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

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

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

Scott Juds
Chief SectorSurfer
 

Quality Stocks Momentum Screener

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

See ETF Screener

Stock Screening SectorSurfer Style:

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


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

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

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

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

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

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

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

Sorting ...   Please Wait...

Quality Stocks Screener

(See Parameter Definitions Below Table)

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

 > $20M/day Volume

 > 1% Dividend Yield

Total Qualified Stocks Listed: 656

8/18/2018 3:03:36 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 45% 0% 1.00
 
 
 
 
99% 5625.7 2.1% 14.0
MMM 3M 9.0 33% 25% 1.32
 
 
 
 
21% 317.4 2.7% 28.3
ABB ABB ADR 7.6 31% 25% 1.46
 
 
 
 
18% 30.5 3.7% 21.5
ABT Abbott Laboratories 3.5 15% 28% 1.62
 
 
 
 
93% 279.3 1.7% 128.0
ABBV AbbVie 13.3 55% 49% 2.24
 
 
 
 
52% 594.0 3.9% 24.5
ANF Abercrombie&Fitch 7.0 30% 139% 4.14
 
 
 
 
90% 43.2 2.9% 78.9
ACN Accenture Cl A 4.2 17% 27% 1.49
 
 
 
 
90% 425.9 1.6% 26.4
AES AES -1.8 -9% 36% 2.04
 
 
 
 
99% 60.4 3.7% 23.5
AET Aetna 18.8 82% 31% 1.77
 
 
 
 
99% 168.5 1.0% 18.8
AFL AFLAC 5.6 22% 22% 1.26
 
 
 
 
96% 131.5 2.2% 7.6
AEM Agnico-Eagle Mines 3.8 15% 87% 3.02
 
 
 
 
6% 114.9 1.2% 53.9
APD Air Products&Chemicals -1.6 -15% 11% 1.41
 
 
 
 
73% 205.2 2.6% 24.2
ALK Alaska Air Group -2.3 -16% 31% 2.34
 
 
 
 
30% 99.9 2.0% 9.7
ALB Albemarle 19.4 53% 82% 2.40
 
 
 
 
15% 124.9 1.4% 22.1
ARE Alexandria Real Estate Equities 0.4 2% 23% 1.46
 
 
 
 
77% 54.9 2.9% 46.9
AGN Allergan -6.8 -93% 15% 2.30
 
 
 
 
45% 250.2 1.6% 0.0
LNT Alliant Energy 13.8 45% 28% 1.32
 
 
 
 
77% 47.7 3.1% 20.9
ALSN Allison Transmission Holdings 16.5 63% 37% 1.81
 
 
 
 
98% 59.2 1.3% 10.3
ALL Allstate 11.1 41% 23% 1.24
 
 
 
 
73% 101.9 1.8% 10.5
ALLY Ally Financial 6.8 29% 38% 1.98
 
 
 
 
54% 75.1 2.2% 11.1
MO Altria Group 1.9 9% 20% 1.40
 
 
 
 
35% 289.5 4.6% 11.0
AMC AMC Entertainment Holding -0.8 -6% 45% 3.18
 
 
 
 
94% 35.6 4.4% 0.0
AEE Ameren 14.4 52% 25% 1.29
 
 
 
 
98% 101.9 2.8% 25.6
AMX America Movil ADR 7.7 42% 37% 2.26
 
 
 
 
35% 24.9 2.0% 0.0
AEO American Eagle Outfitters 8.1 34% 77% 2.97
 
 
 
 
98% 80.2 2.0% 22.9
AEP American Electric Power 4.8 20% 20% 1.24
 
 
 
 
64% 147.4 3.4% 18.6
AXP American Express 12.6 56% 27% 1.60
 
 
 
 
94% 185.7 1.4% 27.1
AIG American International Group -5.0 -49% 12% 1.55
 
 
 
 
19% 227.6 2.4% 0.0
AMT American Tower REIT 8.5 28% 32% 1.48
 
 
 
 
84% 227.8 2.0% 60.0
AWK American Water Works 22.0 54% 37% 1.33
 
 
 
 
82% 48.0 2.0% 34.2
AMP Ameriprise Financial 10.9 48% 40% 2.07
 
 
 
 
18% 78.4 2.6% 12.2
ABC AmerisourceBergen -9.7 -83% 21% 2.10
 
 
 
 
46% 112.1 1.7% 17.2
APC Anadarko Petroleum 5.9 28% 72% 3.01
 
 
 
 
60% 285.5 1.6% 75.9
ANDV Andeavor 11.7 45% 61% 2.47
 
 
 
 
87% 135.9 1.6% 10.6
BUD Anheuser-Busch InBev ADR -5.1 -43% 14% 1.56
 
 
 
 
23% 160.9 4.8% 24.9
NLY Annaly Capital Management 7.4 24% 25% 1.17
 
 
 
 
28% 102.3 11.2% 4.2
ANTM Anthem 17.7 55% 45% 1.79
 
 
 
 
95% 221.9 1.1% 16.1
AON Aon 13.9 48% 25% 1.26
 
 
 
 
57% 119.0 1.1% 44.1
AOS A.O. Smith 7.1 24% 40% 1.73
 
 
 
 
33% 73.8 1.2% 30.7
APA Apache -2.0 -13% 58% 3.21
 
 
 
 
53% 92.3 2.4% 18.8
AIV Apartment Investment&Management -5.2 -45% 12% 1.46
 
 
 
 
68% 28.4 3.5% 465.2
APLE Apple Hospitality REIT -5.8 -35% 16% 1.37
 
 
 
 
27% 26.4 6.8% 23.9
ARMK Aramark 1.7 13% 15% 1.58
 
 
 
 
44% 42.3 1.0% 20.2
MT ArcelorMittal ADR 8.1 42% 105% 3.94
 
 
 
 
34% 111.9 1.4% 5.4
ADM Archer Daniels Midland 0.7 4% 24% 1.82
 
 
 
 
98% 290.2 2.7% 14.7
ARNC Arconic -13.4 -141% 42% 3.50
 
 
 
 
30% 28.3 1.2% 0.0
AJG Arthur J. Gallagher 17.3 53% 28% 1.25
 
 
 
 
94% 49.7 2.3% 21.4
ASH Ashland Global Holdings 10.6 47% 27% 1.60
 
 
 
 
93% 23.0 1.2% 121.1
ASB Associated Banc-Corp. 3.4 14% 36% 1.90
 
 
 
 
79% 20.0 2.2% 16.9
AIZ Assurant 4.9 24% 27% 1.75
 
 
 
 
77% 52.1 2.1% 13.6
AGO Assured Guaranty 17.2 57% 44% 1.84
 
 
 
 
88% 23.7 1.5% 9.3
AZN AstraZeneca ADR 1.7 8% 29% 1.82
 
 
 
 
85% 288.8 2.4% 35.8
ATO Atmos Energy 20.3 50% 35% 1.24
 
 
 
 
97% 26.6 2.1% 17.3
T AT&T -0.8 -4% 18% 1.35
 
 
 
 
30% 848.4 6.1% 6.4
ALV Autoliv -14.0 -73% 44% 2.43
 
 
 
 
43% 35.1 2.7% 25.5
AVB Avalonbay Communities 0.8 9% 8% 1.33
 
 
 
 
79% 96.4 3.2% 29.0
AVY Avery Dennison 13.2 37% 44% 1.65
 
 
 
 
47% 48.0 1.9% 35.8
AXS AXIS Capital Holdings 2.2 10% 22% 1.43
 
 
 
 
52% 27.8 2.8% 0.0
BBVA Banco Bilbao Vizcaya Argentaria ADR 3.5 28% 29% 2.39
 
 
 
 
6% 27.9 11.9% 8.9
BXS BancorpSouth Bank 5.3 29% 30% 2.02
 
 
 
 
88% 23.6 2.0% 17.9
SAN Banco Santander ADR 5.8 36% 39% 2.51
 
 
 
 
4% 28.5 6.0% 10.8
BAC Bank of America 14.4 41% 62% 2.08
 
 
 
 
78% 1144.1 1.6% 15.8
BMO Bank of Montreal 13.5 46% 25% 1.27
 
 
 
 
73% 46.8 3.7% 14.5
BK Bank of New York Mellon 0.9 5% 24% 1.73
 
 
 
 
24% 186.2 2.2% 12.4
BNS Bank of Nova Scotia 13.2 42% 31% 1.41
 
 
 
 
31% 47.0 4.3% 11.0
ABX Barrick Gold 4.6 16% 117% 3.39
 
 
 
 
3% 171.7 1.2% 0.0
BAX Baxter International 16.4 42% 42% 1.47
 
 
 
 
72% 132.2 1.1% 43.5
BBT BB&T 14.9 60% 31% 1.65
 
 
 
 
71% 124.8 3.1% 15.2
BCE BCE -2.5 -12% 15% 1.06
 
 
 
 
15% 23.6 5.7% 17.5
BDX Becton Dickinson 12.5 47% 27% 1.41
 
 
 
 
99% 129.7 1.2% 109.1
BMS Bemis 0.4 4% 13% 1.63
 
 
 
 
74% 37.5 2.5% 41.8
BHLB Berkshire Hills Bancorp 12.9 50% 30% 1.58
 
 
 
 
77% 22.3 2.1% 23.5
BBY Best Buy 20.6 67% 88% 2.74
 
 
 
 
95% 139.9 2.3% 23.1
BHP BHP Billiton ADR 11.9 54% 63% 2.74
 
 
 
 
63% 109.6 4.6% 27.1
BBL BHP Billiton ADR 8.8 42% 68% 2.98
 
 
 
 
55% 40.5 5.2% 23.7
BIG Big Lots -8.9 -52% 37% 2.36
 
 
 
 
42% 29.8 2.5% 12.1
BLK BlackRock 7.4 28% 35% 1.71
 
 
 
 
35% 219.9 2.6% 14.3
BX Blackstone Group 5.4 40% 25% 2.13
 
 
 
 
83% 134.0 6.4% 13.9
BXMT Blackstone Mortgage Trust Cl A 5.1 29% 14% 1.13
 
 
 
 
100% 25.3 7.3% 14.0
BA Boeing 32.9 59% 80% 1.82
 
 
 
 
80% 1027.6 2.0% 21.5
BAH Booz Allen Hamilton Holding 16.0 64% 36% 1.83
 
 
 
 
100% 21.3 1.5% 22.2
BWA BorgWarner 3.6 25% 31% 2.35
 
 
 
 
20% 56.9 1.5% 17.8
BXP Boston Properties -5.7 -58% 10% 1.48
 
 
 
 
98% 96.3 2.4% 38.9
BP BP ADR 5.9 38% 24% 1.92
 
 
 
 
58% 199.6 5.7% 19.8
EAT Brinker International 8.8 41% 43% 2.24
 
 
 
 
59% 42.4 3.5% 15.9
BMY Bristol-Myers Squibb -7.6 -54% 24% 2.00
 
 
 
 
54% 525.0 2.6% 264.7
BTI British American Tobacco ADR -4.9 -29% 20% 1.60
 
 
 
 
24% 54.5 5.1% 2.2
BRX Brixmor Property Group -1.1 -10% 17% 1.94
 
 
 
 
75% 28.7 6.0% 19.1
BR Broadridge Financial Solutions 35.7 70% 53% 1.45
 
 
 
 
100% 199.4 1.5% 37.4
BAM Brookfield Asset Management Cl A 3.2 24% 15% 1.57
 
 
 
 
95% 36.4 1.4% 16.4
BFB Brown-Forman Cl B 4.9 20% 29% 1.59
 
 
 
 
70% 37.9 1.2% 36.1
BC Brunswick -0.6 -4% 32% 2.35
 
 
 
 
78% 43.4 1.2% 50.7
BPL Buckeye Partners -2.3 -30% 16% 2.29
 
 
 
 
17% 30.9 13.7% 12.4
BG Bunge -1.3 -10% 28% 2.31
 
 
 
 
8% 90.3 3.2% 0.0
BWXT BWX Technologies 42.3 73% 61% 1.46
 
 
 
 
52% 30.1 1.0% 40.4
CABO Cable One 17.5 57% 37% 1.61
 
 
 
 
92% 63.0 1.0% 17.5
COG Cabot Oil&Gas 3.2 27% 36% 2.86
 
 
 
 
24% 114.1 1.0% 84.3
CPT Camden Property Trust -7.9 -49% 16% 1.40
 
 
 
 
92% 21.3 3.3% 45.4
CPB Campbell Soup 2.1 14% 23% 1.83
 
 
 
 
43% 135.9 3.3% 26.4
CM Canadian Imperial Bank of Commerce 7.2 24% 28% 1.33
 
 
 
 
60% 70.1 4.5% 10.8
CNI Canadian National Railway 3.2 14% 26% 1.52
 
 
 
 
92% 47.7 1.5% 25.2
CNQ Canadian Natural Resources 4.3 21% 63% 2.84
 
 
 
 
55% 65.5 3.0% 20.2
COF Capital One Financial 6.6 35% 30% 1.92
 
 
 
 
75% 140.9 1.6% 15.7
CAH Cardinal Health -10.8 -189% 11% 2.17
 
 
 
 
14% 201.3 3.7% 70.1
CSL Carlisle 7.7 38% 24% 1.60
 
 
 
 
95% 52.4 1.3% 23.7
CCL Carnival 1.0 6% 25% 1.81
 
 
 
 
25% 196.9 3.3% 15.5
CRI Carters -7.3 -39% 28% 1.88
 
 
 
 
56% 44.4 1.7% 17.5
CAT Caterpillar 16.7 44% 62% 1.99
 
 
 
 
44% 901.3 2.5% 27.1
CBS CBS Cl B 2.4 12% 31% 1.92
 
 
 
 
31% 78.6 1.4% 13.4
CE Celanese Series A 10.8 32% 49% 1.86
 
 
 
 
88% 63.6 1.9% 13.9
CVE Cenovus Energy -7.5 -49% 59% 3.25
 
 
 
 
47% 36.9 1.7% 0.0
CNP CenterPoint Energy 12.4 35% 36% 1.44
 
 
 
 
62% 94.4 3.9% 7.9
CTL CenturyLink -5.5 -42% 33% 2.57
 
 
 
 
97% 236.6 9.2% 13.0
CF CF Industries Holdings 7.1 45% 61% 3.24
 
 
 
 
86% 185.6 2.5% 18.9
SCHW Charles Schwab 1.8 6% 58% 2.26
 
 
 
 
58% 173.5 1.0% 25.7
CC Chemours 15.4 51% 247% 4.86
 
 
 
 
7% 47.8 2.3% 7.9
CVX Chevron 17.2 58% 39% 1.74
 
 
 
 
44% 715.3 3.8% 18.6
CHL China Mobile ADR -2.4 -39% 6% 1.41
 
 
 
 
30% 46.9 4.3% 10.7
CB Chubb 4.2 27% 14% 1.26
 
 
 
 
30% 146.8 2.2% 16.4
CHD Church&Dwight -8.0 -38% 21% 1.40
 
 
 
 
94% 72.2 1.5% 17.6
CNK Cinemark Holdings -0.9 -5% 26% 1.84
 
 
 
 
37% 28.2 3.5% 15.4
CIT CIT Group 10.2 58% 30% 2.02
 
 
 
 
84% 32.2 1.9% 20.1
C Citigroup 8.3 40% 33% 1.96
 
 
 
 
32% 687.2 2.6% 0.0
CFG Citizens Financial Group 13.1 40% 61% 2.16
 
 
 
 
55% 88.3 2.7% 11.0
CIO City Office REIT -3.1 -15% 23% 1.56
 
 
 
 
74% 34.1 7.3% 13.5
CLX Clorox -2.3 -11% 20% 1.38
 
 
 
 
92% 114.8 2.6% 23.6
CMS CMS Energy 12.5 43% 24% 1.22
 
 
 
 
91% 106.0 2.9% 25.7
CNHI CNH Industrial 9.7 43% 51% 2.41
 
 
 
 
27% 25.1 1.5% 26.4
KO Coca-Cola 3.1 19% 11% 1.01
 
 
 
 
72% 381.6 3.4% 86.3
CCE Coca-Cola European Partners -10.3 -76% 20% 1.84
 
 
 
 
83% 33.1 2.8% 26.8
CL Colgate-Palmolive -1.7 -20% 8% 1.29
 
 
 
 
37% 223.2 2.5% 27.0
CMA Comerica 24.3 61% 73% 2.12
 
 
 
 
91% 116.2 2.4% 18.5
CAG Conagra Brands -2.7 -40% 11% 1.97
 
 
 
 
73% 220.3 2.3% 18.9
COP ConocoPhillips 8.2 36% 58% 2.59
 
 
 
 
87% 292.9 1.6% 18.3
ED Consolidated Edison 4.8 20% 20% 1.24
 
 
 
 
54% 151.9 3.5% 16.0
STZ Constellation Brands Cl A 15.7 50% 39% 1.63
 
 
 
 
20% 735.3 1.5% 16.9
CVG Convergys -3.8 -22% 27% 1.95
 
 
 
 
61% 20.6 1.8% 27.9
CPA Copa Holdings Cl A 7.3 28% 93% 3.09
 
 
 
 
7% 38.3 4.1% 9.3
COR CoreSite Realty 20.4 39% 76% 1.84
 
 
 
 
83% 28.4 3.6% 56.0
GLW Corning 14.6 52% 40% 1.81
 
 
 
 
77% 99.9 2.2% 0.0
COT Cott 6.4 23% 64% 2.40
 
 
 
 
51% 27.2 1.5% 585.0
COTY Coty Cl A -11.0 -169% 18% 2.66
 
 
 
 
14% 115.2 4.1% 0.0
CR Crane 13.8 48% 43% 1.88
 
 
 
 
58% 24.0 1.6% 28.8
BAP Credicorp 26.8 67% 64% 1.94
 
 
 
 
64% 24.8 1.9% 13.5
CCI Crown Castle International 2.5 12% 21% 1.40
 
 
 
 
93% 206.0 3.7% 119.2
CUBE CubeSmart 10.4 39% 33% 1.65
 
 
 
 
85% 36.5 3.8% 38.3
CFR Cullen/Frost Bankers 15.4 51% 58% 2.17
 
 
 
 
81% 27.4 2.4% 18.4
CMI Cummins 7.5 28% 41% 1.87
 
 
 
 
21% 130.4 3.2% 22.7
CVS CVS Health -2.0 -136% 2% 1.85
 
 
 
 
57% 507.9 2.7% 25.1
DAN Dana 11.5 36% 79% 2.54
 
 
 
 
11% 32.7 2.0% 15.4
DRI Darden Restaurants 15.7 52% 45% 1.87
 
 
 
 
99% 86.7 2.6% 24.1
DCT DCT Industrial Trust 27.2 56% 50% 1.46
 
 
 
 
99% 41.1 2.1% 54.1
DDR DDR Corp -5.4 -55% 91% 5.19
 
 
 
 
58% 28.6 8.7% 0.0
DF Dean Foods -5.8 -52% 32% 2.74
 
 
 
 
12% 31.3 4.4% 82.4
DE Deere 22.7 71% 51% 1.97
 
 
 
 
44% 1219.9 2.0% 25.3
DK Delek US Holdings 20.2 69% 121% 3.40
 
 
 
 
70% 44.3 2.0% 11.5
DAL Delta Air Lines 7.7 45% 32% 2.15
 
 
 
 
68% 175.1 2.5% 11.9
DLX Deluxe Corp. -2.9 -21% 18% 1.71
 
 
 
 
7% 21.6 2.1% 12.0
DNR Denbury Resources 5.3 40% 272% 7.77
 
 
 
 
77% 31.4 5.6% 9.6
DB Deutsche Bank -5.1 -58% 30% 3.07
 
 
 
 
9% 40.3 1.2% 0.0
DEO Diageo ADR 4.1 20% 18% 1.24
 
 
 
 
58% 28.1 3.0% 22.0
DKS Dick's Sporting Goods 3.2 20% 55% 3.06
 
 
 
 
88% 76.4 2.4% 12.1
DLR Digital Realty Trust 20.3 49% 54% 1.70
 
 
 
 
90% 102.4 3.3% 126.6
DIN Dine Brands Global -0.9 -4% 59% 2.38
 
 
 
 
95% 36.6 3.1% 0.0
DFS Discover Financial Services 4.4 16% 36% 1.70
 
 
 
 
84% 124.3 2.1% 12.4
DG Dollar General 9.2 39% 40% 2.03
 
 
 
 
99% 158.2 1.1% 17.7
D Dominion Energy -1.3 -15% 8% 1.22
 
 
 
 
43% 177.1 4.7% 15.1
UFS Domtar 4.1 24% 32% 2.10
 
 
 
 
85% 25.5 3.4% 0.0
DEI Douglas Emmett 0.2 1% 21% 1.40
 
 
 
 
66% 49.1 2.6% 57.4
DOV Dover 6.0 32% 28% 1.86
 
 
 
 
81% 97.8 2.2% 17.6
DHI D.R. Horton 3.4 14% 42% 2.07
 
 
 
 
51% 122.8 1.1% 13.1
DSW DSW Cl A -4.8 -33% 47% 2.93
 
 
 
 
80% 104.3 3.8% 31.2
DTE DTE Energy 8.6 43% 17% 1.22
 
 
 
 
86% 86.0 3.1% 17.8
DUK Duke Energy -1.7 -9% 16% 1.21
 
 
 
 
52% 243.1 4.5% 20.8
DRE Duke Realty 14.2 38% 38% 1.45
 
 
 
 
79% 126.0 2.8% 28.4
DNB Dun&Bradstreet 9.6 55% 28% 1.97
 
 
 
 
95% 150.8 1.5% 22.3
EMN Eastman Chemical 9.2 37% 33% 1.72
 
 
 
 
51% 63.8 2.3% 9.2
ETN Eaton 9.0 48% 24% 1.71
 
 
 
 
56% 128.4 1.9% 11.5
ECL Ecolab 4.6 33% 13% 1.32
 
 
 
 
87% 117.8 1.1% 27.7
EIX Edison International 3.8 18% 23% 1.49
 
 
 
 
48% 223.3 3.5% 55.0
LLY Eli Lilly -5.7 -46% 16% 1.74
 
 
 
 
99% 391.4 2.1% 0.0
EMR Emerson Electric 9.5 47% 25% 1.67
 
 
 
 
98% 198.4 2.6% 22.9
ESRT Empire State Realty Trust -4.8 -32% 15% 1.40
 
 
 
 
35% 30.8 2.4% 45.5
EHC Encompass Health 18.2 63% 47% 1.96
 
 
 
 
100% 45.1 1.3% 26.6
ENR Energizer Holdings 6.5 20% 70% 2.32
 
 
 
 
95% 28.5 1.8% 31.4
ETE Energy Transfer Equity 2.0 16% 103% 4.88
 
 
 
 
78% 100.1 6.8% 17.0
ETP Energy Transfer Partners -4.9 -43% 40% 3.10
 
 
 
 
84% 170.0 9.9% 20.7
ETR Entergy 3.1 14% 20% 1.34
 
 
 
 
84% 98.5 4.2% 52.7
EPD Enterprise Products Partners 0.6 4% 25% 2.19
 
 
 
 
82% 110.0 6.0% 21.2
EPR EPR Properties 10.6 29% 41% 1.51
 
 
 
 
90% 20.8 6.2% 23.6
EQM EQT Midstream Partners -2.6 -58% 10% 2.32
 
 
 
 
20% 38.1 8.0% 10.4
EFX Equifax -3.6 -19% 28% 1.85
 
 
 
 
81% 119.0 1.2% 32.1
ELS Equity Lifestyle Properties 14.3 39% 33% 1.29
 
 
 
 
100% 29.2 2.3% 42.1
EQR Equity Residential -2.6 -26% 10% 1.41
 
 
 
 
83% 82.0 3.2% 60.8
ESS Essex Property Trust -1.5 -12% 13% 1.46
 
 
 
 
52% 62.6 3.1% 42.8
EL Estee Lauder Cl A 24.9 56% 52% 1.58
 
 
 
 
60% 504.8 1.1% 44.3
EVR Evercore Cl A 16.4 49% 65% 2.21
 
 
 
 
84% 30.2 1.8% 26.4
RE Everest Re Group 7.6 25% 33% 1.48
 
 
 
 
17% 53.2 2.4% 44.3
ES Eversource Energy 6.0 34% 15% 1.28
 
 
 
 
78% 57.3 3.2% 19.9
EXC Exelon 7.8 29% 30% 1.51
 
 
 
 
95% 335.8 3.1% 11.3
EXR Extra Space Storage 10.0 46% 28% 1.68
 
 
 
 
75% 58.7 3.6% 24.5
XOM Exxon Mobil -0.7 -5% 15% 1.45
 
 
 
 
36% 748.5 4.2% 16.0
FDS FactSet Research Systems 0.1 1% 21% 1.57
 
 
 
 
100% 49.4 1.2% 33.8
FRT Federal Realty Investment Trust -2.8 -21% 13% 1.40
 
 
 
 
82% 145.0 3.1% 45.0
FDX FedEx 10.8 43% 33% 1.70
 
 
 
 
60% 192.0 1.1% 14.7
FNF Fidelity National Financial -14.6 -83% 27% 1.92
 
 
 
 
74% 27.4 3.0% 15.5
FIS Fidelity National Information Servi 14.1 54% 28% 1.50
 
 
 
 
86% 92.9 1.2% 25.0
FAF First American Financial 5.2 17% 35% 1.54
 
 
 
 
58% 26.4 2.7% 13.4
FE FirstEnergy 0.6 4% 22% 1.65
 
 
 
 
97% 98.9 3.9% 0.0
FHN First Horizon National 8.1 38% 33% 1.90
 
 
 
 
56% 43.5 2.6% 31.1
FLS Flowserve -1.6 -20% 17% 2.29
 
 
 
 
99% 65.1 1.5% 0.0
FLR Fluor -4.0 -23% 38% 2.37
 
 
 
 
79% 65.0 1.5% 31.9
FMX Fomento Economico Mexicano ADR -13.2 -83% 24% 1.85
 
 
 
 
73% 59.4 1.5% 14.6
FL Foot Locker -10.2 -67% 56% 3.16
 
 
 
 
72% 146.8 2.7% 23.2
F Ford Motor -12.2 -187% 9% 1.78
 
 
 
 
5% 275.0 6.3% 5.7
FCEA Forest City Realty Trust Cl A -4.3 -30% 20% 1.82
 
 
 
 
82% 65.3 2.9% 21.7
FBHS Fortune Brands Home&Security 3.0 18% 22% 1.66
 
 
 
 
11% 44.6 1.5% 18.1
FNV Franco-Nevada 7.6 28% 64% 2.49
 
 
 
 
11% 55.1 1.4% 56.1
BEN Franklin Resources -0.8 -8% 15% 1.95
 
 
 
 
10% 77.2 2.8% 26.6
GME GameStop Cl A 0.0 -1% 6% 2.88
 
 
 
 
32% 24.2 9.9% 306.6
GPS Gap 0.9 6% 53% 2.97
 
 
 
 
68% 115.7 3.1% 14.2
GD General Dynamics 11.7 43% 27% 1.40
 
 
 
 
21% 153.2 1.9% 19.6
GE General Electric 1.5 13% 16% 1.77
 
 
 
 
3% 521.9 3.9% 0.0
GIS General Mills -6.4 -52% 13% 1.49
 
 
 
 
32% 135.5 4.2% 12.9
GM General Motors -4.1 -17% 40% 1.98
 
 
 
 
15% 260.7 4.2% 0.0
GPC Genuine Parts 1.5 10% 16% 1.51
 
 
 
 
67% 36.7 2.9% 21.7
GEO GEO Group -11.1 -45% 90% 3.15
 
 
 
 
70% 28.3 7.4% 21.0
GGB Gerdau ADR 10.1 44% 179% 4.72
 
 
 
 
44% 39.0 2.1% 0.0
GGP GGP -3.4 -45% 12% 1.94
 
 
 
 
48% 199.9 4.1% 36.3
GSK GlaxoSmithKline ADR -0.4 -3% 15% 1.35
 
 
 
 
86% 76.5 4.9% 46.0
GNL Global Net Lease -12.2 -74% 24% 1.84
 
 
 
 
83% 26.8 10.0% 92.8
GFI Gold Fields ADR 2.6 17% 106% 4.43
 
 
 
 
6% 23.1 3.4% 0.0
GS Goldman Sachs Group 12.8 49% 38% 1.84
 
 
 
 
31% 490.2 1.4% 18.7
GGG Graco Inc. 16.1 44% 51% 1.79
 
 
 
 
74% 32.0 1.1% 28.3
GVA Granite Construction 4.1 17% 61% 2.60
 
 
 
 
12% 28.5 1.2% 30.2
GPK Graphic Packaging Holding 2.0 21% 13% 1.77
 
 
 
 
37% 32.5 2.1% 14.6
HAL Halliburton -2.0 -8% 50% 2.34
 
 
 
 
9% 227.0 1.8% 363.4
HBI Hanesbrands -3.7 -57% 17% 2.63
 
 
 
 
22% 99.8 3.3% 182.4
HOG Harley-Davidson -4.8 -42% 24% 2.34
 
 
 
 
17% 173.9 3.5% 14.4
HRS Harris Corp. 26.9 60% 51% 1.55
 
 
 
 
89% 198.2 1.4% 27.8
HIG Hartford Financial Services Group 3.5 25% 16% 1.58
 
 
 
 
24% 59.1 2.3% 25.4
HCA HCA Healthcare 6.8 29% 38% 1.97
 
 
 
 
99% 193.2 1.1% 16.6
HCP HCP -8.6 -82% 17% 1.94
 
 
 
 
63% 63.6 5.4% 226.8
HR Healthcare Realty Trust 4.6 14% 34% 1.48
 
 
 
 
58% 29.8 3.9% 358.4
HTA Healthcare Trust of America -7.2 -33% 23% 1.49
 
 
 
 
62% 54.4 4.3% 74.1
HP Helmerich&Payne 3.7 18% 65% 2.89
 
 
 
 
62% 64.2 4.5% 15.1
HLF Herbalife Nutrition 10.2 35% 74% 2.57
 
 
 
 
85% 84.4 2.1% 53.2
HSY Hershey 0.8 6% 16% 1.63
 
 
 
 
46% 240.2 2.6% 20.9
HES Hess Corp. -1.7 -10% 64% 3.09
 
 
 
 
74% 139.4 1.6% 0.0
HFC HollyFrontier 12.3 41% 101% 3.01
 
 
 
 
74% 100.0 1.9% 8.7
HD Home Depot 16.8 53% 31% 1.39
 
 
 
 
80% 726.5 2.1% 23.0
HON Honeywell International 9.9 51% 18% 1.31
 
 
 
 
67% 302.5 1.9% 72.5
HRL Hormel Foods 3.4 11% 38% 1.65
 
 
 
 
100% 138.8 1.9% 22.1
HST Host Hotels&Resorts 4.0 26% 25% 1.98
 
 
 
 
70% 132.2 3.8% 23.8
HPQ HP 6.4 44% 50% 3.06
 
 
 
 
97% 181.1 2.3% 9.4
HRB H&R Block -3.7 -33% 29% 2.62
 
 
 
 
49% 31.7 3.8% 9.2
HSBC HSBC Holdings ADR 12.0 41% 34% 1.59
 
 
 
 
3% 42.5 4.5% 18.1
HII Huntington Ingalls Industries 18.4 47% 62% 1.92
 
 
 
 
61% 47.6 1.2% 18.2
HUN Huntsman 12.0 47% 102% 3.29
 
 
 
 
58% 36.7 2.1% 7.1
IEX IDEX 23.5 57% 41% 1.41
 
 
 
 
94% 37.9 1.1% 30.8
ITW Illinois Tool Works 14.9 42% 37% 1.45
 
 
 
 
11% 175.3 2.2% 25.4
INFY Infosys ADR 6.0 36% 25% 1.87
 
 
 
 
99% 75.6 2.9% 19.0
IR Ingersoll-Rand 13.9 51% 35% 1.68
 
 
 
 
99% 105.5 2.1% 18.1
ING ING Groep ADR 9.2 46% 38% 2.16
 
 
 
 
2% 29.8 7.7% 8.5
INGR Ingredion 4.3 15% 34% 1.61
 
 
 
 
13% 56.9 2.4% 14.4
ICE Intercontinental Exchange 8.7 47% 21% 1.56
 
 
 
 
76% 204.1 1.3% 17.3
IBM International Business Machines 0.4 3% 15% 1.51
 
 
 
 
26% 380.7 4.3% 23.6
IFF International Flavors&Fragrances 0.3 1% 25% 1.62
 
 
 
 
28% 196.1 2.1% 35.2
IGT International Game Technology -0.1 0% 78% 2.59
 
 
 
 
5% 40.7 4.0% 0.0
IP International Paper 4.8 23% 30% 1.81
 
 
 
 
12% 93.6 3.7% 7.3
IPG Interpublic Group -7.1 -42% 26% 1.87
 
 
 
 
53% 44.3 3.8% 14.8
IVZ INVESCO 1.9 24% 15% 2.13
 
 
 
 
2% 115.0 4.9% 8.7
IRM Iron Mountain -8.6 -25% 44% 1.71
 
 
 
 
53% 36.8 6.4% 54.8
JBL Jabil 7.0 25% 54% 2.21
 
 
 
 
49% 36.2 1.2% 26.1
JEF Jefferies Financial Group 8.0 41% 33% 2.00
 
 
 
 
28% 24.3 2.1% 265.3
SJM J.M. Smucker -5.0 -21% 30% 1.65
 
 
 
 
50% 165.5 3.0% 9.7
JCI Johnson Controls International 1.8 13% 20% 1.82
 
 
 
 
55% 150.1 2.7% 15.7
JNJ Johnson&Johnson 8.7 35% 20% 1.18
 
 
 
 
53% 892.4 2.7% 312.7
JPM JPMorgan Chase 19.3 60% 41% 1.69
 
 
 
 
85% 942.3 2.0% 15.3
JNPR Juniper Networks -9.9 -73% 25% 2.10
 
 
 
 
65% 81.6 2.6% 60.3
KSU Kansas City Southern -1.2 -7% 28% 1.98
 
 
 
 
87% 113.9 1.3% 12.3
KAR KAR Auction Services 12.3 43% 30% 1.47
 
 
 
 
96% 30.4 2.2% 20.4
KBR KBR -1.1 -9% 39% 2.87
 
 
 
 
86% 20.8 1.6% 5.8
K Kellogg -0.2 -1% 15% 1.46
 
 
 
 
99% 142.9 2.9% 14.5
KEY KeyCorp 14.7 57% 46% 2.07
 
 
 
 
87% 159.3 3.2% 16.5
KRC Kilroy Realty -6.4 -39% 18% 1.53
 
 
 
 
68% 39.1 2.5% 46.2
KMB Kimberly-Clark -0.7 -3% 20% 1.36
 
 
 
 
83% 393.3 3.4% 24.4
KIM Kimco Realty 0.9 6% 23% 1.84
 
 
 
 
51% 49.4 6.6% 30.5
KMI Kinder Morgan -0.5 -6% 23% 2.70
 
 
 
 
63% 135.4 4.5% 0.0
KGC Kinross Gold 1.1 5% 130% 4.30
 
 
 
 
5% 41.1 5.5% 9.6
KSS Kohl's 12.9 54% 79% 2.98
 
 
 
 
92% 220.8 3.2% 14.7
PHG Koninklijke Philips ADR 4.8 17% 36% 1.65
 
 
 
 
80% 27.1 2.2% 26.3
KR Kroger -12.4 -85% 31% 2.30
 
 
 
 
97% 341.9 1.8% 7.5
LLL L3 Technologies 19.9 61% 36% 1.52
 
 
 
 
80% 56.7 1.5% 25.7
LHO LaSalle Hotel Properties 6.3 30% 40% 2.16
 
 
 
 
87% 64.8 2.6% 61.4
LVS Las Vegas Sands 10.1 39% 54% 2.30
 
 
 
 
30% 173.3 4.6% 13.8
LAZ Lazard 10.9 65% 40% 2.47
 
 
 
 
43% 20.3 3.6% 19.9
LB L Brands -9.6 -86% 32% 2.77
 
 
 
 
7% 74.6 7.4% 9.9
LCII LCI Industries 11.6 37% 69% 2.36
 
 
 
 
26% 21.5 2.5% 16.7
LEA Lear Corp. 8.8 30% 48% 1.99
 
 
 
 
49% 85.6 1.6% 8.8
LEG Leggett&Platt -1.6 -12% 15% 1.53
 
 
 
 
40% 27.0 3.4% 21.5
LM Legg Mason -2.9 -34% 17% 2.19
 
 
 
 
1% 28.5 4.3% 7.9
LDOS Leidos Holdings 24.9 61% 60% 1.86
 
 
 
 
99% 54.9 1.8% 25.0
LII Lennox International 16.7 58% 34% 1.61
 
 
 
 
97% 36.6 1.2% 28.9
LSI Life Storage 7.2 24% 33% 1.55
 
 
 
 
99% 39.4 3.9% 36.8
LNC Lincoln National 12.9 52% 51% 2.29
 
 
 
 
16% 55.1 2.0% 7.3
LYG Lloyds Banking Group ADR 0.1 2% 16% 2.50
 
 
 
 
4% 41.0 3.6% 10.9
LMT Lockheed Martin 12.9 48% 24% 1.30
 
 
 
 
47% 439.4 2.5% 35.9
LPX Louisiana-Pacific 4.0 20% 42% 2.29
 
 
 
 
87% 56.8 1.7% 9.0
LOW Lowe's 4.3 19% 32% 1.80
 
 
 
 
71% 247.6 2.0% 21.4
LYB LyondellBasell Industries 2.8 13% 37% 2.06
 
 
 
 
76% 168.0 3.5% 7.7
MAC Macerich -5.5 -52% 15% 1.76
 
 
 
 
32% 39.5 5.1% 105.8
MIC Macquarie Infrastructure 1.2 13% 23% 2.54
 
 
 
 
25% 33.9 8.7% 8.2
M Macy's 2.3 12% 67% 3.09
 
 
 
 
76% 388.5 4.2% 6.9
MMP Magellan Midstream Partners -1.8 -14% 20% 1.96
 
 
 
 
77% 31.9 5.4% 18.9
MGA Magna International 6.5 33% 37% 2.17
 
 
 
 
40% 49.2 2.4% 8.4
MAN ManpowerGroup 7.0 34% 40% 2.17
 
 
 
 
12% 56.2 2.3% 10.0
MRO Marathon Oil 11.0 59% 106% 4.03
 
 
 
 
76% 205.7 1.0% 0.0
MPC Marathon Petroleum 10.4 45% 58% 2.57
 
 
 
 
82% 254.7 2.4% 9.4
VAC Marriott Vacations Worldwide 14.9 45% 74% 2.39
 
 
 
 
29% 23.7 1.3% 16.9
MMC Marsh&McLennan 15.3 64% 19% 1.20
 
 
 
 
65% 72.6 2.0% 26.3
MAS Masco 7.3 34% 31% 1.81
 
 
 
 
28% 82.9 1.1% 20.6
MKC McCormick 4.3 20% 22% 1.42
 
 
 
 
100% 76.5 1.7% 20.1
MCD McDonald's 21.2 49% 39% 1.31
 
 
 
 
45% 386.9 2.5% 23.7
MCK McKesson -11.1 -142% 16% 2.28
 
 
 
 
12% 231.2 1.1% 0.0
MPW Medical Properties Trust -0.8 -3% 35% 1.72
 
 
 
 
100% 40.6 6.7% 15.7
MDT Medtronic -5.7 -33% 18% 1.43
 
 
 
 
94% 720.2 2.2% 40.1
MRK Merck&Co 7.3 46% 18% 1.56
 
 
 
 
99% 538.7 2.8% 140.9
MET MetLife 5.9 39% 26% 2.03
 
 
 
 
22% 229.9 3.7% 11.1
MFA MFA Financial 12.0 47% 23% 1.27
 
 
 
 
45% 46.6 10.4% 10.1
MGM MGM Resorts International 4.6 25% 41% 2.38
 
 
 
 
15% 129.2 1.7% 8.8
MAA Mid-America Apartment Communities 9.0 38% 24% 1.44
 
 
 
 
71% 33.3 3.6% 34.1
TAP Molson Coors Brewing Cl B 5.7 28% 31% 1.91
 
 
 
 
30% 100.1 2.4% 9.5
MCO Moody's 12.9 39% 41% 1.64
 
 
 
 
72% 98.7 1.0% 30.5
MS Morgan Stanley 15.8 53% 55% 2.14
 
 
 
 
29% 276.2 2.5% 12.2
MSI Motorola Solutions 22.1 56% 43% 1.50
 
 
 
 
95% 102.5 1.7% 0.0
MPLX MPLX 2.0 30% 27% 3.29
 
 
 
 
74% 41.3 6.7% 17.0
MSCI MSCI 36.7 64% 71% 1.64
 
 
 
 
95% 48.3 1.3% 41.8
MSM MSC Industrial Direct 10.0 27% 54% 1.85
 
 
 
 
63% 20.3 2.7% 15.6
MTB M&T Bank 11.7 45% 34% 1.72
 
 
 
 
63% 156.9 1.8% 18.2
MUR Murphy Oil 3.4 22% 77% 3.73
 
 
 
 
53% 32.2 3.4% 0.0
NBR Nabors Industries -2.2 -16% 93% 4.43
 
 
 
 
19% 48.2 4.0% 0.0
NFG National Fuel Gas 3.1 21% 19% 1.68
 
 
 
 
72% 41.8 3.0% 12.3
NGG National Grid ADR -5.0 -68% 7% 1.36
 
 
 
 
16% 31.0 7.7% 7.8
NNN National Retail Properties 3.7 12% 34% 1.50
 
 
 
 
98% 35.5 4.4% 33.3
NWL Newell Brands -4.4 -47% 27% 2.75
 
 
 
 
4% 132.6 4.3% 5.1
NEU NewMarket 0.3 4% 9% 1.51
 
 
 
 
43% 23.1 1.8% 26.1
NEM Newmont Mining 18.1 60% 94% 2.90
 
 
 
 
6% 292.5 1.8% 107.9
NRZ New Residential Investment 19.0 61% 48% 1.90
 
 
 
 
88% 28.0 10.9% 4.6
NYCB New York Community Bancorp -4.3 -64% 9% 1.73
 
 
 
 
11% 25.1 6.3% 12.5
NEE NextEra Energy 21.0 55% 32% 1.24
 
 
 
 
98% 217.6 2.5% 10.1
NLSN Nielsen Holdings -1.2 -30% 8% 2.27
 
 
 
 
26% 143.0 5.4% 25.1
NI NiSource 14.3 34% 41% 1.37
 
 
 
 
97% 64.1 2.8% 36.3
NBL Noble Energy 0.4 3% 41% 2.90
 
 
 
 
39% 113.8 1.5% 15.8
NOK Nokia ADR -10.8 -56% 44% 2.40
 
 
 
 
38% 63.4 4.3% 0.0
JWN Nordstrom -7.3 -54% 41% 2.84
 
 
 
 
100% 1006.3 2.5% 19.6
NSC Norfolk Southern 11.0 35% 52% 1.99
 
 
 
 
98% 184.5 1.8% 8.7
NOC Northrop Grumman 20.2 49% 41% 1.42
 
 
 
 
31% 319.6 1.6% 23.0
NVS Novartis ADR -1.2 -11% 10% 1.34
 
 
 
 
49% 95.5 3.5% 14.1
NVO Novo Nordisk ADR -1.7 -9% 30% 1.98
 
 
 
 
23% 57.0 1.7% 18.5
NUE Nucor 5.3 23% 45% 2.19
 
 
 
 
57% 123.4 2.4% 12.0
OXY Occidental Petroleum 8.4 36% 33% 1.82
 
 
 
 
69% 366.8 4.0% 26.9
OGE OGE Energy 4.8 21% 23% 1.44
 
 
 
 
98% 75.2 3.5% 11.7
ORI Old Republic International 4.7 21% 22% 1.42
 
 
 
 
91% 21.7 3.6% 11.9
OLN Olin 13.1 53% 78% 2.89
 
 
 
 
18% 21.6 2.7% 8.1
OHI Omega Healthcare Investors -13.3 -95% 19% 1.78
 
 
 
 
97% 33.0 8.1% 79.3
OMC Omnicom Group 1.1 9% 13% 1.52
 
 
 
 
18% 81.4 3.5% 13.8
OKE ONEOK 17.7 53% 105% 2.89
 
 
 
 
80% 95.3 4.9% 35.4
ORCL Oracle 3.3 23% 17% 1.62
 
 
 
 
53% 534.1 1.6% 55.0
OSK Oshkosh 5.4 17% 74% 2.44
 
 
 
 
12% 49.3 1.4% 12.9
OUT Outfront Media 2.0 16% 21% 1.98
 
 
 
 
21% 20.9 7.5% 30.7
OC Owens Corning 9.2 33% 45% 1.94
 
 
 
 
5% 48.9 1.4% 21.5
PKG Packaging of America 11.4 32% 55% 1.91
 
 
 
 
21% 71.4 2.8% 14.4
PH Parker Hannifin 13.4 42% 43% 1.73
 
 
 
 
28% 129.8 1.8% 21.7
PBF PBF Energy 5.1 23% 88% 3.29
 
 
 
 
82% 76.9 2.6% 6.0
PEB Pebblebrook Hotel Trust 7.1 39% 34% 2.12
 
 
 
 
74% 21.6 3.9% 25.0
PNR Pentair -8.1 -70% 26% 2.36
 
 
 
 
29% 57.2 1.6% 16.3
PRGO Perrigo -2.2 -53% 11% 2.67
 
 
 
 
19% 155.8 1.0% 44.0
PFE Pfizer 0.6 4% 12% 1.37
 
 
 
 
99% 977.9 3.2% 11.3
PM Philip Morris International -3.0 -10% 30% 1.49
 
 
 
 
20% 348.3 5.4% 20.6
PSX Phillips 66 13.8 46% 38% 1.67
 
 
 
 
80% 195.2 2.8% 9.8
DOC Physicians Realty Trust 2.4 10% 30% 1.64
 
 
 
 
67% 34.2 5.3% 72.6
PF Pinnacle Foods 8.2 33% 31% 1.62
 
 
 
 
78% 91.9 2.0% 13.2
PNW Pinnacle West Capital 11.1 45% 21% 1.26
 
 
 
 
46% 121.5 3.4% 19.8
PAA Plains All American Pipeline 4.6 37% 58% 3.59
 
 
 
 
93% 39.0 4.4% 46.7
PNC PNC Financial Services Group 16.3 49% 41% 1.64
 
 
 
 
57% 135.7 2.6% 12.6
PII Polaris Industries 5.1 36% 37% 2.60
 
 
 
 
41% 34.0 2.2% 26.7
POR Portland General Electric 5.2 31% 15% 1.33
 
 
 
 
75% 64.8 2.9% 22.0
PPG PPG Industries -1.9 -17% 14% 1.60
 
 
 
 
37% 82.7 1.8% 18.7
PPL PPL 5.2 27% 18% 1.35
 
 
 
 
31% 148.0 5.5% 14.9
PX Praxair 12.7 58% 23% 1.45
 
 
 
 
68% 184.2 2.1% 32.5
PRA ProAssurance 0.7 5% 17% 1.52
 
 
 
 
44% 27.3 2.6% 29.6
PG Procter&Gamble 4.5 24% 14% 1.11
 
 
 
 
54% 658.0 3.4% 22.9
PGR Progressive Corp 39.3 73% 49% 1.32
 
 
 
 
99% 343.9 1.7% 17.6
PLD Prologis 8.6 26% 39% 1.56
 
 
 
 
99% 414.6 2.9% 19.4
PB Prosperity Bancshares 8.8 38% 48% 2.26
 
 
 
 
80% 20.0 1.9% 17.8
PRU Prudential Financial 10.7 50% 35% 1.95
 
 
 
 
19% 137.9 3.6% 5.7
PEG Public Service Enterprise Group 0.9 4% 22% 1.33
 
 
 
 
93% 147.3 3.4% 12.5
PSA Public Storage 4.1 18% 25% 1.50
 
 
 
 
79% 278.5 3.6% 31.1
PHM PulteGroup 9.3 36% 44% 2.02
 
 
 
 
31% 55.5 1.3% 11.0
DGX Quest Diagnostics 12.1 38% 34% 1.50
 
 
 
 
81% 239.9 1.8% 19.2
RL Ralph Lauren Cl A 2.2 11% 55% 2.63
 
 
 
 
81% 104.7 1.9% 52.9
RPT Ramco-Gershenson Properties Trust -3.4 -26% 17% 1.69
 
 
 
 
65% 23.6 6.5% 20.4
RJF Raymond James Financial 9.2 31% 50% 2.01
 
 
 
 
62% 34.3 1.3% 17.3
RYN Rayonier 12.9 45% 34% 1.59
 
 
 
 
64% 26.2 3.1% 27.7
RYAM Rayonier Advanced Materials 7.7 49% 131% 4.91
 
 
 
 
79% 33.1 1.3% 3.3
RTN Raytheon 25.7 61% 40% 1.35
 
 
 
 
44% 288.4 1.7% 24.0
RLGY Realogy Holdings -1.2 -13% 19% 2.28
 
 
 
 
8% 26.0 1.7% 7.0
O Realty Income -6.5 -22% 33% 1.52
 
 
 
 
91% 87.5 4.5% 50.6
RWT Redwood Trust 10.9 43% 34% 1.76
 
 
 
 
65% 25.1 7.3% 10.0
REG Regency Centers -2.0 -10% 21% 1.48
 
 
 
 
66% 162.6 3.4% 50.2
RF Regions Financial 18.9 55% 68% 2.21
 
 
 
 
90% 173.4 1.9% 16.4
RGA Reinsurance Group of America 13.4 42% 33% 1.47
 
 
 
 
44% 37.3 1.7% 5.4
RS Reliance Steel&Aluminum 10.2 39% 45% 2.05
 
 
 
 
69% 42.7 2.3% 8.2
RSG Republic Services 22.1 69% 24% 1.11
 
 
 
 
98% 118.4 2.0% 18.3
RMD ResMed 19.2 55% 48% 1.78
 
 
 
 
92% 78.0 1.4% 48.8
QSR Restaurant Brands International 7.4 26% 43% 1.90
 
 
 
 
54% 141.0 2.9% 31.4
REXR Rexford Industrial Realty 32.7 53% 65% 1.47
 
 
 
 
90% 39.3 2.0% 87.1
RIO Rio Tinto ADR 10.4 46% 63% 2.72
 
 
 
 
23% 98.9 5.3% 8.7
RHI Robert Half International 13.3 53% 44% 2.07
 
 
 
 
92% 106.4 1.5% 28.2
ROK Rockwell Automation 12.9 44% 40% 1.77
 
 
 
 
32% 149.1 2.1% 56.4
RY Royal Bank of Canada 12.2 47% 24% 1.32
 
 
 
 
42% 46.6 3.7% 12.9
RCL Royal Caribbean Cruises 4.8 23% 46% 2.38
 
 
 
 
42% 121.9 2.1% 14.4
RDSB Royal Dutch Shell ADR B 14.2 58% 39% 1.93
 
 
 
 
44% 177.3 5.8% 13.7
RDSA Royal Dutch Shell ADR Cl A 9.7 56% 26% 1.86
 
 
 
 
46% 167.9 6.0% 13.3
RPM RPM International 1.9 9% 26% 1.58
 
 
 
 
93% 56.6 2.0% 25.5
RHP Ryman Hospitality Properties 20.5 66% 41% 1.72
 
 
 
 
98% 30.1 4.0% 24.8
SNY Sanofi ADR 0.0 0% 14% 1.58
 
 
 
 
35% 123.9 4.3% 11.5
SC Santander Consumer USA Holdings 8.5 53% 56% 3.07
 
 
 
 
97% 30.5 3.8% 5.7
SAP SAP ADR 15.2 43% 36% 1.44
 
 
 
 
75% 53.7 1.4% 27.5
SCG Scana 4.9 43% 23% 2.21
 
 
 
 
18% 27.9 1.3% 0.0
SLB Schlumberger -3.5 -39% 13% 1.82
 
 
 
 
9% 337.3 3.2% 0.0
SMG Scotts Miracle-Gro 8.4 35% 32% 1.70
 
 
 
 
8% 34.7 2.9% 28.8
SEE Sealed Air -3.7 -66% 8% 1.74
 
 
 
 
4% 199.3 1.6% 0.0
SEAS SeaWorld Entertainment 1.5 6% 74% 2.78
 
 
 
 
98% 26.9 1.6% 0.0
SRE Sempra Energy -2.8 -20% 16% 1.51
 
 
 
 
73% 346.5 3.1% 0.0
SCI Service International 7.7 38% 23% 1.51
 
 
 
 
96% 65.0 1.6% 16.3
SIG Signet Jewelers -6.2 -57% 46% 3.43
 
 
 
 
65% 40.1 2.4% 0.0
SPG Simon Property Group 1.2 11% 13% 1.52
 
 
 
 
97% 193.1 4.5% 26.3
SSD Simpson Manufacturing 18.2 57% 48% 1.86
 
 
 
 
95% 25.1 1.2% 31.3
SIX Six Flags Entertainment -2.7 -9% 41% 1.74
 
 
 
 
73% 38.4 4.6% 19.9
SLG SL Green Realty -8.4 -90% 12% 1.65
 
 
 
 
97% 44.3 3.1% 35.3
SNA Snap-On -16.6 -127% 16% 1.67
 
 
 
 
77% 62.5 1.9% 16.8
SQM Sociedad Quimica y Minera De Chile 28.7 67% 129% 2.84
 
 
 
 
11% 29.8 1.9% 26.6
SON Sonoco Products 4.6 19% 23% 1.38
 
 
 
 
85% 21.0 3.0% 23.3
SO Southern -0.8 -5% 13% 1.18
 
 
 
 
41% 238.2 5.1% 20.3
SCCO Southern Copper 13.8 47% 62% 2.31
 
 
 
 
27% 23.9 3.7% 33.8
LUV Southwest Airlines 6.7 24% 51% 2.13
 
 
 
 
58% 185.1 1.1% 9.8
SRC Spirit Realty Capital 2.5 15% 32% 2.15
 
 
 
 
96% 27.0 8.5% 81.6
STAG STAG Industrial 7.9 21% 47% 1.62
 
 
 
 
99% 27.0 4.9% 50.6
SWK Stanley Black&Decker 3.3 12% 30% 1.54
 
 
 
 
24% 112.4 1.9% 21.2
STWD Starwood Property Trust 6.9 29% 19% 1.19
 
 
 
 
70% 38.5 8.7% 15.1
STT State Street 7.8 33% 39% 1.98
 
 
 
 
8% 166.8 2.2% 14.0
STE Steris 9.7 30% 38% 1.58
 
 
 
 
90% 42.1 1.1% 32.2
STL Sterling Bancorp 10.2 38% 43% 1.97
 
 
 
 
31% 31.1 1.2% 20.6
STM STMicroelectronics 23.7 55% 125% 2.75
 
 
 
 
30% 52.4 1.2% 16.5
STOR STORE Capital 9.1 26% 42% 1.64
 
 
 
 
100% 34.7 4.3% 40.0
SYK Stryker 14.3 48% 31% 1.44
 
 
 
 
77% 203.6 1.1% 60.2
SUI Sun Communities 10.4 43% 22% 1.30
 
 
 
 
98% 57.9 2.8% 98.9
SU Suncor Energy 4.5 19% 43% 2.09
 
 
 
 
81% 70.6 2.8% 19.0
SHO Sunstone Hotel Investors 0.6 4% 26% 1.87
 
 
 
 
66% 22.7 1.2% 37.1
STI SunTrust Banks 13.1 45% 45% 1.92
 
 
 
 
99% 146.3 2.2% 13.9
SYF Synchrony Financial -11.5 -64% 35% 2.20
 
 
 
 
17% 145.4 2.8% 10.3
SNV Synovus Financial 10.8 39% 40% 1.85
 
 
 
 
60% 34.9 2.0% 18.3
SYY Sysco 27.4 81% 34% 1.41
 
 
 
 
98% 358.4 1.9% 27.6
TAHO Tahoe Resources 0.1 1% 74% 4.63
 
 
 
 
4% 22.7 6.4% 0.0
TSM Taiwan Semiconductor Manufacturing 28.8 69% 55% 1.71
 
 
 
 
43% 309.7 3.4% 17.7
TPR Tapestry 7.3 25% 58% 2.25
 
 
 
 
76% 144.5 2.6% 37.5
TRGP Targa Resources 5.4 31% 98% 3.94
 
 
 
 
94% 58.0 6.8% 117.2
TGT Target 0.1 0% 35% 2.02
 
 
 
 
96% 597.7 3.1% 15.2
TCF TCF Financial 19.2 52% 67% 2.10
 
 
 
 
88% 28.6 2.3% 16.3
TEL TE Connectivity 9.6 34% 33% 1.56
 
 
 
 
51% 234.2 1.9% 24.6
TDS Telephone&Data Systems -10.8 -109% 20% 2.26
 
 
 
 
98% 21.7 2.1% 19.6
TS Tenaris ADR 4.8 20% 57% 2.48
 
 
 
 
49% 49.5 3.4% 28.4
TEN Tenneco -3.3 -24% 35% 2.58
 
 
 
 
7% 22.8 2.3% 8.7
TEX Terex 2.0 10% 84% 3.46
 
 
 
 
21% 30.1 1.0% 24.6
TEVA Teva Pharmaceutical Industries ADR -0.7 -7% 40% 3.32
 
 
 
 
94% 392.5 1.4% 0.0
THO Thor Industries 12.8 34% 83% 2.39
 
 
 
 
6% 168.2 1.6% 10.6
TIF Tiffany& 20.3 70% 52% 2.09
 
 
 
 
76% 113.3 1.7% 38.3
TJX TJX 9.5 46% 23% 1.53
 
 
 
 
97% 308.2 1.6% 23.1
TOL Toll Brothers 6.3 37% 32% 2.17
 
 
 
 
5% 65.7 1.3% 9.6
TD Toronto-Dominion Bank 13.0 40% 28% 1.24
 
 
 
 
93% 155.9 3.5% 13.6
TRP TransCanada 8.6 33% 34% 1.72
 
 
 
 
41% 41.4 4.8% 16.6
TRV Travelers Cos. 0.4 3% 12% 1.29
 
 
 
 
45% 205.1 2.4% 17.7
TVPT Travelport Worldwide 0.7 3% 54% 2.45
 
 
 
 
72% 22.7 1.7% 19.4
TRCO Tribune Media Cl A -0.1 -1% 36% 2.27
 
 
 
 
26% 35.0 2.9% 5.7
TRN Trinity Industries 5.9 30% 55% 2.72
 
 
 
 
79% 33.1 1.4% 8.1
TROX Tronox Cl A 7.9 49% 215% 6.26
 
 
 
 
12% 29.9 1.2% 0.0
TUP Tupperware Brands -5.3 -37% 34% 2.51
 
 
 
 
2% 20.7 8.1% 0.0
TWO Two Harbors Investment 0.2 1% 20% 1.54
 
 
 
 
26% 23.4 12.0% 4.1
TSN Tyson Foods Cl A 14.9 39% 61% 1.96
 
 
 
 
20% 254.4 1.9% 7.9
UDR UDR 3.8 36% 11% 1.42
 
 
 
 
93% 43.4 3.2% 147.9
UGI UGI 13.8 40% 32% 1.36
 
 
 
 
97% 44.9 1.9% 14.0
UN Unilever ADR 4.0 15% 32% 1.59
 
 
 
 
51% 41.4 3.2% 21.9
UL Unilever ADR 5.6 21% 31% 1.57
 
 
 
 
60% 26.7 3.2% 21.7
UNP Union Pacific 12.8 46% 37% 1.75
 
 
 
 
96% 409.8 2.0% 10.4
UNH UnitedHealth Group 27.0 67% 45% 1.53
 
 
 
 
97% 463.3 1.4% 21.8
UPS United Parcel Service Cl B -1.2 -8% 13% 1.33
 
 
 
 
60% 285.3 3.0% 20.4
UTX United Technologies 9.4 56% 15% 1.33
 
 
 
 
84% 487.3 2.1% 21.2
UNM Unum Group 5.4 23% 41% 2.04
 
 
 
 
6% 35.5 2.9% 7.5
USB U.S. Bancorp 6.8 44% 16% 1.45
 
 
 
 
48% 215.8 2.3% 13.9
SLCA U.S. Silica Holdings 2.4 12% 127% 4.28
 
 
 
 
8% 45.4 1.1% 11.7
MTN Vail Resorts 38.9 69% 67% 1.61
 
 
 
 
97% 61.6 2.0% 30.4
VLO Valero Energy 13.8 38% 66% 2.10
 
 
 
 
75% 190.7 2.9% 10.7
VVC Vectren 19.2 45% 41% 1.36
 
 
 
 
98% 26.2 2.5% 28.4
VTR Ventas -10.9 -48% 32% 1.78
 
 
 
 
56% 85.7 5.3% 39.5
VER VEREIT -2.6 -13% 26% 1.67
 
 
 
 
65% 55.3 6.9% 0.0
VZ Verizon Communications 2.7 13% 19% 1.36
 
 
 
 
96% 1000.8 4.3% 7.3
VFC VF 6.3 28% 34% 1.87
 
 
 
 
85% 135.2 2.0% 61.2
VSH Vishay Intertechnology 21.7 64% 67% 2.22
 
 
 
 
60% 57.2 1.5% 102.5
VNO Vornado Realty Trust -5.7 -67% 11% 1.70
 
 
 
 
79% 137.2 3.3% 164.2
VMC Vulcan Materials 1.4 8% 31% 2.10
 
 
 
 
7% 85.8 1.0% 22.9
WMT Walmart 6.9 27% 32% 1.65
 
 
 
 
63% 1579.0 2.1% 56.2
DIS Walt Disney -8.6 -57% 15% 1.40
 
 
 
 
75% 509.2 1.5% 14.2
WM Waste Management 22.1 70% 23% 1.11
 
 
 
 
99% 124.4 2.0% 18.3
WSO Watsco 2.6 13% 25% 1.62
 
 
 
 
59% 26.3 3.4% 27.8
WEC WEC Energy Group 7.7 30% 22% 1.25
 
 
 
 
84% 126.8 3.2% 17.1
WRI Weingarten Realty Investors -2.6 -18% 17% 1.54
 
 
 
 
66% 46.6 5.1% 28.6
WFC Wells Fargo 0.3 2% 18% 1.70
 
 
 
 
56% 750.9 2.9% 14.9
WELL Welltower -4.3 -22% 25% 1.66
 
 
 
 
66% 153.4 5.2% 169.4
WES Western Gas Partners -0.4 -2% 52% 2.80
 
 
 
 
85% 20.9 7.3% 54.2
WU Western Union 0.4 5% 10% 1.62
 
 
 
 
14% 103.1 4.0% 0.0
WRK WestRock 7.1 42% 35% 2.28
 
 
 
 
14% 57.9 3.1% 7.9
WY Weyerhaeuser -6.7 -41% 20% 1.67
 
 
 
 
63% 163.8 3.6% 27.4
WPM Wheaton Precious Metals 7.5 33% 81% 3.12
 
 
 
 
16% 74.1 2.0% 26.0
WHR Whirlpool -10.8 -93% 22% 2.18
 
 
 
 
7% 60.8 3.6% 0.0
WMB Williams 0.6 6% 64% 4.16
 
 
 
 
67% 355.3 4.5% 12.6
WSM Williams-Sonoma 0.3 3% 22% 2.41
 
 
 
 
71% 78.3 2.9% 19.0
WPC W. P. Carey -6.8 -31% 20% 1.31
 
 
 
 
53% 20.6 6.2% 38.6
GRA W.R. Grace -1.0 -24% 6% 1.82
 
 
 
 
63% 29.5 1.4% 640.2
GWW W.W. Grainger 6.4 18% 67% 2.18
 
 
 
 
97% 167.2 1.5% 26.2
WYND Wyndham Destinations 6.5 26% 36% 1.82
 
 
 
 
13% 30.8 3.7% 6.0
XRX Xerox -14.3 -222% 13% 2.29
 
 
 
 
25% 49.4 3.7% 64.6
XL XL Group 18.1 58% 55% 2.07
 
 
 
 
100% 78.7 1.6% 0.0
XYL Xylem 32.0 62% 60% 1.57
 
 
 
 
79% 163.1 1.1% 36.8
YPF YPF ADR -8.1 -55% 47% 2.93
 
 
 
 
13% 20.1 1.3% 5.5
YUM Yum! Brands 8.7 42% 27% 1.73
 
 
 
 
72% 134.3 1.7% 17.9
AGNC AGNC Investment 4.8 19% 19% 1.14
 
 
 
 
36% 97.1 11.2% 5.6
DOX Amdocs 2.2 33% 5% 1.23
 
 
 
 
41% 48.0 1.5% 22.8
AAL American Airlines Group 1.8 11% 41% 2.56
 
 
 
 
9% 215.7 1.1% 11.0
AMGN Amgen -5.5 -38% 21% 1.80
 
 
 
 
90% 403.7 2.7% 54.8
ADI Analog Devices 11.3 47% 38% 1.94
 
 
 
 
66% 261.2 2.0% 33.4
AAPL Apple 26.6 83% 43% 1.74
 
 
 
 
99% 7496.6 1.3% 19.7
AMAT Applied Materials 23.1 51% 101% 2.40
 
 
 
 
6% 2292.9 1.8% 13.3
ADP Automatic Data Processing 12.7 48% 29% 1.49
 
 
 
 
99% 253.6 1.9% 39.1
AVT Avnet -9.5 -75% 17% 1.73
 
 
 
 
99% 27.8 1.6% 0.0
BBBY Bed Bath&Beyond 0.0 0% 2% 2.62
 
 
 
 
14% 35.3 3.5% 6.5
BGCP BGC Partners Cl A 18.0 56% 47% 1.82
 
 
 
 
17% 22.2 6.2% 72.1
AVGO Broadcom 8.6 34% 57% 2.41
 
 
 
 
13% 799.1 3.3% 8.2
BPY Brookfield Property Partners -0.6 -5% 12% 1.46
 
 
 
 
29% 30.8 6.3% 41.7
CA CA 15.1 87% 25% 1.82
 
 
 
 
95% 91.6 2.3% 39.4
CCMP Cabot Microelectronics 33.3 69% 80% 1.99
 
 
 
 
74% 87.2 1.5% 32.2
CTRE CareTrust REIT 8.1 21% 56% 1.84
 
 
 
 
76% 20.6 4.5% 33.6
CASY Casey's General Stores 2.4 19% 19% 1.84
 
 
 
 
64% 22.1 1.0% 13.8
CBOE Cboe Global Markets 15.4 39% 44% 1.53
 
 
 
 
10% 78.7 1.3% 21.0
CAKE Cheesecake Factory -2.5 -13% 32% 1.98
 
 
 
 
59% 34.0 2.6% 17.3
PLCE Children's Place 15.6 50% 85% 2.70
 
 
 
 
52% 47.1 1.5% 29.7
CHRW C.H. Robinson Worldwide -1.2 -5% 31% 1.57
 
 
 
 
91% 95.8 1.9% 23.9
CINF Cincinnati Financial 8.0 28% 27% 1.38
 
 
 
 
80% 22.5 2.8% 13.5
CSCO Cisco Systems 17.5 54% 40% 1.62
 
 
 
 
97% 1011.5 2.9% 655.3
CME CME Group Cl A 25.1 70% 39% 1.51
 
 
 
 
90% 289.7 1.7% 13.1
CTSH Cognizant Technology Solutions 7.1 46% 23% 1.87
 
 
 
 
40% 245.6 1.1% 30.6
CMCSA Comcast Cl A 0.8 6% 16% 1.63
 
 
 
 
38% 410.4 2.1% 7.0
CBSH Commerce Bancshares 18.4 62% 35% 1.59
 
 
 
 
99% 34.5 1.3% 20.5
COST Costco Wholesale 9.3 31% 31% 1.43
 
 
 
 
100% 427.6 1.0% 33.1
CBRL Cracker Barrel Old Country Store 1.4 7% 25% 1.68
 
 
 
 
28% 48.4 3.3% 15.3
CSX CSX 32.7 89% 76% 2.28
 
 
 
 
98% 243.8 1.2% 10.7
CY Cypress Semiconductor 6.0 28% 61% 2.74
 
 
 
 
55% 84.2 2.8% 801.0
CONE CyrusOne 11.6 27% 65% 1.88
 
 
 
 
99% 46.7 2.8% 71.5
DNKN Dunkin' Brands Group 10.7 41% 34% 1.70
 
 
 
 
95% 33.3 1.9% 18.1
EWBC East West Bancorp 7.5 27% 54% 2.17
 
 
 
 
56% 33.0 1.4% 16.4
EQIX Equinix 11.6 38% 41% 1.72
 
 
 
 
55% 211.0 2.1% 126.1
EXPD Expeditors International of Washing 10.2 59% 19% 1.50
 
 
 
 
82% 49.3 1.2% 23.7
FAST Fastenal 2.0 7% 43% 1.92
 
 
 
 
99% 84.7 2.7% 25.0
FITB Fifth Third Bancorp 10.4 36% 51% 2.08
 
 
 
 
50% 128.5 2.4% 7.8
FLIR Flir Systems 27.9 90% 45% 1.82
 
 
 
 
98% 37.4 1.1% 67.6
GLPI Gaming&Leisure Properties 0.9 2% 36% 1.31
 
 
 
 
43% 28.0 7.1% 20.1
GRMN Garmin 19.2 78% 39% 1.93
 
 
 
 
96% 172.4 3.2% 20.5
GNTX Gentex 5.1 19% 38% 1.80
 
 
 
 
86% 28.6 1.8% 15.4
GILD Gilead Sciences -1.3 -14% 16% 1.99
 
 
 
 
34% 941.5 3.1% 43.9
GT Goodyear Tire&Rubber -10.4 -97% 20% 2.15
 
 
 
 
21% 36.9 2.3% 22.3
HAS Hasbro 0.0 0% 35% 2.04
 
 
 
 
68% 89.8 2.6% 60.5
HA Hawaiian Holdings 10.4 43% 78% 2.94
 
 
 
 
87% 20.1 1.1% 6.3
HOPE Hope Bancorp -0.9 -4% 36% 2.10
 
 
 
 
53% 22.8 3.2% 14.7
HBAN Huntington Bancshares 3.3 14% 40% 2.01
 
 
 
 
89% 100.8 3.5% 13.7
INTC Intel 14.5 39% 55% 1.86
 
 
 
 
55% 1213.5 2.6% 17.0
JCOM j2 Global 7.0 39% 34% 2.19
 
 
 
 
45% 28.4 2.1% 30.4
JKHY Jack Henry&Associates 28.2 71% 32% 1.19
 
 
 
 
99% 34.6 1.0% 31.2
JACK Jack in the Box -3.4 -19% 37% 2.25
 
 
 
 
39% 46.7 1.8% 25.5
KLAC KLA-Tencor 18.4 55% 64% 2.17
 
 
 
 
67% 313.0 2.7% 22.1
KHC Kraft Heinz 0.4 4% 13% 1.63
 
 
 
 
22% 382.8 4.1% 7.0
LAMR Lamar Advertising Cl A -0.4 -2% 29% 1.50
 
 
 
 
80% 44.0 4.8% 25.0
LRCX Lam Research 19.1 50% 86% 2.40
 
 
 
 
17% 704.9 2.6% 12.8
LECO Lincoln Electric Holdings 13.6 52% 37% 1.82
 
 
 
 
60% 25.4 1.7% 23.9
LOGM LogMeIn 5.6 24% 71% 2.87
 
 
 
 
3% 73.8 1.5% 30.2
LPLA LPL Financial Holdings 10.1 41% 86% 3.07
 
 
 
 
76% 23.1 1.5% 18.3
MAR Marriott International 18.8 50% 51% 1.76
 
 
 
 
52% 320.3 1.3% 28.2
MRVL Marvell Technology Group 15.9 60% 75% 2.74
 
 
 
 
44% 243.0 1.2% 21.6
MXIM Maxim Integrated Products 14.4 53% 45% 2.00
 
 
 
 
53% 116.4 3.1% 36.8
MBFI MB Financial -0.4 -2% 37% 1.99
 
 
 
 
77% 21.5 2.0% 13.5
MLCO Melco Resorts&Entertainment ADR 7.0 33% 78% 3.17
 
 
 
 
16% 54.2 2.6% 26.5
MCHP Microchip Technology 16.8 48% 61% 2.06
 
 
 
 
18% 377.0 1.8% 197.6
MSFT Microsoft 26.7 62% 56% 1.71
 
 
 
 
91% 1889.8 1.6% 51.0
MDLZ Mondelez International Cl A -1.6 -53% 4% 1.70
 
 
 
 
58% 239.2 2.4% 21.4
NDAQ Nasdaq 27.0 75% 35% 1.40
 
 
 
 
87% 48.1 1.9% 20.8
NTAP NetApp 24.0 50% 99% 2.27
 
 
 
 
95% 202.1 2.0% 102.7
NWSA News Corp Cl A -2.8 -20% 24% 2.04
 
 
 
 
24% 38.2 1.4% 0.0
NXST Nexstar Media Group Cl A -6.6 -31% 55% 2.61
 
 
 
 
66% 32.9 1.9% 6.6
NTRS Northern Trust 13.0 61% 31% 1.85
 
 
 
 
74% 134.8 2.0% 18.0
PCAR Paccar 6.3 39% 25% 1.88
 
 
 
 
37% 161.3 1.7% 11.5
PACW PacWest Bancorp 4.3 20% 39% 2.07
 
 
 
 
63% 63.3 4.7% 15.3
PZZA Papa John's International 1.3 9% 36% 2.43
 
 
 
 
14% 87.4 2.1% 19.4
PEGI Pattern Energy Group -1.9 -11% 39% 2.36
 
 
 
 
35% 26.4 8.4% 16.2
PDCO Patterson -1.1 -43% 6% 2.33
 
 
 
 
15% 34.4 4.4% 10.8
PAYX Paychex 7.9 25% 30% 1.36
 
 
 
 
96% 193.3 3.1% 28.0
PBCT People's United Financial -0.8 -4% 20% 1.54
 
 
 
 
64% 147.4 3.7% 16.0
PEP PepsiCo 2.2 18% 9% 1.08
 
 
 
 
72% 369.2 3.2% 35.8
PCH PotlatchDeltic 8.0 32% 39% 1.93
 
 
 
 
31% 23.6 3.4% 22.5
PFG Principal Financial Group 7.2 32% 36% 1.91
 
 
 
 
15% 76.2 3.8% 6.5
QCOM Qualcomm -4.9 -26% 40% 2.30
 
 
 
 
84% 993.7 3.8% 0.0
GOLD Randgold Resources ADR 4.0 17% 64% 2.67
 
 
 
 
4% 86.3 3.1% 26.3
RGLD Royal Gold 12.1 41% 97% 3.00
 
 
 
 
9% 53.9 1.3% 0.0
SBRA Sabra Healthcare REIT 2.9 12% 47% 2.24
 
 
 
 
93% 29.7 7.7% 11.1
SABR Sabre 2.7 21% 24% 2.17
 
 
 
 
83% 48.1 2.2% 19.7
SAFM Sanderson Farms 18.2 56% 68% 2.29
 
 
 
 
16% 52.7 1.2% 8.9
STX Seagate Technology 6.3 25% 110% 3.48
 
 
 
 
74% 222.6 4.6% 13.4
SNH Senior Housing Properties Trust 2.5 7% 49% 1.70
 
 
 
 
76% 50.7 8.2% 29.8
SHPG Shire ADR -5.4 -51% 22% 2.33
 
 
 
 
87% 90.1 1.1% 10.7
SBGI Sinclair Broadcast Group Cl A -11.0 -57% 49% 2.58
 
 
 
 
24% 20.9 2.5% 5.4
SWKS Skyworks Solutions 2.0 13% 40% 2.64
 
 
 
 
18% 154.8 1.7% 18.5
SONC Sonic -5.6 -29% 48% 2.53
 
 
 
 
83% 31.5 1.8% 18.5
SBUX Starbucks -3.5 -42% 10% 1.57
 
 
 
 
42% 422.4 2.7% 16.8
STLD Steel Dynamics 14.2 41% 87% 2.54
 
 
 
 
58% 67.0 1.7% 9.9
SYMC Symantec 11.6 49% 53% 2.38
 
 
 
 
10% 150.7 1.5% 10.6
AMTD TD Ameritrade Holding 18.5 56% 64% 2.19
 
 
 
 
83% 99.0 1.4% 27.3
TXN Texas Instruments 20.9 51% 57% 1.79
 
 
 
 
73% 360.6 2.3% 25.2
TXRH Texas Roadhouse 11.5 40% 51% 2.08
 
 
 
 
82% 33.7 1.5% 29.9
TIVO TiVo -2.2 -12% 81% 3.58
 
 
 
 
10% 33.7 5.9% 0.0
TSCO Tractor Supply -3.1 -18% 31% 2.10
 
 
 
 
92% 100.6 1.5% 20.9
TROW T. Rowe Price Group 13.6 37% 46% 1.68
 
 
 
 
74% 117.6 2.4% 17.9
UMBF UMB Financial 9.6 39% 38% 1.91
 
 
 
 
69% 24.6 1.5% 13.9
UMPQ Umpqua Holdings 14.1 67% 32% 1.87
 
 
 
 
57% 35.0 3.7% 16.3
UCBI United Community Banks 16.5 56% 46% 1.91
 
 
 
 
68% 20.0 1.9% 26.2
UNIT Uniti Group -3.2 -12% 73% 2.67
 
 
 
 
64% 42.5 12.0% 332.8
VIAB Viacom Cl B -12.1 -106% 36% 2.89
 
 
 
 
64% 59.4 2.6% 6.2
VNOM Viper Energy Partners Un 20.1 71% 85% 2.82
 
 
 
 
96% 39.6 6.3% 16.4
VOD Vodafone Group ADR -8.6 -83% 12% 1.61
 
 
 
 
3% 83.2 10.7% 22.2
WBA Walgreens Boots Alliance -0.1 -9% 1% 1.85
 
 
 
 
44% 396.1 2.5% 16.4
WAFD Washington Federal 5.4 19% 34% 1.63
 
 
 
 
62% 30.7 2.1% 15.2
WEN Wendy's Co 14.9 45% 52% 1.93
 
 
 
 
96% 51.4 1.9% 20.5
WDC Western Digital 9.1 43% 70% 3.02
 
 
 
 
7% 202.3 3.1% 30.6
WLTW Willis Towers Watson 6.4 37% 19% 1.48
 
 
 
 
28% 80.6 1.6% 42.6
WYNN Wynn Resorts 10.2 44% 96% 3.41
 
 
 
 
14% 249.6 2.1% 28.5
XEL Xcel Energy 8.7 31% 24% 1.22
 
 
 
 
63% 163.6 3.2% 19.9
XLNX Xilinx 12.9 55% 38% 1.95
 
 
 
 
61% 90.9 2.0% 34.1
ZION Zions Bancorp 19.2 56% 65% 2.15
 
 
 
 
70% 70.2 2.2% 16.6


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.