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.

Stock Screener Strategy Examples3) 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.
 

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: 701

6/28/2017 3:03:24 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 22% 0% 1.00
 
 
 
 
93% 4669.3 2.1% 14.0
MMM 3M 19.5 62% 26% 1.20
 
 
 
 
91% 419.7 2.2% 25.4
ABB ABB ADR 7.9 31% 27% 1.47
 
 
 
 
93% 40.8 3.0% 24.7
ABT Abbott Laboratories -1.2 -6% 22% 1.58
 
 
 
 
93% 179.2 2.2% 50.1
ABBV AbbVie 4.9 25% 35% 2.06
 
 
 
 
93% 316.0 3.5% 18.8
ANF Abercrombie&Fitch -6.3 -70% 42% 3.64
 
 
 
 
15% 33.2 6.4% 0.0
ACN Accenture Cl A 17.6 59% 31% 1.47
 
 
 
 
68% 267.2 2.0% 21.7
AES AES -6.1 -45% 24% 2.09
 
 
 
 
24% 53.1 4.2% 0.0
AET Aetna 25.2 84% 46% 1.89
 
 
 
 
92% 237.3 1.3% 47.1
AFL AFLAC -2.3 -11% 18% 1.24
 
 
 
 
84% 92.5 2.2% 12.6
AGU Agrium -1.2 -8% 22% 1.81
 
 
 
 
19% 46.9 3.8% 17.0
APD Air Products&Chemicals 1.1 7% 17% 1.53
 
 
 
 
75% 113.4 2.6% 22.8
ALK Alaska Air Group 11.4 29% 81% 2.30
 
 
 
 
73% 107.0 1.4% 15.1
ALB Albemarle 19.7 60% 71% 2.33
 
 
 
 
71% 121.3 1.2% 24.2
ARE Alexandria Real Estate Equities 7.8 21% 38% 1.44
 
 
 
 
97% 95.0 2.8% 0.0
AGN Allergan 5.5 29% 39% 2.26
 
 
 
 
80% 440.6 1.1% 8.5
LNT Alliant Energy 19.6 57% 33% 1.38
 
 
 
 
85% 37.8 3.1% 24.8
AWH Allied World Assurance Holdings 18.9 53% 42% 1.59
 
 
 
 
89% 113.1 2.0% 0.0
ALSN Allison Transmission Holdings 12.9 50% 32% 1.65
 
 
 
 
79% 36.5 1.6% 24.7
ALL Allstate 19.1 61% 26% 1.24
 
 
 
 
89% 129.5 1.7% 14.9
ALLY Ally Financial -5.0 -47% 18% 2.04
 
 
 
 
70% 100.9 1.5% 9.9
MO Altria Group 37.2 67% 46% 1.22
 
 
 
 
86% 403.8 3.2% 10.2
AMC AMC Entertainment Holding 5.0 18% 58% 2.31
 
 
 
 
9% 26.8 3.4% 25.3
AEE Ameren 19.3 59% 32% 1.39
 
 
 
 
87% 114.2 3.2% 20.9
AMX America Movil ADR 8.8 51% 37% 2.34
 
 
 
 
89% 68.4 2.1% 25.4
ACC American Campus Communities 4.4 14% 32% 1.45
 
 
 
 
37% 32.3 3.6% 74.4
AEO American Eagle Outfitters 4.9 27% 59% 2.95
 
 
 
 
13% 22.7 4.3% 10.8
AEP American Electric Power 9.6 31% 28% 1.33
 
 
 
 
85% 193.7 3.3% 49.5
AXP American Express 1.6 13% 14% 1.61
 
 
 
 
98% 241.5 1.5% 15.1
AFG American Financial Group 43.1 95% 34% 1.13
 
 
 
 
86% 47.9 1.3% 12.5
AIG American International Group 0.7 3% 24% 1.53
 
 
 
 
78% 293.4 2.0% 204.6
AMT American Tower REIT 1.9 6% 31% 1.44
 
 
 
 
96% 545.8 1.9% 65.9
AWK American Water Works 21.3 47% 42% 1.35
 
 
 
 
67% 57.9 2.1% 29.8
AMP Ameriprise Financial 13.1 74% 30% 2.01
 
 
 
 
81% 116.3 2.6% 15.3
ABC AmerisourceBergen 6.6 20% 43% 1.74
 
 
 
 
93% 117.7 1.5% 18.5
AU AngloGold Ashanti ADR -2.6 -16% 121% 4.66
 
 
 
 
8% 33.1 3.6% 67.1
BUD Anheuser-Busch InBev ADR -7.3 -48% 18% 1.60
 
 
 
 
41% 87.8 3.9% 161.3
NLY Annaly Capital Management 13.6 41% 25% 1.12
 
 
 
 
88% 117.6 9.7% 4.8
ANTM Anthem 19.4 49% 57% 1.82
 
 
 
 
91% 252.2 1.4% 18.2
AON Aon 9.2 33% 24% 1.27
 
 
 
 
87% 113.3 1.1% 26.0
APA Apache -1.6 -12% 47% 3.16
 
 
 
 
4% 87.1 2.2% 0.0
AIV Apartment Investment&Management 9.2 39% 27% 1.53
 
 
 
 
41% 76.3 3.4% 357.8
ARI Apollo Commercial Real Estate Finan 14.0 61% 19% 1.19
 
 
 
 
79% 29.1 9.7% 10.1
APO Apollo Global Management Cl A 14.7 52% 52% 2.13
 
 
 
 
82% 46.6 7.6% 8.6
WTR Aqua America 9.5 33% 28% 1.38
 
 
 
 
71% 25.5 2.3% 25.8
ADM Archer Daniels Midland -0.4 -2% 30% 1.90
 
 
 
 
17% 75.4 3.1% 17.2
ARNC Arconic -11.9 -111% 44% 3.37
 
 
 
 
37% 459.8 1.1% 0.0
ARR Armour Residential REIT 11.1 45% 27% 1.49
 
 
 
 
82% 178.6 8.8% 3.5
AJG Arthur J. Gallagher 6.3 26% 19% 1.17
 
 
 
 
82% 66.4 2.8% 23.8
APAM Artisan Partners Asset Management -2.2 -39% 11% 2.14
 
 
 
 
73% 22.5 8.0% 19.0
ASH Ashland Global Holdings 5.6 24% 25% 1.51
 
 
 
 
93% 41.9 1.4% 0.0
AIZ Assurant 15.2 49% 39% 1.66
 
 
 
 
91% 34.5 2.1% 12.7
AGO Assured Guaranty 10.1 32% 49% 1.92
 
 
 
 
92% 28.3 1.4% 4.8
ATO Atmos Energy 15.4 37% 40% 1.36
 
 
 
 
88% 33.5 2.2% 22.3
T AT&T -4.4 -15% 22% 1.11
 
 
 
 
21% 725.3 5.2% 18.5
ATW Atwood Oceanics -7.0 -94% 73% 5.33
 
 
 
 
24% 50.7 3.6% 6.1
AUO AU Optronics ADR 1.5 8% 68% 3.11
 
 
 
 
93% 44.8 3.9% 6.5
ALV Autoliv -14.8 -67% 35% 1.94
 
 
 
 
60% 89.8 2.2% 16.5
AVB Avalonbay Communities 14.2 55% 25% 1.37
 
 
 
 
84% 163.7 3.0% 25.7
AVY Avery Dennison 15.4 39% 46% 1.57
 
 
 
 
95% 32.9 2.0% 23.2
AVT Avnet -9.0 -82% 15% 1.78
 
 
 
 
17% 59.4 1.9% 15.5
AVP Avon Products -5.6 -65% 69% 4.81
 
 
 
 
13% 33.4 6.4% 0.0
BHI Baker Hughes 0.3 3% 36% 2.70
 
 
 
 
41% 115.8 1.3% 0.0
BBVA Banco Bilbao Vizcaya Argentaria ADR 3.8 37% 24% 2.46
 
 
 
 
91% 23.8 6.8% 12.7
SAN Banco Santander ADR 9.8 77% 34% 2.65
 
 
 
 
90% 52.1 3.6% 14.2
BAC Bank of America 8.2 24% 59% 2.06
 
 
 
 
81% 2018.7 1.3% 14.7
BMO Bank of Montreal 4.6 18% 24% 1.39
 
 
 
 
60% 40.9 3.7% 11.9
BK Bank of New York Mellon 2.1 9% 30% 1.67
 
 
 
 
95% 179.9 1.5% 15.3
BNS Bank of Nova Scotia 7.3 31% 27% 1.53
 
 
 
 
82% 35.5 3.8% 13.4
BKU BankUnited -5.0 -20% 37% 1.87
 
 
 
 
37% 42.4 2.6% 15.3
BCS Barclays ADR -0.7 -7% 32% 2.73
 
 
 
 
68% 30.0 3.9% 21.1
BAX Baxter International 8.0 25% 32% 1.44
 
 
 
 
96% 152.2 1.1% 18.1
BBT BB&T -1.8 -8% 26% 1.59
 
 
 
 
63% 133.7 2.7% 17.1
BCE BCE -6.6 -39% 13% 1.16
 
 
 
 
41% 37.7 4.8% 17.9
BDX Becton Dickinson 13.7 41% 32% 1.38
 
 
 
 
97% 373.4 1.5% 32.3
BMS Bemis -4.0 -16% 25% 1.43
 
 
 
 
38% 41.1 2.6% 19.3
BBY Best Buy 14.9 58% 75% 2.79
 
 
 
 
82% 136.8 2.4% 15.1
BGS B&G Foods 3.8 15% 54% 2.31
 
 
 
 
2% 25.5 5.1% 21.8
BBL BHP Billiton ADR 2.9 23% 44% 3.10
 
 
 
 
45% 56.6 5.4% 32.2
BHP BHP Billiton ADR 1.1 7% 44% 2.84
 
 
 
 
50% 161.6 4.7% 37.3
BIG Big Lots 1.2 8% 37% 2.46
 
 
 
 
40% 33.6 2.1% 13.1
BKH Black Hills 11.6 39% 40% 1.73
 
 
 
 
85% 26.2 2.6% 34.9
BLK BlackRock 6.4 36% 23% 1.66
 
 
 
 
94% 173.4 2.4% 20.7
BX Blackstone Group 2.9 13% 43% 2.20
 
 
 
 
91% 95.1 10.6% 16.4
BXMT Blackstone Mortgage Trust Cl A 3.4 17% 17% 1.23
 
 
 
 
94% 27.8 7.7% 13.0
BA Boeing 12.8 40% 39% 1.62
 
 
 
 
93% 448.5 2.9% 24.4
BAH Booz Allen Hamilton Holding 18.1 57% 53% 2.00
 
 
 
 
37% 30.2 2.1% 19.3
BWA BorgWarner -1.4 -14% 22% 2.38
 
 
 
 
77% 83.2 1.4% 63.2
BXP Boston Properties -4.3 -19% 23% 1.44
 
 
 
 
33% 100.6 2.4% 45.8
BP BP ADR -2.4 -37% 11% 2.04
 
 
 
 
43% 169.1 6.8% 58.3
BDN Brandywine Realty Trust 2.8 11% 27% 1.52
 
 
 
 
95% 26.1 3.6% 440.8
EAT Brinker International -2.0 -11% 28% 1.91
 
 
 
 
8% 32.7 3.6% 12.4
BMY Bristol-Myers Squibb 5.6 25% 37% 1.98
 
 
 
 
32% 301.3 2.8% 19.4
BRX Brixmor Property Group 1.0 7% 19% 1.73
 
 
 
 
8% 56.8 5.7% 19.4
BR Broadridge Financial Solutions 30.8 69% 43% 1.38
 
 
 
 
87% 23.9 1.8% 29.5
BAM Brookfield Asset Management Cl A 2.3 10% 27% 1.63
 
 
 
 
99% 60.0 1.4% 24.4
BFB Brown-Forman Cl B 1.6 11% 15% 1.44
 
 
 
 
30% 29.7 1.5% 28.5
BC Brunswick 0.3 2% 38% 2.23
 
 
 
 
95% 34.8 1.1% 20.8
BPL Buckeye Partners -4.9 -53% 19% 2.24
 
 
 
 
18% 37.9 8.0% 15.9
BG Bunge -0.8 -4% 39% 2.25
 
 
 
 
65% 61.2 2.5% 20.3
CPT Camden Property Trust 8.2 45% 18% 1.40
 
 
 
 
72% 45.3 3.5% 18.0
CCJ Cameco -8.3 -95% 30% 3.03
 
 
 
 
35% 26.1 3.1% 0.0
CPB Campbell Soup 9.4 28% 32% 1.37
 
 
 
 
2% 85.1 2.7% 33.3
CM Canadian Imperial Bank of Commerce -2.3 -10% 23% 1.43
 
 
 
 
36% 131.2 4.7% 6.6
CNI Canadian National Railway 10.7 56% 23% 1.63
 
 
 
 
96% 50.8 1.5% 23.0
CNQ Canadian Natural Resources 0.1 1% 48% 3.06
 
 
 
 
13% 77.9 2.8% 229.8
CP Canadian Pacific Railway -0.5 -4% 24% 2.18
 
 
 
 
96% 58.2 1.0% 15.9
COF Capital One Financial -3.8 -22% 27% 1.87
 
 
 
 
59% 165.4 2.0% 12.4
CAH Cardinal Health -3.1 -18% 23% 1.72
 
 
 
 
73% 139.4 2.3% 18.9
CSL Carlisle 3.5 14% 30% 1.59
 
 
 
 
0% 42.3 1.5% 25.2
CCL Carnival 10.5 34% 46% 1.88
 
 
 
 
91% 194.1 2.5% 16.1
CRI Carters -4.3 -15% 43% 1.90
 
 
 
 
31% 69.4 1.7% 17.7
CAT Caterpillar 6.5 32% 32% 1.92
 
 
 
 
88% 349.4 3.0% 0.0
CBL CBL&Associates Properties -9.3 -96% 22% 2.41
 
 
 
 
24% 41.8 12.0% 17.5
CBS CBS Cl B -1.4 -6% 35% 1.79
 
 
 
 
71% 148.6 1.1% 57.2
CE Celanese Series A -2.0 -7% 49% 2.06
 
 
 
 
89% 70.9 2.0% 16.2
CVE Cenovus Energy -4.1 -69% 22% 3.17
 
 
 
 
5% 47.9 2.0% 0.0
CNP CenterPoint Energy 16.0 55% 33% 1.55
 
 
 
 
88% 92.3 3.8% 26.2
CTL CenturyLink -11.4 -74% 28% 2.10
 
 
 
 
20% 176.5 8.8% 24.1
CF CF Industries Holdings -2.3 -18% 45% 3.10
 
 
 
 
37% 85.3 4.5% 0.0
CVX Chevron 0.2 1% 24% 1.80
 
 
 
 
30% 413.2 4.2% 68.0
CIM Chimera Investment 10.9 24% 43% 1.34
 
 
 
 
76% 52.0 10.3% 5.9
CHL China Mobile ADR 1.9 7% 37% 1.79
 
 
 
 
13% 27.6 3.0% 12.8
CB Chubb 13.4 61% 17% 1.17
 
 
 
 
87% 162.8 2.0% 14.3
CHD Church&Dwight 6.6 18% 31% 1.23
 
 
 
 
87% 67.9 1.4% 28.9
CNK Cinemark Holdings 8.8 35% 34% 1.75
 
 
 
 
47% 29.7 3.0% 16.3
CIT CIT Group 5.7 36% 27% 2.02
 
 
 
 
96% 87.6 1.2% 0.0
CLX Clorox 18.8 42% 37% 1.20
 
 
 
 
84% 83.0 2.5% 27.1
CMS CMS Energy 17.6 46% 36% 1.35
 
 
 
 
86% 56.9 2.8% 22.4
COH Coach Inc. 10.1 37% 51% 2.13
 
 
 
 
95% 85.6 2.9% 25.5
KO Coca-Cola 3.9 24% 12% 1.07
 
 
 
 
84% 487.1 3.3% 31.5
CCE Coca-Cola European Partners -4.3 -30% 24% 1.98
 
 
 
 
93% 35.4 2.2% 28.4
CL Colgate-Palmolive 0.5 5% 9% 1.25
 
 
 
 
86% 185.2 2.1% 27.2
SFR Colony Starwood Homes 10.6 37% 34% 1.61
 
 
 
 
82% 59.2 2.6% 0.0
CMA Comerica 10.7 36% 57% 2.16
 
 
 
 
91% 99.0 1.5% 20.8
CMC Commercial Metals -3.0 -17% 49% 2.74
 
 
 
 
38% 46.8 2.6% 28.4
BVN Compania de Minas Buenaventura ADR 0.0 0% 137% 4.45
 
 
 
 
17% 26.4 1.0% 0.0
CMP Compass Minerals International -5.7 -68% 11% 1.69
 
 
 
 
15% 26.3 4.4% 16.7
CAG Conagra Brands 5.2 19% 45% 1.98
 
 
 
 
46% 123.2 2.2% 26.7
COP ConocoPhillips -1.0 -13% 22% 2.63
 
 
 
 
36% 360.6 2.4% 0.0
ED Consolidated Edison 17.4 43% 37% 1.30
 
 
 
 
85% 122.4 3.3% 19.1
STZ Constellation Brands Cl A 29.9 66% 55% 1.63
 
 
 
 
90% 235.0 1.1% 27.0
CPA Copa Holdings Cl A 4.1 19% 86% 3.32
 
 
 
 
86% 24.6 1.8% 14.9
CXW CoreCivic -8.2 -33% 97% 3.30
 
 
 
 
66% 26.0 6.1% 14.6
CLB Core Laboratories -8.4 -96% 27% 2.87
 
 
 
 
7% 49.8 2.2% 65.3
COR CoreSite Realty 52.9 72% 102% 1.78
 
 
 
 
84% 73.8 3.4% 64.2
GLW Corning 11.0 35% 43% 1.77
 
 
 
 
96% 185.4 2.1% 8.2
COTY Coty Cl A 6.4 29% 57% 2.59
 
 
 
 
14% 70.0 2.7% 0.0
CUZ Cousins Properties -6.5 -73% 15% 2.01
 
 
 
 
88% 45.4 2.7% 241.4
CVA Covanta Holding -3.2 -26% 19% 1.90
 
 
 
 
3% 24.1 7.4% 0.0
CR Crane 11.1 45% 37% 1.89
 
 
 
 
84% 35.4 1.7% 35.8
BAP Credicorp 9.0 35% 42% 1.96
 
 
 
 
87% 82.6 2.1% 13.2
CS Credit Suisse Group ADR 2.7 20% 33% 2.58
 
 
 
 
69% 95.6 5.0% 0.0
CRH CRH ADR 3.7 17% 40% 2.08
 
 
 
 
78% 31.9 2.8% 21.7
CCI Crown Castle International 6.6 24% 26% 1.35
 
 
 
 
89% 557.0 3.7% 87.6
CUBE CubeSmart 20.1 51% 48% 1.63
 
 
 
 
8% 39.5 4.4% 47.8
CFR Cullen/Frost Bankers 2.7 10% 48% 2.15
 
 
 
 
82% 42.9 2.5% 18.8
CMI Cummins 10.0 43% 36% 1.88
 
 
 
 
90% 200.2 2.6% 18.1
CVS CVS Health 5.0 19% 29% 1.50
 
 
 
 
38% 714.3 2.5% 16.8
DAN Dana 3.2 18% 47% 2.60
 
 
 
 
92% 36.7 1.1% 4.7
DRI Darden Restaurants 25.5 46% 70% 1.67
 
 
 
 
93% 571.1 2.7% 23.7
DCT DCT Industrial Trust 22.1 50% 45% 1.42
 
 
 
 
88% 30.6 2.3% 69.4
DDR DDR Corp -0.6 -5% 14% 1.68
 
 
 
 
7% 78.2 8.5% 0.0
DF Dean Foods -5.7 -30% 42% 2.37
 
 
 
 
27% 21.0 2.1% 22.5
DE Deere 14.9 58% 35% 1.75
 
 
 
 
88% 177.2 2.0% 22.0
DLPH Delphi Automotive 6.8 35% 39% 2.20
 
 
 
 
89% 270.4 1.3% 20.2
DAL Delta Air Lines 2.3 10% 51% 2.38
 
 
 
 
95% 298.4 1.5% 9.8
DB Deutsche Bank -5.7 -58% 34% 3.04
 
 
 
 
79% 94.2 1.2% 0.0
DEO Diageo ADR -3.8 -40% 9% 1.37
 
 
 
 
87% 55.3 2.0% 24.4
DRH Diamondrock Hospitality 6.3 39% 28% 2.04
 
 
 
 
84% 26.8 4.4% 21.6
DKS Dick's Sporting Goods 9.0 37% 54% 2.36
 
 
 
 
15% 58.7 1.7% 15.4
DLR Digital Realty Trust 33.7 60% 65% 1.57
 
 
 
 
86% 147.5 3.2% 49.9
DFS Discover Financial Services -0.3 -2% 24% 1.65
 
 
 
 
44% 139.5 2.0% 10.4
DLB Dolby Laboratories Cl A 2.1 7% 39% 1.67
 
 
 
 
43% 20.1 1.1% 26.7
DG Dollar General 6.1 24% 42% 2.02
 
 
 
 
16% 182.5 1.5% 16.0
D Dominion Energy -1.0 -6% 14% 1.29
 
 
 
 
69% 248.3 3.9% 21.8
UFS Domtar -7.8 -64% 25% 2.27
 
 
 
 
37% 20.3 4.5% 16.1
DEI Douglas Emmett -0.5 -2% 26% 1.45
 
 
 
 
67% 31.7 2.4% 66.7
DOV Dover 3.4 28% 18% 1.89
 
 
 
 
67% 72.2 2.3% 21.1
DOW Dow Chemical -2.3 -12% 30% 1.89
 
 
 
 
87% 325.7 2.9% 17.1
DHI D.R. Horton -1.9 -8% 46% 2.16
 
 
 
 
86% 85.1 1.2% 13.2
DPS Dr Pepper Snapple Group 23.6 52% 42% 1.33
 
 
 
 
57% 81.3 2.5% 20.2
DSW DSW Cl A -11.1 -76% 35% 2.50
 
 
 
 
17% 21.2 4.5% 12.4
DTE DTE Energy 17.3 62% 26% 1.32
 
 
 
 
83% 77.8 3.1% 19.0
DUK Duke Energy 5.9 21% 25% 1.30
 
 
 
 
88% 196.2 4.0% 27.3
DRE Duke Realty 25.6 58% 46% 1.46
 
 
 
 
75% 121.6 2.8% 29.1
DNB Dun&Bradstreet 8.5 39% 32% 1.84
 
 
 
 
10% 44.6 1.9% 44.1
DFT Dupont Fabros Technology 32.3 61% 79% 1.87
 
 
 
 
91% 48.2 3.2% 36.3
EMN Eastman Chemical -5.0 -34% 23% 1.92
 
 
 
 
88% 46.8 2.4% 13.8
ETN Eaton 4.9 26% 26% 1.79
 
 
 
 
88% 123.8 2.0% 17.8
EV Eaton Vance 6.1 28% 35% 1.97
 
 
 
 
89% 25.2 2.4% 20.8
ECL Ecolab -0.6 -4% 14% 1.43
 
 
 
 
87% 101.3 1.1% 31.1
EIX Edison International 16.8 49% 33% 1.36
 
 
 
 
76% 173.8 2.7% 18.6
EDR Education Realty Trust 5.9 16% 41% 1.53
 
 
 
 
26% 32.7 3.8% 91.5
DD E.I. DuPont de Nemours 11.0 43% 35% 1.76
 
 
 
 
86% 120.3 1.9% 29.5
LLY Eli Lilly 1.0 4% 33% 1.76
 
 
 
 
84% 192.4 2.5% 40.7
EMR Emerson Electric 2.3 17% 17% 1.64
 
 
 
 
63% 176.6 3.3% 26.7
ESRT Empire State Realty Trust -7.5 -30% 24% 1.36
 
 
 
 
65% 24.3 2.0% 55.1
ENB Enbridge -4.1 -28% 29% 2.20
 
 
 
 
32% 176.9 4.5% 34.8
EEP Enbridge Energy Partners Cl A -2.1 -16% 39% 2.86
 
 
 
 
11% 34.3 8.8% 0.0
ETE Energy Transfer Equity 2.1 16% 113% 5.02
 
 
 
 
46% 92.1 6.9% 19.7
ETR Entergy 4.0 18% 22% 1.43
 
 
 
 
74% 70.5 4.5% 0.0
EPD Enterprise Products Partners -0.4 -5% 18% 2.40
 
 
 
 
39% 121.5 6.3% 21.3
EPR EPR Properties 16.3 45% 40% 1.54
 
 
 
 
46% 31.0 5.5% 23.6
EFX Equifax 27.4 56% 51% 1.47
 
 
 
 
83% 39.4 1.1% 31.2
ELS Equity Lifestyle Properties 32.5 62% 50% 1.38
 
 
 
 
92% 32.2 2.3% 43.5
EQR Equity Residential 10.7 44% 25% 1.43
 
 
 
 
61% 94.0 3.0% 51.8
ESS Essex Property Trust 8.1 32% 26% 1.43
 
 
 
 
88% 81.8 2.7% 33.4
EL Estee Lauder Cl A 8.8 35% 27% 1.49
 
 
 
 
91% 138.5 1.4% 32.2
RE Everest Re Group 26.8 77% 28% 1.20
 
 
 
 
93% 88.8 2.0% 9.4
ES Eversource Energy 15.9 49% 30% 1.34
 
 
 
 
89% 88.0 3.1% 20.6
EXC Exelon -7.1 -36% 25% 1.70
 
 
 
 
88% 140.8 3.6% 17.4
STAY Extended Stay America / ESH Hospit 0.5 6% 19% 2.31
 
 
 
 
92% 42.3 4.3% 52.5
EXR Extra Space Storage 22.3 59% 46% 1.64
 
 
 
 
39% 53.0 4.0% 28.2
XOM Exxon Mobil 0.3 3% 11% 1.49
 
 
 
 
11% 682.3 3.8% 33.9
FDS FactSet Research Systems 9.2 26% 35% 1.43
 
 
 
 
47% 131.3 1.4% 19.5
FRT Federal Realty Investment Trust 3.9 16% 24% 1.34
 
 
 
 
14% 56.6 3.1% 41.0
FCH Felcor Lodging Trust -1.1 -10% 25% 2.53
 
 
 
 
49% 21.3 3.2% 0.0
FNF Fidelity National Financial -15.1 -43% 40% 1.56
 
 
 
 
96% 67.1 2.3% 23.7
FIS Fidelity National Information Servi 17.8 58% 36% 1.57
 
 
 
 
89% 150.8 1.4% 43.3
FAF First American Financial 16.5 44% 43% 1.58
 
 
 
 
95% 26.0 3.0% 14.5
FE FirstEnergy -3.9 -25% 20% 1.69
 
 
 
 
21% 141.3 4.9% 0.0
FHN First Horizon National 10.6 32% 49% 1.87
 
 
 
 
54% 37.5 2.1% 17.6
FR First Industrial Realty Trust 16.8 42% 43% 1.51
 
 
 
 
74% 34.6 2.9% 26.4
FLS Flowserve -0.1 -1% 12% 2.23
 
 
 
 
48% 49.4 1.7% 48.7
FLR Fluor -3.7 -52% 14% 2.22
 
 
 
 
9% 40.4 1.9% 26.8
FNB F.N.B. 2.3 12% 28% 1.82
 
 
 
 
44% 61.8 3.5% 18.4
FMX Fomento Economico Mexicano ADR -10.6 -86% 18% 1.86
 
 
 
 
87% 36.9 1.4% 30.9
FL Foot Locker 13.9 50% 51% 2.12
 
 
 
 
11% 144.6 2.6% 9.9
F Ford Motor -5.1 -119% 6% 1.79
 
 
 
 
12% 312.7 5.4% 11.8
FBHS Fortune Brands Home&Security 13.7 46% 40% 1.75
 
 
 
 
94% 73.4 1.1% 23.9
FNV Franco-Nevada 3.8 21% 61% 2.98
 
 
 
 
72% 36.2 1.3% 73.9
BEN Franklin Resources -0.8 -9% 13% 1.87
 
 
 
 
95% 63.9 1.8% 14.3
GME GameStop Cl A -6.1 -69% 26% 2.81
 
 
 
 
10% 37.1 7.1% 6.3
GPS Gap -8.5 -73% 31% 2.66
 
 
 
 
22% 162.5 4.1% 13.0
GD General Dynamics 28.5 68% 39% 1.34
 
 
 
 
91% 137.8 1.7% 20.5
GE General Electric -2.3 -11% 22% 1.41
 
 
 
 
2% 913.5 3.5% 25.1
GIS General Mills 4.8 19% 21% 1.24
 
 
 
 
0% 233.3 3.5% 20.6
GM General Motors -2.4 -12% 30% 1.88
 
 
 
 
61% 374.4 4.4% 5.3
GPC Genuine Parts 3.6 17% 21% 1.39
 
 
 
 
22% 58.5 3.0% 19.7
GEO GEO Group -2.2 -8% 91% 3.06
 
 
 
 
80% 20.0 6.4% 23.2
GGP GGP -1.1 -5% 26% 1.66
 
 
 
 
27% 111.2 3.7% 19.4
GIL Gildan Activewear -3.7 -22% 25% 1.82
 
 
 
 
91% 24.4 1.2% 15.3
GSK GlaxoSmithKline ADR -1.2 -12% 10% 1.39
 
 
 
 
80% 87.4 4.5% 52.3
GS Goldman Sachs Group 17.5 49% 49% 1.77
 
 
 
 
70% 630.8 1.4% 11.7
GPT Gramercy Property Trust 8.3 35% 32% 1.77
 
 
 
 
85% 33.2 5.0% 294.7
GVA Granite Construction 4.5 21% 51% 2.45
 
 
 
 
32% 39.6 1.1% 44.9
GPK Graphic Packaging Holding 5.0 29% 25% 1.82
 
 
 
 
60% 80.3 2.2% 20.9
GXP Great Plains Energy -4.1 -16% 24% 1.37
 
 
 
 
67% 40.4 3.7% 22.0
GBX Greenbrier 2.7 21% 67% 3.76
 
 
 
 
98% 32.4 1.8% 12.2
HAL Halliburton -0.9 -5% 44% 2.58
 
 
 
 
8% 297.0 1.7% 0.0
HBI Hanesbrands 4.8 43% 25% 2.38
 
 
 
 
42% 75.0 2.6% 16.4
HOG Harley-Davidson -2.9 -23% 27% 2.30
 
 
 
 
58% 79.8 2.7% 15.5
HRS Harris Corp. 16.4 49% 39% 1.57
 
 
 
 
86% 51.8 1.9% 24.5
HIG Hartford Financial Services Group 8.4 31% 31% 1.56
 
 
 
 
97% 147.4 1.8% 21.4
HCP HCP -9.0 -71% 19% 1.90
 
 
 
 
56% 134.8 4.5% 16.0
HR Healthcare Realty Trust 3.4 8% 44% 1.44
 
 
 
 
91% 44.6 3.4% 37.7
HTA Healthcare Trust of America 2.1 7% 33% 1.49
 
 
 
 
68% 48.1 3.8% 96.9
HLS HealthSouth 4.2 21% 35% 2.06
 
 
 
 
96% 26.8 2.0% 18.2
HP Helmerich&Payne -2.2 -18% 45% 3.18
 
 
 
 
9% 124.3 5.3% 0.0
HLF Herbalife -0.8 -5% 82% 3.79
 
 
 
 
90% 56.3 1.7% 24.9
HSY Hershey 4.8 25% 22% 1.57
 
 
 
 
60% 109.7 2.3% 37.7
HES Hess Corp. -6.4 -69% 31% 3.00
 
 
 
 
6% 164.3 2.4% 0.0
HIW Highwoods Properties 10.3 37% 26% 1.34
 
 
 
 
59% 22.4 3.4% 43.0
HFC HollyFrontier -16.7 -125% 44% 2.99
 
 
 
 
44% 73.8 4.8% 0.0
HD Home Depot 32.0 65% 48% 1.40
 
 
 
 
79% 689.7 2.3% 22.8
HON Honeywell International 11.7 60% 18% 1.34
 
 
 
 
90% 249.4 2.0% 21.1
HRL Hormel Foods 15.1 37% 49% 1.61
 
 
 
 
18% 69.6 2.0% 20.8
HST Host Hotels&Resorts 5.5 42% 21% 1.97
 
 
 
 
75% 109.5 4.3% 19.0
HPQ HP 11.2 47% 48% 2.24
 
 
 
 
78% 140.4 3.0% 12.5
HRB H&R Block -0.7 -6% 26% 2.32
 
 
 
 
98% 86.9 3.1% 15.6
HSBC HSBC Holdings ADR 4.2 17% 29% 1.63
 
 
 
 
98% 75.6 4.5% 115.0
HPP Hudson Pacific Properties 8.5 28% 34% 1.55
 
 
 
 
75% 40.8 2.9% 98.6
HII Huntington Ingalls Industries 26.6 54% 75% 1.89
 
 
 
 
55% 44.1 1.3% 15.8
HUN Huntsman 5.4 28% 82% 3.38
 
 
 
 
82% 106.5 2.0% 17.7
IEX IDEX 3.2 14% 22% 1.37
 
 
 
 
90% 22.8 1.3% 30.6
ITW Illinois Tool Works 21.4 56% 34% 1.30
 
 
 
 
84% 238.3 1.8% 23.9
INFY Infosys ADR 4.6 19% 38% 1.95
 
 
 
 
25% 106.1 3.1% 15.7
IR Ingersoll-Rand 12.5 39% 38% 1.63
 
 
 
 
92% 143.1 1.8% 16.5
ING ING Groep ADR 9.7 45% 49% 2.40
 
 
 
 
96% 78.8 5.4% 0.0
INGR Ingredion 16.4 39% 48% 1.55
 
 
 
 
19% 70.5 1.7% 18.3
ICE Intercontinental Exchange 9.7 37% 31% 1.59
 
 
 
 
98% 257.4 1.2% 25.2
IBM International Business Machines -8.5 -42% 22% 1.47
 
 
 
 
27% 362.8 3.9% 12.7
IFF International Flavors&Fragrances 6.8 25% 33% 1.64
 
 
 
 
73% 34.4 1.9% 26.9
IP International Paper 8.5 34% 35% 1.80
 
 
 
 
86% 68.8 3.3% 30.0
IPG Interpublic Group 3.4 17% 24% 1.63
 
 
 
 
83% 71.2 2.9% 16.1
IVZ INVESCO 4.2 50% 15% 2.04
 
 
 
 
94% 114.7 3.3% 16.0
IRM Iron Mountain 1.9 5% 67% 1.99
 
 
 
 
33% 23.4 6.4% 94.3
ITT ITT -4.7 -49% 19% 2.21
 
 
 
 
62% 27.3 1.3% 17.9
JBL Jabil 10.3 36% 55% 2.18
 
 
 
 
83% 41.3 1.1% 45.7
JEC Jacobs Engineering Group 2.7 14% 30% 1.93
 
 
 
 
39% 28.6 1.1% 31.3
SJM J.M. Smucker 6.6 21% 30% 1.38
 
 
 
 
0% 102.7 2.5% 23.6
JNJ Johnson&Johnson 8.7 37% 17% 1.12
 
 
 
 
93% 778.0 2.5% 22.7
JPM JPMorgan Chase 18.7 58% 40% 1.67
 
 
 
 
83% 1324.2 2.3% 13.6
JNPR Juniper Networks 7.4 34% 42% 2.18
 
 
 
 
69% 492.6 1.4% 17.5
KSU Kansas City Southern -2.8 -20% 25% 2.10
 
 
 
 
91% 55.9 1.3% 21.2
KAR KAR Auction Services 7.9 24% 34% 1.47
 
 
 
 
43% 29.6 3.1% 25.3
KBR KBR -11.5 -114% 30% 2.81
 
 
 
 
55% 34.7 2.1% 0.0
K Kellogg 2.5 12% 20% 1.30
 
 
 
 
4% 199.1 3.0% 31.5
KMT Kennametal 7.8 37% 59% 2.74
 
 
 
 
73% 32.0 2.2% 0.0
KW Kennedy-Wilson Holdings -4.9 -90% 10% 2.16
 
 
 
 
26% 20.6 3.6% 225.4
KEY KeyCorp 7.0 25% 47% 2.04
 
 
 
 
86% 153.9 2.1% 21.2
KRC Kilroy Realty 5.1 20% 29% 1.54
 
 
 
 
89% 39.0 2.2% 54.7
KMB Kimberly-Clark 11.9 34% 29% 1.23
 
 
 
 
73% 155.4 3.0% 21.7
KIM Kimco Realty 1.7 7% 29% 1.58
 
 
 
 
11% 115.1 5.8% 57.7
KMI Kinder Morgan 0.0 0% 33% 2.75
 
 
 
 
25% 181.2 2.6% 61.0
KGC Kinross Gold 0.8 5% 129% 4.80
 
 
 
 
42% 31.7 3.9% 1791.3
KKR KKR 2.3 15% 29% 2.20
 
 
 
 
75% 62.1 3.7% 10.2
KSS Kohl's 7.3 41% 53% 2.81
 
 
 
 
13% 244.4 5.7% 11.2
PHG Koninklijke Philips ADR 1.7 11% 20% 1.73
 
 
 
 
89% 33.1 2.5% 18.8
KR Kroger 8.3 31% 43% 1.93
 
 
 
 
13% 524.3 2.2% 13.7
LLL L3 Technologies 9.1 35% 33% 1.68
 
 
 
 
71% 56.5 1.8% 20.2
LHO LaSalle Hotel Properties 6.6 39% 31% 2.09
 
 
 
 
92% 49.3 5.8% 28.0
LVS Las Vegas Sands 3.4 22% 38% 2.51
 
 
 
 
91% 130.9 4.6% 27.9
LAZ Lazard 2.7 18% 37% 2.53
 
 
 
 
96% 39.9 3.5% 14.3
LZB La-Z-Boy -6.6 -37% 44% 2.53
 
 
 
 
90% 22.8 1.4% 18.3
LB L Brands 11.6 42% 53% 2.18
 
 
 
 
31% 137.0 4.4% 14.3
LCII LCI Industries 23.7 54% 78% 2.08
 
 
 
 
66% 24.6 1.9% 19.1
LEA Lear Corp. 8.0 26% 51% 2.00
 
 
 
 
73% 115.6 1.5% 9.6
LEG Leggett&Platt 15.2 35% 45% 1.46
 
 
 
 
76% 27.8 2.8% 19.0
LM Legg Mason 0.1 1% 20% 2.11
 
 
 
 
94% 21.9 2.8% 18.2
LDOS Leidos Holdings 28.9 72% 69% 2.03
 
 
 
 
76% 54.4 2.5% 23.6
LII Lennox International 31.2 61% 55% 1.50
 
 
 
 
85% 55.0 1.1% 27.2
LSI Life Storage 11.7 38% 34% 1.52
 
 
 
 
13% 23.0 5.2% 43.6
LNC Lincoln National 12.0 46% 54% 2.29
 
 
 
 
79% 86.8 1.8% 10.8
LMT Lockheed Martin 32.9 76% 37% 1.23
 
 
 
 
87% 174.1 2.6% 21.2
LOW Lowe's 21.1 46% 54% 1.59
 
 
 
 
54% 592.2 2.2% 24.0
LYB LyondellBasell Industries -13.6 -79% 38% 2.37
 
 
 
 
42% 229.6 4.4% 9.4
MAC Macerich 2.6 10% 32% 1.66
 
 
 
 
7% 41.7 4.8% 63.4
MIC Macquarie Infrastructure 16.7 49% 49% 1.82
 
 
 
 
54% 34.0 6.7% 38.7
M Macy's -7.7 -77% 26% 2.60
 
 
 
 
7% 239.5 6.5% 12.5
MMP Magellan Midstream Partners -0.9 -11% 16% 2.19
 
 
 
 
30% 54.9 5.0% 19.4
MGA Magna International 0.6 6% 20% 2.18
 
 
 
 
83% 148.3 2.5% 6.2
MAN ManpowerGroup 9.3 32% 54% 2.15
 
 
 
 
95% 36.4 1.7% 16.6
MFC Manulife Financial -3.0 -17% 31% 2.02
 
 
 
 
78% 51.2 3.3% 11.5
MRO Marathon Oil -0.4 -4% 56% 3.95
 
 
 
 
1% 278.2 1.8% 0.0
MPC Marathon Petroleum 1.8 9% 57% 2.71
 
 
 
 
84% 193.5 2.8% 22.8
MMC Marsh&McLennan 14.5 54% 21% 1.16
 
 
 
 
86% 137.4 1.9% 21.9
MAS Masco 25.9 76% 53% 1.93
 
 
 
 
89% 82.0 1.1% 24.2
MKC McCormick 4.7 15% 27% 1.24
 
 
 
 
52% 61.2 1.9% 26.6
MCD McDonald's 23.4 58% 34% 1.23
 
 
 
 
96% 324.7 2.5% 27.2
MDC M.D.C. Holdings 9.0 39% 40% 2.03
 
 
 
 
98% 22.3 2.8% 15.9
MPW Medical Properties Trust -4.3 -16% 38% 1.78
 
 
 
 
38% 51.8 7.3% 15.7
MDT Medtronic 7.8 31% 26% 1.45
 
 
 
 
95% 269.6 2.1% 30.7
MRK Merck&Co 5.1 44% 13% 1.53
 
 
 
 
89% 520.7 2.9% 42.1
MDP Meredith 7.4 30% 43% 2.04
 
 
 
 
64% 24.4 3.6% 49.7
MET MetLife 0.5 3% 28% 1.99
 
 
 
 
76% 289.3 3.0% 0.0
MFA MFA Financial 11.4 56% 17% 1.20
 
 
 
 
82% 20.7 9.6% 10.6
MGM MGM Resorts International 8.1 46% 44% 2.55
 
 
 
 
95% 282.0 1.3% 15.6
MAA Mid-America Apartment Communities 14.3 44% 34% 1.47
 
 
 
 
84% 105.7 3.3% 44.2
MBT Mobile TeleSystems ADR -3.5 -25% 65% 3.62
 
 
 
 
26% 84.4 6.4% 11.0
TAP Molson Coors Brewing Cl B 6.7 29% 34% 1.86
 
 
 
 
3% 108.1 1.9% 9.3
MON Monsanto -0.3 -3% 14% 1.58
 
 
 
 
96% 260.9 1.8% 27.0
MCO Moody's 4.3 16% 33% 1.64
 
 
 
 
93% 65.6 1.3% 56.3
MS Morgan Stanley 15.8 50% 56% 2.09
 
 
 
 
87% 363.5 1.8% 13.1
MOS Mosaic -7.8 -97% 21% 2.65
 
 
 
 
7% 54.8 2.7% 210.7
MSI Motorola Solutions 0.8 3% 32% 1.54
 
 
 
 
95% 68.9 2.1% 24.2
MPLX MPLX 1.1 12% 43% 3.63
 
 
 
 
23% 57.7 6.7% 69.1
MSCI MSCI 43.4 80% 63% 1.57
 
 
 
 
82% 23.9 1.1% 35.4
MSM MSC Industrial Direct 11.5 34% 40% 1.62
 
 
 
 
42% 24.9 2.1% 21.4
MTB M&T Bank 0.6 3% 30% 1.66
 
 
 
 
77% 65.7 1.9% 19.5
MUR Murphy Oil -2.6 -24% 51% 3.68
 
 
 
 
6% 64.6 4.1% 0.0
NBR Nabors Industries -3.4 -27% 94% 4.57
 
 
 
 
8% 80.2 3.0% 0.0
NFG National Fuel Gas -1.0 -8% 17% 1.74
 
 
 
 
53% 29.4 3.0% 21.5
NGG National Grid ADR -2.1 -31% 7% 1.41
 
 
 
 
11% 40.0 5.9% 14.1
NHI National Health Investors 6.8 21% 34% 1.48
 
 
 
 
80% 22.9 4.8% 19.2
NNN National Retail Properties 7.4 25% 33% 1.51
 
 
 
 
15% 60.3 4.7% 34.6
NWL Newell Brands 15.0 46% 50% 1.90
 
 
 
 
80% 145.2 1.7% 22.7
NRZ New Residential Investment 23.4 59% 65% 1.99
 
 
 
 
69% 109.9 12.3% 8.0
NYCB New York Community Bancorp -0.5 -3% 20% 1.55
 
 
 
 
4% 66.6 5.3% 13.3
NEE NextEra Energy 8.2 26% 29% 1.33
 
 
 
 
92% 322.2 2.8% 17.3
NLSN Nielsen Holdings -2.3 -22% 14% 1.71
 
 
 
 
10% 134.3 3.5% 29.7
NKE Nike Cl B 13.8 40% 45% 1.71
 
 
 
 
35% 410.3 1.4% 22.1
NI NiSource 24.3 59% 47% 1.55
 
 
 
 
82% 82.1 2.7% 23.7
NBL Noble Energy -0.7 -11% 19% 2.95
 
 
 
 
1% 183.5 1.4% 0.0
NOK Nokia ADR -3.7 -31% 26% 2.34
 
 
 
 
86% 71.0 3.0% 0.0
JWN Nordstrom -0.3 -2% 36% 2.50
 
 
 
 
43% 73.9 3.1% 22.4
NSC Norfolk Southern 6.7 28% 38% 1.95
 
 
 
 
86% 132.2 2.1% 20.5
NOC Northrop Grumman 42.4 78% 52% 1.37
 
 
 
 
87% 112.9 1.6% 20.0
NVS Novartis ADR -2.0 -13% 14% 1.37
 
 
 
 
92% 207.2 3.2% 32.1
NVO Novo Nordisk ADR -2.4 -12% 34% 2.01
 
 
 
 
48% 71.7 1.5% 19.3
NUE Nucor 1.5 7% 42% 2.16
 
 
 
 
52% 119.6 2.7% 17.9
NUS Nu Skin Enterprises Cl A 3.0 16% 82% 3.47
 
 
 
 
86% 22.5 2.3% 21.2
OXY Occidental Petroleum -2.9 -53% 9% 1.94
 
 
 
 
11% 172.2 5.1% 0.0
OII Oceaneering International -0.4 -19% 7% 2.87
 
 
 
 
14% 78.9 2.7% 0.0
OGE OGE Energy 4.4 29% 17% 1.51
 
 
 
 
74% 36.7 3.4% 20.3
OLN Olin 6.7 26% 85% 2.96
 
 
 
 
71% 72.8 2.7% 104.7
OHI Omega Healthcare Investors -7.5 -53% 19% 1.73
 
 
 
 
62% 63.6 7.4% 16.8
OMC Omnicom Group 3.4 19% 17% 1.31
 
 
 
 
53% 95.2 2.7% 16.9
OGS ONE Gas 30.3 72% 48% 1.56
 
 
 
 
89% 29.9 2.4% 24.9
OKE ONEOK 5.0 22% 82% 3.16
 
 
 
 
47% 164.8 4.9% 30.5
OKS ONEOK Partners 10.6 60% 63% 3.12
 
 
 
 
64% 80.0 6.3% 21.7
ORCL Oracle 0.8 7% 14% 1.56
 
 
 
 
92% 863.2 1.5% 23.1
OA Orbital ATK -0.1 -1% 32% 3.26
 
 
 
 
79% 26.9 1.3% 20.2
OSK Oshkosh 0.3 1% 63% 2.57
 
 
 
 
73% 39.0 1.3% 24.1
OC Owens Corning 18.4 62% 47% 1.94
 
 
 
 
94% 38.6 1.2% 17.4
PKG Packaging of America 13.6 41% 57% 2.05
 
 
 
 
98% 126.3 2.3% 22.6
PH Parker Hannifin 10.8 39% 37% 1.75
 
 
 
 
84% 132.1 1.7% 22.8
PBF PBF Energy -6.0 -45% 55% 3.40
 
 
 
 
34% 32.6 5.3% 13.1
PEB Pebblebrook Hotel Trust 7.1 40% 34% 2.17
 
 
 
 
96% 23.1 4.6% 48.4
PNR Pentair 1.4 10% 23% 1.98
 
 
 
 
74% 23.5 2.1% 23.8
PEP PepsiCo 9.2 49% 13% 1.03
 
 
 
 
88% 318.7 2.8% 25.0
PFE Pfizer -1.0 -5% 20% 1.34
 
 
 
 
52% 493.8 3.8% 28.5
PCG PG&E 20.1 62% 31% 1.36
 
 
 
 
74% 149.5 3.2% 18.3
PM Philip Morris International 6.8 18% 33% 1.28
 
 
 
 
85% 411.2 3.5% 26.1
PSX Phillips 66 -3.6 -22% 26% 1.95
 
 
 
 
45% 130.9 3.5% 25.0
DOC Physicians Realty Trust 11.0 29% 43% 1.57
 
 
 
 
90% 30.0 4.3% 97.8
PF Pinnacle Foods 31.2 74% 49% 1.57
 
 
 
 
76% 113.3 1.9% 34.7
PNW Pinnacle West Capital 29.0 67% 40% 1.33
 
 
 
 
88% 41.8 3.0% 21.2
PAA Plains All American Pipeline 0.5 5% 45% 3.50
 
 
 
 
15% 82.0 8.9% 26.9
PNC PNC Financial Services Group 11.6 37% 37% 1.58
 
 
 
 
80% 222.3 1.8% 16.0
PII Polaris Industries -6.3 -65% 21% 2.36
 
 
 
 
72% 50.0 2.6% 36.2
POR Portland General Electric 14.9 55% 26% 1.38
 
 
 
 
80% 31.6 2.9% 20.2
POT Potash of Saskatchewan -2.9 -57% 11% 2.34
 
 
 
 
25% 59.0 2.4% 25.6
PPG PPG Industries -10.2 -59% 21% 1.61
 
 
 
 
87% 101.6 1.5% 65.9
PPL PPL 9.0 33% 26% 1.36
 
 
 
 
85% 108.6 4.1% 14.6
PX Praxair 1.9 17% 10% 1.31
 
 
 
 
80% 102.1 2.4% 24.8
PFG Principal Financial Group 15.6 60% 39% 1.89
 
 
 
 
90% 52.0 2.9% 14.3
PG Procter&Gamble 8.2 33% 18% 1.08
 
 
 
 
69% 439.8 3.1% 25.2
PGR Progressive Corp 34.0 75% 37% 1.21
 
 
 
 
97% 115.3 1.5% 21.7
PLD Prologis 1.8 6% 34% 1.52
 
 
 
 
94% 319.1 3.0% 26.2
PB Prosperity Bancshares -1.6 -7% 44% 2.24
 
 
 
 
53% 57.5 2.2% 15.9
PRU Prudential Financial 0.2 1% 40% 1.97
 
 
 
 
79% 171.7 2.9% 10.6
PEG Public Service Enterprise Group -2.6 -13% 21% 1.51
 
 
 
 
58% 150.3 3.9% 41.9
PSA Public Storage 13.2 35% 38% 1.43
 
 
 
 
16% 160.3 3.8% 29.9
PHM PulteGroup -3.3 -17% 34% 2.10
 
 
 
 
91% 119.4 1.5% 13.2
DGX Quest Diagnostics 19.1 48% 44% 1.54
 
 
 
 
96% 106.3 1.6% 22.0
RL Ralph Lauren Cl A -4.5 -70% 16% 2.49
 
 
 
 
14% 82.0 2.7% 0.0
RJF Raymond James Financial 1.9 6% 48% 1.93
 
 
 
 
91% 49.3 1.1% 20.5
RTN Raytheon 25.6 70% 35% 1.37
 
 
 
 
88% 159.3 2.0% 20.8
RLGY Realogy Holdings 5.4 37% 28% 2.17
 
 
 
 
98% 33.3 1.1% 20.5
O Realty Income 6.3 16% 43% 1.54
 
 
 
 
17% 101.1 4.5% 49.1
RGC Regal Entertainment Group Cl A 3.0 18% 23% 1.75
 
 
 
 
11% 23.1 4.3% 18.1
REG Regency Centers 13.2 42% 32% 1.45
 
 
 
 
14% 63.6 3.4% 181.8
RF Regions Financial -1.7 -6% 55% 2.20
 
 
 
 
75% 318.6 2.0% 15.6
RGA Reinsurance Group of America 18.2 48% 36% 1.37
 
 
 
 
86% 20.2 1.3% 10.7
RS Reliance Steel&Aluminum 2.4 11% 39% 2.08
 
 
 
 
24% 32.8 2.5% 16.0
RSG Republic Services 32.4 76% 30% 1.06
 
 
 
 
92% 47.0 2.0% 34.2
RMD ResMed 16.3 55% 45% 1.88
 
 
 
 
89% 25.8 1.7% 33.6
RAI Reynolds American 44.9 75% 67% 1.54
 
 
 
 
90% 293.9 3.1% 28.3
RIO Rio Tinto ADR 2.0 14% 42% 2.80
 
 
 
 
62% 228.3 6.3% 16.6
RLJ RLJ Lodging Trust -4.2 -27% 25% 1.95
 
 
 
 
31% 39.8 6.3% 17.3
RHI Robert Half International 8.1 40% 33% 1.98
 
 
 
 
79% 27.0 2.0% 17.9
ROK Rockwell Automation 7.8 29% 37% 1.76
 
 
 
 
89% 81.3 1.9% 26.6
COL Rockwell Collins 5.0 17% 29% 1.40
 
 
 
 
81% 124.5 1.3% 18.5
RCI Rogers Communications Cl B 5.4 23% 25% 1.46
 
 
 
 
96% 30.1 3.0% 27.4
ROL Rollins Inc. 38.5 72% 56% 1.45
 
 
 
 
84% 22.9 1.1% 51.5
RY Royal Bank of Canada 7.6 31% 25% 1.44
 
 
 
 
75% 101.4 3.6% 9.7
RCL Royal Caribbean Cruises 20.9 64% 83% 2.57
 
 
 
 
87% 132.7 1.8% 16.8
RDSB Royal Dutch Shell ADR B 1.7 16% 19% 2.10
 
 
 
 
52% 131.5 6.9% 31.0
RDSA Royal Dutch Shell ADR Cl A 0.8 13% 11% 2.01
 
 
 
 
68% 173.2 7.1% 30.1
RES RPC -0.2 -2% 68% 3.62
 
 
 
 
61% 42.1 1.0% 0.0
RPM RPM International 2.6 13% 22% 1.53
 
 
 
 
76% 74.9 2.2% 35.8
R Ryder System 1.6 13% 27% 2.35
 
 
 
 
42% 39.8 2.5% 15.2
SNY Sanofi ADR -4.8 -33% 20% 1.77
 
 
 
 
93% 30.2 3.3% 24.6
SAP SAP ADR 5.8 20% 33% 1.56
 
 
 
 
93% 58.6 1.3% 32.6
SCG Scana 13.3 35% 38% 1.43
 
 
 
 
37% 34.7 3.6% 16.7
SLB Schlumberger -3.8 -49% 12% 1.88
 
 
 
 
1% 418.5 3.1% 0.0
SAIC Science Applications International 11.6 32% 67% 2.12
 
 
 
 
41% 32.4 1.8% 19.2
SMG Scotts Miracle-Gro 14.3 34% 46% 1.51
 
 
 
 
68% 28.9 2.3% 37.9
SEE Sealed Air 11.2 39% 44% 1.90
 
 
 
 
37% 70.6 1.4% 26.1
SEAS SeaWorld Entertainment -11.7 -74% 46% 2.76
 
 
 
 
47% 29.3 2.6% 130.5
SEMG Semgroup Cl A -2.8 -22% 80% 4.20
 
 
 
 
18% 75.0 6.8% 438.3
SRE Sempra Energy -0.3 -2% 15% 1.40
 
 
 
 
83% 226.1 2.9% 19.7
SCI Service International 21.6 52% 44% 1.48
 
 
 
 
94% 30.6 1.8% 20.8
SJR Shaw Communications Cl B NV 2.8 26% 11% 1.42
 
 
 
 
97% 24.0 3.9% 24.5
SIG Signet Jewelers 0.2 2% 30% 2.53
 
 
 
 
31% 151.8 2.0% 10.1
SPG Simon Property Group 6.7 31% 21% 1.41
 
 
 
 
15% 291.5 4.3% 28.8
SIX Six Flags Entertainment 8.9 23% 51% 1.73
 
 
 
 
73% 51.1 4.2% 54.0
SLG SL Green Realty -14.3 -77% 22% 1.63
 
 
 
 
45% 68.0 2.9% 48.1
SNA Snap-On 3.6 12% 34% 1.54
 
 
 
 
27% 66.7 1.8% 16.4
SQM Sociedad Quimica y Minera De Chile 18.1 73% 75% 2.84
 
 
 
 
70% 21.9 2.4% 26.6
SO Southern 6.7 25% 21% 1.17
 
 
 
 
38% 200.0 4.7% 18.5
SCCO Southern Copper 2.4 13% 42% 2.40
 
 
 
 
65% 23.6 1.4% 29.1
SWX Southwest Gas Holdings 12.9 30% 46% 1.48
 
 
 
 
40% 25.8 2.7% 24.0
SEP Spectra Energy Partners -3.3 -38% 14% 1.96
 
 
 
 
34% 23.9 6.5% 15.5
SPB Spectrum Brands Holdings 18.0 50% 43% 1.61
 
 
 
 
36% 49.4 1.4% 23.4
SPGI S&P Global 18.6 47% 49% 1.65
 
 
 
 
91% 117.4 1.1% 17.4
SRC Spirit Realty Capital 0.7 4% 31% 2.05
 
 
 
 
13% 75.4 9.5% 125.0
SWK Stanley Black&Decker 15.9 51% 32% 1.44
 
 
 
 
91% 150.2 1.7% 18.0
STWD Starwood Property Trust 1.7 8% 17% 1.23
 
 
 
 
81% 49.2 8.4% 12.7
STT State Street 8.0 36% 35% 1.93
 
 
 
 
95% 102.7 1.7% 16.5
STO Statoil ADR 2.4 22% 28% 2.61
 
 
 
 
37% 29.4 5.3% 0.0
SCS Steelcase 2.2 16% 31% 2.44
 
 
 
 
26% 28.0 3.6% 14.0
STE Steris 8.9 35% 32% 1.67
 
 
 
 
90% 43.6 1.4% 63.7
STL Sterling Bancorp 23.1 62% 58% 1.90
 
 
 
 
72% 24.5 1.2% 19.3
STM STMicroelectronics 15.3 42% 109% 2.82
 
 
 
 
75% 72.4 1.7% 56.1
SYK Stryker 23.1 64% 33% 1.33
 
 
 
 
85% 110.1 1.2% 31.3
SUI Sun Communities 29.2 69% 45% 1.47
 
 
 
 
87% 45.2 3.0% 211.0
SU Suncor Energy -2.0 -19% 24% 2.37
 
 
 
 
43% 129.8 3.3% 32.1
SLF Sun Life Financial -4.6 -23% 27% 1.76
 
 
 
 
38% 26.1 3.7% 8.5
SHO Sunstone Hotel Investors 3.4 16% 33% 1.89
 
 
 
 
96% 36.8 1.2% 20.1
STI SunTrust Banks 3.0 11% 42% 1.89
 
 
 
 
72% 157.7 1.9% 15.1
SPN Superior Energy Services -6.0 -70% 58% 4.38
 
 
 
 
9% 49.0 3.2% 0.0
SNV Synovus Financial 17.3 53% 47% 1.81
 
 
 
 
90% 30.7 1.4% 20.7
SYY Sysco 23.7 70% 32% 1.35
 
 
 
 
21% 183.5 2.7% 25.9
TAHO Tahoe Resources -3.1 -29% 67% 4.22
 
 
 
 
15% 22.4 2.8% 13.4
TSM Taiwan Semiconductor Manufacturing 19.7 62% 45% 1.81
 
 
 
 
85% 278.6 3.3% 16.1
SKT Tanger Factory Outlet Centers -7.7 -38% 21% 1.44
 
 
 
 
11% 76.5 5.2% 13.6
TRGP Targa Resources 0.2 2% 93% 4.16
 
 
 
 
31% 143.0 8.4% 0.0
TGT Target 2.7 10% 38% 1.76
 
 
 
 
11% 311.8 4.8% 10.6
TCO Taubman Centers -0.1 -1% 14% 1.50
 
 
 
 
10% 20.2 4.2% 36.4
TECK Teck Resources Cl B 2.1 11% 198% 5.36
 
 
 
 
23% 66.2 1.8% 6.4
TEL TE Connectivity 4.2 17% 29% 1.60
 
 
 
 
89% 80.7 2.1% 13.5
TGNA TEGNA 1.3 11% 33% 2.71
 
 
 
 
59% 39.3 1.9% 7.9
TDS Telephone&Data Systems -8.1 -50% 30% 2.16
 
 
 
 
46% 21.8 2.2% 43.6
TS Tenaris ADR 1.1 8% 37% 2.55
 
 
 
 
39% 47.3 3.8% 117.9
TEN Tenneco -5.4 -36% 36% 2.51
 
 
 
 
39% 32.2 1.8% 8.3
TSO Tesoro 8.6 33% 68% 2.63
 
 
 
 
96% 177.4 2.4% 15.7
TLLP Tesoro Logistics -3.0 -41% 21% 2.77
 
 
 
 
35% 20.7 7.7% 28.0
TEVA Teva Pharmaceutical Industries ADR 0.9 8% 21% 2.22
 
 
 
 
16% 166.5 4.2% 251.6
TRI Thomson Reuters 10.0 54% 16% 1.29
 
 
 
 
94% 99.4 3.0% 23.1
THO Thor Industries 12.8 33% 63% 1.98
 
 
 
 
85% 45.9 1.2% 16.8
TIF Tiffany& -3.7 -19% 33% 2.01
 
 
 
 
91% 171.0 2.1% 26.0
TIME Time Inc. -14.3 -103% 36% 2.62
 
 
 
 
24% 46.1 1.2% 0.0
TWX Time Warner 12.1 47% 39% 1.88
 
 
 
 
96% 155.5 1.6% 19.0
TKR Timken 8.6 40% 39% 2.12
 
 
 
 
64% 49.4 2.5% 26.9
TJX TJX 10.5 39% 30% 1.54
 
 
 
 
11% 247.0 1.8% 19.9
TD Toronto-Dominion Bank 3.1 15% 21% 1.38
 
 
 
 
62% 56.9 3.6% 9.8
TOT Total ADR -1.9 -54% 6% 2.01
 
 
 
 
52% 55.2 5.5% 16.5
TRP TransCanada 9.8 38% 38% 1.84
 
 
 
 
70% 51.9 3.8% 72.2
TRV Travelers Cos. 4.6 20% 18% 1.20
 
 
 
 
92% 127.6 2.3% 12.6
TRN Trinity Industries -0.4 -4% 47% 3.25
 
 
 
 
78% 42.5 1.9% 14.3
TSE Trinseo 16.3 36% 145% 2.95
 
 
 
 
74% 30.7 1.9% 8.3
TUP Tupperware Brands 3.2 20% 34% 2.34
 
 
 
 
77% 23.8 3.9% 15.5
TWO Two Harbors Investment 7.5 29% 21% 1.22
 
 
 
 
87% 44.0 10.2% 6.9
TSN Tyson Foods Cl A 12.5 36% 61% 2.05
 
 
 
 
28% 130.8 1.5% 12.7
UDR UDR 13.5 58% 25% 1.46
 
 
 
 
81% 52.5 3.2% 134.8
UGI UGI 7.8 24% 34% 1.47
 
 
 
 
75% 28.1 2.0% 18.8
UL Unilever ADR 3.7 16% 26% 1.57
 
 
 
 
90% 80.8 2.8% 27.3
UN Unilever ADR -1.5 -6% 31% 1.64
 
 
 
 
92% 152.7 2.7% 27.9
UNP Union Pacific 10.7 49% 30% 1.77
 
 
 
 
76% 334.0 2.3% 20.5
UNH UnitedHealth Group 33.6 72% 55% 1.59
 
 
 
 
93% 484.2 1.6% 23.0
UPS United Parcel Service Cl B -5.5 -34% 14% 1.25
 
 
 
 
41% 229.4 3.0% 28.0
UTX United Technologies 2.6 14% 17% 1.29
 
 
 
 
94% 200.5 2.3% 19.0
UNM Unum Group -0.5 -2% 40% 1.82
 
 
 
 
77% 29.8 1.8% 11.2
USB U.S. Bancorp 2.8 15% 19% 1.43
 
 
 
 
71% 250.3 2.2% 15.5
MTN Vail Resorts 42.2 75% 73% 1.70
 
 
 
 
88% 44.6 2.1% 45.4
VALE Vale ADR 3.1 18% 131% 4.70
 
 
 
 
54% 307.8 6.7% 9.4
VLO Valero Energy -2.4 -10% 52% 2.28
 
 
 
 
81% 355.3 4.2% 14.7
VTR Ventas -3.7 -12% 38% 1.63
 
 
 
 
73% 118.5 4.4% 43.1
VER VEREIT -5.3 -40% 26% 2.25
 
 
 
 
21% 71.5 6.7% 0.0
VZ Verizon Communications -5.2 -27% 15% 1.18
 
 
 
 
3% 852.4 5.2% 15.0
VFC VF -1.0 -9% 16% 1.79
 
 
 
 
51% 75.4 3.0% 20.2
VSH Vishay Intertechnology 5.9 31% 31% 1.97
 
 
 
 
81% 20.1 1.5% 44.6
VNO Vornado Realty Trust -12.7 -69% 18% 1.41
 
 
 
 
30% 69.7 3.0% 18.1
WMT Wal-Mart Stores 5.3 23% 24% 1.42
 
 
 
 
71% 483.8 2.7% 17.2
DIS Walt Disney 6.6 19% 34% 1.40
 
 
 
 
59% 575.8 1.5% 18.4
WPG Washington Prime Group 0.6 5% 28% 2.23
 
 
 
 
16% 22.0 11.9% 28.1
WM Waste Management 31.9 63% 36% 1.06
 
 
 
 
89% 74.2 2.3% 26.7
WSO Watsco 9.7 29% 39% 1.58
 
 
 
 
73% 39.3 2.8% 29.8
WBS Webster Financial 18.2 53% 57% 2.00
 
 
 
 
73% 49.1 2.1% 22.1
WEC WEC Energy Group 7.5 20% 36% 1.38
 
 
 
 
72% 81.8 3.3% 21.0
WRI Weingarten Realty Investors 1.8 9% 21% 1.47
 
 
 
 
8% 22.5 5.1% 42.3
WFC Wells Fargo -1.4 -9% 18% 1.56
 
 
 
 
58% 702.0 2.9% 13.3
HCN Welltower -2.2 -8% 35% 1.61
 
 
 
 
82% 109.7 4.6% 48.7
WR Westar Energy 25.3 50% 47% 1.33
 
 
 
 
43% 24.1 3.0% 22.4
WES Western Gas Partners -0.3 -2% 45% 2.82
 
 
 
 
37% 27.2 6.5% 33.2
WU Western Union 8.0 37% 28% 1.69
 
 
 
 
14% 39.4 3.7% 41.0
WLK Westlake Chemical -0.9 -6% 44% 2.67
 
 
 
 
83% 46.4 1.2% 19.9
WY Weyerhaeuser -4.9 -27% 22% 1.65
 
 
 
 
69% 120.7 3.8% 23.5
WHR Whirlpool 3.4 12% 52% 2.11
 
 
 
 
75% 112.7 2.3% 16.2
WMB Williams -1.2 -11% 73% 4.41
 
 
 
 
73% 195.8 4.1% 0.0
WPZ Williams Partners 2.0 13% 78% 3.73
 
 
 
 
60% 52.7 6.2% 45.3
WSM Williams-Sonoma -4.3 -35% 23% 2.15
 
 
 
 
23% 64.6 3.2% 14.1
WPC W. P. Carey -0.9 -4% 19% 1.34
 
 
 
 
68% 24.5 5.9% 36.9
GWW W.W. Grainger -10.7 -93% 14% 1.64
 
 
 
 
7% 114.2 2.9% 17.9
WYN Wyndham Worldwide 15.1 59% 36% 1.80
 
 
 
 
93% 141.2 2.3% 17.0
XEL Xcel Energy 19.3 52% 34% 1.30
 
 
 
 
86% 154.6 3.1% 21.3
XRX Xerox -3.3 -65% 10% 2.26
 
 
 
 
20% 114.8 3.5% 0.0
XL XL Group 15.0 71% 20% 1.36
 
 
 
 
97% 72.4 2.0% 0.0
XYL Xylem 0.3 1% 34% 1.55
 
 
 
 
96% 67.2 1.3% 39.4
YUM Yum! Brands 12.3 55% 34% 1.88
 
 
 
 
92% 102.1 1.6% 19.2
FOXA 21st Century Fox Cl A -6.0 -52% 16% 1.79
 
 
 
 
46% 238.6 1.3% 16.9
FOX 21st Century Fox Cl B -5.1 -55% 13% 1.76
 
 
 
 
41% 80.7 1.3% 16.7
AGNC AGNC Investment 5.1 25% 16% 1.14
 
 
 
 
87% 125.0 10.0% 5.0
DOX Amdocs 14.8 58% 21% 1.23
 
 
 
 
81% 28.7 1.4% 23.3
AMGN Amgen 0.5 2% 39% 1.94
 
 
 
 
74% 491.2 2.7% 16.2
AFSI AmTrust Financial Services 0.3 2% 46% 3.03
 
 
 
 
19% 27.4 4.6% 7.2
ADI Analog Devices 7.0 24% 49% 2.03
 
 
 
 
67% 312.0 2.3% 26.7
AAPL Apple 26.7 67% 56% 1.78
 
 
 
 
80% 3490.2 1.8% 16.8
ADP Automatic Data Processing 11.4 36% 29% 1.34
 
 
 
 
79% 278.6 2.3% 26.2
OZRK Bank of The Ozarks 7.5 23% 67% 2.29
 
 
 
 
52% 65.9 1.5% 16.8
BBBY Bed Bath&Beyond 1.7 17% 17% 1.95
 
 
 
 
8% 176.7 2.0% 7.1
TECH Bio-Techne 7.6 34% 26% 1.60
 
 
 
 
95% 30.8 1.1% 63.2
BLMN Bloomin' Brands -11.7 -66% 41% 2.44
 
 
 
 
84% 28.2 1.5% 45.0
AVGO Broadcom 34.6 86% 105% 2.63
 
 
 
 
81% 744.9 1.7% 0.0
BRCD Brocade Communications Systems 14.4 64% 55% 2.52
 
 
 
 
98% 40.0 1.7% 90.2
BRKS Brooks Automation 37.7 87% 103% 2.47
 
 
 
 
65% 27.7 1.7% 34.9
CA CA 1.8 11% 20% 1.62
 
 
 
 
71% 132.4 3.0% 18.8
CCMP Cabot Microelectronics 17.1 43% 56% 1.81
 
 
 
 
80% 23.4 1.1% 23.2
CBOE CBOE Holdings 19.8 41% 48% 1.40
 
 
 
 
99% 75.5 1.1% 49.2
CDW CDW 24.0 60% 52% 1.72
 
 
 
 
87% 61.9 1.0% 25.8
CAKE Cheesecake Factory 5.6 23% 32% 1.73
 
 
 
 
17% 55.5 1.9% 17.7
PLCE Children's Place 20.0 57% 86% 2.52
 
 
 
 
55% 29.6 1.6% 16.6
CHRW C.H. Robinson Worldwide -2.9 -13% 25% 1.58
 
 
 
 
11% 59.5 2.7% 18.6
CINF Cincinnati Financial 21.5 52% 36% 1.26
 
 
 
 
33% 25.7 2.8% 19.8
CTAS Cintas 30.0 64% 48% 1.43
 
 
 
 
86% 71.9 1.1% 27.0
CSCO Cisco Systems -1.8 -7% 29% 1.57
 
 
 
 
60% 724.6 3.7% 16.0
CME CME Group Cl A 29.0 70% 45% 1.50
 
 
 
 
91% 147.8 2.1% 27.0
CMCSA Comcast Cl A 14.0 61% 23% 1.40
 
 
 
 
76% 874.7 1.6% 20.9
COST Costco Wholesale 27.7 70% 36% 1.32
 
 
 
 
42% 842.3 1.3% 27.6
CBRL Cracker Barrel Old Country Store 18.8 40% 61% 1.70
 
 
 
 
81% 42.3 2.9% 20.2
CSX CSX 33.7 97% 68% 2.21
 
 
 
 
94% 404.6 1.5% 29.1
CY Cypress Semiconductor 5.6 22% 77% 2.82
 
 
 
 
70% 131.2 3.3% 0.0
CONE CyrusOne 24.7 47% 78% 1.87
 
 
 
 
90% 31.3 2.9% 0.0
DNKN Dunkin' Brands Group -1.1 -5% 34% 1.78
 
 
 
 
71% 37.0 2.4% 24.5
EWBC East West Bancorp 11.7 35% 61% 2.12
 
 
 
 
90% 42.1 1.4% 16.9
EQIX Equinix 36.6 78% 63% 1.73
 
 
 
 
90% 173.3 1.8% 157.6
ERIC Ericsson ADR 0.5 8% 14% 2.29
 
 
 
 
77% 24.2 1.6% 0.0
EXPD Expeditors International of Washing 4.6 32% 14% 1.43
 
 
 
 
82% 46.4 1.5% 23.8
FAST Fastenal -10.2 -54% 27% 1.81
 
 
 
 
29% 99.3 3.0% 24.1
FITB Fifth Third Bancorp -3.3 -13% 43% 2.01
 
 
 
 
69% 133.0 2.2% 13.2
FINL Finish Line Cl A -13.7 -148% 33% 3.12
 
 
 
 
15% 26.5 3.1% 44.7
FLIR Flir Systems 6.6 51% 17% 1.77
 
 
 
 
63% 26.1 1.7% 23.0
FTR Frontier Communications -4.5 -49% 38% 3.37
 
 
 
 
2% 27.9 13.7% 0.0
GLPI Gaming&Leisure Properties -1.3 -3% 46% 1.50
 
 
 
 
93% 54.0 6.5% 22.2
GRMN Garmin 6.5 41% 30% 2.14
 
 
 
 
66% 36.0 4.0% 14.5
GNTX Gentex -0.1 0% 37% 1.74
 
 
 
 
50% 29.1 2.2% 14.6
GILD Gilead Sciences 10.4 59% 33% 2.16
 
 
 
 
27% 747.0 2.9% 7.5
GT Goodyear Tire&Rubber -6.6 -29% 43% 2.20
 
 
 
 
78% 107.9 1.2% 7.3
HBHC Hancock Holding 7.3 26% 59% 2.31
 
 
 
 
78% 21.3 2.1% 19.5
HAS Hasbro 25.4 63% 64% 1.93
 
 
 
 
92% 83.6 2.1% 24.5
MLHR Herman Miller -13.6 -86% 26% 1.97
 
 
 
 
35% 21.0 2.2% 14.0
HIMX Himax Technologies ADR -8.1 -47% 100% 4.05
 
 
 
 
52% 26.1 1.6% 34.8
HBAN Huntington Bancshares 6.1 23% 43% 1.98
 
 
 
 
72% 135.8 2.5% 19.3
IBKC IBERIABANK 4.1 16% 44% 1.99
 
 
 
 
65% 31.9 1.8% 18.2
ILG ILG 19.6 68% 60% 2.30
 
 
 
 
91% 22.3 2.2% 10.3
INTC Intel 1.7 7% 34% 1.74
 
 
 
 
37% 888.9 3.2% 14.6
IBKR Interactive Brokers Group 13.8 42% 57% 2.05
 
 
 
 
69% 22.0 1.1% 33.8
INTU Intuit 16.7 67% 32% 1.70
 
 
 
 
79% 205.2 1.0% 38.9
ISBC Investors Bancorp 7.5 28% 27% 1.41
 
 
 
 
55% 40.1 2.4% 20.5
JCOM j2 Global 14.9 52% 56% 2.20
 
 
 
 
83% 25.4 1.7% 28.4
JKHY Jack Henry&Associates 28.5 70% 33% 1.19
 
 
 
 
94% 26.5 1.2% 31.1
JACK Jack in the Box 17.5 48% 76% 2.29
 
 
 
 
53% 37.0 1.6% 24.5
JBHT J.B. Hunt Transport Services -3.9 -15% 28% 1.51
 
 
 
 
44% 70.3 1.1% 22.7
KLAC KLA-Tencor 25.8 62% 67% 1.97
 
 
 
 
63% 121.3 2.3% 15.7
LAMR Lamar Advertising Cl A 14.9 46% 34% 1.45
 
 
 
 
75% 37.4 4.5% 25.1
LRCX Lam Research 27.1 66% 72% 2.06
 
 
 
 
74% 468.9 1.2% 18.5
LECO Lincoln Electric Holdings 14.5 56% 37% 1.81
 
 
 
 
84% 32.8 1.5% 30.5
MAR Marriott International 24.6 76% 45% 1.78
 
 
 
 
81% 258.7 1.3% 36.3
MRVL Marvell Technology Group 13.7 60% 61% 2.66
 
 
 
 
85% 129.8 1.4% 62.1
MAT Mattel 3.2 21% 33% 2.36
 
 
 
 
8% 116.4 2.9% 26.1
MXIM Maxim Integrated Products 6.9 28% 39% 1.96
 
 
 
 
68% 72.8 3.0% 25.7
MLCO Melco Resorts&Entertainment ADR 9.0 74% 50% 3.34
 
 
 
 
90% 70.2 1.6% 46.1
MEOH Methanex -4.3 -26% 63% 3.27
 
 
 
 
58% 29.3 2.8% 27.5
MCHP Microchip Technology 7.8 24% 52% 1.96
 
 
 
 
77% 193.0 1.8% 124.0
MSFT Microsoft 16.5 50% 45% 1.76
 
 
 
 
85% 1703.2 2.3% 30.6
MDLZ Mondelez International Cl A -1.7 -9% 24% 1.72
 
 
 
 
52% 470.5 1.7% 39.7
MNRO Monro Muffler Brake 4.1 24% 27% 1.94
 
 
 
 
10% 35.8 1.6% 24.6
NDAQ Nasdaq 28.0 63% 46% 1.44
 
 
 
 
83% 40.1 2.2% 85.2
NATI National Instruments 6.6 39% 19% 1.54
 
 
 
 
95% 68.7 2.1% 53.8
NAVI Navient 3.4 17% 51% 2.56
 
 
 
 
78% 29.0 3.9% 8.7
NTAP NetApp 5.8 20% 54% 2.12
 
 
 
 
83% 104.1 2.0% 21.9
NTES Netease ADR 32.7 72% 140% 2.87
 
 
 
 
85% 380.7 1.4% 21.4
NXST Nexstar Media Group Cl A -5.6 -25% 59% 2.64
 
 
 
 
50% 28.2 2.0% 25.4
NTRS Northern Trust 9.3 35% 37% 1.77
 
 
 
 
99% 112.5 1.6% 21.8
PCAR Paccar 2.3 12% 28% 1.82
 
 
 
 
66% 83.6 1.6% 15.5
PACW PacWest Bancorp 1.2 5% 40% 2.05
 
 
 
 
47% 46.6 4.3% 16.4
PZZA Papa John's International 13.6 29% 86% 2.13
 
 
 
 
32% 33.6 1.1% 26.0
PDCO Patterson 3.1 17% 23% 1.67
 
 
 
 
82% 21.1 2.2% 26.6
PAYX Paychex 12.4 36% 30% 1.27
 
 
 
 
57% 191.8 3.1% 26.5
PBCT People's United Financial 3.0 13% 25% 1.47
 
 
 
 
55% 55.3 4.0% 18.6
POOL Pool 33.0 68% 52% 1.50
 
 
 
 
85% 29.1 1.3% 33.0
PCH Potlatch REIT 10.4 40% 35% 1.73
 
 
 
 
81% 23.6 3.3% 67.9
QCOM Qualcomm 0.9 7% 24% 2.16
 
 
 
 
21% 371.9 4.1% 18.5
GOLD Randgold Resources ADR -7.5 -35% 69% 2.95
 
 
 
 
36% 47.8 1.1% 34.4
ROST Ross Stores 24.0 54% 61% 1.77
 
 
 
 
13% 144.3 1.1% 19.4
RGLD Royal Gold 1.9 9% 86% 3.40
 
 
 
 
64% 43.8 1.2% 49.8
SBRA Sabra Healthcare REIT 2.0 8% 45% 2.15
 
 
 
 
52% 25.8 7.0% 17.0
SABR Sabre 3.4 12% 44% 1.95
 
 
 
 
21% 195.1 2.5% 29.4
SCHN Schnitzer Steel Industries -0.3 -2% 73% 3.38
 
 
 
 
49% 20.5 3.3% 14.9
SNI Scripps Networks Interactive Cl A -0.2 -2% 22% 1.86
 
 
 
 
38% 84.1 1.8% 15.3
STX Seagate Technology 5.9 32% 72% 3.27
 
 
 
 
61% 345.9 6.4% 16.3
SNH Senior Housing Properties Trust -1.2 -4% 43% 1.65
 
 
 
 
64% 25.3 7.3% 36.5
SIMO Silicon Motion Technology ADR 18.7 55% 127% 3.20
 
 
 
 
66% 22.6 1.6% 15.9
SBGI Sinclair Broadcast Group Cl A -7.7 -35% 49% 2.40
 
 
 
 
47% 41.2 2.2% 11.0
SWKS Skyworks Solutions 17.5 50% 110% 2.91
 
 
 
 
74% 275.0 1.1% 20.1
SLM SLM 11.2 36% 68% 2.39
 
 
 
 
76% 40.7 1.9% 19.3
LNCE Snyders-Lance 2.7 12% 37% 1.98
 
 
 
 
39% 20.5 1.8% 40.6
SONC Sonic 4.9 23% 56% 2.61
 
 
 
 
68% 28.3 2.1% 18.1
SPLS Staples 6.5 33% 51% 2.59
 
 
 
 
64% 36.2 5.2% 0.0
SBUX Starbucks 26.2 67% 43% 1.51
 
 
 
 
58% 323.0 1.7% 29.3
STLD Steel Dynamics 1.2 4% 94% 2.68
 
 
 
 
60% 74.0 1.9% 15.7
SYMC Symantec 22.4 53% 58% 1.76
 
 
 
 
61% 186.0 1.1% 0.0
AMTD TD Ameritrade Holding 1.4 6% 44% 2.11
 
 
 
 
76% 157.5 1.7% 26.3
TXN Texas Instruments 16.4 46% 48% 1.75
 
 
 
 
70% 436.6 2.6% 20.9
TXRH Texas Roadhouse 11.4 32% 63% 2.07
 
 
 
 
94% 42.9 1.7% 31.9
TSCO Tractor Supply 2.3 11% 38% 2.07
 
 
 
 
4% 94.7 2.0% 16.6
TROW T. Rowe Price Group -2.1 -28% 8% 1.53
 
 
 
 
70% 56.1 3.1% 14.6
UMPQ Umpqua Holdings 0.4 3% 20% 1.81
 
 
 
 
74% 27.7 3.5% 17.4
VIAB Viacom Cl B -5.5 -94% 16% 2.66
 
 
 
 
15% 133.2 2.3% 11.7
VOD Vodafone Group ADR -9.3 -62% 19% 1.68
 
 
 
 
59% 101.0 7.8% 0.0
WBA Walgreens Boots Alliance -3.8 -19% 31% 1.89
 
 
 
 
16% 451.4 1.9% 19.8
WEN Wendy's Co 22.7 54% 66% 1.92
 
 
 
 
82% 50.7 1.8% 31.6
WDC Western Digital 17.5 76% 72% 2.89
 
 
 
 
94% 488.8 2.2% 0.0
WFM Whole Foods Market -3.8 -21% 43% 2.48
 
 
 
 
92% 272.0 1.7% 33.8
WLTW Willis Towers Watson 6.1 29% 21% 1.43
 
 
 
 
85% 97.9 1.5% 38.1
WYNN Wynn Resorts 9.4 68% 62% 3.53
 
 
 
 
93% 231.4 1.5% 51.6
XLNX Xilinx 3.5 15% 38% 1.96
 
 
 
 
86% 203.3 2.2% 28.2
BTI British American Tobacco ADR 2.5 11% 23% 1.43
 
 
 
 
80% 179.6 4.4% 10.3


Definition of Parameters:

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


Trend Quality

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


3-Yr Excess

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


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


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

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

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


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


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


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


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


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

For example:
•    http://sumgrowth.com/Data/SGSETFScreener-09-2013.csv for ETFs, and
•    http://sumgrowth.com/Data/SGSStockScreener-09-2013.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.