
 
 
93% 132.0 1.5% 22.3
EMN Eastman Chemical 5.4 24% 33% 1.83
 
 
 
 
2% 147.0 2.7% 7.8
ETN Eaton 10.9 55% 28% 1.78
 
 
 
 
45% 266.3 1.9% 11.3
EV Eaton Vance 9.7 39% 38% 1.88
 
 
 
 
3% 33.2 3.0% 15.8
ECL Ecolab 8.5 65% 12% 1.36
 
 
 
 
59% 206.4 1.1% 27.5
EC Ecopetrol ADR 16.0 59% 111% 3.35
 
 
 
 
87% 30.2 2.5% 14.4
EIX Edison International 2.5 14% 22% 1.59
 
 
 
 
43% 195.0 3.5% 54.1
LLY Eli Lilly -2.3 -11% 28% 1.74
 
 
 
 
86% 477.5 2.0% 0.0
EMR Emerson Electric 12.9 63% 28% 1.76
 
 
 
 
65% 247.5 2.7% 22.0
ESRT Empire State Realty Trust -2.9 -24% 13% 1.48
 
 
 
 
2% 22.2 2.7% 40.3
ENB Enbridge -4.2 -33% 26% 2.27
 
 
 
 
23% 131.4 6.4% 27.5
EEP Enbridge Energy Partners Cl A -4.1 -40% 38% 3.21
 
 
 
 
27% 25.7 13.0% 21.9
EHC Encompass Health 20.7 65% 55% 2.05
 
 
 
 
79% 72.6 1.5% 24.4
ENR Energizer Holdings 1.8 6% 69% 2.52
 
 
 
 
75% 34.8 2.0% 29.0
ETE Energy Transfer Equity 1.7 15% 104% 5.20
 
 
 
 
64% 115.9 7.2% 16.2
ETP Energy Transfer Partners -2.7 -21% 50% 3.28
 
 
 
 
70% 125.7 10.5% 19.5
ENLK EnLink Midstream Partners 2.1 14% 70% 3.53
 
 
 
 
82% 22.7 8.6% 58.8
ETR Entergy 5.7 29% 20% 1.42
 
 
 
 
59% 132.3 4.4% 50.2
EPD Enterprise Products Partners -1.6 -12% 26% 2.15
 
 
 
 
78% 173.5 6.0% 21.0
EPR EPR Properties 12.5 35% 43% 1.60
 
 
 
 
73% 32.9 6.5% 22.2
EFX Equifax -0.5 -3% 27% 1.98
 
 
 
 
53% 217.9 1.3% 29.7
EQNR Equinor ADR 9.9 43% 50% 2.37
 
 
 
 
78% 34.3 3.4% 19.6
ELS Equity Lifestyle Properties 11.7 38% 30% 1.36
 
 
 
 
68% 43.9 2.4% 40.5
EQR Equity Residential -2.1 -30% 7% 1.47
 
 
 
 
50% 106.5 3.5% 56.2
ESS Essex Property Trust -1.0 -9% 12% 1.55
 
 
 
 
49% 126.7 3.1% 42.0
EL Estee Lauder Cl A 22.8 62% 48% 1.73
 
 
 
 
36% 466.8 1.2% 42.8
EVR Evercore Cl A 16.3 53% 68% 2.37
 
 
 
 
35% 54.4 2.2% 21.6
RE Everest Re Group 10.4 38% 33% 1.62
 
 
 
 
11% 50.2 2.4% 43.2
ES Eversource Energy 3.2 20% 15% 1.36
 
 
 
 
65% 100.5 3.3% 19.4
EXC Exelon 5.8 21% 31% 1.54
 
 
 
 
77% 228.4 3.2% 10.9
EXR Extra Space Storage 5.5 30% 26% 1.78
 
 
 
 
33% 59.3 4.1% 21.8
XOM Exxon Mobil 4.1 36% 13% 1.50
 
 
 
 
54% 1144.8 4.0% 16.6
FDS FactSet Research Systems 3.3 16% 25% 1.66
 
 
 
 
60% 105.4 1.2% 31.4
FRT Federal Realty Investment Trust -1.0 -12% 9% 1.47
 
 
 
 
43% 81.5 3.4% 41.2
FII Federated Investors -7.0 -49% 26% 2.10
 
 
 
 
3% 29.8 4.8% 7.9
FDX FedEx 6.2 27% 33% 1.82
 
 
 
 
11% 612.1 1.2% 12.5
FNF Fidelity National Financial -10.1 -65% 28% 2.10
 
 
 
 
12% 56.6 3.4% 13.6
FIS Fidelity National Information Servi 14.0 57% 28% 1.55
 
 
 
 
61% 268.1 1.3% 23.9
FAF First American Financial 2.2 8% 36% 1.73
 
 
 
 
7% 65.5 3.6% 11.0
FE FirstEnergy 5.7 33% 24% 1.77
 
 
 
 
85% 84.6 3.9% 0.0
FHN First Horizon National 3.7 19% 33% 2.00
 
 
 
 
10% 79.6 3.0% 26.8
FR First Industrial Realty Trust 9.2 30% 33% 1.51
 
 
 
 
32% 21.8 2.9% 16.2
FLS Flowserve -4.9 -41% 28% 2.42
 
 
 
 
64% 82.1 1.5% 0.0
FLR Fluor 0.1 1% 42% 2.65
 
 
 
 
22% 159.9 1.8% 26.2
FNB F.N.B. -0.1 -1% 19% 1.98
 
 
 
 
10% 53.7 4.0% 14.5
FMX Fomento Economico Mexicano ADR -6.4 -48% 22% 1.98
 
 
 
 
72% 21.6 1.5% 14.5
FL Foot Locker -8.1 -64% 56% 3.50
 
 
 
 
69% 120.1 2.8% 19.5
F Ford Motor -6.3 -124% 8% 1.89
 
 
 
 
2% 499.2 6.9% 5.1
FCEA Forest City Realty Trust Cl A -9.2 -54% 27% 1.93
 
 
 
 
90% 31.8 2.9% 21.8
FBHS Fortune Brands Home&Security -3.1 -20% 21% 1.75
 
 
 
 
2% 83.7 1.7% 15.7
FNV Franco-Nevada 6.8 31% 57% 2.64
 
 
 
 
28% 80.8 1.5% 55.5
BEN Franklin Resources -4.5 -48% 17% 2.12
 
 
 
 
2% 102.6 3.2% 23.2
GME GameStop Cl A -0.6 -22% 11% 3.29
 
 
 
 
31% 28.1 10.3% 0.0
GPS Gap -0.9 -6% 54% 3.23
 
 
 
 
13% 118.6 3.6% 11.7
GD General Dynamics 7.9 31% 27% 1.48
 
 
 
 
17% 244.0 1.9% 19.4
GE General Electric 1.4 35% 6% 1.95
 
 
 
 
9% 1479.2 3.9% 0.0
GIS General Mills -3.1 -28% 13% 1.64
 
 
 
 
11% 181.8 4.6% 12.0
GM General Motors 1.6 9% 33% 2.12
 
 
 
 
2% 468.2 4.8% 0.0
GPC Genuine Parts 3.5 24% 18% 1.60
 
 
 
 
44% 106.1 3.0% 20.9
GEO GEO Group -5.9 -28% 90% 3.42
 
 
 
 
41% 22.1 8.3% 18.8
GIL Gildan Activewear -2.8 -30% 17% 2.12
 
 
 
 
43% 20.4 1.5% 18.3
GSK GlaxoSmithKline ADR 0.7 4% 16% 1.41
 
 
 
 
48% 160.1 5.3% 42.7
GS Goldman Sachs Group 6.9 28% 40% 1.95
 
 
 
 
5% 882.5 1.5% 17.2
GGG Graco Inc. 11.7 36% 49% 1.90
 
 
 
 
6% 52.3 1.3% 24.3
GVA Granite Construction 3.5 17% 60% 2.80
 
 
 
 
7% 20.4 1.2% 29.2
GPK Graphic Packaging Holding 1.8 21% 13% 1.92
 
 
 
 
5% 49.3 2.4% 13.1
GBX Greenbrier 10.1 64% 63% 3.31
 
 
 
 
77% 34.3 1.7% 13.3
HAL Halliburton -2.6 -12% 50% 2.40
 
 
 
 
17% 293.9 1.8% 360.0
HBI Hanesbrands -6.6 -114% 18% 2.86
 
 
 
 
3% 88.1 3.7% 162.1
THG Hanover Insurance Group 12.6 47% 31% 1.56
 
 
 
 
44% 23.0 1.9% 21.0
HOG Harley-Davidson -2.5 -24% 25% 2.52
 
 
 
 
9% 69.0 3.6% 14.0
HRS Harris Corp. 29.7 69% 53% 1.65
 
 
 
 
57% 127.5 1.8% 26.2
HIG Hartford Financial Services Group 2.1 17% 16% 1.68
 
 
 
 
6% 171.7 2.6% 22.9
HCA HCA Healthcare 10.1 35% 50% 2.07
 
 
 
 
90% 192.6 1.1% 16.9
HCP HCP -9.0 -85% 19% 2.09
 
 
 
 
53% 111.8 6.0% 205.9
HR Healthcare Realty Trust 0.8 3% 29% 1.60
 
 
 
 
13% 31.2 4.4% 315.5
HTA Healthcare Trust of America -3.0 -16% 23% 1.60
 
 
 
 
13% 49.7 5.0% 64.1
HP Helmerich&Payne 5.3 28% 63% 3.00
 
 
 
 
77% 71.8 4.1% 16.8
HLF Herbalife Nutrition 11.7 42% 76% 2.69
 
 
 
 
72% 49.7 2.3% 49.9
HSY Hershey 0.6 5% 17% 1.73
 
 
 
 
54% 81.5 2.8% 21.3
HES Hess Corp. 1.1 7% 64% 3.28
 
 
 
 
75% 169.6 1.5% 0.0
HPE Hewlett Packard Enterprise -1.6 -10% 59% 3.07
 
 
 
 
39% 252.4 2.9% 7.8
HIW Highwoods Properties 1.7 8% 22% 1.40
 
 
 
 
25% 25.2 4.2% 23.3
HTH Hilltop Holdings -3.7 -22% 34% 2.28
 
 
 
 
5% 20.7 1.5% 18.3
HFC HollyFrontier 8.9 33% 102% 3.25
 
 
 
 
65% 109.5 2.0% 8.4
HD Home Depot 15.3 56% 29% 1.46
 
 
 
 
58% 993.3 2.1% 22.7
HMC Honda Motor ADR -6.9 -48% 18% 1.65
 
 
 
 
3% 29.2 3.6% 4.9
HON Honeywell International 14.5 70% 19% 1.34
 
 
 
 
61% 668.3 2.1% 73.0
HRL Hormel Foods 4.5 19% 33% 1.76
 
 
 
 
79% 83.1 1.9% 22.1
HST Host Hotels&Resorts 7.0 49% 25% 2.08
 
 
 
 
28% 116.8 4.2% 21.8
HPQ HP 1.9 15% 52% 3.29
 
 
 
 
56% 275.0 2.4% 8.7
HRB H&R Block -2.8 -29% 28% 2.83
 
 
 
 
44% 61.3 3.9% 9.3
HSBC HSBC Holdings ADR 7.5 27% 34% 1.66
 
 
 
 
3% 90.0 4.8% 17.0
HPP Hudson Pacific Properties -8.1 -43% 23% 1.61
 
 
 
 
30% 30.2 3.3% 44.4
HII Huntington Ingalls Industries 19.6 51% 66% 2.05
 
 
 
 
33% 148.6 1.3% 16.7
HUN Huntsman 12.7 46% 102% 3.19
 
 
 
 
5% 61.9 2.7% 5.4
IDA IDACORP 7.7 35% 21% 1.35
 
 
 
 
71% 26.4 2.5% 21.1
IEX IDEX 28.8 75% 41% 1.49
 
 
 
 
42% 63.5 1.3% 27.6
ITW Illinois Tool Works 14.9 48% 35% 1.54
 
 
 
 
4% 245.5 3.1% 23.8
INFY Infosys ADR -1.2 -7% 26% 1.96
 
 
 
 
75% 107.6 6.2% 35.1
IR Ingersoll-Rand 10.7 36% 41% 1.79
 
 
 
 
67% 159.8 2.2% 17.6
ING ING Groep ADR 8.2 46% 38% 2.31
 
 
 
 
3% 51.9 8.2% 8.0
INGR Ingredion 4.7 19% 32% 1.70
 
 
 
 
11% 39.8 2.5% 14.2
ICE Intercontinental Exchange 6.4 36% 22% 1.63
 
 
 
 
62% 187.6 1.3% 17.2
IBM International Business Machines -0.5 -4% 15% 1.59
 
 
 
 
10% 872.6 4.5% 22.7
IFF International Flavors&Fragrances 3.8 20% 25% 1.75
 
 
 
 
25% 192.1 2.2% 34.8
IGT International Game Technology 5.3 20% 78% 2.84
 
 
 
 
4% 53.2 4.7% 0.0
IP International Paper 2.2 12% 30% 1.93
 
 
 
 
3% 194.1 4.5% 6.0
IPG Interpublic Group 1.4 10% 22% 1.99
 
 
 
 
41% 150.7 3.9% 14.2
IVZ INVESCO -2.4 -34% 15% 2.29
 
 
 
 
1% 199.0 6.0% 7.1
IRM Iron Mountain -8.9 -31% 41% 1.83
 
 
 
 
8% 98.1 7.4% 47.5
ITT ITT 5.0 27% 39% 2.34
 
 
 
 
40% 39.3 1.0% 24.6
JBL Jabil 4.8 25% 41% 2.31
 
 
 
 
5% 49.8 1.4% 50.5
JEF Jefferies Financial Group 6.4 36% 33% 2.15
 
 
 
 
5% 71.0 2.4% 233.8
SJM J.M. Smucker -3.0 -18% 23% 1.80
 
 
 
 
19% 72.8 3.3% 8.7
JCI Johnson Controls International -2.9 -22% 22% 1.98
 
 
 
 
6% 246.9 3.2% 13.6
JNJ Johnson&Johnson 13.0 49% 22% 1.23
 
 
 
 
51% 899.2 2.7% 311.3
JPM JPMorgan Chase 20.7 65% 44% 1.77
 
 
 
 
49% 3371.4 3.0% 14.3
JNPR Juniper Networks -2.3 -23% 19% 2.24
 
 
 
 
56% 88.5 2.6% 59.4
KSU Kansas City Southern 2.1 13% 29% 2.13
 
 
 
 
15% 165.9 1.4% 10.9
KS KapStone Paper&Packaging 8.2 42% 99% 3.76
 
 
 
 
85% 32.1 1.2% 10.7
KAR KAR Auction Services 11.2 39% 34% 1.58
 
 
 
 
55% 60.7 2.5% 18.3
KBR KBR 0.4 4% 42% 3.07
 
 
 
 
71% 43.6 1.6% 5.6
K Kellogg -1.1 -8% 16% 1.58
 
 
 
 
62% 106.6 3.3% 13.4
KMPR Kemper Corp 14.8 40% 98% 2.65
 
 
 
 
62% 59.1 1.3% 21.7
KMT Kennametal 6.2 27% 76% 3.01
 
 
 
 
23% 44.4 2.1% 16.0
KDP Keurig Dr Pepper 17.8 62% 39% 1.75
 
 
 
 
81% 67.7 2.6% 3.8
KEY KeyCorp 13.9 57% 46% 2.18
 
 
 
 
25% 367.3 3.7% 14.2
KRC Kilroy Realty -9.0 -59% 18% 1.62
 
 
 
 
41% 43.0 2.6% 43.7
KMB Kimberly-Clark 3.5 19% 19% 1.45
 
 
 
 
45% 223.8 3.7% 22.2
KIM Kimco Realty 0.8 7% 19% 1.97
 
 
 
 
25% 79.9 7.6% 26.6
KMI Kinder Morgan -0.1 -1% 24% 2.86
 
 
 
 
55% 332.6 4.6% 0.0
KGC Kinross Gold 5.0 28% 123% 4.43
 
 
 
 
10% 33.3 5.6% 9.5
KKR KKR Cl A 17.3 84% 45% 2.37
 
 
 
 
58% 147.6 2.8% 11.2
KSS Kohl's 6.2 28% 86% 3.24
 
 
 
 
78% 260.7 3.4% 12.7
PHG Koninklijke Philips ADR 10.1 38% 37% 1.79
 
 
 
 
47% 35.8 2.3% 25.0
KR Kroger -1.3 -9% 35% 2.53
 
 
 
 
53% 194.3 2.1% 6.1
LLL L3 Technologies 14.7 51% 35% 1.63
 
 
 
 
40% 123.3 1.6% 23.9
LHO LaSalle Hotel Properties 4.8 25% 40% 2.28
 
 
 
 
64% 70.4 2.8% 56.5
LVS Las Vegas Sands 7.9 31% 55% 2.34
 
 
 
 
4% 286.1 5.3% 11.7
LAZ Lazard 3.1 20% 40% 2.57
 
 
 
 
5% 32.8 4.1% 17.5
LB L Brands -4.9 -96% 18% 3.08
 
 
 
 
15% 211.9 7.7% 10.0
LEA Lear Corp. 4.7 23% 39% 2.15
 
 
 
 
3% 178.9 2.1% 6.8
LEG Leggett&Platt -4.0 -33% 15% 1.64
 
 
 
 
2% 52.9 3.9% 18.8
LM Legg Mason -2.1 -28% 17% 2.37
 
 
 
 
3% 30.4 4.7% 7.3
LDOS Leidos Holdings 24.1 65% 60% 1.97
 
 
 
 
51% 55.2 2.0% 22.7
LII Lennox International 20.1 71% 37% 1.71
 
 
 
 
37% 75.2 1.3% 25.6
LXP Lexington Realty Trust -5.7 -24% 32% 1.75
 
 
 
 
7% 24.1 9.1% 130.2
LPT Liberty Property Trust 2.2 8% 31% 1.54
 
 
 
 
31% 34.5 4.0% 17.8
LSI Life Storage 6.4 25% 32% 1.66
 
 
 
 
51% 32.3 4.5% 32.4
LNC Lincoln National 6.1 26% 54% 2.44
 
 
 
 
12% 140.0 2.1% 7.2
LAD Lithia Motors Cl A -4.9 -40% 36% 2.79
 
 
 
 
1% 40.2 1.6% 7.4
LYG Lloyds Banking Group ADR 0.1 2% 16% 2.71
 
 
 
 
7% 21.7 3.7% 10.8
LMT Lockheed Martin 12.8 55% 23% 1.40
 
 
 
 
51% 412.9 2.7% 36.2
LPX Louisiana-Pacific 4.9 30% 39% 2.46
 
 
 
 
1% 73.4 2.3% 6.7
LOW Lowe's 6.9 31% 36% 1.94
 
 
 
 
71% 447.6 1.8% 22.1
LYB LyondellBasell Industries -0.4 -2% 31% 2.14
 
 
 
 
5% 304.9 4.1% 6.6
MAC Macerich -3.4 -44% 12% 1.88
 
 
 
 
1% 47.8 6.0% 91.0
MIC Macquarie Infrastructure 2.1 21% 28% 2.72
 
 
 
 
16% 51.7 9.5% 7.5
M Macy's -0.8 -5% 70% 3.38
 
 
 
 
65% 270.3 4.5% 6.2
MMP Magellan Midstream Partners -1.7 -14% 20% 1.98
 
 
 
 
43% 56.3 6.0% 16.9
MGA Magna International 3.7 22% 37% 2.35
 
 
 
 
5% 82.4 2.8% 7.4
MAN ManpowerGroup 2.8 15% 40% 2.31
 
 
 
 
1% 64.8 2.7% 8.5
MPC Marathon Petroleum 11.0 50% 63% 2.74
 
 
 
 
74% 517.0 2.3% 9.8
VAC Marriott Vacations Worldwide 13.9 48% 74% 2.58
 
 
 
 
3% 62.6 1.7% 13.2
MMC Marsh&McLennan 15.6 67% 20% 1.24
 
 
 
 
11% 168.0 2.1% 24.9
MLM Martin Marietta Materials 3.6 17% 46% 2.37
 
 
 
 
3% 150.8 1.1% 14.9
MAS Masco 0.5 3% 30% 1.92
 
 
 
 
3% 181.7 1.5% 17.1
MKC McCormick 11.2 44% 28% 1.50
 
 
 
 
90% 163.2 1.6% 19.7
MCD McDonald's 17.6 50% 34% 1.38
 
 
 
 
53% 536.2 2.8% 24.1
MCK McKesson -15.0 -209% 17% 2.46
 
 
 
 
15% 165.2 1.2% 0.0
MPW Medical Properties Trust 6.5 26% 37% 1.84
 
 
 
 
65% 36.0 7.1% 14.8
MDT Medtronic 2.0 10% 21% 1.48
 
 
 
 
77% 436.4 2.1% 41.0
MRK Merck&Co 13.3 60% 26% 1.59
 
 
 
 
85% 627.4 2.8% 142.5
MCY Mercury General -5.3 -41% 20% 1.92
 
 
 
 
41% 21.9 5.1% 32.2
MDP Meredith -3.5 -19% 41% 2.41
 
 
 
 
19% 26.7 4.2% 30.8
MET MetLife 0.3 2% 27% 2.15
 
 
 
 
8% 367.1 3.8% 10.6
MFA MFA Financial 7.5 31% 23% 1.35
 
 
 
 
10% 28.2 11.6% 9.1
MGM MGM Resorts International 1.7 10% 41% 2.51
 
 
 
 
6% 202.4 1.8% 8.1
MAA Mid-America Apartment Communities 6.3 31% 23% 1.53
 
 
 
 
38% 66.3 3.9% 31.3
MBT Mobile TeleSystems ADR -1.0 -5% 74% 3.06
 
 
 
 
16% 21.9 1.9% 7.8
TAP Molson Coors Brewing Cl B 3.6 26% 22% 1.93
 
 
 
 
2% 70.2 2.8% 8.2
MCO Moody's 6.7 22% 41% 1.75
 
 
 
 
33% 241.7 1.1% 27.8
MS Morgan Stanley 13.1 48% 56% 2.26
 
 
 
 
3% 690.3 2.8% 10.9
MSI Motorola Solutions 12.2 36% 41% 1.59
 
 
 
 
74% 95.3 1.7% 0.0
MPLX MPLX 1.7 27% 28% 3.50
 
 
 
 
45% 66.1 7.2% 16.0
MSCI MSCI 40.9 74% 74% 1.75
 
 
 
 
56% 116.4 1.5% 37.1
MSM MSC Industrial Direct 8.8 27% 55% 2.00
 
 
 
 
21% 46.0 2.9% 14.5
MTB M&T Bank 10.5 42% 35% 1.80
 
 
 
 
8% 170.9 2.5% 16.3
MUR Murphy Oil 0.9 7% 77% 4.00
 
 
 
 
94% 128.2 2.8% 0.0
NBR Nabors Industries -2.0 -17% 91% 4.67
 
 
 
 
23% 49.1 3.9% 0.0
NFG National Fuel Gas 0.9 6% 20% 1.77
 
 
 
 
66% 29.8 3.0% 12.1
NGG National Grid ADR -3.1 -60% 5% 1.46
 
 
 
 
16% 36.0 7.9% 7.6
NNN National Retail Properties 6.6 23% 34% 1.61
 
 
 
 
69% 45.8 4.6% 31.3
NWL Newell Brands -2.5 -30% 27% 2.99
 
 
 
 
1% 119.1 5.3% 4.1
NEM Newmont Mining 15.2 59% 87% 3.03
 
 
 
 
22% 282.9 1.8% 107.8
NRZ New Residential Investment 18.5 64% 48% 2.00
 
 
 
 
60% 54.5 11.5% 4.4
NYCB New York Community Bancorp -3.5 -60% 9% 1.86
 
 
 
 
4% 70.1 6.9% 11.3
NEE NextEra Energy 20.9 58% 33% 1.31
 
 
 
 
79% 272.7 2.6% 9.8
NLSN Nielsen Holdings -0.7 -20% 8% 2.44
 
 
 
 
26% 108.1 5.4% 25.1
NKE Nike Cl B 2.1 11% 32% 1.96
 
 
 
 
72% 730.9 1.1% 60.7
NI NiSource 8.2 27% 35% 1.55
 
 
 
 
33% 70.7 3.2% 32.0
NBL Noble Energy 2.9 27% 37% 3.04
 
 
 
 
54% 154.8 1.4% 17.4
NOK Nokia ADR -2.9 -19% 38% 2.59
 
 
 
 
39% 70.2 4.3% 0.0
JWN Nordstrom -4.3 -30% 51% 3.10
 
 
 
 
83% 135.7 2.4% 20.3
NSC Norfolk Southern 18.7 59% 58% 2.12
 
 
 
 
73% 329.5 1.9% 8.5
NOC Northrop Grumman 20.6 60% 37% 1.51
 
 
 
 
21% 403.8 1.6% 23.6
NWE NorthWestern 3.2 19% 16% 1.38
 
 
 
 
60% 24.3 3.8% 15.5
NVS Novartis ADR 0.0 0% 12% 1.41
 
 
 
 
48% 148.1 3.6% 14.1
NVO Novo Nordisk ADR -4.9 -30% 30% 2.16
 
 
 
 
8% 78.9 1.1% 16.6
NUE Nucor 7.6 36% 46% 2.34
 
 
 
 
42% 178.1 2.5% 11.7
NUS Nu Skin Enterprises Cl A 17.0 58% 83% 2.73
 
 
 
 
32% 28.3 2.1% 26.1
OXY Occidental Petroleum 6.2 31% 31% 1.90
 
 
 
 
58% 312.8 4.1% 26.4
OII Oceaneering International -4.5 -56% 31% 3.31
 
 
 
 
71% 24.5 2.4% 28.1
OGE OGE Energy 3.8 17% 25% 1.51
 
 
 
 
81% 43.5 4.0% 11.3
ORI Old Republic International 10.8 56% 21% 1.52
 
 
 
 
24% 27.5 3.9% 10.9
OLN Olin 5.3 22% 84% 3.10
 
 
 
 
3% 52.4 3.4% 6.5
OHI Omega Healthcare Investors -7.4 -50% 23% 1.91
 
 
 
 
81% 51.1 8.3% 77.5
OMC Omnicom Group 0.6 6% 12% 1.63
 
 
 
 
18% 135.8 3.5% 13.8
OKE ONEOK 11.5 37% 103% 3.02
 
 
 
 
69% 163.3 5.1% 34.0
ORCL Oracle 2.1 16% 18% 1.71
 
 
 
 
44% 1072.8 1.6% 51.0
OEC Orion Engineered Carbons 19.7 64% 85% 2.71
 
 
 
 
38% 35.8 2.9% 14.4
OSK Oshkosh 5.7 21% 71% 2.60
 
 
 
 
2% 74.1 1.6% 11.2
OUT Outfront Media 2.4 21% 21% 2.10
 
 
 
 
2% 22.2 8.2% 28.1
OC Owens Corning 8.8 32% 48% 2.04
 
 
 
 
1% 97.0 1.7% 18.5
PKG Packaging of America 8.4 27% 55% 2.07
 
 
 
 
2% 157.9 3.6% 11.4
PH Parker Hannifin 12.8 42% 45% 1.82
 
 
 
 
25% 183.6 1.8% 21.4
PBF PBF Energy 5.7 27% 92% 3.46
 
 
 
 
88% 59.2 2.4% 6.7
PEB Pebblebrook Hotel Trust 4.7 29% 34% 2.30
 
 
 
 
4% 40.9 4.8% 20.4
PAG Penske Automotive Group -0.9 -5% 44% 2.55
 
 
 
 
16% 30.1 3.3% 5.6
PNR Pentair -8.9 -84% 26% 2.50
 
 
 
 
5% 57.1 1.8% 14.9
PRGO Perrigo -0.3 -9% 11% 2.87
 
 
 
 
9% 73.4 1.1% 42.3
PFE Pfizer 5.7 29% 19% 1.40
 
 
 
 
84% 1218.2 3.1% 11.7
PM Philip Morris International 3.2 14% 27% 1.60
 
 
 
 
16% 492.9 5.5% 20.0
PSX Phillips 66 10.3 39% 36% 1.75
 
 
 
 
58% 298.7 2.9% 9.3
DOC Physicians Realty Trust 4.6 21% 30% 1.77
 
 
 
 
36% 20.8 5.8% 66.3
PF Pinnacle Foods 6.6 27% 31% 1.68
 
 
 
 
75% 69.5 2.0% 13.0
PNW Pinnacle West Capital 7.1 33% 20% 1.34
 
 
 
 
42% 70.1 3.4% 19.6
PAA Plains All American Pipeline 4.6 38% 61% 3.78
 
 
 
 
64% 54.2 4.9% 42.0
PAGP Plains GP Holdings 2.2 21% 64% 4.22
 
 
 
 
63% 47.8 5.0% 0.0
PLT Plantronics 0.3 1% 61% 2.68
 
 
 
 
21% 30.1 1.2% 0.0
PNC PNC Financial Services Group 11.6 36% 43% 1.73
 
 
 
 
6% 940.8 3.1% 10.8
PII Polaris Industries 5.0 39% 37% 2.79
 
 
 
 
2% 54.0 2.6% 23.0
POL PolyOne -3.0 -15% 35% 2.09
 
 
 
 
4% 33.9 2.2% 16.9
POR Portland General Electric 3.6 22% 17% 1.42
 
 
 
 
55% 34.6 3.2% 20.9
PPG PPG Industries -3.7 -34% 15% 1.73
 
 
 
 
2% 221.3 2.0% 16.4
PPL PPL 2.7 17% 16% 1.43
 
 
 
 
37% 184.0 5.4% 15.1
PX Praxair 8.6 44% 23% 1.57
 
 
 
 
55% 275.3 2.1% 32.6
PG Procter&Gamble 6.7 38% 14% 1.16
 
 
 
 
37% 742.5 3.6% 21.6
PGR Progressive Corp 44.2 85% 51% 1.40
 
 
 
 
79% 296.4 1.7% 17.7
PLD Prologis 15.0 53% 35% 1.65
 
 
 
 
43% 218.5 3.1% 18.0
PB Prosperity Bancshares 2.5 12% 48% 2.41
 
 
 
 
22% 63.3 2.2% 15.7
PRU Prudential Financial 6.9 31% 38% 2.05
 
 
 
 
16% 251.2 3.7% 5.7
PEG Public Service Enterprise Group 1.9 9% 21% 1.41
 
 
 
 
82% 216.3 3.4% 12.5
PSA Public Storage -0.5 -3% 21% 1.60
 
 
 
 
30% 221.8 4.1% 27.4
PHM PulteGroup 9.7 41% 44% 2.14
 
 
 
 
2% 134.7 1.6% 9.0
DGX Quest Diagnostics 13.6 40% 38% 1.53
 
 
 
 
38% 94.3 2.0% 17.3
RL Ralph Lauren Cl A 1.7 9% 53% 2.80
 
 
 
 
59% 212.5 2.1% 47.4
RJF Raymond James Financial 10.4 37% 53% 2.14
 
 
 
 
29% 100.3 1.4% 16.6
RYN Rayonier 7.3 28% 34% 1.70
 
 
 
 
11% 26.9 3.6% 23.5
RTN Raytheon 20.5 60% 35% 1.44
 
 
 
 
25% 257.1 1.8% 23.1
RLGY Realogy Holdings -0.8 -10% 20% 2.49
 
 
 
 
1% 38.7 2.0% 6.0
O Realty Income -0.3 -1% 32% 1.62
 
 
 
 
72% 123.3 4.7% 48.0
RBC Regal Beloit 2.9 16% 32% 2.08
 
 
 
 
46% 30.0 1.5% 14.3
REG Regency Centers -1.2 -8% 18% 1.56
 
 
 
 
44% 67.5 3.6% 47.5
RF Regions Financial 15.1 45% 72% 2.33
 
 
 
 
48% 336.5 3.2% 14.5
RGA Reinsurance Group of America 11.3 38% 34% 1.55
 
 
 
 
14% 46.9 1.8% 5.1
RS Reliance Steel&Aluminum 7.8 33% 45% 2.18
 
 
 
 
37% 55.4 2.5% 7.5
RELX RELX ADR 2.1 12% 16% 1.34
 
 
 
 
5% 33.3 1.7% 18.0
RSG Republic Services 20.7 70% 23% 1.15
 
 
 
 
67% 110.9 2.1% 17.4
RMD ResMed 17.8 57% 47% 1.89
 
 
 
 
66% 63.7 1.4% 47.2
QSR Restaurant Brands International 8.0 31% 44% 2.01
 
 
 
 
29% 83.9 3.1% 29.5
RPAI Retail Properties of America -0.6 -7% 12% 1.70
 
 
 
 
27% 36.2 5.7% 0.0
RIO Rio Tinto ADR 6.0 29% 62% 2.85
 
 
 
 
24% 129.9 5.2% 8.8
RLJ RLJ Lodging Trust -7.9 -71% 21% 2.15
 
 
 
 
20% 23.9 6.7% 48.8
RHI Robert Half International 7.3 30% 49% 2.24
 
 
 
 
49% 107.1 1.8% 23.4
ROK Rockwell Automation 8.6 31% 42% 1.88
 
 
 
 
31% 213.0 2.1% 56.1
RCI Rogers Communications Cl B 9.6 32% 31% 1.46
 
 
 
 
55% 20.3 2.9% 17.6
RY Royal Bank of Canada 9.1 37% 24% 1.38
 
 
 
 
14% 62.6 3.9% 12.0
RCL Royal Caribbean Cruises 6.6 35% 47% 2.54
 
 
 
 
52% 146.1 2.4% 14.8
RDSB Royal Dutch Shell ADR B 13.1 57% 38% 2.00
 
 
 
 
36% 143.7 5.6% 14.2
RDSA Royal Dutch Shell ADR Cl A 6.6 41% 25% 1.93
 
 
 
 
36% 240.9 5.8% 13.7
RES RPC 7.8 50% 71% 3.55
 
 
 
 
17% 32.3 2.6% 14.7
RPM RPM International -2.5 -9% 36% 1.68
 
 
 
 
58% 90.7 2.4% 27.2
R Ryder System -0.7 -5% 35% 2.60
 
 
 
 
5% 33.4 3.2% 4.6
RHP Ryman Hospitality Properties 15.7 58% 40% 1.85
 
 
 
 
51% 27.8 4.4% 22.2
SNY Sanofi ADR 0.9 8% 15% 1.67
 
 
 
 
43% 81.8 4.2% 27.7
SC Santander Consumer USA Holdings 7.9 53% 60% 3.32
 
 
 
 
59% 27.3 4.2% 5.1
SAP SAP ADR 13.7 45% 35% 1.56
 
 
 
 
55% 110.6 1.4% 26.9
SCG Scana 3.3 38% 20% 2.42
 
 
 
 
34% 43.0 1.3% 0.0
SLB Schlumberger -4.9 -55% 13% 1.89
 
 
 
 
5% 561.3 3.4% 0.0
SAIC Science Applications International 18.8 61% 70% 2.43
 
 
 
 
17% 31.4 1.7% 16.2
SMG Scotts Miracle-Gro 5.8 29% 30% 1.85
 
 
 
 
3% 38.2 3.0% 27.7
SEE Sealed Air -2.0 -40% 8% 1.91
 
 
 
 
2% 91.2 1.8% 0.0
SEAS SeaWorld Entertainment 9.2 33% 95% 3.02
 
 
 
 
86% 35.3 1.4% 0.0
SRE Sempra Energy 0.0 0% 16% 1.61
 
 
 
 
54% 124.9 3.1% 0.0
SXT Sensient Technologies -1.9 -13% 16% 1.56
 
 
 
 
57% 43.1 1.8% 26.1
SRG Seritage Growth Properties Cl A 0.2 1% 49% 2.38
 
 
 
 
43% 65.0 2.4% 0.0
SCI Service International 14.9 61% 28% 1.57
 
 
 
 
87% 84.1 1.6% 16.8
SIG Signet Jewelers -1.3 -15% 47% 3.87
 
 
 
 
56% 95.3 2.6% 0.0
SPG Simon Property Group 1.1 10% 13% 1.62
 
 
 
 
63% 409.6 4.7% 25.2
SSD Simpson Manufacturing 20.0 60% 56% 2.01
 
 
 
 
61% 25.6 1.3% 28.5
SIX Six Flags Entertainment 1.6 7% 35% 1.86
 
 
 
 
51% 55.1 4.7% 19.5
SLG SL Green Realty -4.0 -53% 10% 1.75
 
 
 
 
4% 67.4 3.6% 30.0
SNA Snap-On -9.2 -60% 21% 1.78
 
 
 
 
56% 88.3 2.0% 16.1
SQM Sociedad Quimica y Minera De Chile 19.2 59% 111% 3.04
 
 
 
 
9% 29.9 2.3% 23.9
SON Sonoco Products 3.5 16% 23% 1.46
 
 
 
 
43% 32.9 3.2% 21.7
SO Southern -3.5 -24% 12% 1.27
 
 
 
 
11% 259.2 5.5% 18.8
SCCO Southern Copper 12.4 47% 60% 2.42
 
 
 
 
14% 42.1 3.8% 32.4
SJI South Jersey Industries 13.4 48% 42% 1.88
 
 
 
 
78% 20.6 3.3% 0.0
LUV Southwest Airlines 6.2 25% 53% 2.30
 
 
 
 
44% 224.6 1.1% 9.4
SEP Spectra Energy Partners -6.6 -63% 20% 2.18
 
 
 
 
36% 41.2 8.6% 35.9
SPGI S&P Global 17.7 40% 59% 1.72
 
 
 
 
52% 415.8 1.1% 29.2
SRC Spirit Realty Capital 3.1 21% 32% 2.32
 
 
 
 
46% 35.2 6.7% 72.2
STAG STAG Industrial 8.4 25% 44% 1.73
 
 
 
 
45% 20.1 5.6% 44.6
SWK Stanley Black&Decker 9.0 37% 30% 1.66
 
 
 
 
5% 241.4 2.0% 19.4
STWD Starwood Property Trust 1.2 5% 19% 1.26
 
 
 
 
52% 85.0 9.0% 14.6
STT State Street 5.5 25% 40% 2.10
 
 
 
 
4% 241.3 2.3% 13.5
SCS Steelcase 0.5 7% 22% 2.89
 
 
 
 
53% 23.8 3.3% 21.3
STE Steris 20.2 63% 39% 1.63
 
 
 
 
67% 43.7 1.3% 30.0
STL Sterling Bancorp 11.0 51% 39% 2.12
 
 
 
 
11% 81.5 1.4% 18.6
SF Stifel Financial 8.6 41% 59% 2.72
 
 
 
 
1% 30.2 1.0% 16.8
STM STMicroelectronics 19.8 53% 124% 2.99
 
 
 
 
5% 69.8 1.4% 14.1
STOR STORE Capital 10.9 36% 41% 1.75
 
 
 
 
70% 28.8 4.8% 37.9
SYK Stryker 17.5 62% 31% 1.51
 
 
 
 
74% 179.0 1.1% 60.6
SUI Sun Communities 11.9 54% 22% 1.40
 
 
 
 
66% 52.7 3.0% 92.8
SHO Sunstone Hotel Investors -3.0 -19% 26% 1.95
 
 
 
 
19% 28.0 1.4% 33.4
STI SunTrust Banks 12.9 45% 48% 2.03
 
 
 
 
32% 434.3 3.2% 11.7
SPN Superior Energy Services -6.1 -79% 62% 4.79
 
 
 
 
37% 20.5 3.4% 0.0
SYF Synchrony Financial -8.4 -54% 35% 2.39
 
 
 
 
10% 154.0 2.8% 10.2
SNX SYNNEX -0.2 -2% 33% 2.42
 
 
 
 
2% 60.3 1.9% 10.7
SNV Synovus Financial 10.2 40% 41% 1.96
 
 
 
 
6% 96.9 2.3% 15.5
SYY Sysco 28.5 85% 37% 1.51
 
 
 
 
70% 145.2 2.1% 25.4
TLRD Tailored Brands 5.0 36% 146% 5.50
 
 
 
 
40% 26.6 3.2% 11.3
TSM Taiwan Semiconductor Manufacturing 24.6 72% 50% 1.85
 
 
 
 
38% 293.5 3.4% 17.5
TGE Tallgrass Energy -2.0 -13% 69% 3.53
 
 
 
 
54% 24.8 8.5% 0.0
SKT Tanger Factory Outlet Centers -3.5 -34% 17% 1.97
 
 
 
 
22% 31.6 6.5% 33.4
TPR Tapestry 9.0 35% 59% 2.40
 
 
 
 
29% 172.3 3.1% 32.0
TRGP Targa Resources 6.7 39% 103% 4.13
 
 
 
 
81% 121.9 6.6% 120.5
TGT Target 1.5 7% 41% 2.18
 
 
 
 
84% 429.4 3.0% 14.8
TCO Taubman Centers -4.0 -32% 19% 1.88
 
 
 
 
39% 44.1 4.9% 56.0
TCF TCF Financial 15.3 46% 67% 2.25
 
 
 
 
58% 33.9 2.6% 14.4
TEL TE Connectivity 8.4 33% 31% 1.64
 
 
 
 
4% 124.4 2.2% 20.9
TDS Telephone&Data Systems -14.3 -118% 28% 2.43
 
 
 
 
87% 20.7 2.0% 20.3
TS Tenaris ADR 2.8 13% 56% 2.63
 
 
 
 
44% 133.9 3.5% 27.9
TEN Tenneco -6.7 -61% 33% 2.81
 
 
 
 
3% 23.2 2.7% 7.4
TER Teradyne 13.6 46% 69% 2.45
 
 
 
 
6% 79.0 1.1% 35.8
TEX Terex 0.2 1% 84% 3.70
 
 
 
 
7% 35.3 1.1% 23.3
TEVA Teva Pharmaceutical Industries ADR 0.8 8% 44% 3.65
 
 
 
 
70% 242.1 1.6% 0.0
TRI Thomson Reuters 7.2 59% 13% 1.44
 
 
 
 
75% 122.5 3.0% 27.3
THO Thor Industries 10.4 34% 83% 2.68
 
 
 
 
3% 67.2 1.9% 9.9
TIF Tiffany& 14.2 56% 53% 2.31
 
 
 
 
44% 253.0 2.0% 31.3
TKR Timken 5.7 30% 45% 2.46
 
 
 
 
7% 34.9 2.6% 13.3
TOL Toll Brothers 6.3 44% 32% 2.39
 
 
 
 
1% 113.1 1.4% 7.9
TTC Toro 15.4 45% 44% 1.68
 
 
 
 
11% 40.8 1.4% 22.6
TD Toronto-Dominion Bank 11.9 41% 26% 1.29
 
 
 
 
32% 98.2 3.6% 12.4
TOT Total ADR 3.3 41% 12% 1.82
 
 
 
 
67% 181.7 4.8% 15.7
TRP TransCanada 11.0 45% 34% 1.78
 
 
 
 
6% 45.5 5.4% 14.8
TRV Travelers Cos. 4.3 36% 12% 1.38
 
 
 
 
10% 274.1 2.5% 16.8
TVPT Travelport Worldwide -3.1 -15% 54% 2.58
 
 
 
 
36% 47.4 2.0% 16.2
TRCO Tribune Media Cl A 0.2 1% 38% 2.37
 
 
 
 
48% 34.6 2.7% 6.1
TRN Trinity Industries 10.0 53% 56% 2.84
 
 
 
 
62% 74.6 1.5% 7.9
TSE Trinseo 14.0 48% 91% 2.87
 
 
 
 
12% 39.4 2.6% 7.4
TWO Two Harbors Investment 9.6 39% 25% 1.45
 
 
 
 
6% 35.1 13.2% 3.8
TSN Tyson Foods Cl A 11.9 40% 54% 2.09
 
 
 
 
13% 96.2 2.0% 7.6
UBS UBS Group 3.3 33% 19% 2.20
 
 
 
 
3% 34.2 4.7% 35.9
UDR UDR 2.1 23% 10% 1.50
 
 
 
 
64% 90.4 3.4% 141.4
UGI UGI 13.7 42% 34% 1.45
 
 
 
 
81% 28.2 2.0% 13.5
UL Unilever ADR 4.7 20% 29% 1.67
 
 
 
 
14% 62.6 3.5% 20.1
UN Unilever ADR 4.8 21% 30% 1.69
 
 
 
 
12% 90.9 3.4% 20.3
UNP Union Pacific 13.7 51% 39% 1.85
 
 
 
 
77% 755.6 2.1% 10.6
UNH UnitedHealth Group 30.4 76% 46% 1.57
 
 
 
 
86% 967.1 1.4% 21.6
UPS United Parcel Service Cl B -0.1 -1% 14% 1.40
 
 
 
 
42% 326.8 3.2% 19.3
UTX United Technologies 6.6 40% 17% 1.41
 
 
 
 
49% 645.3 2.2% 20.4
UNM Unum Group 4.0 19% 42% 2.22
 
 
 
 
11% 127.8 2.8% 7.7
UE Urban Edge Properties 0.0 0% 17% 1.79
 
 
 
 
8% 28.0 4.4% 30.0
USB U.S. Bancorp 5.8 36% 17% 1.49
 
 
 
 
23% 619.4 2.9% 13.3
SLCA U.S. Silica Holdings 1.7 9% 135% 4.48
 
 
 
 
2% 36.0 1.4% 9.2
MTN Vail Resorts 32.6 64% 70% 1.75
 
 
 
 
44% 199.4 2.4% 27.2
VLO Valero Energy 12.3 37% 66% 2.23
 
 
 
 
63% 355.0 3.0% 10.4
VVC Vectren 17.0 45% 39% 1.44
 
 
 
 
98% 44.8 2.5% 28.4
VTR Ventas 0.5 2% 34% 1.82
 
 
 
 
35% 157.2 5.9% 35.3
VER VEREIT -2.3 -12% 27% 1.79
 
 
 
 
22% 97.9 7.9% 0.0
VZ Verizon Communications 8.1 36% 23% 1.44
 
 
 
 
82% 994.7 4.5% 7.1
VFC VF 8.6 39% 37% 2.02
 
 
 
 
71% 211.4 2.1% 49.4
VSH Vishay Intertechnology 14.8 50% 66% 2.38
 
 
 
 
13% 26.7 1.9% 83.4
VNO Vornado Realty Trust -2.0 -28% 10% 1.81
 
 
 
 
21% 58.1 3.7% 144.0
VMC Vulcan Materials -3.7 -22% 32% 2.21
 
 
 
 
5% 207.8 1.1% 21.0
WNC Wabash National 8.3 47% 66% 3.18
 
 
 
 
8% 70.0 2.2% 6.8
WMT Walmart 5.9 23% 35% 1.75
 
 
 
 
46% 792.6 2.2% 54.5
DIS Walt Disney -4.1 -28% 15% 1.45
 
 
 
 
74% 648.2 1.5% 14.2
WM Waste Management 21.7 73% 24% 1.18
 
 
 
 
74% 187.9 2.1% 17.8
WSO Watsco 5.9 31% 25% 1.73
 
 
 
 
20% 46.4 3.6% 26.4
WBS Webster Financial 13.6 52% 51% 2.20
 
 
 
 
36% 57.6 2.3% 18.7
WEC WEC Energy Group 4.3 18% 21% 1.33
 
 
 
 
77% 162.0 3.3% 16.9
WRI Weingarten Realty Investors -0.9 -7% 15% 1.65
 
 
 
 
21% 28.7 5.8% 25.3
WFC Wells Fargo -4.0 -27% 21% 1.78
 
 
 
 
12% 1653.9 3.3% 13.2
WELL Welltower -3.7 -18% 29% 1.79
 
 
 
 
59% 143.5 5.7% 156.4
WES Western Gas Partners -2.0 -13% 52% 2.99
 
 
 
 
39% 39.3 8.3% 47.6
WU Western Union -0.4 -5% 10% 1.70
 
 
 
 
7% 86.8 4.2% 0.0
WLK Westlake Chemical 12.4 43% 73% 2.59
 
 
 
 
4% 75.9 1.2% 6.7
WRK WestRock 6.3 42% 35% 2.45
 
 
 
 
3% 139.0 4.0% 6.1
WY Weyerhaeuser -0.9 -6% 21% 1.79
 
 
 
 
2% 151.4 4.8% 21.6
WPM Wheaton Precious Metals 9.6 48% 78% 3.24
 
 
 
 
29% 67.9 2.1% 24.5
WHR Whirlpool -5.7 -54% 23% 2.32
 
 
 
 
1% 105.3 4.4% 0.0
WMB Williams 0.1 1% 66% 4.40
 
 
 
 
28% 217.8 5.1% 11.1
WSM Williams-Sonoma 0.9 9% 29% 2.72
 
 
 
 
56% 64.5 2.8% 19.5
WGO Winnebago Industries 8.5 36% 104% 3.52
 
 
 
 
5% 24.7 1.3% 10.2
WPC W. P. Carey -3.4 -17% 19% 1.40
 
 
 
 
30% 48.0 6.5% 36.7
GRA W.R. Grace -3.0 -84% 6% 1.95
 
 
 
 
39% 49.1 1.5% 598.1
GWW W.W. Grainger 6.5 20% 73% 2.37
 
 
 
 
69% 229.5 1.8% 22.8
WYND Wyndham Destinations 3.2 15% 36% 1.99
 
 
 
 
4% 40.1 4.5% 5.9
XRX Xerox -10.6 -180% 13% 2.42
 
 
 
 
12% 79.6 4.0% 60.5
XYL Xylem 33.5 72% 58% 1.67
 
 
 
 
37% 128.1 1.2% 34.0
YUM Yum! Brands 12.5 45% 31% 1.53
 
 
 
 
77% 144.4 1.6% 18.8
AGNC AGNC Investment 3.6 15% 19% 1.21
 
 
 
 
1% 112.2 12.2% 5.1
ALGT Allegiant Travel -8.3 -76% 33% 2.83
 
 
 
 
11% 27.8 2.3% 9.2
AIMC Altra Industrial Motion 6.7 26% 50% 2.21
 
 
 
 
6% 93.8 1.8% 20.9
DOX Amdocs 1.7 28% 5% 1.30
 
 
 
 
8% 55.4 1.6% 21.4
AAL American Airlines Group 1.5 11% 39% 2.77
 
 
 
 
1% 390.5 1.3% 9.0
AMGN Amgen 2.5 15% 24% 1.83
 
 
 
 
73% 504.9 2.7% 54.8
ADI Analog Devices 7.5 32% 38% 1.97
 
 
 
 
14% 287.2 2.3% 22.5
AAPL Apple 30.8 87% 52% 1.84
 
 
 
 
86% 8317.8 1.3% 20.1
AMAT Applied Materials 22.5 56% 103% 2.60
 
 
 
 
3% 523.7 2.4% 10.2
ADP Automatic Data Processing 15.9 63% 29% 1.57
 
 
 
 
72% 320.3 2.0% 38.6
AVT Avnet -10.3 -82% 18% 1.82
 
 
 
 
21% 52.1 2.0% 0.0
OZK Bank OZK -2.8 -19% 37% 2.52
 
 
 
 
6% 59.8 2.4% 9.8
BBBY Bed Bath&Beyond 0.0 0% 2% 3.06
 
 
 
 
1% 76.1 4.7% 5.4
BOKF BOK Financial 5.3 21% 45% 2.07
 
 
 
 
40% 28.0 2.2% 15.7
AVGO Broadcom 8.4 34% 61% 2.54
 
 
 
 
40% 722.7 3.0% 8.6
BPY Brookfield Property Partners -0.6 -7% 10% 1.60
 
 
 
 
21% 49.6 6.4% 11.2
CA CA 16.9 82% 32% 1.91
 
 
 
 
96% 432.1 2.3% 39.5
CCMP Cabot Microelectronics 23.3 54% 80% 2.13
 
 
 
 
29% 20.2 1.7% 27.9
CATY Cathay General Bancorp 8.2 49% 28% 2.02
 
 
 
 
15% 20.3 2.5% 15.0
CDK CDK Global 1.2 6% 22% 1.61
 
 
 
 
4% 63.7 1.1% 20.4
CDW CDW 23.3 76% 45% 1.83
 
 
 
 
67% 53.8 1.0% 20.4
CAKE Cheesecake Factory -1.2 -7% 32% 2.14
 
 
 
 
47% 43.4 2.6% 16.9
CHFC Chemical Financial 15.6 58% 44% 1.97
 
 
 
 
8% 22.6 2.8% 18.8
PLCE Children's Place 9.7 37% 85% 2.96
 
 
 
 
56% 79.1 1.5% 32.7
CHRW C.H. Robinson Worldwide 1.5 6% 32% 1.67
 
 
 
 
62% 101.1 2.0% 22.5
CINF Cincinnati Financial 9.4 38% 26% 1.46
 
 
 
 
45% 65.0 2.9% 12.9
CSCO Cisco Systems 14.2 45% 41% 1.71
 
 
 
 
77% 1572.8 2.9% 653.0
CME CME Group Cl A 28.9 78% 43% 1.57
 
 
 
 
87% 302.6 1.6% 13.6
CTSH Cognizant Technology Solutions 3.6 26% 23% 1.98
 
 
 
 
16% 330.1 1.1% 29.2
COLM Columbia Sportswear 5.7 26% 49% 2.38
 
 
 
 
77% 25.6 1.0% 45.1
CMCSA Comcast Cl A 0.4 3% 17% 1.77
 
 
 
 
31% 1026.9 2.2% 6.8
CBSH Commerce Bancshares 16.1 58% 36% 1.69
 
 
 
 
47% 57.4 1.5% 17.8
CBRL Cracker Barrel Old Country Store 1.2 7% 25% 1.80
 
 
 
 
23% 65.2 3.3% 14.6
CSX CSX 29.0 81% 82% 2.42
 
 
 
 
78% 531.0 1.3% 10.1
CVBF CVB Financial 5.7 33% 31% 2.06
 
 
 
 
12% 22.3 2.7% 19.7
CY Cypress Semiconductor -0.6 -3% 65% 2.94
 
 
 
 
7% 74.3 3.3% 675.0
CONE CyrusOne 10.8 27% 68% 2.03
 
 
 
 
61% 56.3 3.1% 63.4
DNKN Dunkin' Brands Group 5.6 20% 37% 1.75
 
 
 
 
78% 47.0 1.9% 18.1
EWBC East West Bancorp 8.0 29% 57% 2.29
 
 
 
 
7% 71.0 1.7% 14.2
ENTG Entegris 14.2 47% 79% 2.61
 
 
 
 
5% 33.4 1.1% 30.7
EQIX Equinix 7.5 27% 39% 1.81
 
 
 
 
20% 232.6 2.3% 113.8
EXPE Expedia Group 0.4 3% 30% 2.48
 
 
 
 
36% 185.8 1.1% 70.3
EXPD Expeditors International of Washing 7.3 48% 18% 1.60
 
 
 
 
48% 115.9 1.4% 21.4
STAY Extended Stay America / ESH Hospit 0.4 2% 36% 2.30
 
 
 
 
33% 30.4 4.8% 41.7
FAST Fastenal 6.6 25% 46% 2.07
 
 
 
 
40% 249.7 3.1% 20.3
FITB Fifth Third Bancorp 9.3 34% 53% 2.19
 
 
 
 
6% 256.5 2.7% 7.1
FIBK First Interstate BancSystem Cl A 17.1 65% 41% 1.90
 
 
 
 
65% 23.3 2.6% 17.4
FLIR Flir Systems 25.9 81% 51% 1.95
 
 
 
 
64% 38.7 1.1% 63.0
FULT Fulton Financial 7.0 35% 32% 1.94
 
 
 
 
18% 22.8 3.0% 16.7
GLPI Gaming&Leisure Properties 0.9 3% 36% 1.36
 
 
 
 
33% 28.3 7.4% 19.4
GRMN Garmin 17.7 74% 42% 2.08
 
 
 
 
50% 92.7 3.4% 19.6
GNTX Gentex 2.2 10% 37% 1.98
 
 
 
 
7% 68.1 2.3% 12.1
GILD Gilead Sciences -1.8 -17% 18% 2.07
 
 
 
 
37% 401.3 3.1% 44.3
GBCI Glacier Bancorp 12.9 59% 38% 2.07
 
 
 
 
55% 27.5 2.5% 25.0
GLNG Golar LNG 2.6 30% 82% 5.22
 
 
 
 
40% 38.9 1.9% 0.0
GT Goodyear Tire&Rubber -8.1 -96% 18% 2.31
 
 
 
 
2% 97.2 3.1% 19.1
GOV Government Properties Income Trust -9.6 -40% 58% 2.52
 
 
 
 
5% 27.9 17.7% 86.3
GPRE Green Plains -2.1 -18% 59% 3.69
 
 
 
 
57% 30.2 2.5% 17.2
GRFS Grifols ADR -0.1 0% 29% 1.89
 
 
 
 
14% 30.4 2.4% 15.8
HWC Hancock Whitney 14.1 51% 62% 2.40
 
 
 
 
9% 36.6 2.4% 15.0
HAS Hasbro 1.3 6% 40% 2.17
 
 
 
 
63% 91.5 2.6% 60.3
HA Hawaiian Holdings 3.6 19% 67% 3.13
 
 
 
 
9% 45.5 1.4% 4.9
HCSG Healthcare Services Group 4.0 25% 24% 1.93
 
 
 
 
20% 44.0 2.0% 42.2
HOMB Home BancShares 3.2 26% 25% 2.27
 
 
 
 
8% 30.5 2.4% 18.6
HOPE Hope Bancorp 0.6 4% 33% 2.24
 
 
 
 
9% 24.0 3.6% 12.8
HPT Hospitality Properties Trust -3.4 -17% 25% 1.63
 
 
 
 
34% 29.3 8.1% 15.2
HBAN Huntington Bancshares 6.6 29% 42% 2.14
 
 
 
 
37% 234.3 3.9% 12.2
IBKC IBERIABANK 7.8 35% 42% 2.14
 
 
 
 
45% 45.9 2.0% 25.2
INTC Intel 10.9 40% 46% 2.00
 
 
 
 
31% 1352.9 2.7% 16.2
ISBC Investors Bancorp -0.1 0% 15% 1.60
 
 
 
 
8% 30.5 3.2% 21.2
JCOM j2 Global 4.0 31% 28% 2.35
 
 
 
 
11% 32.1 2.3% 27.7
JACK Jack in the Box -1.2 -7% 38% 2.40
 
 
 
 
10% 37.6 2.0% 23.1
KLAC KLA-Tencor 12.5 46% 60% 2.36
 
 
 
 
6% 125.8 3.2% 18.3
KHC Kraft Heinz 3.5 35% 13% 1.71
 
 
 
 
4% 483.1 4.6% 6.2
LAMR Lamar Advertising Cl A 7.6 29% 31% 1.60
 
 
 
 
56% 43.0 5.1% 23.6
LRCX Lam Research 17.5 49% 91% 2.57
 
 
 
 
8% 531.3 3.1% 10.8
LTXB Legacy Texas Financial Group 9.2 35% 71% 2.63
 
 
 
 
46% 22.3 1.6% 20.0
LECO Lincoln Electric Holdings 12.7 53% 37% 1.92
 
 
 
 
11% 38.5 1.9% 21.4
LOGM LogMeIn 6.0 30% 70% 3.06
 
 
 
 
10% 64.3 1.5% 31.7
LPLA LPL Financial Holdings 10.0 44% 91% 3.33
 
 
 
 
43% 58.4 1.7% 16.3
MAR Marriott International 13.0 39% 49% 1.85
 
 
 
 
10% 260.6 1.4% 26.8
MRVL Marvell Technology Group 13.5 53% 76% 2.83
 
 
 
 
10% 228.2 1.3% 27.0
MXIM Maxim Integrated Products 7.7 35% 41% 2.16
 
 
 
 
10% 104.0 3.6% 31.8
MBFI MB Financial 0.9 5% 36% 2.12
 
 
 
 
41% 34.2 2.2% 12.3
MLCO Melco Resorts&Entertainment ADR 0.7 4% 79% 3.31
 
 
 
 
6% 62.1 3.1% 22.6
MEOH Methanex 9.5 43% 86% 3.27
 
 
 
 
76% 29.1 1.8% 16.5
MCHP Microchip Technology 9.4 33% 55% 2.18
 
 
 
 
8% 361.2 2.1% 162.5
MSFT Microsoft 30.1 76% 56% 1.80
 
 
 
 
83% 4930.0 1.7% 51.9
MKSI MKS Instruments 21.2 58% 97% 2.62
 
 
 
 
3% 31.5 1.1% 10.8
MDLZ Mondelez International Cl A -1.2 -46% 4% 1.79
 
 
 
 
41% 288.2 2.5% 20.6
MPWR Monolithic Power Systems 18.7 58% 63% 2.21
 
 
 
 
22% 69.3 1.1% 61.6
NDAQ Nasdaq 18.4 60% 33% 1.49
 
 
 
 
33% 94.1 2.2% 17.9
NATI National Instruments 13.6 50% 42% 1.91
 
 
 
 
33% 20.9 2.1% 93.0
NTAP NetApp 22.4 53% 99% 2.45
 
 
 
 
75% 193.4 2.1% 97.4
NTES Netease ADR 9.5 38% 94% 3.22
 
 
 
 
19% 253.2 1.1% 28.4
NWSA News Corp Cl A -5.3 -40% 25% 2.15
 
 
 
 
12% 122.0 1.6% 0.0
NXST Nexstar Media Group Cl A 5.0 26% 55% 2.74
 
 
 
 
50% 35.9 2.0% 6.3
NDSN Nordson 12.9 42% 60% 2.21
 
 
 
 
13% 26.8 1.1% 19.9
NTRS Northern Trust 8.0 38% 34% 1.94
 
 
 
 
33% 164.9 2.2% 16.6
NTRI Nutrisystem 3.0 14% 102% 3.61
 
 
 
 
32% 28.3 2.7% 20.5
NXPI NXP Semiconductors 2.0 24% 24% 2.71
 
 
 
 
4% 440.9 1.3% 28.0
ONB Old National Bancorp 8.8 37% 38% 1.95
 
 
 
 
51% 21.7 2.8% 24.6
OTEX Open Text 12.4 60% 31% 1.88
 
 
 
 
33% 20.6 1.8% 38.2
PCAR Paccar 6.6 41% 27% 2.01
 
 
 
 
12% 165.0 1.8% 10.6
PACW PacWest Bancorp 0.4 2% 38% 2.21
 
 
 
 
10% 48.1 5.4% 13.4
PZZA Papa John's International -1.1 -8% 36% 2.71
 
 
 
 
45% 71.5 1.7% 23.3
PEGI Pattern Energy Group -1.2 -7% 42% 2.49
 
 
 
 
21% 24.8 9.2% 14.8
PDCO Patterson -2.3 -85% 6% 2.52
 
 
 
 
14% 29.5 4.5% 12.8
PAYX Paychex 10.6 40% 27% 1.42
 
 
 
 
53% 193.7 3.3% 26.1
PBCT People's United Financial -0.4 -2% 20% 1.64
 
 
 
 
6% 90.0 4.4% 13.7
PEP PepsiCo 2.0 20% 8% 1.14
 
 
 
 
35% 427.2 3.5% 30.3
PETS PetMed Express 15.8 62% 101% 3.29
 
 
 
 
0% 38.0 3.9% 13.9
POOL Pool 23.1 58% 53% 1.73
 
 
 
 
58% 51.2 1.2% 27.8
BPOP Popular 15.8 51% 64% 2.27
 
 
 
 
81% 54.1 2.0% 17.5
PCH PotlatchDeltic 4.5 20% 42% 2.12
 
 
 
 
1% 31.0 4.5% 16.8
PFG Principal Financial Group 3.7 18% 36% 2.03
 
 
 
 
12% 134.0 3.8% 6.4
QCOM Qualcomm -5.0 -24% 49% 2.49
 
 
 
 
56% 919.5 3.9% 0.0
GOLD Randgold Resources ADR 5.1 26% 59% 2.85
 
 
 
 
39% 115.9 2.6% 31.6
RGLD Royal Gold 4.8 18% 98% 3.21
 
 
 
 
21% 49.0 1.3% 0.0
SBRA Sabra Healthcare REIT 4.9 21% 53% 2.38
 
 
 
 
67% 49.9 8.5% 10.1
SABR Sabre 0.9 8% 24% 2.33
 
 
 
 
64% 43.6 2.4% 18.4
SAFM Sanderson Farms 15.7 55% 69% 2.49
 
 
 
 
2% 40.8 1.3% 12.6
STX Seagate Technology 6.2 28% 110% 3.75
 
 
 
 
33% 201.0 5.9% 10.6
SEIC SEI Investments -1.8 -8% 39% 2.01
 
 
 
 
3% 29.9 1.1% 18.4
SIR Select Income REIT -1.2 -5% 37% 1.89
 
 
 
 
18% 35.6 10.5% 22.3
SIGI Selective Insurance Group 17.0 71% 36% 1.87
 
 
 
 
40% 24.7 1.2% 22.4
SNH Senior Housing Properties Trust 5.9 17% 52% 1.83
 
 
 
 
29% 31.9 9.6% 25.7
SIMO Silicon Motion Technology ADR 11.3 45% 76% 2.85
 
 
 
 
14% 35.0 2.7% 20.1
SBGI Sinclair Broadcast Group Cl A -1.6 -10% 46% 2.77
 
 
 
 
20% 21.0 2.6% 5.3
SWKS Skyworks Solutions 1.9 13% 41% 2.78
 
 
 
 
12% 145.7 1.7% 17.6
SLM SLM 9.2 46% 56% 2.73
 
 
 
 
22% 26.6 2.1% 13.0
SONC Sonic 4.2 20% 63% 2.86
 
 
 
 
93% 45.6 1.5% 23.0
SBUX Starbucks -1.6 -36% 6% 1.63
 
 
 
 
62% 763.4 2.6% 17.7
STLD Steel Dynamics 15.3 49% 87% 2.69
 
 
 
 
42% 130.7 1.8% 9.6
SHOO Steven Madden 7.4 41% 36% 2.21
 
 
 
 
38% 41.6 2.6% 13.4
SYMC Symantec 10.1 49% 53% 2.58
 
 
 
 
12% 136.9 1.5% 10.7
AMTD TD Ameritrade Holding 8.4 27% 67% 2.32
 
 
 
 
24% 139.4 1.7% 23.2
ERIC Telefon L.M. Ericsson ADR 2.6 22% 34% 2.83
 
 
 
 
73% 75.1 1.5% 0.0
TXN Texas Instruments 21.9 63% 53% 1.89
 
 
 
 
30% 658.1 2.5% 23.2
TXRH Texas Roadhouse 10.7 42% 53% 2.27
 
 
 
 
65% 55.6 1.5% 29.7
TSCO Tractor Supply -2.1 -11% 40% 2.25
 
 
 
 
85% 131.1 1.4% 22.5
TROW T. Rowe Price Group 7.9 24% 48% 1.81
 
 
 
 
25% 197.5 2.8% 15.5
UBNT Ubiquiti Networks 18.0 69% 98% 3.21
 
 
 
 
73% 38.0 1.2% 34.4
UMBF UMB Financial 6.3 29% 38% 2.04
 
 
 
 
10% 24.9 1.7% 12.2
UMPQ Umpqua Holdings 7.5 40% 31% 2.00
 
 
 
 
9% 34.2 4.3% 14.8
UBSI United Bankshares -2.7 -25% 18% 2.02
 
 
 
 
13% 23.7 4.0% 17.4
UNIT Uniti Group 1.8 7% 75% 2.87
 
 
 
 
53% 28.2 12.6% 316.8
VIAB Viacom Cl B -9.5 -109% 31% 3.12
 
 
 
 
69% 91.4 2.6% 6.3
VNOM Viper Energy Partners Un 29.6 95% 101% 2.95
 
 
 
 
80% 27.1 6.2% 16.6
VIRT Virtu Financial -1.0 -5% 84% 3.22
 
 
 
 
40% 34.0 4.2% 10.4
VOD Vodafone Group ADR -5.8 -58% 13% 1.70
 
 
 
 
2% 171.6 12.2% 19.5
WBA Walgreens Boots Alliance 0.0 -1% 3% 1.95
 
 
 
 
67% 700.7 2.4% 17.2
WEN Wendy's Co 15.1 50% 53% 2.08
 
 
 
 
69% 47.1 2.0% 19.0
WERN Werner Enterprises 3.5 22% 39% 2.54
 
 
 
 
2% 37.7 1.1% 10.2
WDC Western Digital 9.8 51% 70% 3.17
 
 
 
 
2% 208.1 3.7% 25.8
WLTW Willis Towers Watson 5.9 34% 21% 1.60
 
 
 
 
7% 111.5 1.8% 39.3
WYNN Wynn Resorts 8.0 36% 96% 3.44
 
 
 
 
3% 265.5 2.6% 23.3
XEL Xcel Energy 6.4 25% 23% 1.30
 
 
 
 
57% 163.4 3.2% 19.6
XLNX Xilinx 14.4 68% 38% 2.07
 
 
 
 
64% 154.5 1.9% 36.6
ZION Zions Bancorp 10.6 34% 65% 2.29
 
 
 
 
30% 178.5 2.5% 14.9


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.