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: 608

8/22/2017 3:02:25 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 18% 0% 1.00
 
 
 
 
88% 4701.8 2.1% 14.0
MMM 3M 17.0 50% 28% 1.22
 
 
 
 
80% 253.7 2.3% 23.3
ABB ABB ADR 2.8 11% 28% 1.48
 
 
 
 
45% 21.6 3.4% 21.1
ABT Abbott Laboratories -3.2 -17% 23% 1.60
 
 
 
 
84% 174.7 2.2% 68.0
ABBV AbbVie 5.5 25% 38% 2.05
 
 
 
 
78% 247.1 3.5% 17.4
ANF Abercrombie&Fitch -4.8 -58% 43% 3.79
 
 
 
 
3% 32.2 8.6% 0.0
ACN Accenture Cl A 19.6 64% 32% 1.48
 
 
 
 
89% 162.2 1.9% 22.7
AEG Aegon ADR 1.0 8% 31% 2.59
 
 
 
 
86% 25.6 5.3% 15.9
AES AES -7.4 -56% 24% 2.11
 
 
 
 
23% 40.0 4.3% 0.0
AET Aetna 27.6 77% 54% 1.87
 
 
 
 
88% 184.9 1.3% 33.8
AFL AFLAC 2.2 10% 20% 1.24
 
 
 
 
86% 128.3 2.2% 12.0
APD Air Products&Chemicals -0.6 -5% 16% 1.54
 
 
 
 
75% 158.7 2.6% 27.9
ALK Alaska Air Group 11.4 29% 81% 2.26
 
 
 
 
37% 87.7 1.5% 12.7
ALB Albemarle 21.3 63% 74% 2.34
 
 
 
 
79% 71.8 1.1% 26.3
ARE Alexandria Real Estate Equities 2.8 8% 37% 1.45
 
 
 
 
87% 71.7 2.8% 303.5
AGN Allergan 7.5 40% 38% 2.25
 
 
 
 
53% 489.2 1.3% 7.9
LNT Alliant Energy 15.9 45% 34% 1.37
 
 
 
 
99% 35.5 3.0% 24.9
ALSN Allison Transmission Holdings 8.9 34% 32% 1.67
 
 
 
 
65% 65.2 1.7% 20.0
ALL Allstate 17.7 57% 26% 1.24
 
 
 
 
91% 172.3 1.6% 13.7
ALLY Ally Financial -2.9 -23% 22% 2.07
 
 
 
 
76% 33.5 2.2% 11.2
MO Altria Group 25.9 51% 45% 1.30
 
 
 
 
25% 319.0 3.8% 8.5
AMC AMC Entertainment Holding 3.8 18% 59% 2.73
 
 
 
 
4% 51.0 6.1% 0.0
AEE Ameren 15.9 48% 32% 1.37
 
 
 
 
96% 71.0 3.0% 20.7
ACC American Campus Communities 5.2 17% 31% 1.47
 
 
 
 
39% 21.3 3.7% 97.4
AEO American Eagle Outfitters 0.5 3% 56% 2.99
 
 
 
 
4% 106.0 4.7% 9.8
AEP American Electric Power 5.6 17% 30% 1.31
 
 
 
 
98% 129.5 3.3% 62.6
AXP American Express 5.4 36% 18% 1.62
 
 
 
 
91% 182.1 1.5% 17.4
AIG American International Group 2.9 14% 24% 1.54
 
 
 
 
39% 164.5 2.1% 0.0
AMT American Tower REIT 2.0 7% 29% 1.45
 
 
 
 
99% 205.9 1.8% 68.2
AWK American Water Works 21.5 49% 41% 1.34
 
 
 
 
94% 42.9 2.0% 31.0
AMP Ameriprise Financial 14.1 76% 32% 2.04
 
 
 
 
80% 105.0 2.4% 15.7
ABC AmerisourceBergen 3.7 13% 41% 1.82
 
 
 
 
33% 107.4 1.9% 20.3
AU AngloGold Ashanti ADR 0.6 4% 118% 4.68
 
 
 
 
9% 30.2 3.9% 63.2
BUD Anheuser-Busch InBev ADR -5.5 -36% 19% 1.63
 
 
 
 
49% 112.7 3.8% 58.7
NLY Annaly Capital Management 18.3 51% 27% 1.14
 
 
 
 
87% 101.5 9.7% 4.3
ANTM Anthem 17.7 44% 57% 1.81
 
 
 
 
98% 191.4 1.5% 18.3
AON Aon 13.9 40% 30% 1.26
 
 
 
 
90% 153.8 1.0% 34.6
AOS A.O. Smith 35.8 75% 65% 1.77
 
 
 
 
71% 31.8 1.0% 27.3
APA Apache -0.4 -3% 47% 3.22
 
 
 
 
2% 157.4 2.5% 0.0
AIV Apartment Investment&Management 5.2 25% 23% 1.55
 
 
 
 
70% 45.8 3.2% 251.4
APO Apollo Global Management Cl A 16.4 53% 57% 2.14
 
 
 
 
87% 37.4 7.2% 11.3
ARMK Aramark 10.4 42% 28% 1.54
 
 
 
 
70% 30.3 1.1% 28.5
ADM Archer Daniels Midland -8.8 -65% 21% 1.91
 
 
 
 
17% 106.9 3.1% 17.5
AJG Arthur J. Gallagher 6.6 26% 20% 1.17
 
 
 
 
88% 30.5 2.7% 23.4
AIZ Assurant 21.2 65% 41% 1.67
 
 
 
 
73% 21.5 2.1% 13.1
AZN AstraZeneca ADR -12.9 -87% 23% 1.88
 
 
 
 
34% 87.7 3.1% 20.3
ATO Atmos Energy 19.1 43% 42% 1.35
 
 
 
 
95% 24.3 2.1% 23.6
T AT&T 2.5 9% 22% 1.14
 
 
 
 
25% 638.9 5.2% 17.7
ATW Atwood Oceanics -2.8 -39% 73% 5.44
 
 
 
 
2% 23.3 4.9% 0.0
AVB Avalonbay Communities 10.4 50% 20% 1.38
 
 
 
 
78% 113.9 3.0% 26.2
AVY Avery Dennison 26.9 61% 51% 1.58
 
 
 
 
86% 35.1 1.9% 21.8
AVT Avnet -7.7 -70% 15% 1.79
 
 
 
 
2% 37.4 2.0% 15.3
BLL Ball 0.8 4% 22% 1.70
 
 
 
 
53% 88.4 1.0% 77.6
SAN Banco Santander ADR 9.7 68% 38% 2.65
 
 
 
 
81% 23.5 4.4% 13.0
BAC Bank of America 8.3 24% 61% 2.08
 
 
 
 
78% 1537.0 2.1% 13.9
BK Bank of New York Mellon 4.3 19% 29% 1.68
 
 
 
 
85% 191.7 1.8% 15.4
BNS Bank of Nova Scotia 11.0 44% 28% 1.54
 
 
 
 
86% 25.1 3.7% 13.7
BAX Baxter International 11.5 33% 36% 1.45
 
 
 
 
90% 94.4 1.1% 37.1
BBT BB&T 1.7 7% 29% 1.60
 
 
 
 
69% 208.4 2.9% 17.1
BCE BCE -4.8 -26% 14% 1.15
 
 
 
 
77% 34.3 4.9% 19.2
BDX Becton Dickinson 14.7 41% 35% 1.39
 
 
 
 
84% 118.9 1.5% 56.9
BMS Bemis -1.9 -8% 25% 1.46
 
 
 
 
4% 20.6 2.9% 18.9
BBY Best Buy 14.9 54% 81% 2.80
 
 
 
 
94% 177.7 2.3% 16.2
BBL BHP Billiton ADR 4.9 38% 45% 3.11
 
 
 
 
83% 44.7 4.5% 38.4
BHP BHP Billiton ADR 6.0 42% 44% 2.85
 
 
 
 
91% 73.1 3.9% 44.3
BIG Big Lots -5.6 -38% 35% 2.47
 
 
 
 
47% 61.6 2.0% 13.4
BLK BlackRock 6.6 32% 26% 1.66
 
 
 
 
74% 199.4 2.4% 19.9
BX Blackstone Group 6.5 28% 46% 2.19
 
 
 
 
68% 91.8 6.9% 14.1
BA Boeing 25.4 67% 48% 1.68
 
 
 
 
91% 576.6 2.4% 20.6
BAH Booz Allen Hamilton Holding 15.4 53% 48% 2.00
 
 
 
 
43% 26.2 2.0% 19.4
BWA BorgWarner 2.7 24% 25% 2.41
 
 
 
 
77% 56.8 1.3% 50.1
BXP Boston Properties -6.6 -33% 21% 1.47
 
 
 
 
24% 56.7 2.5% 41.1
BP BP ADR -0.8 -12% 11% 2.05
 
 
 
 
24% 115.8 7.1% 31.4
EAT Brinker International 1.4 8% 28% 1.93
 
 
 
 
0% 35.8 4.6% 11.1
BMY Bristol-Myers Squibb 6.2 29% 35% 2.00
 
 
 
 
74% 253.1 2.8% 20.6
BTI British American Tobacco ADR -2.0 -9% 24% 1.51
 
 
 
 
42% 226.7 2.4% 10.6
BRX Brixmor Property Group -1.1 -9% 16% 1.79
 
 
 
 
13% 60.1 5.5% 19.3
BR Broadridge Financial Solutions 31.3 68% 45% 1.39
 
 
 
 
91% 34.5 1.9% 28.0
BFB Brown-Forman Cl B 0.3 2% 15% 1.45
 
 
 
 
45% 52.4 1.4% 29.9
BC Brunswick 1.9 10% 38% 2.28
 
 
 
 
43% 57.3 1.3% 16.3
BPL Buckeye Partners -2.8 -28% 20% 2.25
 
 
 
 
1% 37.4 9.3% 15.0
BG Bunge 0.2 1% 29% 2.25
 
 
 
 
66% 38.1 2.5% 22.2
CPT Camden Property Trust 7.6 45% 17% 1.41
 
 
 
 
94% 41.3 3.3% 20.0
CPB Campbell Soup 9.6 29% 32% 1.37
 
 
 
 
24% 66.9 2.6% 33.9
CM Canadian Imperial Bank of Commerce -1.5 -7% 22% 1.44
 
 
 
 
63% 28.7 4.4% 7.1
CNI Canadian National Railway 8.2 46% 22% 1.63
 
 
 
 
79% 83.5 1.7% 22.5
CNQ Canadian Natural Resources 3.0 22% 49% 3.07
 
 
 
 
35% 44.7 2.9% 22.2
CP Canadian Pacific Railway -1.2 -14% 16% 2.18
 
 
 
 
44% 92.5 1.2% 13.6
COF Capital One Financial -2.9 -17% 28% 1.92
 
 
 
 
46% 96.0 2.0% 11.9
CAH Cardinal Health -6.0 -42% 20% 1.76
 
 
 
 
7% 78.0 2.9% 15.9
CSL Carlisle 3.5 14% 30% 1.60
 
 
 
 
1% 42.0 1.6% 26.1
CCL Carnival 15.0 45% 51% 1.89
 
 
 
 
97% 158.8 2.3% 18.2
CRI Carters -0.9 -4% 31% 1.86
 
 
 
 
28% 58.2 1.8% 16.6
CAT Caterpillar 11.1 48% 37% 1.94
 
 
 
 
95% 303.3 2.8% 757.3
CBS CBS Cl B 3.4 14% 35% 1.78
 
 
 
 
76% 78.8 1.1% 197.0
CE Celanese Series A 1.7 5% 53% 2.06
 
 
 
 
92% 46.1 1.9% 16.4
CNP CenterPoint Energy 14.0 48% 33% 1.55
 
 
 
 
98% 67.5 3.7% 21.1
CTL CenturyLink -7.3 -76% 19% 2.18
 
 
 
 
5% 181.2 11.3% 27.8
CF CF Industries Holdings -1.6 -14% 42% 3.18
 
 
 
 
47% 61.6 4.1% 0.0
CVX Chevron 3.2 19% 24% 1.81
 
 
 
 
38% 363.3 4.1% 34.3
CHS Chico's Fas -4.2 -31% 36% 2.63
 
 
 
 
1% 26.0 4.3% 10.7
CHL China Mobile ADR 1.1 10% 16% 1.78
 
 
 
 
40% 21.8 3.7% 14.1
CHU China Unicom (Hong Kong) ADR 0.2 1% 37% 2.34
 
 
 
 
91% 26.0 1.6% 247.0
CB Chubb 13.4 57% 19% 1.18
 
 
 
 
83% 167.9 2.0% 12.8
CHD Church&Dwight 10.6 28% 32% 1.24
 
 
 
 
67% 65.4 1.5% 29.8
CNK Cinemark Holdings 3.6 16% 32% 1.78
 
 
 
 
6% 58.6 3.4% 14.6
CIT CIT Group 5.2 32% 26% 1.97
 
 
 
 
65% 51.4 1.3% 0.0
C Citigroup 12.4 54% 38% 1.97
 
 
 
 
84% 987.2 1.9% 13.2
CLX Clorox 14.0 30% 38% 1.20
 
 
 
 
90% 65.4 2.4% 26.1
CMS CMS Energy 14.9 38% 37% 1.33
 
 
 
 
98% 44.9 2.8% 24.3
CNO CNO Financial Group -1.1 -6% 37% 2.15
 
 
 
 
80% 31.8 1.6% 9.6
COH Coach Inc. 10.7 40% 53% 2.23
 
 
 
 
46% 165.6 3.3% 19.6
KO Coca-Cola 3.5 19% 13% 1.06
 
 
 
 
89% 378.9 3.2% 47.6
CCE Coca-Cola European Partners 0.0 0% 28% 1.99
 
 
 
 
91% 45.5 2.3% 27.0
CL Colgate-Palmolive 0.3 3% 11% 1.24
 
 
 
 
59% 163.5 2.2% 26.6
CMA Comerica 9.6 31% 59% 2.17
 
 
 
 
77% 78.4 1.7% 17.2
CMC Commercial Metals -2.9 -17% 50% 2.79
 
 
 
 
25% 34.7 2.8% 26.3
CAG Conagra Brands 7.2 35% 35% 2.00
 
 
 
 
18% 73.9 2.5% 23.4
COP ConocoPhillips 0.1 1% 22% 2.65
 
 
 
 
25% 222.2 2.5% 0.0
ED Consolidated Edison 17.3 42% 37% 1.30
 
 
 
 
92% 72.8 3.3% 20.3
STZ Constellation Brands Cl A 30.6 62% 61% 1.64
 
 
 
 
97% 136.4 1.1% 27.7
CPA Copa Holdings Cl A 4.8 21% 89% 3.26
 
 
 
 
83% 33.0 2.4% 15.6
CLB Core Laboratories -6.2 -70% 27% 2.87
 
 
 
 
3% 36.8 2.5% 54.3
COR CoreSite Realty 52.0 71% 102% 1.79
 
 
 
 
96% 48.4 3.2% 64.3
GLW Corning 11.6 34% 47% 1.76
 
 
 
 
60% 137.4 2.2% 12.7
COTY Coty Cl A 0.1 1% 55% 2.61
 
 
 
 
21% 163.0 2.6% 0.0
BAP Credicorp 17.3 59% 48% 1.98
 
 
 
 
99% 66.3 1.9% 14.8
CS Credit Suisse Group ADR 7.1 50% 36% 2.58
 
 
 
 
67% 33.4 4.9% 0.0
CCI Crown Castle International 6.6 26% 24% 1.36
 
 
 
 
99% 173.7 3.6% 83.8
CUBE CubeSmart 12.8 35% 46% 1.67
 
 
 
 
20% 49.1 4.5% 41.3
CFR Cullen/Frost Bankers 4.7 18% 50% 2.17
 
 
 
 
55% 23.4 2.7% 16.8
CMI Cummins 11.7 46% 39% 1.90
 
 
 
 
66% 161.6 2.8% 17.2
CVS CVS Health 5.2 23% 24% 1.51
 
 
 
 
29% 267.6 2.6% 15.5
DRI Darden Restaurants 27.2 49% 69% 1.67
 
 
 
 
69% 81.9 3.0% 22.2
DDR DDR Corp -2.1 -21% 14% 1.79
 
 
 
 
15% 22.7 7.8% 0.0
DE Deere 20.1 69% 41% 1.79
 
 
 
 
69% 548.3 2.1% 19.5
DK Delek US Holdings 3.2 17% 82% 3.40
 
 
 
 
47% 25.6 2.9% 0.0
DLPH Delphi Automotive 4.1 19% 42% 2.22
 
 
 
 
95% 74.4 1.3% 19.7
DAL Delta Air Lines 8.2 34% 53% 2.36
 
 
 
 
60% 217.9 2.6% 9.5
DB Deutsche Bank -3.0 -28% 36% 3.06
 
 
 
 
65% 82.1 1.3% 0.0
DEO Diageo ADR -1.7 -17% 10% 1.40
 
 
 
 
95% 30.1 3.1% 24.7
DKS Dick's Sporting Goods 7.4 37% 54% 2.66
 
 
 
 
0% 94.5 2.6% 9.5
DLR Digital Realty Trust 22.6 48% 55% 1.59
 
 
 
 
86% 82.5 3.2% 46.4
DFS Discover Financial Services -2.0 -10% 25% 1.68
 
 
 
 
26% 85.7 2.4% 10.3
DG Dollar General 6.7 28% 37% 1.94
 
 
 
 
34% 134.6 1.4% 16.9
D Dominion Energy -2.2 -14% 14% 1.27
 
 
 
 
76% 100.8 3.8% 22.8
UFS Domtar -4.3 -32% 27% 2.27
 
 
 
 
53% 37.2 4.2% 15.1
DEI Douglas Emmett 1.5 6% 26% 1.47
 
 
 
 
60% 31.0 2.4% 64.9
DOV Dover 5.0 40% 19% 1.90
 
 
 
 
82% 63.0 2.3% 21.0
DOW Dow Chemical -0.6 -3% 30% 1.90
 
 
 
 
77% 263.3 2.9% 29.6
DHI D.R. Horton 6.2 22% 50% 2.10
 
 
 
 
85% 64.7 1.1% 13.5
DPS Dr Pepper Snapple Group 21.2 50% 39% 1.32
 
 
 
 
56% 48.7 2.5% 22.0
DSW DSW Cl A -9.3 -72% 33% 2.59
 
 
 
 
5% 67.7 5.1% 11.0
DTE DTE Energy 16.4 58% 26% 1.31
 
 
 
 
98% 61.2 3.0% 19.0
DUK Duke Energy 5.7 20% 25% 1.28
 
 
 
 
94% 160.5 4.1% 25.7
DRE Duke Realty 15.6 38% 44% 1.49
 
 
 
 
100% 111.8 2.6% 31.8
EMN Eastman Chemical -2.2 -13% 25% 1.90
 
 
 
 
85% 100.5 2.5% 13.2
ETN Eaton 4.5 23% 27% 1.78
 
 
 
 
54% 146.9 2.1% 16.3
ECL Ecolab -1.6 -13% 12% 1.43
 
 
 
 
81% 66.6 1.1% 29.8
EIX Edison International 13.2 39% 32% 1.34
 
 
 
 
80% 154.7 2.7% 18.7
DD E.I. DuPont de Nemours 15.6 61% 36% 1.78
 
 
 
 
78% 134.3 1.9% 32.0
LLY Eli Lilly 0.2 1% 33% 1.78
 
 
 
 
59% 261.1 2.7% 33.9
EMR Emerson Electric 3.3 24% 17% 1.65
 
 
 
 
58% 100.9 3.3% 27.9
ENB Enbridge -3.7 -29% 25% 2.21
 
 
 
 
23% 56.3 5.0% 28.5
ETE Energy Transfer Equity 2.7 21% 113% 5.06
 
 
 
 
39% 50.9 7.0% 20.4
ETP Energy Transfer Partners -5.6 -79% 26% 3.16
 
 
 
 
1% 112.4 12.3% 9.7
ETR Entergy -1.7 -7% 25% 1.41
 
 
 
 
76% 95.6 4.5% 0.0
EPD Enterprise Products Partners -0.1 -2% 17% 2.40
 
 
 
 
16% 72.3 6.7% 19.7
EPR EPR Properties 13.4 36% 39% 1.48
 
 
 
 
14% 30.6 6.0% 19.9
EFX Equifax 25.3 57% 47% 1.48
 
 
 
 
80% 52.8 1.1% 29.6
EQR Equity Residential 6.1 28% 22% 1.44
 
 
 
 
90% 65.7 3.0% 59.9
ESS Essex Property Trust 2.9 12% 26% 1.45
 
 
 
 
93% 57.3 2.7% 34.0
EL Estee Lauder Cl A 11.4 42% 30% 1.55
 
 
 
 
98% 348.1 1.3% 31.8
RE Everest Re Group 27.3 71% 32% 1.22
 
 
 
 
84% 49.1 1.9% 9.0
ES Eversource Energy 10.0 29% 32% 1.33
 
 
 
 
97% 72.6 3.0% 20.3
EXC Exelon 1.3 6% 30% 1.69
 
 
 
 
91% 93.4 3.5% 19.9
EXR Extra Space Storage 18.4 51% 46% 1.68
 
 
 
 
50% 66.2 4.1% 26.9
XOM Exxon Mobil 0.7 7% 11% 1.48
 
 
 
 
2% 654.2 4.0% 27.7
FDS FactSet Research Systems 9.2 31% 30% 1.45
 
 
 
 
24% 56.3 1.4% 18.6
FRT Federal Realty Investment Trust 0.4 2% 22% 1.37
 
 
 
 
18% 57.6 3.1% 41.0
FNF Fidelity National Financial 15.8 34% 49% 1.46
 
 
 
 
89% 30.3 2.1% 21.8
FIS Fidelity National Information Servi 17.3 55% 37% 1.58
 
 
 
 
90% 119.8 1.3% 45.4
FE FirstEnergy -1.4 -8% 21% 1.68
 
 
 
 
71% 78.6 4.4% 0.0
FHN First Horizon National 11.0 33% 51% 1.88
 
 
 
 
37% 29.6 2.1% 15.2
FLS Flowserve -2.4 -41% 12% 2.27
 
 
 
 
0% 35.7 2.0% 46.4
FLR Fluor -2.0 -30% 14% 2.26
 
 
 
 
1% 84.1 2.3% 47.1
FNB F.N.B. 5.0 25% 30% 1.85
 
 
 
 
21% 26.1 3.7% 16.4
FMX Fomento Economico Mexicano ADR -2.9 -19% 23% 1.85
 
 
 
 
91% 22.0 1.3% 32.8
FL Foot Locker 3.0 15% 47% 2.50
 
 
 
 
0% 730.0 3.9% 7.3
F Ford Motor -3.6 -92% 6% 1.81
 
 
 
 
4% 299.5 5.7% 11.1
FBHS Fortune Brands Home&Security 12.7 46% 36% 1.72
 
 
 
 
70% 42.0 1.2% 22.3
FNV Franco-Nevada 0.1 0% 61% 2.98
 
 
 
 
97% 34.9 1.2% 77.5
BEN Franklin Resources 0.9 9% 15% 1.88
 
 
 
 
60% 53.0 1.9% 13.7
GME GameStop Cl A -2.8 -34% 24% 2.80
 
 
 
 
7% 32.3 7.2% 6.2
GPS Gap -2.8 -27% 29% 2.72
 
 
 
 
16% 172.3 4.1% 10.8
GD General Dynamics 24.0 62% 37% 1.36
 
 
 
 
87% 206.2 1.7% 20.5
GE General Electric 0.7 3% 22% 1.43
 
 
 
 
2% 878.0 3.9% 28.2
GIS General Mills 7.2 31% 20% 1.24
 
 
 
 
22% 136.3 3.4% 20.7
GM General Motors -1.3 -6% 31% 1.88
 
 
 
 
57% 194.5 4.4% 5.6
GPC Genuine Parts 2.4 12% 21% 1.43
 
 
 
 
11% 72.7 3.3% 17.9
GGP GGP -3.0 -16% 24% 1.74
 
 
 
 
5% 84.8 4.2% 17.6
GSK GlaxoSmithKline ADR -3.1 -29% 10% 1.36
 
 
 
 
20% 79.1 5.1% 38.7
GFI Gold Fields ADR -3.3 -25% 114% 5.00
 
 
 
 
50% 22.3 1.4% 22.6
GS Goldman Sachs Group 17.4 52% 47% 1.79
 
 
 
 
65% 459.2 1.4% 11.6
GPK Graphic Packaging Holding 2.4 16% 21% 1.81
 
 
 
 
34% 68.2 2.3% 23.5
GXP Great Plains Energy 3.9 14% 26% 1.37
 
 
 
 
93% 26.7 3.5% 30.1
HAL Halliburton 2.2 13% 43% 2.59
 
 
 
 
3% 193.1 1.9% 0.0
HBI Hanesbrands 4.3 37% 26% 2.39
 
 
 
 
47% 76.8 2.6% 15.4
THG Hanover Insurance Group 20.1 59% 33% 1.40
 
 
 
 
92% 22.7 2.0% 21.3
HOG Harley-Davidson -2.1 -16% 28% 2.31
 
 
 
 
7% 69.6 3.1% 13.7
HRS Harris Corp. 18.2 52% 40% 1.55
 
 
 
 
92% 54.0 1.8% 28.0
HIG Hartford Financial Services Group 11.3 37% 35% 1.56
 
 
 
 
89% 71.5 1.7% 30.9
HCP HCP -8.0 -73% 17% 1.93
 
 
 
 
19% 68.8 5.0% 20.3
HR Healthcare Realty Trust 2.8 7% 45% 1.47
 
 
 
 
65% 23.6 3.7% 31.3
HTA Healthcare Trust of America -2.1 -7% 32% 1.52
 
 
 
 
52% 38.9 4.0% 145.8
HP Helmerich&Payne -1.8 -15% 45% 3.21
 
 
 
 
1% 59.9 6.5% 0.0
HLF Herbalife 1.4 7% 88% 3.55
 
 
 
 
76% 466.1 1.8% 14.3
HSY Hershey 6.7 33% 24% 1.57
 
 
 
 
60% 68.3 2.4% 34.3
HES Hess Corp. -6.2 -69% 31% 3.06
 
 
 
 
2% 115.8 2.6% 0.0
HFC HollyFrontier -12.5 -99% 42% 3.02
 
 
 
 
40% 45.5 4.8% 34.9
HD Home Depot 23.6 59% 40% 1.41
 
 
 
 
72% 573.4 2.4% 21.4
HON Honeywell International 12.0 58% 19% 1.34
 
 
 
 
87% 196.7 2.0% 21.0
HRL Hormel Foods 13.3 32% 50% 1.62
 
 
 
 
22% 76.5 2.0% 20.7
HST Host Hotels&Resorts 3.1 26% 20% 2.01
 
 
 
 
49% 142.3 4.6% 21.7
HPQ HP 9.3 42% 45% 2.26
 
 
 
 
83% 120.6 2.9% 13.1
HRB H&R Block -4.0 -22% 38% 2.34
 
 
 
 
83% 64.3 3.2% 14.8
HSBC HSBC Holdings ADR 10.2 38% 33% 1.65
 
 
 
 
77% 50.7 2.1% 64.7
HII Huntington Ingalls Industries 32.2 72% 68% 1.89
 
 
 
 
77% 40.7 1.2% 16.7
HUN Huntsman 7.5 36% 86% 3.40
 
 
 
 
82% 41.7 1.9% 14.7
IEX IDEX 8.8 30% 28% 1.39
 
 
 
 
87% 20.1 1.3% 30.4
ITW Illinois Tool Works 22.0 56% 36% 1.32
 
 
 
 
62% 140.7 2.3% 21.9
INFY Infosys ADR 4.7 24% 31% 1.95
 
 
 
 
35% 436.3 3.1% 15.4
IR Ingersoll-Rand 10.4 30% 41% 1.62
 
 
 
 
71% 68.6 2.1% 21.2
ING ING Groep ADR 12.7 50% 57% 2.38
 
 
 
 
84% 40.5 3.2% 13.4
INGR Ingredion 15.2 37% 46% 1.54
 
 
 
 
35% 25.3 1.6% 18.4
ICE Intercontinental Exchange 16.4 53% 36% 1.59
 
 
 
 
81% 93.1 1.2% 23.9
IBM International Business Machines -2.4 -15% 18% 1.48
 
 
 
 
3% 410.9 4.3% 11.7
IFF International Flavors&Fragrances 6.5 24% 33% 1.64
 
 
 
 
71% 35.6 2.1% 27.3
IP International Paper 5.4 20% 38% 1.80
 
 
 
 
63% 118.7 3.5% 27.1
IPG Interpublic Group -2.4 -14% 23% 1.74
 
 
 
 
4% 61.1 3.5% 14.8
IVZ INVESCO 3.8 42% 16% 2.07
 
 
 
 
58% 42.7 3.5% 14.8
IRM Iron Mountain -1.7 -5% 49% 1.81
 
 
 
 
76% 30.5 5.9% 52.6
ITUB Itau Unibanco Holding ADR 7.7 46% 74% 3.53
 
 
 
 
73% 79.3 12.3% 11.3
ITT ITT -3.2 -34% 19% 2.23
 
 
 
 
57% 26.0 1.3% 16.6
JBL Jabil 7.0 24% 57% 2.19
 
 
 
 
81% 39.7 1.1% 46.2
JEC Jacobs Engineering Group 3.1 16% 31% 1.96
 
 
 
 
3% 39.9 1.2% 26.5
SJM J.M. Smucker 4.9 16% 31% 1.39
 
 
 
 
18% 84.1 2.6% 23.9
JNJ Johnson&Johnson 12.9 47% 20% 1.11
 
 
 
 
87% 453.4 2.5% 22.5
JPM JPMorgan Chase 23.5 71% 42% 1.67
 
 
 
 
85% 855.2 2.2% 13.4
JNPR Juniper Networks 6.0 27% 42% 2.16
 
 
 
 
55% 54.5 1.5% 15.9
KSU Kansas City Southern -4.9 -32% 28% 2.11
 
 
 
 
95% 106.2 1.3% 21.6
KS KapStone Paper&Packaging 6.3 46% 61% 3.51
 
 
 
 
63% 44.6 1.9% 27.4
KAR KAR Auction Services 5.8 18% 35% 1.52
 
 
 
 
68% 37.3 2.9% 27.1
KBR KBR -9.9 -96% 31% 2.86
 
 
 
 
32% 21.9 2.2% 0.0
K Kellogg 4.3 19% 20% 1.28
 
 
 
 
27% 88.0 3.1% 31.8
KMT Kennametal 8.0 39% 59% 2.78
 
 
 
 
43% 33.9 2.4% 55.8
KEY KeyCorp 8.2 29% 49% 2.06
 
 
 
 
72% 147.5 2.2% 17.6
KRC Kilroy Realty 1.2 5% 28% 1.57
 
 
 
 
24% 23.8 2.5% 49.5
KMB Kimberly-Clark 6.9 20% 30% 1.23
 
 
 
 
46% 132.3 3.2% 20.5
KIM Kimco Realty -2.0 -9% 28% 1.68
 
 
 
 
20% 50.9 5.5% 102.7
KMI Kinder Morgan -0.1 -1% 25% 2.73
 
 
 
 
6% 223.3 2.7% 59.8
KGC Kinross Gold 2.5 15% 133% 4.83
 
 
 
 
70% 34.0 3.7% 62.6
KKR KKR 4.3 29% 29% 2.21
 
 
 
 
68% 48.2 3.8% 7.5
KSS Kohl's 3.9 26% 47% 2.86
 
 
 
 
9% 95.0 5.9% 9.6
KR Kroger 7.6 30% 41% 1.95
 
 
 
 
13% 170.8 2.2% 13.6
LLL L3 Technologies 15.4 47% 38% 1.59
 
 
 
 
91% 65.0 1.7% 20.3
LVS Las Vegas Sands 4.4 26% 41% 2.51
 
 
 
 
63% 123.7 4.9% 23.4
LAZ Lazard 2.4 16% 38% 2.54
 
 
 
 
60% 27.4 3.8% 12.1
LB L Brands 9.1 43% 45% 2.33
 
 
 
 
3% 144.0 6.6% 10.6
LEA Lear Corp. 3.3 13% 44% 2.01
 
 
 
 
74% 62.6 1.4% 9.5
LEG Leggett&Platt 10.9 27% 42% 1.49
 
 
 
 
20% 38.9 3.1% 18.3
LM Legg Mason 0.9 7% 24% 2.13
 
 
 
 
65% 21.5 3.0% 15.4
LDOS Leidos Holdings 24.4 62% 69% 2.08
 
 
 
 
87% 36.0 2.3% 24.1
LII Lennox International 34.0 63% 59% 1.51
 
 
 
 
45% 26.4 1.2% 23.7
LUK Leucadia National 8.6 36% 37% 1.89
 
 
 
 
65% 28.4 1.7% 14.2
LSI Life Storage 6.2 22% 32% 1.55
 
 
 
 
16% 42.6 5.5% 63.6
LNC Lincoln National 14.7 56% 55% 2.31
 
 
 
 
72% 118.7 1.7% 10.3
LMT Lockheed Martin 30.4 76% 33% 1.23
 
 
 
 
92% 278.7 2.4% 23.2
LOW Lowe's 15.6 42% 45% 1.63
 
 
 
 
42% 502.2 2.2% 23.2
LYB LyondellBasell Industries -12.7 -91% 31% 2.38
 
 
 
 
60% 151.9 4.1% 9.8
MAC Macerich -2.0 -8% 32% 1.73
 
 
 
 
2% 80.9 5.3% 60.2
MIC Macquarie Infrastructure 9.7 35% 37% 1.74
 
 
 
 
6% 20.7 7.7% 34.3
M Macy's -6.3 -67% 25% 2.69
 
 
 
 
1% 162.7 7.7% 8.9
MMP Magellan Midstream Partners -2.1 -25% 16% 2.21
 
 
 
 
1% 44.2 5.6% 17.4
MGA Magna International -0.8 -7% 22% 2.19
 
 
 
 
80% 54.6 2.4% 6.3
MAN ManpowerGroup 11.3 37% 58% 2.18
 
 
 
 
75% 32.0 1.7% 16.3
MFC Manulife Financial 5.6 28% 34% 2.05
 
 
 
 
82% 33.1 3.3% 10.6
MRO Marathon Oil 0.1 1% 56% 4.00
 
 
 
 
3% 112.6 1.9% 0.0
MPC Marathon Petroleum 5.8 31% 51% 2.71
 
 
 
 
58% 132.9 3.2% 29.3
MMC Marsh&McLennan 14.8 51% 23% 1.17
 
 
 
 
81% 80.2 1.9% 21.4
MAS Masco 26.9 80% 52% 1.90
 
 
 
 
72% 43.9 1.1% 22.5
MKC McCormick 4.6 15% 27% 1.28
 
 
 
 
42% 91.8 2.0% 25.5
MCD McDonald's 28.8 63% 39% 1.26
 
 
 
 
97% 310.7 2.4% 25.9
MPW Medical Properties Trust -3.6 -14% 36% 1.80
 
 
 
 
30% 21.7 7.5% 15.5
MDT Medtronic 7.3 28% 27% 1.45
 
 
 
 
70% 365.7 2.2% 28.9
MRK Merck&Co 2.7 23% 13% 1.53
 
 
 
 
43% 407.2 3.0% 33.9
MET MetLife 2.3 14% 29% 2.06
 
 
 
 
68% 213.5 3.1% 518.7
MGM MGM Resorts International 9.0 48% 47% 2.57
 
 
 
 
69% 182.3 1.4% 18.4
MAA Mid-America Apartment Communities 17.3 53% 34% 1.47
 
 
 
 
86% 53.3 3.2% 48.1
TAP Molson Coors Brewing Cl B 3.2 14% 34% 1.84
 
 
 
 
16% 41.5 1.8% 9.0
MON Monsanto 1.3 11% 15% 1.57
 
 
 
 
90% 159.6 1.9% 25.3
MCO Moody's 6.4 24% 33% 1.65
 
 
 
 
89% 71.2 1.2% 53.4
MS Morgan Stanley 19.1 59% 58% 2.10
 
 
 
 
77% 374.0 2.2% 12.8
MOS Mosaic -5.9 -77% 22% 2.71
 
 
 
 
2% 49.9 3.0% 47.6
MSI Motorola Solutions 7.7 24% 36% 1.55
 
 
 
 
71% 122.0 2.2% 23.0
MPLX MPLX -0.3 -3% 43% 3.63
 
 
 
 
23% 31.9 7.0% 38.6
MSCI MSCI 41.0 74% 65% 1.60
 
 
 
 
92% 21.3 1.4% 35.6
MSM MSC Industrial Direct 7.5 25% 40% 1.75
 
 
 
 
0% 52.7 2.7% 16.5
MTB M&T Bank 2.5 10% 32% 1.69
 
 
 
 
65% 85.1 2.0% 17.8
MUR Murphy Oil -1.4 -13% 51% 3.73
 
 
 
 
2% 72.1 4.3% 0.0
NBR Nabors Industries -1.9 -15% 91% 4.64
 
 
 
 
2% 42.9 3.7% 0.0
NFG National Fuel Gas -1.0 -8% 18% 1.72
 
 
 
 
63% 21.5 2.9% 17.9
NNN National Retail Properties 3.8 13% 32% 1.54
 
 
 
 
30% 40.3 4.6% 35.8
NWL Newell Brands 12.8 43% 46% 1.91
 
 
 
 
43% 238.0 1.9% 19.4
NRZ New Residential Investment 22.5 58% 65% 2.01
 
 
 
 
72% 31.8 12.1% 6.0
NYCB New York Community Bancorp -0.3 -2% 20% 1.58
 
 
 
 
1% 38.1 5.7% 12.9
NEE NextEra Energy 10.0 28% 32% 1.31
 
 
 
 
99% 141.9 2.6% 17.2
NLSN Nielsen Holdings -0.8 -7% 14% 1.75
 
 
 
 
13% 63.2 3.5% 28.7
NKE Nike Cl B 17.3 54% 46% 1.80
 
 
 
 
40% 707.6 1.3% 21.4
NI NiSource 24.8 58% 49% 1.55
 
 
 
 
96% 37.6 2.6% 31.1
NBL Noble Energy 0.3 5% 19% 2.99
 
 
 
 
3% 95.7 1.7% 0.0
NOK Nokia ADR -3.0 -23% 28% 2.32
 
 
 
 
81% 43.0 3.1% 0.0
JWN Nordstrom -1.9 -12% 40% 2.52
 
 
 
 
18% 69.2 3.4% 20.8
NSC Norfolk Southern -0.3 -2% 35% 1.97
 
 
 
 
78% 183.4 2.1% 19.1
NOC Northrop Grumman 41.9 79% 50% 1.36
 
 
 
 
90% 131.0 1.5% 20.5
NWE NorthWestern 7.4 26% 28% 1.36
 
 
 
 
56% 24.2 3.5% 17.0
NVS Novartis ADR -0.7 -4% 18% 1.38
 
 
 
 
81% 85.7 3.3% 30.2
NVO Novo Nordisk ADR -1.6 -7% 40% 2.06
 
 
 
 
85% 82.1 1.0% 20.1
NUE Nucor 2.6 13% 38% 2.19
 
 
 
 
38% 77.1 2.8% 15.6
NUS Nu Skin Enterprises Cl A 5.7 26% 89% 3.38
 
 
 
 
56% 124.8 2.5% 19.5
OXY Occidental Petroleum -2.3 -41% 9% 1.95
 
 
 
 
8% 160.9 5.2% 452.6
OII Oceaneering International -0.2 -7% 7% 2.92
 
 
 
 
16% 30.5 2.7% 0.0
OLN Olin 7.4 29% 85% 2.99
 
 
 
 
78% 42.1 2.6% 121.6
OHI Omega Healthcare Investors -4.8 -42% 16% 1.77
 
 
 
 
31% 73.1 8.2% 17.2
OMC Omnicom Group 2.7 14% 17% 1.31
 
 
 
 
2% 102.3 2.9% 15.5
OKE ONEOK 6.4 29% 83% 3.18
 
 
 
 
40% 110.3 5.9% 32.0
ORCL Oracle 4.7 28% 20% 1.57
 
 
 
 
79% 315.2 1.6% 22.2
OSK Oshkosh 5.8 22% 64% 2.53
 
 
 
 
84% 40.0 1.2% 21.8
OC Owens Corning 20.2 64% 51% 1.96
 
 
 
 
92% 40.2 1.2% 19.4
OMI Owens&Minor -4.7 -33% 15% 1.51
 
 
 
 
2% 26.7 3.8% 17.5
PKG Packaging of America 16.3 43% 65% 2.05
 
 
 
 
80% 104.0 2.4% 20.6
PH Parker Hannifin 13.7 47% 39% 1.74
 
 
 
 
75% 99.2 1.7% 21.5
PBF PBF Energy -6.2 -48% 56% 3.42
 
 
 
 
13% 35.0 6.0% 0.0
PNR Pentair 2.8 19% 23% 1.95
 
 
 
 
46% 30.6 2.3% 26.5
PEP PepsiCo 7.8 49% 11% 1.02
 
 
 
 
95% 232.7 2.7% 25.1
PFE Pfizer -1.2 -5% 21% 1.34
 
 
 
 
53% 436.8 3.9% 24.0
PCG PG&E 15.7 46% 32% 1.34
 
 
 
 
92% 59.2 3.1% 17.1
PM Philip Morris International 7.9 19% 35% 1.28
 
 
 
 
80% 260.9 3.6% 25.8
PSX Phillips 66 1.6 10% 25% 1.96
 
 
 
 
49% 132.5 3.4% 24.5
DOC Physicians Realty Trust 2.2 6% 42% 1.62
 
 
 
 
21% 23.2 5.1% 78.9
PF Pinnacle Foods 28.6 67% 49% 1.57
 
 
 
 
71% 52.8 2.1% 39.7
PNW Pinnacle West Capital 23.6 52% 41% 1.31
 
 
 
 
96% 91.4 2.9% 19.7
PAA Plains All American Pipeline 2.0 21% 45% 3.63
 
 
 
 
4% 63.0 11.3% 14.7
PAGP Plains GP Holdings -1.5 -17% 56% 4.18
 
 
 
 
1% 35.4 11.1% 0.0
PNC PNC Financial Services Group 16.2 47% 41% 1.59
 
 
 
 
86% 155.6 2.4% 16.1
PII Polaris Industries -2.7 -53% 11% 2.36
 
 
 
 
69% 54.8 2.6% 37.8
POT Potash of Saskatchewan -2.1 -37% 12% 2.37
 
 
 
 
36% 51.3 2.3% 22.1
PPG PPG Industries -9.1 -53% 21% 1.63
 
 
 
 
53% 128.9 1.8% 45.7
PPL PPL 7.0 25% 26% 1.34
 
 
 
 
84% 61.8 4.1% 16.3
PX Praxair 4.4 32% 13% 1.32
 
 
 
 
69% 119.2 2.4% 24.5
PFG Principal Financial Group 9.6 38% 39% 1.90
 
 
 
 
76% 40.4 3.0% 14.3
PG Procter&Gamble 8.3 41% 14% 1.07
 
 
 
 
99% 393.6 3.0% 25.5
PGR Progressive Corp 43.9 83% 44% 1.22
 
 
 
 
98% 114.6 1.4% 20.7
PLD Prologis 9.2 27% 38% 1.55
 
 
 
 
95% 109.1 2.8% 28.0
PB Prosperity Bancshares -1.5 -7% 44% 2.26
 
 
 
 
33% 28.3 2.2% 15.3
PRU Prudential Financial -0.4 -1% 41% 1.99
 
 
 
 
64% 149.6 3.0% 11.3
PEG Public Service Enterprise Group -0.3 -1% 25% 1.49
 
 
 
 
99% 69.4 3.7% 52.9
PSA Public Storage 12.3 35% 36% 1.47
 
 
 
 
21% 198.2 4.0% 28.5
PHM PulteGroup 2.1 10% 37% 2.10
 
 
 
 
93% 78.8 1.4% 14.1
QTS QTS Realty Trust Cl A 16.5 46% 50% 1.80
 
 
 
 
71% 28.7 3.0% 132.1
DGX Quest Diagnostics 16.3 44% 42% 1.53
 
 
 
 
76% 63.1 1.7% 21.1
RL Ralph Lauren Cl A -3.7 -80% 12% 2.59
 
 
 
 
39% 79.2 2.4% 0.0
RJF Raymond James Financial 6.2 20% 48% 1.94
 
 
 
 
73% 33.7 1.1% 18.5
RTN Raytheon 28.4 73% 37% 1.36
 
 
 
 
91% 165.3 1.8% 24.4
RLGY Realogy Holdings 6.0 42% 27% 2.16
 
 
 
 
94% 28.1 1.1% 20.1
O Realty Income 0.9 2% 42% 1.56
 
 
 
 
31% 87.0 4.4% 49.5
RBC Regal Beloit 1.9 9% 32% 1.87
 
 
 
 
62% 20.2 1.4% 16.7
RGC Regal Entertainment Group Cl A 0.2 2% 23% 1.84
 
 
 
 
2% 95.3 6.0% 13.7
REG Regency Centers 2.8 10% 31% 1.48
 
 
 
 
29% 34.6 3.2% 259.9
RF Regions Financial 1.2 4% 57% 2.21
 
 
 
 
70% 127.6 2.6% 14.8
RGA Reinsurance Group of America 21.3 59% 36% 1.39
 
 
 
 
86% 26.2 1.5% 11.6
RS Reliance Steel&Aluminum 2.4 11% 39% 2.10
 
 
 
 
18% 20.3 2.6% 15.6
RSG Republic Services 27.6 71% 28% 1.07
 
 
 
 
92% 65.0 2.2% 32.9
RMD ResMed 16.2 52% 48% 1.89
 
 
 
 
73% 20.6 1.9% 30.5
RPAI Retail Properties of America 1.5 10% 16% 1.52
 
 
 
 
27% 20.8 5.0% 0.0
RIO Rio Tinto ADR 4.0 29% 41% 2.83
 
 
 
 
85% 100.1 4.9% 13.5
RLJ RLJ Lodging Trust -5.1 -38% 22% 2.01
 
 
 
 
15% 36.3 6.7% 18.4
RHI Robert Half International 5.1 28% 30% 2.00
 
 
 
 
55% 25.5 2.2% 16.9
ROK Rockwell Automation 10.4 36% 39% 1.75
 
 
 
 
87% 94.7 1.9% 25.9
COL Rockwell Collins 3.7 12% 34% 1.51
 
 
 
 
90% 194.2 1.1% 24.4
RY Royal Bank of Canada 10.1 47% 22% 1.44
 
 
 
 
83% 73.9 3.5% 10.0
RCL Royal Caribbean Cruises 17.6 58% 76% 2.55
 
 
 
 
95% 177.0 1.6% 16.9
RDSB Royal Dutch Shell ADR B 5.0 47% 19% 2.11
 
 
 
 
64% 52.1 6.7% 29.9
RDSA Royal Dutch Shell ADR Cl A 3.0 47% 11% 2.02
 
 
 
 
69% 131.9 6.9% 29.1
RES RPC 5.9 40% 71% 3.65
 
 
 
 
42% 37.2 1.3% 0.0
RPM RPM International -1.4 -8% 21% 1.58
 
 
 
 
20% 40.0 2.5% 36.6
R Ryder System -0.7 -6% 26% 2.37
 
 
 
 
42% 46.5 2.6% 17.3
SNY Sanofi ADR -1.9 -12% 21% 1.78
 
 
 
 
85% 24.7 3.4% 12.2
SAP SAP ADR 10.1 35% 33% 1.57
 
 
 
 
86% 41.5 1.3% 33.7
SCG Scana 12.7 35% 39% 1.50
 
 
 
 
3% 70.8 4.1% 14.3
SLB Schlumberger -2.6 -35% 12% 1.89
 
 
 
 
0% 273.4 3.2% 484.6
SMG Scotts Miracle-Gro 19.8 49% 45% 1.52
 
 
 
 
76% 22.3 2.2% 25.4
SEE Sealed Air 6.8 26% 41% 1.90
 
 
 
 
35% 62.7 1.4% 23.3
SEMG Semgroup Cl A -3.7 -30% 77% 4.23
 
 
 
 
4% 29.8 7.7% 778.3
SRE Sempra Energy -1.7 -11% 15% 1.39
 
 
 
 
99% 205.7 2.8% 17.6
SCI Service International 19.4 48% 43% 1.49
 
 
 
 
94% 21.4 1.7% 19.1
SHW Sherwin-Williams 1.2 3% 45% 1.67
 
 
 
 
73% 205.9 1.0% 27.2
SIG Signet Jewelers -1.6 -13% 32% 2.60
 
 
 
 
12% 77.2 2.4% 8.5
SPG Simon Property Group 3.6 19% 20% 1.47
 
 
 
 
6% 174.8 4.7% 28.5
SIX Six Flags Entertainment 9.3 24% 53% 1.77
 
 
 
 
32% 80.2 4.8% 49.8
SLG SL Green Realty -12.0 -68% 22% 1.66
 
 
 
 
14% 47.3 3.2% 102.1
SNA Snap-On -0.3 -1% 30% 1.57
 
 
 
 
1% 260.6 2.0% 14.6
SQM Sociedad Quimica y Minera De Chile 22.2 85% 80% 2.84
 
 
 
 
99% 28.9 1.8% 34.8
SON Sonoco Products 3.9 15% 26% 1.37
 
 
 
 
1% 23.3 3.3% 18.0
SO Southern 2.7 10% 22% 1.18
 
 
 
 
28% 190.3 4.8% 74.3
SCCO Southern Copper 3.0 18% 38% 2.41
 
 
 
 
98% 26.9 1.4% 31.3
SPB Spectrum Brands Holdings 7.9 24% 40% 1.62
 
 
 
 
1% 32.9 1.6% 21.8
SPGI S&P Global 21.4 47% 57% 1.66
 
 
 
 
84% 93.8 1.1% 17.5
SRC Spirit Realty Capital -1.8 -12% 28% 2.09
 
 
 
 
27% 88.1 8.4% 3743.5
SWK Stanley Black&Decker 15.3 48% 32% 1.42
 
 
 
 
69% 70.8 1.8% 17.6
SFR Starwood Waypoint Homes 8.3 30% 34% 1.62
 
 
 
 
96% 30.7 2.4% 0.0
STT State Street 11.3 46% 39% 1.94
 
 
 
 
86% 104.2 1.8% 17.1
STO Statoil ADR 2.5 23% 29% 2.62
 
 
 
 
77% 32.6 4.8% 0.0
STE Steris 10.6 38% 35% 1.68
 
 
 
 
89% 22.8 1.5% 60.7
STL Sterling Bancorp 22.1 63% 54% 1.92
 
 
 
 
58% 23.2 1.3% 18.3
STM STMicroelectronics 17.6 47% 111% 2.81
 
 
 
 
92% 37.0 1.4% 39.1
SYK Stryker 24.9 65% 36% 1.35
 
 
 
 
91% 144.7 1.2% 32.4
SUI Sun Communities 24.9 66% 40% 1.48
 
 
 
 
91% 24.3 3.0% 127.7
SU Suncor Energy 1.8 17% 24% 2.38
 
 
 
 
65% 103.8 3.3% 19.0
SHO Sunstone Hotel Investors 4.6 20% 35% 1.92
 
 
 
 
69% 27.3 1.3% 19.9
STI SunTrust Banks 4.9 17% 44% 1.89
 
 
 
 
69% 97.3 2.9% 14.9
SPN Superior Energy Services -2.5 -30% 58% 4.49
 
 
 
 
1% 20.9 3.9% 0.0
SYF Synchrony Financial -4.4 -17% 47% 2.07
 
 
 
 
35% 133.1 2.0% 11.4
SNV Synovus Financial 20.4 59% 50% 1.82
 
 
 
 
73% 22.0 1.4% 18.8
SYY Sysco 20.6 62% 31% 1.35
 
 
 
 
41% 111.3 2.6% 24.5
TSM Taiwan Semiconductor Manufacturing 21.0 61% 48% 1.77
 
 
 
 
89% 125.0 3.2% 16.6
SKT Tanger Factory Outlet Centers -6.8 -36% 21% 1.53
 
 
 
 
2% 35.6 5.7% 16.0
TRGP Targa Resources 2.0 14% 90% 4.18
 
 
 
 
14% 89.1 8.4% 0.0
TGT Target 0.9 3% 36% 1.79
 
 
 
 
26% 527.3 4.4% 11.4
TEL TE Connectivity 4.6 19% 29% 1.62
 
 
 
 
72% 61.0 2.0% 16.8
TGNA TEGNA -6.7 -70% 27% 2.73
 
 
 
 
17% 25.3 2.3% 15.1
TDS Telephone&Data Systems -7.9 -46% 31% 2.10
 
 
 
 
50% 27.2 2.2% 58.6
TS Tenaris ADR 1.7 11% 38% 2.57
 
 
 
 
14% 27.3 4.2% 106.2
TEN Tenneco -2.1 -15% 36% 2.54
 
 
 
 
4% 22.8 1.9% 10.3
TRNO Terreno Realty 15.4 41% 42% 1.55
 
 
 
 
94% 26.6 2.5% 76.4
TEVA Teva Pharmaceutical Industries ADR -0.6 -7% 21% 2.61
 
 
 
 
1% 198.1 2.0% 0.0
TRI Thomson Reuters 11.4 66% 16% 1.30
 
 
 
 
70% 32.4 3.0% 25.8
THO Thor Industries 18.8 46% 67% 1.99
 
 
 
 
71% 55.8 1.3% 16.2
TIF Tiffany& -1.0 -5% 33% 2.03
 
 
 
 
69% 116.9 2.3% 24.4
TWX Time Warner 7.7 33% 28% 1.60
 
 
 
 
96% 290.1 1.6% 19.0
TKR Timken 8.7 41% 40% 2.15
 
 
 
 
57% 28.4 2.5% 20.7
TJX TJX 6.0 32% 21% 1.51
 
 
 
 
34% 344.4 1.8% 20.2
TD Toronto-Dominion Bank 5.3 26% 20% 1.39
 
 
 
 
72% 98.5 3.5% 10.1
TOT Total ADR -0.8 -23% 6% 1.99
 
 
 
 
55% 70.0 5.5% 16.7
TRV Travelers Cos. 3.0 12% 20% 1.19
 
 
 
 
89% 124.9 2.3% 12.7
TRN Trinity Industries 0.5 4% 44% 3.25
 
 
 
 
78% 24.8 1.9% 17.4
TUP Tupperware Brands -1.0 -6% 36% 2.34
 
 
 
 
22% 20.2 4.8% 18.5
TSN Tyson Foods Cl A 15.4 46% 59% 2.06
 
 
 
 
44% 100.1 1.4% 13.5
UDR UDR 9.4 44% 23% 1.48
 
 
 
 
83% 34.1 3.2% 112.4
UGI UGI 3.7 13% 31% 1.49
 
 
 
 
70% 35.5 2.0% 22.5
UL Unilever ADR 5.3 20% 30% 1.58
 
 
 
 
99% 54.2 2.9% 25.9
UN Unilever ADR 2.5 9% 35% 1.64
 
 
 
 
99% 51.0 2.8% 26.5
UNP Union Pacific 6.5 34% 27% 1.79
 
 
 
 
61% 231.6 2.3% 18.9
UNH UnitedHealth Group 38.2 76% 59% 1.58
 
 
 
 
94% 325.1 1.6% 22.5
UPS United Parcel Service Cl B -5.4 -31% 15% 1.26
 
 
 
 
64% 157.6 2.9% 28.0
UTX United Technologies 5.1 26% 18% 1.30
 
 
 
 
65% 200.8 2.4% 17.6
UNM Unum Group 3.8 14% 41% 1.84
 
 
 
 
77% 73.7 1.9% 11.4
USB U.S. Bancorp 4.8 25% 20% 1.43
 
 
 
 
66% 241.5 2.2% 15.5
MTN Vail Resorts 39.8 69% 76% 1.71
 
 
 
 
97% 43.1 1.9% 48.6
VALE Vale ADR 6.1 37% 130% 4.74
 
 
 
 
75% 334.8 5.7% 14.4
VLO Valero Energy 8.3 33% 51% 2.28
 
 
 
 
67% 143.3 4.3% 16.0
VTR Ventas -4.9 -15% 39% 1.65
 
 
 
 
62% 97.5 4.6% 40.3
VER VEREIT -2.2 -19% 23% 2.28
 
 
 
 
34% 41.8 6.4% 0.0
VZ Verizon Communications -2.7 -14% 15% 1.24
 
 
 
 
44% 458.5 4.8% 12.3
VFC VF 3.4 25% 20% 1.81
 
 
 
 
87% 104.7 2.7% 23.9
VSH Vishay Intertechnology 5.5 28% 33% 1.99
 
 
 
 
64% 23.1 1.5% 32.8
VNO Vornado Realty Trust -8.2 -58% 18% 1.69
 
 
 
 
20% 75.6 3.3% 15.9
WMT Wal-Mart Stores 6.3 26% 25% 1.44
 
 
 
 
86% 633.4 2.6% 19.2
DIS Walt Disney 5.2 17% 30% 1.42
 
 
 
 
42% 576.0 1.5% 17.9
WM Waste Management 31.0 66% 33% 1.05
 
 
 
 
95% 136.0 2.3% 26.0
WSO Watsco 11.3 31% 42% 1.56
 
 
 
 
50% 24.4 3.5% 27.1
WBS Webster Financial 20.9 61% 59% 2.04
 
 
 
 
46% 26.7 2.2% 19.4
WEC WEC Energy Group 9.0 23% 37% 1.37
 
 
 
 
98% 68.9 3.2% 21.3
WRI Weingarten Realty Investors -2.6 -15% 19% 1.51
 
 
 
 
26% 21.3 4.7% 47.2
WFC Wells Fargo 0.1 1% 19% 1.58
 
 
 
 
50% 615.7 3.0% 12.8
HCN Welltower 0.5 2% 32% 1.63
 
 
 
 
67% 88.4 4.8% 50.4
WR Westar Energy 21.0 42% 47% 1.34
 
 
 
 
22% 27.1 3.1% 21.5
WU Western Union 4.2 21% 26% 1.69
 
 
 
 
11% 40.0 3.7% 48.4
WLK Westlake Chemical 0.2 2% 41% 2.67
 
 
 
 
95% 30.4 1.2% 20.2
WY Weyerhaeuser -6.5 -42% 20% 1.68
 
 
 
 
42% 67.1 3.9% 25.9
WHR Whirlpool 3.7 15% 46% 2.12
 
 
 
 
38% 116.8 2.6% 16.8
WMB Williams 3.0 28% 74% 4.43
 
 
 
 
37% 117.4 4.1% 47.6
WSM Williams-Sonoma -1.7 -15% 22% 2.19
 
 
 
 
5% 79.3 3.6% 12.7
GRA W.R. Grace -5.9 -110% 7% 1.63
 
 
 
 
26% 25.2 1.2% 34.1
GWW W.W. Grainger -6.9 -63% 14% 1.71
 
 
 
 
0% 135.9 3.2% 18.3
WYN Wyndham Worldwide 14.5 54% 38% 1.81
 
 
 
 
77% 82.8 2.4% 18.0
XEL Xcel Energy 15.3 39% 35% 1.30
 
 
 
 
99% 85.7 2.9% 21.7
XRX Xerox -4.3 -112% 8% 2.28
 
 
 
 
35% 45.1 3.2% 0.0
XL XL Group 12.9 56% 23% 1.40
 
 
 
 
76% 40.8 2.0% 0.0
XYL Xylem 10.3 30% 39% 1.55
 
 
 
 
91% 27.3 1.2% 38.4
YUM Yum! Brands 16.7 64% 38% 1.84
 
 
 
 
93% 86.0 1.6% 21.0
FOXA 21st Century Fox Cl A -1.0 -9% 15% 1.78
 
 
 
 
44% 117.8 1.3% 17.2
FOX 21st Century Fox Cl B -1.3 -15% 12% 1.76
 
 
 
 
37% 49.0 1.3% 16.9
AGNC AGNC Investment 7.2 30% 18% 1.14
 
 
 
 
82% 42.5 10.1% 4.4
DOX Amdocs 18.2 66% 23% 1.23
 
 
 
 
60% 27.2 1.4% 21.9
AMGN Amgen 0.6 3% 31% 1.93
 
 
 
 
68% 214.7 2.7% 15.3
ADI Analog Devices 5.0 18% 49% 2.04
 
 
 
 
59% 110.5 2.3% 29.3
AAPL Apple 20.8 63% 47% 1.80
 
 
 
 
91% 3893.8 1.6% 17.9
SHLM A. Schulman -2.7 -25% 47% 3.47
 
 
 
 
41% 20.5 2.8% 0.0
ADP Automatic Data Processing 12.6 49% 27% 1.46
 
 
 
 
48% 380.9 2.2% 26.8
OZRK Bank of The Ozarks 6.8 22% 69% 2.37
 
 
 
 
26% 32.5 1.8% 14.5
BBBY Bed Bath&Beyond 1.6 21% 13% 2.00
 
 
 
 
1% 51.7 2.2% 6.3
AVGO Broadcom 28.0 71% 105% 2.64
 
 
 
 
91% 485.7 1.6% 0.0
BRCD Brocade Communications Systems 14.2 64% 54% 2.51
 
 
 
 
87% 76.1 1.8% 87.1
CA CA 0.3 1% 22% 1.68
 
 
 
 
39% 60.2 3.1% 18.2
CASY Casey's General Stores 21.1 58% 55% 1.86
 
 
 
 
4% 41.5 1.0% 23.1
CBOE CBOE Holdings 25.2 51% 48% 1.38
 
 
 
 
96% 85.9 1.1% 53.6
CDW CDW 18.9 46% 55% 1.73
 
 
 
 
73% 30.1 1.1% 22.9
CAKE Cheesecake Factory 2.7 12% 33% 1.78
 
 
 
 
0% 58.7 2.8% 14.7
PLCE Children's Place 15.9 46% 87% 2.56
 
 
 
 
56% 41.3 1.6% 14.6
CHRW C.H. Robinson Worldwide -6.3 -37% 20% 1.59
 
 
 
 
19% 93.4 2.7% 19.7
CINF Cincinnati Financial 23.9 56% 38% 1.28
 
 
 
 
64% 49.6 2.6% 22.1
CSCO Cisco Systems -1.3 -5% 28% 1.59
 
 
 
 
28% 715.8 3.8% 16.1
CME CME Group Cl A 28.5 73% 43% 1.50
 
 
 
 
91% 78.1 2.1% 25.6
CMCSA Comcast Cl A 10.6 49% 22% 1.41
 
 
 
 
89% 571.1 1.5% 20.6
COST Costco Wholesale 18.7 53% 33% 1.35
 
 
 
 
36% 270.7 1.3% 27.2
CBRL Cracker Barrel Old Country Store 15.4 33% 61% 1.71
 
 
 
 
45% 33.7 3.2% 18.2
CSX CSX 25.5 73% 71% 2.26
 
 
 
 
75% 274.2 1.6% 25.5
CY Cypress Semiconductor 0.7 3% 79% 2.87
 
 
 
 
60% 51.1 3.4% 0.0
CONE CyrusOne 20.8 41% 77% 1.88
 
 
 
 
93% 36.0 2.8% 0.0
DNKN Dunkin' Brands Group -2.9 -11% 36% 1.78
 
 
 
 
45% 27.8 2.5% 22.9
EWBC East West Bancorp 9.0 26% 65% 2.14
 
 
 
 
78% 25.0 1.5% 15.7
EQIX Equinix 30.4 66% 63% 1.75
 
 
 
 
94% 129.7 1.8% 167.3
EXPD Expeditors International of Washing 8.1 49% 17% 1.42
 
 
 
 
61% 44.0 1.5% 23.8
FAST Fastenal -8.2 -43% 28% 1.84
 
 
 
 
15% 234.0 3.2% 22.0
FITB Fifth Third Bancorp 0.3 1% 46% 2.01
 
 
 
 
71% 103.0 2.1% 13.4
FINL Finish Line Cl A -16.1 -180% 34% 3.21
 
 
 
 
1% 57.5 4.5% 31.4
FLIR Flir Systems 5.2 41% 18% 1.78
 
 
 
 
85% 26.4 1.6% 24.0
FTR Frontier Communications -3.0 -53% 25% 3.53
 
 
 
 
0% 38.0 18.9% 0.0
GRMN Garmin 8.3 51% 30% 2.14
 
 
 
 
51% 37.3 4.0% 14.4
GNTX Gentex -0.1 -1% 37% 1.79
 
 
 
 
17% 22.7 2.3% 13.5
GILD Gilead Sciences 4.4 47% 17% 2.15
 
 
 
 
48% 358.0 2.9% 7.9
GT Goodyear Tire&Rubber -2.6 -12% 44% 2.20
 
 
 
 
28% 84.2 1.3% 6.5
HBHC Hancock Holding 6.2 22% 61% 2.34
 
 
 
 
59% 29.3 2.2% 18.4
HAS Hasbro 24.4 58% 69% 1.98
 
 
 
 
47% 158.3 2.4% 20.5
HBAN Huntington Bancshares 5.5 21% 43% 1.99
 
 
 
 
59% 60.4 2.5% 17.8
ILG ILG 9.2 28% 69% 2.31
 
 
 
 
78% 27.8 2.3% 25.1
INTC Intel -4.7 -25% 25% 1.70
 
 
 
 
32% 755.5 3.1% 13.4
JCOM j2 Global 13.5 52% 52% 2.24
 
 
 
 
37% 22.5 2.1% 24.6
JKHY Jack Henry&Associates 30.4 68% 36% 1.20
 
 
 
 
66% 64.8 1.3% 31.6
JACK Jack in the Box 13.2 36% 74% 2.24
 
 
 
 
24% 46.0 1.7% 22.1
KLAC KLA-Tencor 12.3 34% 62% 2.03
 
 
 
 
52% 85.3 2.7% 15.1
LAMR Lamar Advertising Cl A 11.4 36% 34% 1.48
 
 
 
 
29% 26.4 5.1% 21.2
LRCX Lam Research 20.1 51% 72% 2.12
 
 
 
 
86% 244.9 1.1% 17.2
LECO Lincoln Electric Holdings 12.1 47% 38% 1.83
 
 
 
 
67% 32.0 1.6% 24.6
LPLA LPL Financial Holdings -1.9 -11% 58% 3.09
 
 
 
 
87% 22.5 2.2% 19.9
MAR Marriott International 19.3 65% 41% 1.79
 
 
 
 
74% 136.3 1.3% 34.2
MRVL Marvell Technology Group 11.0 47% 64% 2.67
 
 
 
 
58% 78.6 1.5% 57.8
MAT Mattel 6.1 42% 33% 2.41
 
 
 
 
1% 92.1 3.7% 23.8
MXIM Maxim Integrated Products 9.1 36% 40% 1.93
 
 
 
 
52% 49.0 3.3% 22.0
MCHP Microchip Technology 5.2 16% 55% 1.99
 
 
 
 
80% 70.2 1.8% 43.7
MSFT Microsoft 15.2 52% 40% 1.76
 
 
 
 
88% 1188.7 2.2% 26.7
MDLZ Mondelez International Cl A 0.3 2% 24% 1.72
 
 
 
 
39% 161.7 2.0% 37.9
NDAQ Nasdaq 25.5 70% 37% 1.43
 
 
 
 
83% 59.2 2.0% 58.8
NTAP NetApp 5.2 21% 46% 2.16
 
 
 
 
58% 161.8 2.1% 18.8
NTES Netease ADR 28.9 69% 132% 2.92
 
 
 
 
52% 312.1 1.2% 18.7
NWSA News Corp Cl A -0.1 -1% 17% 2.01
 
 
 
 
63% 20.3 1.5% 0.0
NXST Nexstar Media Group Cl A -0.7 -3% 60% 2.63
 
 
 
 
49% 43.4 2.0% 24.5
NTRS Northern Trust 6.2 25% 36% 1.82
 
 
 
 
65% 58.5 1.9% 20.0
NTRI Nutrisystem 29.0 79% 140% 3.23
 
 
 
 
68% 23.6 1.3% 34.1
PCAR Paccar 7.3 38% 28% 1.82
 
 
 
 
58% 73.5 1.6% 16.9
PACW PacWest Bancorp -1.7 -7% 42% 2.07
 
 
 
 
15% 21.0 4.6% 15.1
PZZA Papa John's International 10.9 23% 88% 2.15
 
 
 
 
40% 23.6 1.1% 27.4
PDCO Patterson 0.9 5% 23% 1.72
 
 
 
 
2% 67.1 2.9% 20.3
PAYX Paychex 6.8 21% 29% 1.30
 
 
 
 
29% 117.1 3.6% 24.7
PBCT People's United Financial 4.2 18% 25% 1.49
 
 
 
 
27% 21.8 4.2% 18.6
PETS PetMed Express 52.0 116% 97% 2.35
 
 
 
 
71% 47.8 1.9% 32.1
POOL Pool 26.3 58% 53% 1.57
 
 
 
 
48% 22.1 1.4% 27.7
QCOM Qualcomm 0.9 7% 24% 2.16
 
 
 
 
5% 267.8 4.4% 19.9
GOLD Randgold Resources ADR -3.3 -16% 67% 2.97
 
 
 
 
74% 30.0 1.0% 32.3
ROST Ross Stores 25.0 65% 56% 1.84
 
 
 
 
34% 301.6 1.1% 19.3
RGLD Royal Gold 4.2 20% 89% 3.41
 
 
 
 
96% 41.9 1.1% 55.8
SBRA Sabra Healthcare REIT 3.8 17% 45% 2.20
 
 
 
 
24% 77.3 6.7% 18.3
SABR Sabre 6.9 26% 45% 2.04
 
 
 
 
1% 63.3 3.2% 36.3
SNI Scripps Networks Interactive Cl A 0.2 1% 26% 1.97
 
 
 
 
91% 95.6 1.4% 17.7
STX Seagate Technology -1.4 -9% 69% 3.39
 
 
 
 
2% 96.1 8.0% 12.2
SBGI Sinclair Broadcast Group Cl A -1.2 -6% 49% 2.44
 
 
 
 
27% 31.9 2.5% 10.1
SWKS Skyworks Solutions 11.1 36% 95% 2.85
 
 
 
 
76% 129.9 1.3% 19.4
SLM SLM 11.3 41% 63% 2.44
 
 
 
 
52% 27.2 2.1% 16.4
SPLS Staples 11.5 60% 50% 2.61
 
 
 
 
98% 62.0 4.7% 0.0
SBUX Starbucks 13.7 37% 43% 1.57
 
 
 
 
16% 613.8 1.9% 27.0
STLD Steel Dynamics 1.6 6% 74% 2.66
 
 
 
 
63% 109.1 1.8% 15.5
SYMC Symantec 21.1 57% 52% 1.80
 
 
 
 
51% 111.4 1.1% 0.0
AMTD TD Ameritrade Holding 5.6 21% 49% 2.13
 
 
 
 
70% 45.4 1.7% 26.5
TXN Texas Instruments 11.0 31% 48% 1.76
 
 
 
 
74% 250.8 2.5% 20.2
TSCO Tractor Supply 8.2 40% 38% 2.12
 
 
 
 
13% 87.9 2.0% 16.5
TROW T. Rowe Price Group 2.4 18% 15% 1.56
 
 
 
 
86% 62.0 2.8% 14.2
UBSI United Bankshares 4.5 20% 34% 1.88
 
 
 
 
7% 26.0 4.0% 17.3
VIAB Viacom Cl B -3.7 -69% 15% 2.77
 
 
 
 
1% 134.7 2.9% 7.7
VOD Vodafone Group ADR -8.5 -50% 22% 1.67
 
 
 
 
60% 66.2 8.2% 0.0
WBA Walgreens Boots Alliance 0.2 1% 34% 1.75
 
 
 
 
42% 341.0 2.0% 20.3
WEN Wendy's Co 18.7 43% 69% 1.95
 
 
 
 
76% 26.1 1.9% 39.8
WDC Western Digital 9.9 46% 69% 2.95
 
 
 
 
76% 293.5 2.4% 65.5
WFM Whole Foods Market 1.6 7% 56% 2.46
 
 
 
 
87% 121.9 1.7% 34.2
WLTW Willis Towers Watson 5.8 23% 25% 1.44
 
 
 
 
92% 60.5 1.4% 42.2
WYNN Wynn Resorts 5.6 38% 67% 3.56
 
 
 
 
93% 217.5 1.5% 50.8
XLNX Xilinx 4.8 18% 40% 1.89
 
 
 
 
62% 128.3 2.3% 26.2
ZION Zions Bancorp 16.6 50% 63% 2.16
 
 
 
 
76% 62.8 1.1% 17.4


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.