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: 791

12/19/2018 2:04:36 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 38% 0% 1.00
 
 
 
 
3% 5059.3 2.1% 14.0
MMM 3M 3.1 13% 23% 1.38
 
 
 
 
16% 489.5 2.8% 26.0
ABB ABB ADR 3.8 16% 26% 1.52
 
 
 
 
7% 59.3 4.3% 18.4
ABT Abbott Laboratories 7.3 24% 36% 1.62
 
 
 
 
75% 459.7 1.8% 144.5
ABBV AbbVie 18.1 69% 50% 2.18
 
 
 
 
13% 418.6 5.1% 17.3
ANF Abercrombie&Fitch 3.3 20% 104% 4.29
 
 
 
 
25% 36.9 4.2% 26.2
ABM ABM Industries 7.3 41% 30% 2.02
 
 
 
 
10% 25.2 2.6% 21.3
AKR Acadia Realty Trust 1.1 10% 15% 1.65
 
 
 
 
65% 20.6 4.2% 552.6
ACN Accenture Cl A 8.3 38% 24% 1.54
 
 
 
 
21% 378.5 1.9% 24.0
AEG Aegon ADR -2.1 -12% 44% 2.52
 
 
 
 
1% 24.0 6.8% 0.0
AES AES 12.8 43% 52% 2.04
 
 
 
 
80% 143.9 3.6% 29.3
AMG Affiliated Managers Group -4.7 -35% 27% 2.24
 
 
 
 
2% 97.0 1.3% 7.5
AFL AFLAC 10.5 43% 21% 1.29
 
 
 
 
46% 181.4 2.3% 7.0
AGCO AGCO 6.0 31% 32% 2.01
 
 
 
 
27% 108.9 1.1% 19.6
AEM Agnico-Eagle Mines 1.5 6% 75% 2.91
 
 
 
 
46% 77.3 1.1% 93.8
ADC Agree Realty 26.6 65% 48% 1.57
 
 
 
 
79% 55.7 3.8% 29.8
AL Air Lease -2.4 -14% 35% 2.23
 
 
 
 
5% 74.2 1.6% 4.4
APD Air Products&Chemicals 0.6 5% 12% 1.42
 
 
 
 
24% 205.7 2.8% 22.8
ALK Alaska Air Group -2.6 -17% 34% 2.40
 
 
 
 
28% 99.3 2.0% 9.9
ALB Albemarle 18.4 51% 82% 2.40
 
 
 
 
2% 133.4 1.7% 18.8
ARE Alexandria Real Estate Equities 2.2 11% 23% 1.49
 
 
 
 
31% 89.7 3.2% 28.6
AGN Allergan -7.2 -77% 18% 2.22
 
 
 
 
7% 486.3 2.0% 23.7
ADS Alliance Data Systems -3.8 -58% 15% 2.36
 
 
 
 
1% 109.0 1.4% 9.4
LNT Alliant Energy 18.2 53% 31% 1.32
 
 
 
 
73% 128.3 3.1% 19.6
ALSN Allison Transmission Holdings 17.4 52% 51% 1.89
 
 
 
 
39% 43.7 1.4% 8.5
ALL Allstate 10.1 41% 22% 1.30
 
 
 
 
10% 259.9 2.3% 8.0
ALLY Ally Financial 7.5 33% 39% 2.04
 
 
 
 
3% 94.0 2.6% 8.6
MO Altria Group -1.0 -5% 21% 1.51
 
 
 
 
1% 526.5 6.3% 9.1
AEE Ameren 23.5 66% 32% 1.30
 
 
 
 
81% 117.6 2.8% 24.1
AMX America Movil ADR 2.2 13% 39% 2.40
 
 
 
 
26% 48.2 2.2% 32.8
ACC American Campus Communities 2.0 9% 24% 1.51
 
 
 
 
83% 33.2 4.3% 55.2
AEO American Eagle Outfitters 1.0 4% 82% 3.10
 
 
 
 
17% 86.9 3.0% 11.8
AEP American Electric Power 10.1 33% 25% 1.23
 
 
 
 
79% 204.1 3.5% 19.5
AXP American Express 16.7 68% 31% 1.66
 
 
 
 
50% 513.4 1.5% 24.2
AFG American Financial Group 17.4 62% 27% 1.35
 
 
 
 
3% 33.1 1.8% 11.3
AIG American International Group -5.0 -53% 12% 1.63
 
 
 
 
5% 264.7 3.4% 0.0
AMT American Tower REIT 14.9 43% 38% 1.51
 
 
 
 
84% 393.0 2.1% 61.0
AWK American Water Works 22.9 60% 36% 1.37
 
 
 
 
75% 147.2 2.0% 36.8
APU AmeriGas Partners 2.2 9% 32% 1.73
 
 
 
 
1% 23.7 15.0% 24.2
AMP Ameriprise Financial 8.6 41% 41% 2.20
 
 
 
 
1% 122.5 3.3% 9.3
ABC AmerisourceBergen -12.2 -109% 22% 2.25
 
 
 
 
3% 97.4 2.1% 10.2
APH Amphenol Cl A 12.0 38% 28% 1.32
 
 
 
 
6% 117.0 1.1% 33.7
APC Anadarko Petroleum -0.9 -4% 77% 3.03
 
 
 
 
0% 276.6 2.6% 16.8
ANDX Andeavor Logistics -5.9 -43% 32% 2.43
 
 
 
 
3% 25.8 12.1% 15.9
BUD Anheuser-Busch InBev ADR -4.7 -87% 7% 1.63
 
 
 
 
2% 157.3 2.7% 17.1
NLY Annaly Capital Management 9.7 27% 29% 1.18
 
 
 
 
15% 133.2 11.9% 4.0
AM Antero Midstream Partners 5.5 24% 65% 2.77
 
 
 
 
6% 28.7 7.2% 16.2
ANTM Anthem 21.1 53% 56% 1.80
 
 
 
 
52% 540.0 1.2% 15.0
AON Aon 20.8 58% 31% 1.26
 
 
 
 
54% 116.7 1.1% 47.7
AOS A.O. Smith 6.2 27% 31% 1.79
 
 
 
 
10% 120.1 2.1% 21.9
APA Apache -4.6 -30% 55% 3.16
 
 
 
 
1% 235.2 3.4% 12.8
AIV Apartment Investment&Management 5.1 36% 15% 1.46
 
 
 
 
77% 121.6 3.4% 0.0
ARI Apollo Commercial Real Estate Finan 6.4 38% 13% 1.13
 
 
 
 
26% 26.4 10.2% 12.3
APO Apollo Global Management Cl A 24.2 62% 77% 2.23
 
 
 
 
1% 35.6 7.7% 15.0
APLE Apple Hospitality REIT -8.0 -115% 6% 1.27
 
 
 
 
2% 26.6 7.9% 20.8
ATR Aptargroup 11.9 51% 23% 1.39
 
 
 
 
56% 21.2 1.4% 31.1
APTV Aptiv -1.7 -13% 31% 2.44
 
 
 
 
1% 141.1 1.4% 15.7
WTR Aqua America 3.5 21% 17% 1.41
 
 
 
 
30% 28.5 2.6% 24.6
ARMK Aramark -1.3 -12% 14% 1.69
 
 
 
 
2% 157.3 1.4% 13.5
MT ArcelorMittal ADR 6.7 32% 114% 3.91
 
 
 
 
4% 60.5 1.8% 4.4
ADM Archer Daniels Midland 3.2 14% 31% 1.80
 
 
 
 
28% 142.0 3.1% 10.6
ARNC Arconic -10.1 -93% 48% 3.51
 
 
 
 
15% 78.4 1.3% 0.0
AWI Armstrong World Industries 3.5 18% 36% 2.14
 
 
 
 
35% 23.8 1.2% 11.8
AJG Arthur J. Gallagher 23.2 60% 34% 1.27
 
 
 
 
64% 98.8 2.3% 21.8
ASH Ashland Global Holdings 8.1 33% 30% 1.63
 
 
 
 
29% 59.3 1.4% 40.0
AHL Aspen Insurance Holdings 1.1 7% 24% 1.87
 
 
 
 
61% 21.2 2.3% 0.0
ASB Associated Banc-Corp. 3.5 16% 34% 1.95
 
 
 
 
1% 27.4 3.4% 11.8
AIZ Assurant 0.5 3% 25% 1.80
 
 
 
 
17% 37.9 2.7% 9.3
AGO Assured Guaranty 19.2 56% 50% 1.83
 
 
 
 
39% 31.8 1.7% 8.7
AZN AstraZeneca ADR 0.7 3% 33% 1.83
 
 
 
 
61% 109.2 2.4% 39.6
ATO Atmos Energy 17.0 48% 31% 1.28
 
 
 
 
74% 89.5 2.2% 17.3
T AT&T -0.1 0% 16% 1.46
 
 
 
 
9% 1190.0 6.9% 5.6
ALV Autoliv -13.2 -111% 31% 2.61
 
 
 
 
2% 47.9 3.4% 18.4
AVB Avalonbay Communities -0.8 -6% 11% 1.34
 
 
 
 
75% 127.7 3.2% 30.4
AGR Avangrid 6.1 20% 34% 1.51
 
 
 
 
64% 22.3 3.4% 39.7
AVY Avery Dennison 4.8 15% 41% 1.67
 
 
 
 
9% 69.0 2.3% 25.8
AVA Avista 19.8 61% 39% 1.61
 
 
 
 
5% 27.0 3.5% 25.2
AXS AXIS Capital Holdings 5.0 25% 22% 1.52
 
 
 
 
36% 52.3 3.1% 27.3
BBVA Banco Bilbao Vizcaya Argentaria ADR 1.6 14% 29% 2.55
 
 
 
 
6% 29.6 8.9% 7.8
SAN Banco Santander ADR 1.4 9% 40% 2.60
 
 
 
 
6% 31.7 3.5% 9.7
BAC Bank of America 19.1 57% 60% 2.09
 
 
 
 
4% 2135.3 2.5% 11.5
BOH Bank of Hawaii 5.9 30% 23% 1.58
 
 
 
 
2% 20.9 3.6% 14.0
BMO Bank of Montreal 10.3 39% 22% 1.23
 
 
 
 
2% 58.6 4.5% 10.5
BK Bank of New York Mellon 6.8 39% 23% 1.71
 
 
 
 
11% 597.0 2.4% 10.9
BNS Bank of Nova Scotia 10.3 30% 33% 1.38
 
 
 
 
5% 65.2 4.9% 10.0
BKU BankUnited 0.5 3% 30% 2.03
 
 
 
 
2% 35.3 2.9% 4.6
BCS Barclays ADR -1.7 -16% 31% 2.74
 
 
 
 
4% 48.3 3.4% 0.0
BAX Baxter International 23.6 66% 41% 1.55
 
 
 
 
23% 302.0 1.2% 29.5
BBT BB&T 9.3 37% 31% 1.64
 
 
 
 
2% 232.0 3.7% 11.9
BCE BCE -5.5 -25% 16% 1.05
 
 
 
 
26% 54.7 5.6% 17.3
BDX Becton Dickinson 11.7 49% 25% 1.46
 
 
 
 
24% 278.2 1.4% 507.2
BMS Bemis -0.4 -3% 16% 1.60
 
 
 
 
42% 26.9 2.7% 37.9
BBY Best Buy 17.0 62% 82% 2.84
 
 
 
 
1% 290.4 3.5% 13.7
BGS B&G Foods -9.3 -57% 50% 2.85
 
 
 
 
53% 21.6 6.3% 10.5
BBL BHP Group ADR 7.6 32% 76% 2.93
 
 
 
 
35% 89.3 6.1% 29.7
BHP BHP Group ADR 10.7 43% 69% 2.72
 
 
 
 
47% 255.2 5.3% 34.2
BIG Big Lots -3.8 -28% 35% 2.63
 
 
 
 
3% 51.6 4.1% 8.0
BKH Black Hills 12.8 28% 50% 1.52
 
 
 
 
78% 44.2 3.1% 15.5
BLK BlackRock 6.0 28% 30% 1.77
 
 
 
 
3% 366.8 3.3% 11.0
BX Blackstone Group 4.8 28% 31% 2.14
 
 
 
 
1% 204.6 8.9% 10.7
BXMT Blackstone Mortgage Trust Cl A 7.5 29% 19% 1.11
 
 
 
 
70% 53.9 7.3% 13.6
BA Boeing 29.6 60% 79% 1.96
 
 
 
 
35% 1864.2 2.5% 19.2
BAH Booz Allen Hamilton Holding 8.4 31% 40% 1.85
 
 
 
 
73% 59.0 1.6% 19.9
BWA BorgWarner -1.5 -11% 32% 2.45
 
 
 
 
3% 79.4 2.0% 13.0
BXP Boston Properties -6.2 -78% 9% 1.49
 
 
 
 
42% 70.5 3.2% 35.4
BYD Boyd Gaming 6.4 30% 57% 2.66
 
 
 
 
0% 30.4 1.1% 14.8
BP BP ADR 1.9 12% 24% 1.87
 
 
 
 
14% 291.5 6.4% 14.7
BDN Brandywine Realty Trust -3.7 -21% 20% 1.54
 
 
 
 
7% 31.2 5.7% 27.2
EAT Brinker International 8.7 40% 50% 2.43
 
 
 
 
75% 33.1 3.1% 15.1
BMY Bristol-Myers Squibb -8.6 -73% 20% 2.06
 
 
 
 
20% 409.6 3.2% 58.6
BTI British American Tobacco ADR -3.8 -27% 20% 1.80
 
 
 
 
0% 90.1 8.4% 1.3
BRX Brixmor Property Group -3.3 -33% 18% 2.05
 
 
 
 
31% 40.8 7.3% 13.0
BR Broadridge Financial Solutions 24.7 50% 58% 1.59
 
 
 
 
17% 101.0 2.0% 25.4
BAM Brookfield Asset Management Cl A 3.1 21% 17% 1.56
 
 
 
 
39% 60.8 1.5% 15.6
BIP Brookfield Infrastructure Partners 10.8 30% 42% 1.57
 
 
 
 
1% 25.2 5.3% 58.7
BRO Brown&Brown 18.9 49% 32% 1.23
 
 
 
 
41% 30.7 1.2% 16.9
BFB Brown-Forman Cl B 7.5 33% 29% 1.69
 
 
 
 
6% 56.2 1.4% 29.7
BC Brunswick -0.1 -1% 32% 2.43
 
 
 
 
1% 54.4 1.9% 37.7
BPL Buckeye Partners -4.4 -35% 25% 2.23
 
 
 
 
1% 46.1 10.9% 0.0
BG Bunge -3.7 -28% 30% 2.40
 
 
 
 
2% 66.5 3.5% 35.9
BWXT BWX Technologies 19.3 65% 48% 1.95
 
 
 
 
2% 39.2 1.6% 26.1
CBT Cabot -2.3 -12% 35% 2.08
 
 
 
 
3% 27.9 3.1% 0.0
COG Cabot Oil&Gas 8.3 39% 63% 2.79
 
 
 
 
23% 155.9 1.2% 44.1
CPT Camden Property Trust -2.0 -11% 18% 1.41
 
 
 
 
67% 93.0 3.4% 42.5
CPB Campbell Soup 0.8 7% 18% 1.95
 
 
 
 
33% 84.4 3.6% 65.0
CM Canadian Imperial Bank of Commerce 3.1 11% 25% 1.30
 
 
 
 
1% 29.5 5.3% 8.6
CNI Canadian National Railway 7.4 28% 30% 1.54
 
 
 
 
22% 88.1 1.9% 21.3
CNQ Canadian Natural Resources 0.0 0% 58% 2.82
 
 
 
 
3% 88.0 4.2% 10.3
CP Canadian Pacific Railway 5.9 30% 31% 1.95
 
 
 
 
28% 123.7 1.1% 14.2
COF Capital One Financial 3.8 20% 30% 1.92
 
 
 
 
3% 255.0 2.1% 10.7
CAH Cardinal Health -9.3 -173% 11% 2.28
 
 
 
 
2% 148.4 4.1% 20.3
CSL Carlisle 2.0 8% 29% 1.64
 
 
 
 
9% 39.0 1.7% 17.4
CCL Carnival -3.3 -19% 25% 1.82
 
 
 
 
14% 280.7 3.6% 12.5
CRI Carter's -1.2 -7% 28% 2.00
 
 
 
 
1% 58.8 2.2% 13.4
CAT Caterpillar 8.1 23% 65% 2.15
 
 
 
 
20% 639.0 2.8% 19.8
CBS CBS Cl B 0.0 0% 30% 1.99
 
 
 
 
2% 238.0 1.6% 12.2
CE Celanese 4.0 14% 43% 1.88
 
 
 
 
4% 94.0 2.5% 8.9
CVE Cenovus Energy -6.8 -57% 49% 3.40
 
 
 
 
4% 40.7 2.2% 0.0
CNP CenterPoint Energy 23.7 56% 42% 1.40
 
 
 
 
72% 184.3 4.1% 8.0
CTL CenturyLink -2.6 -16% 47% 2.75
 
 
 
 
10% 182.9 13.2% 8.6
CF CF Industries Holdings 7.2 39% 75% 3.33
 
 
 
 
29% 138.8 2.9% 13.9
SCHW Charles Schwab 8.5 32% 54% 2.25
 
 
 
 
2% 356.4 1.3% 18.3
CC Chemours 14.5 44% 253% 4.71
 
 
 
 
7% 67.2 3.7% 4.6
CVX Chevron 6.9 30% 29% 1.66
 
 
 
 
8% 977.0 4.1% 14.8
CHS Chico's Fas -9.6 -108% 46% 3.83
 
 
 
 
23% 27.3 5.8% 9.3
CIM Chimera Investment 14.2 28% 50% 1.38
 
 
 
 
77% 31.3 10.8% 6.0
CHL China Mobile ADR -2.6 -22% 12% 1.39
 
 
 
 
45% 49.2 4.9% 10.8
CHH Choice Hotels International 4.0 12% 42% 1.68
 
 
 
 
12% 22.7 1.2% 22.6
CB Chubb 2.5 31% 7% 1.28
 
 
 
 
14% 218.1 2.3% 11.5
CHD Church&Dwight 0.9 3% 36% 1.55
 
 
 
 
84% 163.1 1.3% 19.9
CNK Cinemark Holdings -1.0 -4% 34% 1.91
 
 
 
 
56% 63.3 3.3% 15.9
CIT CIT Group 0.1 0% 30% 1.95
 
 
 
 
2% 49.3 2.5% 18.0
C Citigroup 8.3 41% 34% 1.98
 
 
 
 
1% 1432.1 3.3% 0.0
CFG Citizens Financial Group 12.0 39% 58% 2.18
 
 
 
 
1% 223.5 3.6% 7.6
CLF Cleveland-Cliffs 2.1 10% 270% 6.10
 
 
 
 
30% 71.7 2.4% 3.1
CLX Clorox 1.9 8% 26% 1.46
 
 
 
 
77% 159.3 2.5% 24.3
CMS CMS Energy 17.2 51% 28% 1.22
 
 
 
 
80% 107.9 2.8% 26.5
CNO CNO Financial Group -7.3 -46% 30% 2.15
 
 
 
 
1% 21.1 2.6% 0.0
CEO CNOOC ADR 9.2 35% 59% 2.38
 
 
 
 
23% 22.5 5.1% 12.8
KO Coca-Cola 5.0 32% 11% 1.02
 
 
 
 
73% 664.1 3.2% 74.3
CCEP Coca-Cola European Partners -8.4 -42% 30% 1.87
 
 
 
 
80% 68.2 2.7% 27.3
CL Colgate-Palmolive -1.3 -19% 6% 1.37
 
 
 
 
25% 239.9 2.7% 25.8
CLNY Colony Capital -0.9 -6% 35% 2.52
 
 
 
 
1% 20.4 8.7% 0.0
CMA Comerica 18.0 45% 72% 2.11
 
 
 
 
2% 193.2 3.5% 11.5
CBU Community Bank System 17.1 54% 43% 1.77
 
 
 
 
43% 20.9 2.6% 15.0
CMP Compass Minerals International -11.0 -194% 12% 2.27
 
 
 
 
1% 28.7 6.6% 114.7
CAG Conagra Brands -1.7 -22% 14% 2.04
 
 
 
 
1% 187.7 3.0% 13.8
COP ConocoPhillips 6.0 28% 55% 2.61
 
 
 
 
39% 370.7 2.0% 12.3
ED Consolidated Edison 9.2 36% 22% 1.25
 
 
 
 
56% 191.6 3.6% 16.1
STZ Constellation Brands Cl A 9.2 37% 32% 1.69
 
 
 
 
2% 574.3 1.7% 11.4
CPA Copa Holdings Cl A 17.2 58% 95% 2.95
 
 
 
 
14% 35.9 4.5% 9.5
CXW CoreCivic -5.4 -24% 105% 3.59
 
 
 
 
20% 27.6 8.6% 14.9
CLB Core Laboratories -6.4 -55% 30% 2.62
 
 
 
 
0% 41.2 3.4% 31.0
COR CoreSite Realty 6.9 16% 67% 1.94
 
 
 
 
17% 24.1 4.7% 44.1
GLW Corning 15.8 48% 48% 1.85
 
 
 
 
43% 138.0 2.4% 0.0
OFC Corporate Office Properties Trust 8.4 23% 39% 1.49
 
 
 
 
3% 30.9 5.0% 37.0
COTY Coty Cl A -5.7 -104% 18% 2.99
 
 
 
 
1% 72.9 7.0% 0.0
CUZ Cousins Properties -10.4 -76% 21% 1.90
 
 
 
 
6% 38.6 3.2% 49.5
CR Crane 12.0 37% 51% 1.93
 
 
 
 
4% 20.3 1.9% 20.9
BAP Credicorp 26.5 63% 67% 1.95
 
 
 
 
38% 43.0 2.0% 13.7
CS Credit Suisse Group ADR 6.0 48% 31% 2.55
 
 
 
 
1% 53.3 2.3% 0.0
CRH CRH ADR -0.1 -1% 20% 1.95
 
 
 
 
4% 33.9 1.8% 11.6
CCI Crown Castle International 4.9 23% 23% 1.45
 
 
 
 
63% 225.7 4.1% 103.2
CUBE CubeSmart 3.8 21% 23% 1.70
 
 
 
 
64% 52.1 4.2% 35.7
CFR Cullen/Frost Bankers 9.5 31% 57% 2.16
 
 
 
 
2% 50.2 3.0% 13.6
CMI Cummins 6.7 20% 49% 1.86
 
 
 
 
10% 201.4 3.5% 16.6
CVI CVR Energy 6.0 26% 117% 3.81
 
 
 
 
29% 41.5 8.9% 7.3
CVS CVS Health -3.2 -30% 17% 1.94
 
 
 
 
40% 594.9 2.9% 22.9
DAN Dana 7.3 26% 81% 2.76
 
 
 
 
3% 20.0 2.9% 9.3
DRI Darden Restaurants 31.0 84% 56% 1.89
 
 
 
 
52% 438.6 2.9% 20.3
DCP DCP Midstream 13.7 49% 91% 2.97
 
 
 
 
4% 35.9 10.4% 69.5
DE Deere 22.5 72% 54% 2.05
 
 
 
 
45% 416.7 2.0% 20.7
DK Delek US Holdings 12.5 43% 123% 3.45
 
 
 
 
23% 63.0 2.8% 7.4
DAL Delta Air Lines 4.1 25% 32% 2.20
 
 
 
 
35% 309.1 2.6% 10.7
DNR Denbury Resources -0.1 -1% 296% 7.89
 
 
 
 
3% 30.6 13.8% 2.8
DB Deutsche Bank -2.5 -30% 31% 3.21
 
 
 
 
4% 40.6 1.6% 0.0
DVN Devon Energy -9.0 -48% 88% 3.62
 
 
 
 
0% 235.9 1.3% 5.7
DEO Diageo ADR 1.5 8% 17% 1.25
 
 
 
 
47% 67.3 3.0% 21.8
DRH Diamondrock Hospitality 2.4 15% 27% 2.04
 
 
 
 
0% 34.8 5.2% 22.2
DKS Dick's Sporting Goods 3.6 21% 65% 3.17
 
 
 
 
42% 52.2 2.7% 10.2
DLR Digital Realty Trust 12.1 35% 49% 1.82
 
 
 
 
44% 145.4 3.7% 82.0
DIN Dine Brands Global 9.8 35% 74% 2.65
 
 
 
 
60% 28.2 3.3% 10.1
DFS Discover Financial Services 3.5 13% 37% 1.78
 
 
 
 
2% 193.9 2.7% 8.8
DLB Dolby Laboratories Cl A 20.6 56% 56% 1.90
 
 
 
 
37% 31.3 1.2% 58.0
DG Dollar General 13.0 52% 45% 2.08
 
 
 
 
57% 223.3 1.1% 15.4
D Dominion Energy 1.6 9% 15% 1.25
 
 
 
 
56% 408.7 4.5% 14.7
DM Dominion Energy Midstream Partners -7.9 -41% 61% 2.91
 
 
 
 
30% 29.7 8.0% 13.6
UFS Domtar 2.6 14% 34% 2.14
 
 
 
 
4% 29.0 4.6% 0.0
DEI Douglas Emmett -4.0 -19% 20% 1.40
 
 
 
 
5% 40.2 3.0% 48.3
DOV Dover 9.4 40% 33% 1.81
 
 
 
 
19% 98.0 2.6% 15.8
DHI D.R. Horton -3.6 -16% 40% 2.12
 
 
 
 
17% 279.1 1.7% 9.5
DSW DSW Cl A 1.2 7% 63% 3.24
 
 
 
 
37% 48.1 4.1% 54.0
DTE DTE Energy 17.1 58% 25% 1.23
 
 
 
 
72% 139.1 3.3% 16.9
DUK Duke Energy 9.2 33% 22% 1.19
 
 
 
 
81% 353.7 4.2% 21.4
DRE Duke Realty 15.3 49% 33% 1.46
 
 
 
 
57% 56.6 3.2% 26.1
DNB Dun&Bradstreet 16.9 67% 39% 1.90
 
 
 
 
92% 135.9 1.5% 22.7
EGP EastGroup Properties 13.1 29% 46% 1.43
 
 
 
 
83% 21.2 2.9% 39.1
EMN Eastman Chemical 3.4 14% 34% 1.76
 
 
 
 
3% 113.5 3.5% 6.3
ETN Eaton 10.3 43% 31% 1.71
 
 
 
 
5% 193.8 2.2% 14.1
EV Eaton Vance 11.4 41% 39% 1.80
 
 
 
 
1% 51.2 4.0% 11.2
ECL Ecolab 8.6 50% 15% 1.30
 
 
 
 
63% 158.2 1.2% 27.3
EC Ecopetrol ADR 17.8 53% 123% 3.16
 
 
 
 
30% 27.1 3.7% 9.9
EIX Edison International -1.7 -10% 26% 1.94
 
 
 
 
47% 123.0 4.3% 40.8
LLY Eli Lilly 1.1 4% 34% 1.64
 
 
 
 
71% 665.1 2.1% 203.4
EMR Emerson Electric 8.1 35% 30% 1.71
 
 
 
 
2% 328.0 3.4% 16.9
ESRT Empire State Realty Trust -4.7 -37% 13% 1.44
 
 
 
 
1% 21.8 2.8% 40.3
ENBL Enable Midstream Partners 6.8 24% 115% 3.31
 
 
 
 
20% 26.0 9.0% 14.7
ENB Enbridge -2.7 -14% 35% 2.10
 
 
 
 
14% 328.2 6.6% 41.1
EEP Enbridge Energy Partners Cl A -1.3 -10% 44% 3.01
 
 
 
 
21% 58.0 13.6% 19.9
ECA Encana -1.8 -9% 136% 4.39
 
 
 
 
0% 118.3 1.1% 0.0
EHC Encompass Health 25.4 69% 57% 1.91
 
 
 
 
54% 68.5 1.6% 20.6
ENR Energizer Holdings -1.8 -6% 74% 2.44
 
 
 
 
13% 35.6 2.5% 31.1
ET Energy Transfer -3.5 -26% 108% 4.79
 
 
 
 
3% 356.4 9.4% 11.1
ENLC EnLink Midstream -2.9 -20% 67% 3.61
 
 
 
 
1% 30.8 10.3% 7.6
ENLK EnLink Midstream Partners -2.2 -11% 78% 3.26
 
 
 
 
2% 32.6 12.7% 35.5
ESV ENSCO -5.1 -62% 70% 4.94
 
 
 
 
4% 94.7 1.1% 0.0
ETR Entergy 11.2 41% 25% 1.32
 
 
 
 
80% 176.1 4.2% 37.4
EPD Enterprise Products Partners 1.6 8% 33% 1.96
 
 
 
 
23% 152.1 7.0% 14.7
EPR EPR Properties 12.9 33% 44% 1.55
 
 
 
 
89% 47.1 6.2% 20.8
EQM EQM Midstream Partners -4.3 -54% 15% 2.18
 
 
 
 
1% 42.3 10.3% 8.4
EFX Equifax -8.8 -59% 25% 2.02
 
 
 
 
10% 142.8 1.6% 25.9
EQNR Equinor ADR 9.2 34% 54% 2.24
 
 
 
 
13% 49.5 4.3% 10.5
ELS Equity Lifestyle Properties 12.7 41% 28% 1.31
 
 
 
 
80% 39.0 2.2% 42.4
EQR Equity Residential -1.1 -11% 9% 1.40
 
 
 
 
75% 117.3 3.2% 64.5
ESS Essex Property Trust 0.2 1% 15% 1.47
 
 
 
 
83% 90.5 2.9% 45.3
EL Estee Lauder Cl A 21.1 57% 47% 1.68
 
 
 
 
24% 194.2 1.3% 41.6
EVR Evercore Cl A 12.7 40% 65% 2.28
 
 
 
 
1% 28.3 2.8% 17.2
RE Everest Re Group 6.4 24% 32% 1.59
 
 
 
 
26% 97.0 2.6% 8.6
ES Eversource Energy 11.6 46% 22% 1.26
 
 
 
 
80% 119.1 3.0% 20.5
EXC Exelon 16.2 37% 44% 1.42
 
 
 
 
86% 301.4 3.0% 11.9
EXR Extra Space Storage 4.1 28% 19% 1.71
 
 
 
 
66% 98.1 3.7% 22.5
XOM Exxon Mobil 0.0 0% 12% 1.40
 
 
 
 
2% 1287.0 4.6% 13.3
FDS FactSet Research Systems 10.1 43% 27% 1.58
 
 
 
 
45% 195.4 1.2% 30.7
FRT Federal Realty Investment Trust -1.0 -11% 9% 1.41
 
 
 
 
65% 67.7 3.3% 43.4
FII Federated Investors -8.7 -51% 30% 2.05
 
 
 
 
20% 20.4 4.3% 8.7
FDX FedEx 6.2 25% 35% 1.80
 
 
 
 
4% 683.1 1.4% 10.5
FNF Fidelity National Financial -17.0 -102% 28% 2.02
 
 
 
 
4% 34.3 3.8% 10.6
FIS Fidelity National Information Servi 19.3 67% 29% 1.42
 
 
 
 
51% 140.0 1.3% 22.2
FAF First American Financial -1.2 -4% 38% 1.66
 
 
 
 
10% 32.3 3.8% 8.3
FE FirstEnergy 7.2 32% 28% 1.67
 
 
 
 
79% 224.2 4.0% 0.0
FHN First Horizon National 7.5 36% 33% 1.92
 
 
 
 
1% 81.6 3.6% 11.6
FR First Industrial Realty Trust 5.3 16% 34% 1.45
 
 
 
 
44% 28.7 2.9% 17.8
FLO Flowers Foods -5.2 -36% 28% 2.22
 
 
 
 
3% 28.8 4.0% 27.7
FLS Flowserve -5.2 -36% 33% 2.39
 
 
 
 
5% 75.0 1.9% 0.0
FLR Fluor -8.3 -49% 42% 2.56
 
 
 
 
1% 62.3 2.6% 19.5
FMC FMC 11.3 32% 73% 2.31
 
 
 
 
14% 90.6 2.1% 10.4
FNB F.N.B. -1.3 -12% 17% 1.88
 
 
 
 
1% 41.0 4.8% 11.3
FMX Fomento Economico Mexicano ADR -12.6 -97% 21% 1.95
 
 
 
 
8% 23.2 1.7% 37.1
FL Foot Locker -11.0 -75% 61% 3.38
 
 
 
 
51% 118.0 2.8% 17.1
F Ford Motor -8.4 -154% 8% 1.90
 
 
 
 
6% 315.6 7.1% 5.5
FBHS Fortune Brands Home&Security -3.3 -28% 16% 1.80
 
 
 
 
2% 137.3 2.2% 13.7
FNV Franco-Nevada 0.0 0% 60% 2.45
 
 
 
 
63% 63.4 1.3% 63.0
BEN Franklin Resources -5.6 -49% 19% 2.01
 
 
 
 
10% 160.1 3.5% 21.0
GME GameStop Cl A 0.5 11% 17% 3.15
 
 
 
 
7% 32.2 11.9% 0.0
GPS Gap -6.4 -41% 54% 3.09
 
 
 
 
11% 182.1 3.8% 10.7
GD General Dynamics 9.1 36% 27% 1.49
 
 
 
 
1% 270.9 2.3% 15.9
GIS General Mills -3.7 -36% 13% 1.61
 
 
 
 
1% 282.9 5.3% 10.2
GM General Motors -0.1 0% 31% 2.10
 
 
 
 
29% 281.5 4.4% 0.0
GEL Genesis Energy -2.2 -16% 41% 2.79
 
 
 
 
19% 20.8 10.9% 0.0
GPC Genuine Parts 3.4 20% 19% 1.54
 
 
 
 
47% 83.1 3.0% 19.4
GGB Gerdau ADR 7.1 30% 185% 4.72
 
 
 
 
26% 37.7 3.5% 64.1
GSK GlaxoSmithKline ADR 1.6 9% 18% 1.39
 
 
 
 
29% 160.6 5.3% 37.2
GS Goldman Sachs Group 12.1 49% 38% 1.91
 
 
 
 
5% 848.3 1.9% 12.5
GGG Graco Inc. 10.1 28% 52% 1.83
 
 
 
 
28% 31.3 1.6% 23.4
GPK Graphic Packaging Holding 0.9 10% 14% 1.97
 
 
 
 
9% 122.8 2.8% 9.5
HAL Halliburton -3.3 -14% 51% 2.31
 
 
 
 
3% 433.4 2.5% 152.5
HBI Hanesbrands -5.9 -98% 17% 2.71
 
 
 
 
1% 105.2 4.7% 686.6
THG Hanover Insurance Group 6.0 21% 30% 1.47
 
 
 
 
17% 28.1 2.2% 14.7
HOG Harley-Davidson -6.3 -52% 26% 2.36
 
 
 
 
1% 60.1 4.4% 10.5
HRS Harris Corp. 16.4 44% 49% 1.73
 
 
 
 
21% 179.9 1.9% 22.5
HIG Hartford Financial Services Group 1.9 13% 17% 1.56
 
 
 
 
9% 147.9 2.8% 16.1
HCA HCA Healthcare 21.5 54% 62% 1.92
 
 
 
 
65% 292.0 1.1% 14.0
HCP HCP -7.3 -47% 26% 1.98
 
 
 
 
81% 83.9 5.2% 81.6
HR Healthcare Realty Trust 1.3 6% 24% 1.54
 
 
 
 
49% 32.9 4.0% 266.5
HTA Healthcare Trust of America -2.7 -15% 20% 1.55
 
 
 
 
32% 62.0 4.7% 23.3
HP Helmerich&Payne 2.8 13% 65% 2.84
 
 
 
 
4% 126.3 5.2% 12.5
HLF Herbalife Nutrition 11.4 36% 77% 2.53
 
 
 
 
92% 76.3 2.1% 48.1
HSY Hershey 8.3 45% 23% 1.64
 
 
 
 
57% 115.5 2.8% 21.6
HES Hess Corp. -2.9 -15% 67% 3.12
 
 
 
 
20% 303.6 2.1% 0.0
HPE Hewlett Packard Enterprise -4.7 -24% 59% 2.88
 
 
 
 
2% 165.1 3.3% 11.9
HXL Hexcel 1.7 8% 27% 1.71
 
 
 
 
9% 33.9 1.0% 17.4
HIW Highwoods Properties -8.3 -38% 20% 1.33
 
 
 
 
3% 30.8 4.6% 24.1
HFC HollyFrontier 5.5 20% 102% 3.16
 
 
 
 
24% 110.1 2.5% 6.3
HD Home Depot 4.9 20% 25% 1.44
 
 
 
 
6% 736.9 2.4% 18.6
HMC Honda Motor ADR -7.7 -50% 18% 1.60
 
 
 
 
7% 25.0 3.6% 4.7
HON Honeywell International 12.8 51% 22% 1.30
 
 
 
 
6% 341.1 2.4% 38.6
HRL Hormel Foods 3.1 14% 28% 1.68
 
 
 
 
79% 160.2 1.9% 23.1
HST Host Hotels&Resorts 5.8 35% 27% 1.96
 
 
 
 
6% 128.8 4.6% 14.9
HPQ HP 17.9 58% 57% 2.12
 
 
 
 
27% 247.1 3.0% 6.6
HRB H&R Block -1.8 -14% 35% 2.69
 
 
 
 
49% 91.2 3.8% 9.9
HSBC HSBC Holdings ADR 7.2 25% 35% 1.62
 
 
 
 
14% 77.4 4.9% 15.1
HPP Hudson Pacific Properties -7.6 -35% 24% 1.51
 
 
 
 
9% 32.3 3.5% 39.4
HII Huntington Ingalls Industries 13.1 39% 54% 1.97
 
 
 
 
3% 68.6 1.8% 12.7
HUN Huntsman 13.3 41% 109% 3.01
 
 
 
 
4% 67.8 3.5% 4.9
IDA IDACORP 9.8 39% 22% 1.27
 
 
 
 
77% 24.4 2.6% 20.5
IEX IDEX 15.2 39% 41% 1.48
 
 
 
 
16% 50.7 1.3% 24.7
ITW Illinois Tool Works 12.8 43% 33% 1.51
 
 
 
 
13% 258.3 3.1% 22.9
INFY Infosys ADR 1.3 7% 27% 1.90
 
 
 
 
59% 87.5 2.0% 27.4
IR Ingersoll-Rand 16.8 51% 44% 1.73
 
 
 
 
54% 157.3 2.2% 15.4
ING ING Groep ADR 8.5 45% 38% 2.25
 
 
 
 
1% 94.9 9.2% 7.2
INGR Ingredion 1.2 5% 29% 1.70
 
 
 
 
5% 53.9 2.7% 15.0
ICE Intercontinental Exchange 8.9 53% 19% 1.53
 
 
 
 
51% 198.3 1.3% 16.9
IBM International Business Machines -7.0 -55% 15% 1.60
 
 
 
 
4% 699.6 5.4% 18.8
IFF International Flavors&Fragrances -0.7 -3% 26% 1.68
 
 
 
 
29% 161.5 2.2% 37.4
IGT International Game Technology 5.0 20% 80% 2.96
 
 
 
 
11% 47.9 5.0% 20.6
IP International Paper 3.6 18% 31% 1.92
 
 
 
 
6% 109.6 4.9% 5.4
IPG Interpublic Group -4.7 -38% 20% 1.97
 
 
 
 
40% 81.7 3.8% 14.1
IVZ INVESCO -2.8 -34% 16% 2.19
 
 
 
 
1% 77.7 7.1% 6.0
IVR Invesco Mortgage Capital 8.9 26% 36% 1.45
 
 
 
 
15% 25.0 11.1% 9.0
IRM Iron Mountain -8.7 -27% 45% 1.78
 
 
 
 
45% 89.1 7.2% 42.4
ITT ITT 5.0 26% 41% 2.29
 
 
 
 
19% 31.9 1.1% 20.4
JBL Jabil -1.5 -8% 38% 2.22
 
 
 
 
7% 80.2 1.4% 47.3
JEC Jacobs Engineering Group 3.6 13% 51% 2.09
 
 
 
 
9% 69.3 1.0% 46.1
JEF Jefferies Financial Group 6.6 35% 33% 2.08
 
 
 
 
1% 45.4 2.9% 47.6
SJM J.M. Smucker -4.2 -27% 21% 1.74
 
 
 
 
3% 122.6 3.5% 8.3
JCI Johnson Controls International -1.7 -10% 27% 1.92
 
 
 
 
11% 200.8 3.3% 13.7
JNJ Johnson&Johnson 12.7 50% 22% 1.27
 
 
 
 
39% 3017.3 2.8% 260.8
JPM JPMorgan Chase 18.3 58% 41% 1.68
 
 
 
 
2% 1999.8 3.3% 12.2
JNPR Juniper Networks -1.8 -15% 22% 2.13
 
 
 
 
58% 126.6 2.6% 41.6
KSU Kansas City Southern -1.9 -8% 35% 1.93
 
 
 
 
5% 135.6 1.5% 9.7
KAR KAR Auction Services 9.3 32% 33% 1.57
 
 
 
 
8% 44.1 2.8% 16.1
KBR KBR 1.1 9% 44% 3.00
 
 
 
 
14% 41.9 2.1% 4.3
K Kellogg -1.6 -14% 13% 1.55
 
 
 
 
13% 155.8 3.8% 11.1
KMT Kennametal 3.7 13% 84% 2.79
 
 
 
 
8% 22.1 2.3% 13.2
KDP Keurig Dr Pepper 19.9 63% 41% 1.69
 
 
 
 
70% 133.2 2.4% 4.8
KEY KeyCorp 10.1 38% 46% 2.06
 
 
 
 
1% 182.3 4.6% 10.3
KRC Kilroy Realty -11.0 -67% 19% 1.55
 
 
 
 
7% 50.1 2.9% 51.6
KMB Kimberly-Clark 1.1 8% 14% 1.41
 
 
 
 
62% 190.2 3.5% 24.7
KIM Kimco Realty 1.2 10% 20% 1.93
 
 
 
 
41% 59.1 7.2% 29.6
KMI Kinder Morgan -8.1 -53% 38% 2.52
 
 
 
 
16% 262.2 5.2% 0.0
KGC Kinross Gold 1.3 6% 123% 4.07
 
 
 
 
29% 94.4 5.2% 18.3
KKR KKR Cl A 14.8 67% 46% 2.29
 
 
 
 
6% 90.7 2.5% 6.5
KSS Kohl's 7.2 30% 85% 3.11
 
 
 
 
33% 208.9 3.9% 10.4
PHG Koninklijke Philips ADR 3.1 12% 36% 1.80
 
 
 
 
6% 58.9 2.6% 22.3
KR Kroger -2.4 -17% 33% 2.43
 
 
 
 
58% 204.4 2.0% 6.6
LLL L3 Technologies 10.9 44% 32% 1.68
 
 
 
 
22% 152.7 1.7% 17.6
LVS Las Vegas Sands 8.1 30% 58% 2.35
 
 
 
 
13% 247.2 5.7% 11.0
LAZ Lazard 3.8 21% 40% 2.40
 
 
 
 
5% 44.8 4.9% 14.6
LB L Brands -6.5 -97% 24% 3.11
 
 
 
 
8% 151.0 8.3% 10.8
LEA Lear Corp. 1.0 5% 37% 2.11
 
 
 
 
3% 88.4 2.3% 6.2
LEG Leggett&Platt -7.9 -61% 16% 1.67
 
 
 
 
15% 57.0 4.2% 17.1
LM Legg Mason -2.1 -25% 17% 2.25
 
 
 
 
1% 23.4 5.4% 6.3
LDOS Leidos Holdings 5.3 18% 45% 1.88
 
 
 
 
1% 71.4 2.3% 16.8
LII Lennox International 12.8 50% 32% 1.67
 
 
 
 
69% 63.1 1.2% 27.1
LPT Liberty Property Trust 4.3 14% 34% 1.48
 
 
 
 
78% 77.9 3.6% 15.6
LSI Life Storage 6.1 25% 29% 1.61
 
 
 
 
88% 38.2 4.0% 34.4
LNC Lincoln National 10.5 46% 50% 2.36
 
 
 
 
1% 136.8 2.8% 5.6
LAD Lithia Motors Cl A -2.2 -20% 32% 2.72
 
 
 
 
6% 29.7 1.6% 6.0
LYG Lloyds Banking Group ADR 0.0 -1% 16% 2.63
 
 
 
 
3% 40.7 4.4% 9.1
LMT Lockheed Martin 9.7 40% 24% 1.40
 
 
 
 
3% 441.1 3.2% 25.5
LPX Louisiana-Pacific 1.1 6% 40% 2.35
 
 
 
 
4% 35.3 2.5% 6.0
LOW Lowe's -0.2 -1% 36% 1.91
 
 
 
 
28% 397.5 2.1% 20.3
LXFR Luxfer Holdings 17.0 51% 92% 2.69
 
 
 
 
41% 27.2 2.7% 17.8
LYB LyondellBasell Industries -4.2 -23% 32% 2.03
 
 
 
 
3% 198.4 4.9% 5.5
MAC Macerich -8.9 -125% 10% 1.85
 
 
 
 
2% 53.6 6.7% 84.2
CLI Mack-Cali Realty -2.7 -13% 33% 1.95
 
 
 
 
66% 20.0 4.0% 57.3
MIC Macquarie Infrastructure -0.9 -8% 30% 2.62
 
 
 
 
5% 25.4 10.6% 7.0
M Macy's -4.6 -22% 79% 3.21
 
 
 
 
44% 204.7 4.9% 5.7
MMP Magellan Midstream Partners -5.8 -30% 26% 1.72
 
 
 
 
9% 79.4 6.9% 10.3
MGA Magna International 1.3 7% 39% 2.25
 
 
 
 
6% 56.8 2.9% 6.7
MAN ManpowerGroup 5.6 28% 40% 2.23
 
 
 
 
3% 47.8 2.9% 7.4
MFC Manulife Financial 3.7 19% 34% 2.03
 
 
 
 
4% 39.7 5.2% 15.5
MRO Marathon Oil 3.9 21% 105% 4.03
 
 
 
 
1% 250.5 1.4% 17.8
MPC Marathon Petroleum 10.4 45% 60% 2.62
 
 
 
 
3% 696.5 3.1% 7.3
VAC Marriott Vacations Worldwide 12.9 42% 75% 2.53
 
 
 
 
1% 41.3 2.6% 18.1
MMC Marsh&McLennan 16.2 67% 20% 1.22
 
 
 
 
31% 146.3 2.1% 27.2
MLM Martin Marietta Materials 2.6 11% 48% 2.25
 
 
 
 
29% 120.9 1.1% 14.9
MAS Masco -0.4 -2% 27% 1.92
 
 
 
 
9% 107.6 1.7% 14.5
MMS Maximus -1.6 -17% 16% 1.99
 
 
 
 
45% 43.8 1.5% 19.6
MKC McCormick 20.9 55% 39% 1.44
 
 
 
 
82% 217.8 1.6% 21.7
MCD McDonald's 19.4 58% 30% 1.31
 
 
 
 
75% 716.6 2.6% 27.3
MCK McKesson -13.2 -173% 17% 2.38
 
 
 
 
1% 231.4 1.4% 179.5
MDU MDU Resources Group 4.6 11% 47% 1.58
 
 
 
 
10% 20.7 3.3% 15.7
MPW Medical Properties Trust 12.1 36% 45% 1.76
 
 
 
 
79% 53.7 6.1% 5.9
MED Medifast 31.3 72% 184% 3.43
 
 
 
 
34% 47.6 2.3% 33.1
MDT Medtronic 1.7 8% 21% 1.44
 
 
 
 
66% 491.7 2.2% 55.8
MRK Merck&Co 18.8 64% 32% 1.50
 
 
 
 
79% 1099.6 3.0% 59.9
MDP Meredith -2.7 -11% 52% 2.37
 
 
 
 
14% 23.7 4.3% 56.3
MET MetLife 2.3 15% 26% 2.08
 
 
 
 
6% 368.1 4.2% 7.8
MFA MFA Financial 7.7 26% 26% 1.28
 
 
 
 
12% 21.0 11.6% 8.6
MGM MGM Resorts International 4.6 28% 39% 2.47
 
 
 
 
13% 148.2 1.9% 7.9
MAA Mid-America Apartment Communities 5.4 33% 17% 1.47
 
 
 
 
66% 43.6 3.9% 39.7
MBT Mobile TeleSystems ADR 3.6 14% 78% 2.88
 
 
 
 
6% 33.2 21.1% 57.7
TAP Molson Coors Brewing Cl B 0.1 2% 9% 1.87
 
 
 
 
12% 127.5 2.8% 7.9
MCO Moody's 2.3 7% 41% 1.71
 
 
 
 
6% 137.6 1.2% 25.5
MOGA Moog Cl A -2.9 -16% 39% 2.38
 
 
 
 
38% 20.9 1.3% 28.9
MS Morgan Stanley 15.5 53% 55% 2.16
 
 
 
 
4% 566.6 3.0% 9.5
MSI Motorola Solutions 12.3 32% 43% 1.53
 
 
 
 
73% 143.9 1.9% 0.0
MPLX MPLX 3.3 29% 37% 2.96
 
 
 
 
8% 73.3 7.9% 13.9
MSCI MSCI 31.9 68% 62% 1.72
 
 
 
 
34% 112.7 1.6% 31.6
MSM MSC Industrial Direct 7.2 19% 61% 1.95
 
 
 
 
11% 31.2 3.2% 13.5
MTB M&T Bank 14.9 57% 34% 1.70
 
 
 
 
2% 118.8 2.8% 13.1
MUR Murphy Oil 0.4 2% 84% 3.76
 
 
 
 
15% 64.8 3.8% 263.8
NBR Nabors Industries -3.7 -28% 93% 4.50
 
 
 
 
1% 35.4 10.3% 0.0
NFG National Fuel Gas 7.3 26% 35% 1.67
 
 
 
 
53% 36.3 3.1% 12.0
NGG National Grid ADR -5.1 -78% 7% 1.48
 
 
 
 
3% 140.0 4.5% 7.2
NHI National Health Investors 9.1 32% 30% 1.48
 
 
 
 
85% 22.8 5.1% 21.3
NNN National Retail Properties 11.3 34% 37% 1.54
 
 
 
 
88% 75.3 4.0% 34.8
NJR New Jersey Resources 14.8 39% 44% 1.59
 
 
 
 
75% 25.6 2.5% 17.9
NEM Newmont Mining 17.0 57% 87% 2.78
 
 
 
 
39% 243.2 1.6% 0.0
NRZ New Residential Investment 21.5 57% 54% 1.82
 
 
 
 
7% 100.4 13.2% 4.0
NYCB New York Community Bancorp -4.7 -73% 9% 1.73
 
 
 
 
6% 69.6 7.4% 10.7
NEE NextEra Energy 27.9 65% 37% 1.25
 
 
 
 
79% 495.6 2.5% 10.0
NLSN Nielsen Holdings -1.4 -33% 9% 2.33
 
 
 
 
22% 77.8 5.7% 27.5
NKE Nike Cl B 0.6 3% 31% 1.89
 
 
 
 
43% 515.3 1.2% 56.9
NI NiSource 14.3 41% 38% 1.49
 
 
 
 
71% 69.2 3.0% 0.0
NBL Noble Energy -1.2 -10% 38% 2.90
 
 
 
 
1% 119.1 2.1% 8.0
NOK Nokia ADR 0.9 5% 39% 2.47
 
 
 
 
65% 113.7 3.9% 0.0
JWN Nordstrom -6.0 -34% 58% 2.97
 
 
 
 
14% 123.8 3.1% 17.6
NSC Norfolk Southern 11.5 35% 52% 1.95
 
 
 
 
35% 334.9 2.2% 7.2
NOC Northrop Grumman 16.2 54% 33% 1.52
 
 
 
 
10% 239.8 1.9% 16.4
NWE NorthWestern 9.5 41% 21% 1.31
 
 
 
 
78% 27.1 3.5% 17.4
NVS Novartis ADR 1.9 11% 16% 1.37
 
 
 
 
60% 230.6 3.4% 15.0
NVO Novo Nordisk ADR -6.5 -38% 30% 2.03
 
 
 
 
24% 82.7 1.0% 17.7
NUE Nucor 6.2 27% 46% 2.23
 
 
 
 
5% 149.7 2.9% 8.4
NUS Nu Skin Enterprises Cl A 13.3 40% 83% 2.54
 
 
 
 
4% 27.9 2.4% 21.9
OXY Occidental Petroleum -1.9 -9% 33% 1.84
 
 
 
 
3% 346.7 4.9% 12.4
OGE OGE Energy 19.2 55% 35% 1.41
 
 
 
 
86% 82.3 3.6% 12.1
ORI Old Republic International 4.9 37% 14% 1.51
 
 
 
 
39% 21.1 3.7% 8.0
OLN Olin 5.4 23% 77% 2.96
 
 
 
 
5% 66.7 4.1% 4.3
OHI Omega Healthcare Investors -2.8 -13% 32% 1.85
 
 
 
 
81% 64.6 7.4% 26.5
OMC Omnicom Group 0.3 2% 15% 1.60
 
 
 
 
49% 162.3 3.2% 14.4
OKE ONEOK 19.4 45% 120% 2.71
 
 
 
 
25% 167.1 6.1% 25.3
ORCL Oracle 2.1 14% 19% 1.65
 
 
 
 
30% 1907.7 1.7% 49.3
OSK Oshkosh 8.1 31% 71% 2.66
 
 
 
 
27% 55.4 1.7% 10.2
OUT Outfront Media -2.5 -19% 24% 2.13
 
 
 
 
18% 22.3 7.8% 30.7
OC Owens Corning 7.8 32% 43% 2.08
 
 
 
 
2% 83.6 2.0% 13.2
PKG Packaging of America 9.2 28% 55% 2.01
 
 
 
 
7% 128.0 3.6% 10.3
PGRE Paramount Group -6.8 -129% 5% 1.44
 
 
 
 
4% 25.1 3.0% 0.0
PH Parker Hannifin 6.1 18% 48% 1.79
 
 
 
 
8% 146.8 2.0% 17.5
PBF PBF Energy -2.6 -12% 88% 3.34
 
 
 
 
15% 113.3 3.7% 5.1
PEB Pebblebrook Hotel Trust 3.9 20% 36% 2.14
 
 
 
 
7% 54.4 1.7% 20.5
PBA Pembina Pipeline 9.6 35% 41% 1.87
 
 
 
 
33% 22.6 5.4% 16.7
PNR Pentair -10.8 -85% 28% 2.36
 
 
 
 
18% 59.7 1.8% 15.1
PRGO Perrigo -0.3 -9% 11% 2.81
 
 
 
 
1% 59.9 1.4% 64.5
PFE Pfizer 14.0 50% 26% 1.33
 
 
 
 
69% 1155.9 3.4% 10.7
PM Philip Morris International 0.7 3% 29% 1.59
 
 
 
 
0% 1010.1 6.1% 17.5
PSX Phillips 66 6.7 25% 35% 1.73
 
 
 
 
1% 207.1 3.8% 6.4
DOC Physicians Realty Trust 6.5 27% 32% 1.70
 
 
 
 
56% 24.6 5.5% 56.5
PDM Piedmont Office Realty Trust Cl A -5.8 -39% 14% 1.37
 
 
 
 
22% 30.2 4.8% 42.2
PNW Pinnacle West Capital 19.3 60% 28% 1.26
 
 
 
 
78% 151.1 3.3% 19.6
PBI Pitney Bowes -6.9 -119% 20% 3.08
 
 
 
 
1% 25.3 11.8% 4.5
PAA Plains All American Pipeline 6.6 37% 75% 3.42
 
 
 
 
23% 82.2 5.6% 14.8
PAGP Plains GP Holdings 0.2 1% 72% 3.73
 
 
 
 
20% 60.8 5.7% 0.0
PLT Plantronics -0.5 -2% 62% 2.72
 
 
 
 
1% 28.3 1.7% 0.0
PNC PNC Financial Services Group 14.7 46% 40% 1.66
 
 
 
 
1% 283.8 3.3% 9.6
PNM PNM Resources 14.1 52% 30% 1.52
 
 
 
 
75% 20.7 2.7% 39.3
PII Polaris Industries 3.7 26% 40% 2.73
 
 
 
 
0% 46.1 3.1% 18.2
POR Portland General Electric 8.0 36% 21% 1.33
 
 
 
 
72% 34.8 3.1% 20.5
PPG PPG Industries -4.9 -47% 14% 1.69
 
 
 
 
8% 153.5 2.0% 19.4
PPL PPL 6.9 32% 21% 1.41
 
 
 
 
32% 504.2 5.9% 13.3
PG Procter&Gamble 12.0 58% 17% 1.19
 
 
 
 
83% 1020.6 3.1% 24.2
PGR Progressive Corp 37.5 70% 57% 1.47
 
 
 
 
45% 213.9 1.8% 12.3
PLD Prologis 10.6 34% 36% 1.58
 
 
 
 
41% 182.0 3.1% 25.5
PB Prosperity Bancshares 3.4 14% 48% 2.26
 
 
 
 
3% 25.3 2.7% 13.9
PRU Prudential Financial 9.1 44% 34% 1.97
 
 
 
 
2% 240.0 4.4% 5.1
PEG Public Service Enterprise Group 9.9 31% 30% 1.33
 
 
 
 
67% 156.2 3.4% 12.3
PSA Public Storage -2.5 -25% 11% 1.54
 
 
 
 
43% 305.0 3.9% 27.5
PHM PulteGroup 5.8 22% 47% 2.08
 
 
 
 
40% 200.1 1.7% 8.9
DGX Quest Diagnostics 5.6 19% 33% 1.52
 
 
 
 
1% 136.0 2.5% 13.5
RL Ralph Lauren Cl A -3.7 -19% 53% 2.64
 
 
 
 
11% 102.9 2.4% 35.6
RJF Raymond James Financial 4.0 16% 46% 2.09
 
 
 
 
4% 88.3 1.9% 12.8
RTN Raytheon 12.5 47% 27% 1.44
 
 
 
 
4% 266.0 2.1% 19.2
RLGY Realogy Holdings -0.8 -11% 19% 2.47
 
 
 
 
2% 35.0 2.2% 5.2
O Realty Income 3.6 11% 36% 1.53
 
 
 
 
91% 140.8 4.1% 54.9
RWT Redwood Trust 5.2 17% 38% 1.69
 
 
 
 
28% 20.1 7.9% 9.2
RF Regions Financial 13.2 39% 67% 2.22
 
 
 
 
2% 170.8 4.2% 10.5
RGA Reinsurance Group of America 11.7 35% 36% 1.49
 
 
 
 
31% 57.9 1.7% 5.0
RS Reliance Steel&Aluminum 6.5 24% 46% 2.03
 
 
 
 
4% 54.4 2.7% 6.4
RSG Republic Services 24.8 74% 25% 1.10
 
 
 
 
73% 131.6 2.0% 17.4
RMD ResMed 12.8 40% 46% 1.84
 
 
 
 
84% 111.2 1.3% 48.1
QSR Restaurant Brands International 5.3 19% 44% 1.90
 
 
 
 
4% 52.9 3.4% 24.8
RPAI Retail Properties of America -2.5 -22% 14% 1.67
 
 
 
 
34% 21.2 5.6% 110.3
REXR Rexford Industrial Realty 30.1 62% 54% 1.52
 
 
 
 
61% 22.4 2.1% 71.7
RIO Rio Tinto ADR 6.9 28% 68% 2.69
 
 
 
 
20% 167.2 5.3% 8.6
RLJ RLJ Lodging Trust -8.4 -64% 23% 2.05
 
 
 
 
3% 35.7 7.3% 23.2
RHI Robert Half International 6.8 27% 49% 2.22
 
 
 
 
20% 50.2 2.0% 19.0
ROK Rockwell Automation 6.4 22% 43% 1.84
 
 
 
 
3% 158.3 2.5% 35.7
RCI Rogers Communications Cl B -0.3 -1% 33% 1.36
 
 
 
 
80% 21.2 2.8% 17.7
ROL Rollins Inc. 32.3 71% 53% 1.57
 
 
 
 
45% 42.6 1.1% 54.5
RY Royal Bank of Canada 9.1 33% 25% 1.32
 
 
 
 
1% 60.1 4.3% 10.7
RCL Royal Caribbean Cruises 6.5 32% 48% 2.46
 
 
 
 
21% 178.8 2.7% 12.5
RDSB Royal Dutch Shell ADR B 14.3 51% 42% 1.89
 
 
 
 
1% 157.5 6.5% 11.3
RDSA Royal Dutch Shell ADR Cl A 10.1 49% 29% 1.83
 
 
 
 
1% 287.6 6.6% 11.0
RES RPC 5.2 33% 63% 3.33
 
 
 
 
2% 27.6 3.6% 11.0
RPM RPM International -6.3 -21% 36% 1.63
 
 
 
 
63% 31.4 2.3% 27.7
R Ryder System -4.5 -26% 40% 2.47
 
 
 
 
1% 26.2 4.4% 3.2
RHP Ryman Hospitality Properties 14.3 49% 41% 1.78
 
 
 
 
11% 25.8 4.9% 19.9
SNY Sanofi ADR -0.1 0% 19% 1.55
 
 
 
 
69% 39.4 4.1% 27.9
SC Santander Consumer USA Holdings 6.2 35% 61% 3.06
 
 
 
 
29% 28.2 4.6% 4.5
SAP SAP ADR 6.3 30% 25% 1.59
 
 
 
 
4% 72.3 1.7% 23.7
SCG Scana 8.1 81% 23% 2.43
 
 
 
 
86% 89.5 1.0% 0.0
SLB Schlumberger -5.3 -54% 14% 1.84
 
 
 
 
0% 738.3 5.3% 0.0
SAIC Science Applications International 3.6 12% 65% 2.37
 
 
 
 
11% 20.4 1.9% 14.7
SMG Scotts Miracle-Gro 3.9 20% 30% 1.88
 
 
 
 
1% 40.7 3.5% 59.8
SEE Sealed Air -3.1 -43% 11% 1.86
 
 
 
 
19% 84.7 1.9% 0.0
SEAS SeaWorld Entertainment 5.8 19% 100% 2.97
 
 
 
 
71% 35.3 1.5% 69.4
SRE Sempra Energy -3.5 -20% 20% 1.55
 
 
 
 
50% 167.6 3.1% 0.0
SCI Service International 14.8 45% 35% 1.50
 
 
 
 
51% 63.5 1.7% 15.6
SIG Signet Jewelers -2.3 -24% 51% 3.86
 
 
 
 
1% 45.1 4.7% 0.0
SPG Simon Property Group -1.7 -11% 17% 1.55
 
 
 
 
64% 243.3 4.6% 25.2
SIX Six Flags Entertainment -7.1 -41% 28% 1.97
 
 
 
 
25% 49.3 5.7% 16.7
SLG SL Green Realty -4.9 -61% 10% 1.67
 
 
 
 
1% 86.7 4.0% 23.6
SNN Smith&Nephew ADR -4.4 -28% 17% 1.50
 
 
 
 
55% 29.0 1.5% 22.1
SNA Snap-On -11.0 -74% 20% 1.77
 
 
 
 
10% 50.7 2.6% 13.3
SQM Sociedad Quimica y Minera De Chile 21.3 55% 119% 2.87
 
 
 
 
5% 35.2 1.6% 24.3
SO Southern -0.8 -5% 13% 1.22
 
 
 
 
38% 262.5 5.3% 19.1
SCCO Southern Copper 16.1 58% 62% 2.38
 
 
 
 
1% 33.9 5.1% 25.0
LUV Southwest Airlines 0.1 0% 48% 2.17
 
 
 
 
13% 158.7 1.3% 7.9
SWX Southwest Gas Holdings 16.3 42% 46% 1.59
 
 
 
 
76% 26.5 2.6% 18.6
SPGI S&P Global 14.5 33% 56% 1.67
 
 
 
 
6% 288.4 1.2% 25.0
STAG STAG Industrial 6.1 16% 45% 1.62
 
 
 
 
48% 25.2 5.5% 58.5
SWK Stanley Black&Decker 2.7 12% 28% 1.70
 
 
 
 
20% 168.1 2.2% 18.4
STWD Starwood Property Trust 7.7 29% 21% 1.18
 
 
 
 
56% 62.4 8.9% 14.9
STT State Street 5.7 25% 39% 2.06
 
 
 
 
0% 316.2 3.1% 9.9
STE Steris 13.7 42% 36% 1.52
 
 
 
 
68% 61.2 1.3% 29.5
STL Sterling Bancorp 6.2 32% 35% 2.08
 
 
 
 
2% 55.2 1.7% 12.8
SF Stifel Financial 8.1 36% 58% 2.58
 
 
 
 
1% 29.6 1.2% 12.4
STM STMicroelectronics 18.8 50% 124% 2.99
 
 
 
 
3% 53.6 1.8% 10.4
STOR STORE Capital 13.2 39% 43% 1.68
 
 
 
 
85% 81.9 4.4% 35.7
SYK Stryker 17.7 56% 34% 1.47
 
 
 
 
44% 221.3 1.3% 49.9
SUI Sun Communities 15.0 58% 23% 1.30
 
 
 
 
84% 39.1 2.7% 81.4
SU Suncor Energy 6.2 27% 42% 2.12
 
 
 
 
1% 220.2 3.8% 12.3
SHO Sunstone Hotel Investors -2.5 -14% 27% 1.84
 
 
 
 
11% 31.8 1.4% 17.6
STI SunTrust Banks 8.4 30% 44% 1.94
 
 
 
 
1% 250.6 3.9% 8.7
SYF Synchrony Financial -10.0 -60% 35% 2.30
 
 
 
 
1% 233.6 3.6% 7.5
SNX SYNNEX -2.9 -20% 33% 2.40
 
 
 
 
11% 58.3 1.8% 11.5
SNV Synovus Financial 9.8 40% 38% 1.92
 
 
 
 
2% 78.7 3.2% 11.1
SYY Sysco 23.3 70% 37% 1.52
 
 
 
 
40% 171.0 2.4% 22.6
TLRD Tailored Brands 3.0 16% 161% 4.94
 
 
 
 
4% 35.0 5.1% 9.4
TSM Taiwan Semiconductor Manufacturing 17.4 51% 49% 1.81
 
 
 
 
14% 254.9 3.7% 16.3
TGE Tallgrass Energy -5.9 -28% 82% 3.22
 
 
 
 
36% 25.4 9.9% 0.0
TPR Tapestry 4.2 17% 52% 2.30
 
 
 
 
4% 115.8 3.9% 18.8
TRGP Targa Resources 1.9 8% 116% 3.65
 
 
 
 
1% 130.8 9.3% 34.5
TGT Target -2.0 -8% 43% 2.13
 
 
 
 
6% 440.1 3.9% 10.9
TCF TCF Financial 10.7 30% 67% 2.14
 
 
 
 
2% 31.1 3.0% 10.9
TEL TE Connectivity 6.7 27% 29% 1.61
 
 
 
 
4% 186.2 2.4% 10.0
TGNA TEGNA -7.3 -108% 21% 2.87
 
 
 
 
37% 33.5 2.3% 4.8
TDS Telephone&Data Systems -12.4 -71% 39% 2.40
 
 
 
 
75% 34.1 1.9% 9.3
TS Tenaris ADR 2.7 12% 57% 2.60
 
 
 
 
1% 42.6 2.4% 15.6
TEX Terex 0.0 0% 89% 3.51
 
 
 
 
1% 50.4 1.4% 19.5
TEVA Teva Pharmaceutical Industries ADR 0.7 9% 39% 3.56
 
 
 
 
7% 228.8 2.0% 0.0
THO Thor Industries 10.3 35% 81% 2.68
 
 
 
 
0% 51.7 3.0% 8.7
TIF Tiffany& 9.6 38% 54% 2.31
 
 
 
 
1% 157.3 2.8% 22.4
TKR Timken 1.7 8% 48% 2.36
 
 
 
 
13% 29.0 3.0% 10.9
TJX TJX 9.4 31% 34% 1.53
 
 
 
 
38% 317.0 1.8% 18.0
TOL Toll Brothers 4.9 33% 32% 2.35
 
 
 
 
15% 98.4 1.4% 6.6
TTC Toro 11.1 31% 43% 1.61
 
 
 
 
22% 21.7 1.6% 22.7
TD Toronto-Dominion Bank 11.2 35% 27% 1.22
 
 
 
 
1% 108.2 4.0% 10.9
TOT Total ADR 0.8 8% 13% 1.77
 
 
 
 
2% 115.1 5.5% 12.2
TRP TransCanada 12.1 47% 32% 1.63
 
 
 
 
7% 62.1 5.5% 13.2
TRV Travelers Cos. -0.7 -11% 6% 1.34
 
 
 
 
3% 190.5 2.6% 13.3
TVPT Travelport Worldwide -7.0 -30% 53% 2.43
 
 
 
 
42% 65.6 1.9% 16.7
TRCO Tribune Media Cl A 1.6 7% 45% 2.23
 
 
 
 
98% 110.0 2.2% 6.5
TRN Trinity Industries 3.3 18% 57% 2.91
 
 
 
 
18% 60.5 2.5% 4.9
TSE Trinseo 10.8 34% 95% 2.81
 
 
 
 
2% 25.1 3.6% 4.8
TUP Tupperware Brands -4.7 -38% 35% 2.71
 
 
 
 
16% 22.5 7.7% 0.0
TWO Two Harbors Investment 12.2 43% 27% 1.36
 
 
 
 
3% 34.5 13.6% 3.7
TSN Tyson Foods Cl A 6.9 28% 39% 1.94
 
 
 
 
1% 202.8 2.9% 6.5
UBS UBS Group 0.6 5% 20% 2.10
 
 
 
 
1% 47.1 5.5% 26.5
UDR UDR 4.0 33% 13% 1.43
 
 
 
 
83% 86.3 3.1% 148.2
UGI UGI 18.9 42% 43% 1.37
 
 
 
 
73% 58.7 1.9% 13.4
UL Unilever ADR 5.0 20% 30% 1.59
 
 
 
 
29% 92.7 3.4% 20.4
UN Unilever ADR -0.4 -2% 30% 1.60
 
 
 
 
39% 76.2 3.3% 21.0
UNP Union Pacific 16.7 53% 44% 1.78
 
 
 
 
42% 382.2 2.3% 9.3
UNH UnitedHealth Group 37.0 83% 49% 1.50
 
 
 
 
56% 1223.1 1.4% 19.9
UPS United Parcel Service Cl B -1.0 -7% 15% 1.43
 
 
 
 
2% 308.1 3.7% 15.5
UTX United Technologies 7.8 43% 18% 1.40
 
 
 
 
4% 395.9 2.5% 18.6
UNM Unum Group 5.2 25% 40% 2.16
 
 
 
 
0% 84.7 3.6% 12.1
USB U.S. Bancorp 5.4 33% 17% 1.42
 
 
 
 
3% 455.7 3.1% 11.8
SLCA U.S. Silica Holdings 1.4 7% 118% 4.17
 
 
 
 
0% 40.3 2.3% 6.9
MTN Vail Resorts 21.5 60% 58% 1.95
 
 
 
 
29% 101.0 2.6% 32.3
VLO Valero Energy 8.1 26% 60% 2.19
 
 
 
 
1% 284.5 4.5% 6.8
VLP Valero Energy Partners -9.3 -77% 20% 2.01
 
 
 
 
57% 44.9 5.2% 14.8
VGR Vector Group -1.6 -29% 6% 1.54
 
 
 
 
0% 26.4 16.5% 20.1
VVC Vectren 23.2 48% 43% 1.29
 
 
 
 
98% 58.8 2.7% 30.2
VTR Ventas 8.5 29% 38% 1.71
 
 
 
 
79% 92.1 5.1% 45.3
VER VEREIT -2.3 -10% 30% 1.72
 
 
 
 
73% 79.8 7.2% 0.0
VZ Verizon Communications 16.8 58% 29% 1.41
 
 
 
 
62% 904.5 4.3% 7.1
VFC VF 5.5 22% 39% 1.91
 
 
 
 
7% 179.8 2.8% 35.8
VSH Vishay Intertechnology 7.9 30% 57% 2.35
 
 
 
 
16% 29.1 1.9% 57.5
VNO Vornado Realty Trust -5.5 -79% 9% 1.73
 
 
 
 
14% 49.1 3.8% 41.1
VMC Vulcan Materials -1.9 -12% 31% 2.26
 
 
 
 
28% 81.8 1.1% 18.5
WMT Walmart 14.1 41% 42% 1.61
 
 
 
 
33% 837.3 2.3% 52.3
DIS Walt Disney -2.0 -13% 15% 1.39
 
 
 
 
52% 706.7 1.6% 13.1
WPG Washington Prime Group -1.8 -11% 49% 2.85
 
 
 
 
2% 43.1 19.1% 13.4
WM Waste Management 23.3 71% 25% 1.13
 
 
 
 
63% 188.3 2.1% 16.9
WSO Watsco 0.8 4% 26% 1.61
 
 
 
 
9% 46.0 4.1% 22.2
WBS Webster Financial 13.0 47% 50% 2.12
 
 
 
 
2% 22.7 2.7% 14.2
WEC WEC Energy Group 14.2 44% 28% 1.25
 
 
 
 
78% 111.7 3.3% 17.7
WRI Weingarten Realty Investors -3.5 -28% 15% 1.59
 
 
 
 
19% 54.3 5.8% 26.6
WFC Wells Fargo -1.6 -11% 18% 1.71
 
 
 
 
2% 1148.3 3.7% 11.0
WELL Welltower 6.9 26% 35% 1.71
 
 
 
 
87% 164.5 4.9% 234.5
WES Western Gas Partners -3.8 -18% 62% 2.80
 
 
 
 
40% 36.4 8.6% 46.1
WU Western Union -0.4 -5% 11% 1.60
 
 
 
 
5% 79.4 4.3% 0.0
WLK Westlake Chemical 14.3 47% 73% 2.49
 
 
 
 
1% 69.2 1.6% 5.0
WRK WestRock 5.3 32% 37% 2.37
 
 
 
 
3% 130.6 4.5% 5.5
WY Weyerhaeuser -4.9 -40% 17% 1.79
 
 
 
 
1% 177.3 5.8% 16.1
WPM Wheaton Precious Metals 4.4 19% 80% 3.08
 
 
 
 
61% 112.7 1.8% 31.1
WHR Whirlpool -8.9 -69% 25% 2.22
 
 
 
 
12% 79.9 4.1% 0.0
WMB Williams -4.5 -39% 68% 4.06
 
 
 
 
1% 265.7 6.1% 9.0
WSM Williams-Sonoma -0.2 -2% 30% 2.69
 
 
 
 
12% 85.5 3.4% 15.2
WGO Winnebago Industries 8.9 38% 101% 3.43
 
 
 
 
0% 20.3 2.2% 6.2
WOR Worthington Industries -2.7 -10% 69% 2.53
 
 
 
 
22% 34.1 2.6% 10.7
WPC W. P. Carey -3.7 -16% 22% 1.34
 
 
 
 
83% 215.2 6.0% 28.5
GRA W.R. Grace -4.1 -102% 6% 1.90
 
 
 
 
15% 43.9 1.6% 0.0
GWW W.W. Grainger 6.2 17% 76% 2.31
 
 
 
 
40% 185.6 1.9% 22.3
WYND Wyndham Destinations 5.4 26% 37% 2.11
 
 
 
 
16% 32.2 4.4% 6.8
XRX Xerox -11.9 -165% 16% 2.36
 
 
 
 
2% 133.2 4.8% 293.5
XYL Xylem 25.0 56% 55% 1.65
 
 
 
 
4% 70.2 1.3% 29.4
YUM Yum! Brands 18.1 54% 34% 1.43
 
 
 
 
78% 150.2 1.6% 18.4
AGNC AGNC Investment 6.7 23% 22% 1.14
 
 
 
 
15% 92.4 12.2% 5.6
DOX Amdocs 3.4 44% 6% 1.21
 
 
 
 
1% 38.2 1.7% 23.8
AAL American Airlines Group 3.2 23% 39% 2.78
 
 
 
 
11% 301.0 1.2% 11.6
ABCB Ameris Bancorp 8.6 36% 43% 2.10
 
 
 
 
5% 45.0 1.2% 15.7
AMGN Amgen 1.7 10% 23% 1.74
 
 
 
 
51% 554.0 3.1% 50.5
ADI Analog Devices 7.7 32% 36% 1.88
 
 
 
 
42% 238.5 2.2% 22.2
AAPL Apple 23.3 64% 53% 1.84
 
 
 
 
19% 5412.8 1.8% 14.0
AMAT Applied Materials 18.1 51% 91% 2.59
 
 
 
 
9% 427.1 2.4% 10.2
ASML ASML Holding 12.4 43% 57% 2.23
 
 
 
 
9% 111.0 1.0% 0.0
ADP Automatic Data Processing 11.2 41% 31% 1.55
 
 
 
 
49% 799.5 2.4% 33.3
AVT Avnet -5.8 -47% 18% 1.82
 
 
 
 
0% 57.8 2.2% 0.0
OZK Bank OZK -2.2 -20% 31% 2.72
 
 
 
 
1% 34.5 3.9% 6.3
BBBY Bed Bath&Beyond 0.0 -1% 3% 2.99
 
 
 
 
3% 51.5 5.4% 4.7
BGCP BGC Partners Cl A 10.4 62% 43% 2.56
 
 
 
 
2% 23.5 8.4% 23.6
BLMN Bloomin' Brands -5.1 -25% 44% 2.37
 
 
 
 
9% 34.7 2.0% 15.4
BOKF BOK Financial 10.1 38% 44% 1.99
 
 
 
 
1% 30.8 2.7% 12.0
AVGO Broadcom 9.3 42% 49% 2.37
 
 
 
 
68% 1273.8 4.3% 8.8
BPY Brookfield Property Partners -6.0 -61% 11% 1.55
 
 
 
 
1% 28.5 8.0% 8.0
CCMP Cabot Microelectronics 21.1 50% 80% 2.17
 
 
 
 
14% 21.3 1.7% 22.4
CDK CDK Global 4.2 21% 23% 1.56
 
 
 
 
0% 36.8 1.3% 16.1
CDW CDW 23.8 75% 47% 1.85
 
 
 
 
61% 84.4 1.4% 19.3
CAKE Cheesecake Factory 1.2 6% 34% 2.06
 
 
 
 
2% 35.5 3.0% 14.4
CHFC Chemical Financial 7.0 27% 41% 1.93
 
 
 
 
2% 25.5 3.5% 12.7
PLCE Children's Place 16.2 56% 89% 2.86
 
 
 
 
2% 46.5 2.2% 19.6
CHRW C.H. Robinson Worldwide 2.2 7% 36% 1.59
 
 
 
 
20% 99.1 2.4% 19.0
CINF Cincinnati Financial 4.6 18% 26% 1.45
 
 
 
 
62% 45.4 2.8% 9.1
CTAS Cintas 24.5 57% 51% 1.60
 
 
 
 
27% 156.9 1.2% 22.4
CSCO Cisco Systems 21.3 63% 44% 1.70
 
 
 
 
55% 1221.8 3.0% 122.4
CME CME Group Cl A 36.0 82% 46% 1.46
 
 
 
 
73% 377.6 1.5% 13.8
CCOI Cogent Communications Holdings 5.4 22% 50% 2.26
 
 
 
 
45% 21.3 4.9% 138.2
CTSH Cognizant Technology Solutions 7.5 50% 23% 1.90
 
 
 
 
3% 235.2 1.2% 26.4
COLM Columbia Sportswear 14.5 46% 60% 2.17
 
 
 
 
57% 33.6 1.1% 40.3
CMCSA Comcast Cl A 0.3 2% 23% 1.74
 
 
 
 
38% 773.2 2.1% 6.9
CBSH Commerce Bancshares 15.9 53% 36% 1.60
 
 
 
 
28% 22.5 1.7% 15.7
COST Costco Wholesale 7.9 29% 31% 1.54
 
 
 
 
39% 607.3 1.1% 27.5
CBRL Cracker Barrel Old Country Store 8.0 30% 35% 1.70
 
 
 
 
64% 59.5 3.0% 16.4
CSX CSX 30.4 76% 83% 2.29
 
 
 
 
56% 388.9 1.4% 8.6
CY Cypress Semiconductor -0.6 -3% 59% 2.81
 
 
 
 
17% 61.0 3.4% 99.8
CONE CyrusOne 5.6 14% 65% 2.01
 
 
 
 
53% 51.4 3.2% 51.5
PLAY Dave&Buster's Entertainment 8.5 36% 75% 2.91
 
 
 
 
27% 47.7 1.3% 15.1
DNKN Dunkin' Brands Group 10.2 34% 38% 1.70
 
 
 
 
50% 49.8 2.1% 15.9
EWBC East West Bancorp 8.1 30% 53% 2.20
 
 
 
 
1% 64.8 2.1% 10.4
ENTG Entegris 13.8 45% 78% 2.58
 
 
 
 
16% 27.8 1.1% 28.2
EQIX Equinix 3.6 14% 34% 1.74
 
 
 
 
3% 189.7 2.5% 92.5
EXPE Expedia Group 1.8 13% 30% 2.31
 
 
 
 
48% 129.3 1.1% 41.0
EXPD Expeditors International of Washing 10.5 61% 20% 1.57
 
 
 
 
52% 70.2 1.3% 20.4
STAY Extended Stay America / ESH Hospit -0.6 -3% 37% 2.26
 
 
 
 
11% 21.6 5.4% 30.5
FAST Fastenal 8.4 31% 45% 1.99
 
 
 
 
35% 158.2 3.1% 20.3
FITB Fifth Third Bancorp 9.6 34% 50% 2.09
 
 
 
 
1% 135.8 3.1% 7.7
FFIN First Financial Bankshares 19.7 59% 59% 2.09
 
 
 
 
57% 22.5 1.5% 26.1
FMBI First Midwest Bancorp 3.9 21% 27% 1.88
 
 
 
 
12% 21.8 2.4% 17.3
FLIR Flir Systems 16.0 52% 48% 1.93
 
 
 
 
1% 86.0 1.5% 44.2
FULT Fulton Financial 3.1 17% 26% 1.86
 
 
 
 
9% 22.9 3.1% 14.9
GLPI Gaming&Leisure Properties 0.4 1% 39% 1.29
 
 
 
 
28% 30.6 8.0% 18.8
GRMN Garmin 19.5 68% 44% 1.88
 
 
 
 
48% 60.9 3.3% 18.8
GNTX Gentex 5.4 23% 38% 1.93
 
 
 
 
29% 43.0 2.2% 11.9
GILD Gilead Sciences -2.3 -23% 16% 1.99
 
 
 
 
2% 563.9 3.5% 54.0
GBCI Glacier Bancorp 16.3 65% 40% 1.95
 
 
 
 
46% 24.2 2.5% 23.3
GLNG Golar LNG 3.6 29% 101% 4.89
 
 
 
 
0% 69.5 2.7% 0.0
GT Goodyear Tire&Rubber -9.8 -120% 16% 2.24
 
 
 
 
8% 49.1 3.1% 10.1
HAS Hasbro -0.8 -3% 44% 2.07
 
 
 
 
11% 100.6 3.1% 51.5
HCSG Healthcare Services Group 0.9 5% 28% 1.93
 
 
 
 
34% 21.9 1.9% 43.5
HOMB Home BancShares 0.5 4% 24% 2.16
 
 
 
 
7% 21.6 2.9% 11.5
HBAN Huntington Bancshares 9.7 42% 40% 2.04
 
 
 
 
1% 158.6 4.8% 9.2
IBKC IBERIABANK 6.0 25% 42% 2.05
 
 
 
 
1% 28.4 2.5% 15.5
INTC Intel 9.4 36% 43% 1.99
 
 
 
 
37% 1269.5 2.5% 14.9
ISBC Investors Bancorp -0.8 -7% 15% 1.64
 
 
 
 
9% 37.2 4.1% 18.7
JCOM j2 Global 0.3 2% 28% 2.27
 
 
 
 
8% 43.1 2.5% 27.3
JKHY Jack Henry&Associates 24.2 63% 34% 1.29
 
 
 
 
31% 52.8 1.2% 25.1
JACK Jack in the Box -2.6 -14% 37% 2.26
 
 
 
 
23% 56.5 2.0% 25.7
JBHT J.B. Hunt Transport Services 8.6 27% 41% 1.69
 
 
 
 
4% 81.0 1.0% 13.2
KLAC KLA-Tencor 8.4 46% 36% 2.20
 
 
 
 
14% 186.4 3.3% 15.4
KHC Kraft Heinz 2.8 25% 14% 1.68
 
 
 
 
1% 332.5 5.4% 5.5
LAMR Lamar Advertising Cl A 0.8 3% 31% 1.65
 
 
 
 
39% 32.7 5.3% 23.0
LRCX Lam Research 15.6 48% 79% 2.51
 
 
 
 
4% 314.1 3.2% 10.4
LANC Lancaster Colony 12.4 42% 40% 1.76
 
 
 
 
94% 31.5 1.4% 35.1
LECO Lincoln Electric Holdings 10.8 38% 41% 1.83
 
 
 
 
19% 24.5 2.4% 23.6
LFUS Littelfuse 14.0 56% 51% 2.27
 
 
 
 
3% 22.3 1.0% 35.0
LOGM LogMeIn 10.9 51% 71% 2.99
 
 
 
 
12% 50.8 1.5% 30.9
LPLA LPL Financial Holdings 10.9 50% 83% 3.22
 
 
 
 
39% 71.2 1.7% 14.4
MAR Marriott International 17.7 50% 51% 1.82
 
 
 
 
4% 196.5 1.5% 22.9
MRVL Marvell Technology Group 18.4 61% 80% 2.65
 
 
 
 
7% 191.2 1.6% 55.0
MXIM Maxim Integrated Products 6.9 35% 34% 2.02
 
 
 
 
19% 134.8 3.5% 29.1
MBFI MB Financial -0.1 -1% 36% 2.00
 
 
 
 
2% 30.6 2.5% 11.6
MLCO Melco Resorts&Entertainment ADR 5.9 29% 81% 3.28
 
 
 
 
12% 42.1 3.3% 29.0
MEOH Methanex 8.3 31% 92% 3.07
 
 
 
 
2% 40.6 2.7% 8.5
MCHP Microchip Technology 9.6 34% 55% 2.19
 
 
 
 
26% 238.3 2.0% 171.8
MSFT Microsoft 17.2 51% 46% 1.75
 
 
 
 
62% 4768.9 1.8% 43.1
MKSI MKS Instruments 19.8 55% 95% 2.61
 
 
 
 
3% 43.6 1.2% 9.2
MDLZ Mondelez International Cl A -2.1 -48% 6% 1.69
 
 
 
 
52% 413.3 2.5% 25.7
MPWR Monolithic Power Systems 9.8 37% 53% 2.23
 
 
 
 
32% 47.4 1.0% 58.4
MNRO Monro 7.5 48% 39% 2.55
 
 
 
 
62% 37.6 1.1% 33.5
NDAQ Nasdaq 17.9 59% 29% 1.37
 
 
 
 
45% 76.6 2.1% 18.8
NATI National Instruments 9.6 35% 45% 1.99
 
 
 
 
47% 23.3 2.0% 84.1
NAVI Navient -2.0 -14% 44% 2.87
 
 
 
 
1% 24.3 7.0% 10.2
NTAP NetApp 20.7 50% 101% 2.52
 
 
 
 
28% 315.0 2.6% 58.4
NWL Newell Brands -4.4 -52% 28% 2.96
 
 
 
 
36% 133.9 4.3% 0.0
NWSA News Corp Cl A -2.9 -22% 23% 2.06
 
 
 
 
2% 36.7 1.7% 0.0
NXST Nexstar Media Group Cl A 2.6 13% 53% 2.63
 
 
 
 
81% 65.0 1.8% 6.5
NDSN Nordson 12.3 37% 63% 2.16
 
 
 
 
15% 58.5 1.2% 18.1
NTRS Northern Trust 8.8 42% 31% 1.86
 
 
 
 
0% 141.2 2.6% 13.2
NTRI Nutrisystem 2.6 12% 104% 3.61
 
 
 
 
62% 111.5 2.3% 23.6
NXPI NXP Semiconductors 0.8 8% 23% 2.46
 
 
 
 
13% 336.1 1.3% 9.5
OTEX Open Text 7.0 33% 30% 1.81
 
 
 
 
17% 25.0 1.8% 36.8
PCAR Paccar 3.5 17% 31% 1.89
 
 
 
 
9% 112.5 2.3% 9.0
PACW PacWest Bancorp -0.9 -4% 38% 2.14
 
 
 
 
1% 57.4 7.3% 9.5
PZZA Papa John's International 0.8 4% 47% 2.61
 
 
 
 
20% 28.1 2.0% 19.6
PEGI Pattern Energy Group -4.4 -19% 48% 2.31
 
 
 
 
40% 32.9 9.0% 13.0
PDCO Patterson -2.2 -47% 11% 2.50
 
 
 
 
7% 31.0 4.8% 12.9
PTEN Patterson-UTI Energy -3.7 -24% 73% 3.59
 
 
 
 
6% 56.8 1.4% 35.4
PAYX Paychex 0.7 3% 24% 1.39
 
 
 
 
30% 176.8 3.5% 24.6
PBCT People's United Financial -1.3 -8% 19% 1.57
 
 
 
 
2% 63.8 4.7% 12.0
PEP PepsiCo 3.5 26% 10% 1.13
 
 
 
 
60% 610.1 3.3% 32.2
PNFP Pinnacle Financial Partners 3.6 27% 24% 2.11
 
 
 
 
1% 21.1 1.4% 12.4
POOL Pool 17.9 45% 48% 1.62
 
 
 
 
42% 29.6 1.2% 25.0
BPOP Popular 18.4 49% 71% 2.16
 
 
 
 
55% 58.8 2.1% 12.0
PFG Principal Financial Group 7.0 31% 37% 1.95
 
 
 
 
5% 78.3 5.0% 5.9
QCOM Qualcomm -7.5 -28% 53% 2.24
 
 
 
 
33% 677.8 4.3% 0.0
GOLD Randgold Resources ADR 6.0 22% 74% 2.68
 
 
 
 
62% 110.9 2.3% 35.5
REG Regency Centers -0.8 -5% 18% 1.51
 
 
 
 
28% 90.2 3.8% 44.2
ROST Ross Stores 12.8 39% 49% 1.87
 
 
 
 
17% 213.8 1.1% 18.6
RGLD Royal Gold 10.2 30% 104% 2.86
 
 
 
 
38% 50.5 1.3% 0.0
SBRA Sabra Healthcare REIT 6.1 22% 55% 2.24
 
 
 
 
30% 27.1 9.9% 8.3
SABR Sabre 0.6 5% 24% 2.25
 
 
 
 
59% 50.1 2.4% 19.1
SAFM Sanderson Farms 15.4 53% 64% 2.36
 
 
 
 
3% 60.2 1.3% 12.4
STX Seagate Technology -1.8 -7% 112% 3.52
 
 
 
 
2% 139.2 6.8% 7.5
SEIC SEI Investments 5.3 24% 36% 1.94
 
 
 
 
2% 47.6 1.4% 14.9
SBNY Signature Bank -4.1 -30% 25% 2.13
 
 
 
 
4% 65.4 2.1% 12.8
SBGI Sinclair Broadcast Group Cl A -9.5 -64% 40% 2.67
 
 
 
 
16% 37.7 2.9% 4.9
SWKS Skyworks Solutions -1.4 -9% 41% 2.61
 
 
 
 
6% 108.6 2.2% 13.7
SLM SLM 6.6 30% 56% 2.62
 
 
 
 
0% 25.2 2.6% 9.9
SSB South State 3.8 28% 19% 1.81
 
 
 
 
0% 21.5 2.4% 16.8
SBUX Starbucks -0.6 -4% 17% 1.60
 
 
 
 
81% 633.1 2.2% 20.2
STLD Steel Dynamics 23.1 66% 90% 2.59
 
 
 
 
6% 105.9 2.4% 5.8
SHOO Steven Madden 7.8 37% 40% 2.15
 
 
 
 
14% 21.1 1.9% 18.0
STRA Strategic Education 20.9 64% 91% 2.71
 
 
 
 
53% 33.6 1.7% 0.0
SYMC Symantec 11.2 51% 57% 2.60
 
 
 
 
26% 108.0 1.5% 11.2
AMTD TD Ameritrade Holding 13.9 45% 61% 2.21
 
 
 
 
3% 104.7 2.5% 18.4
ERIC Telefon L.M. Ericsson ADR -2.5 -17% 42% 2.72
 
 
 
 
83% 51.6 1.4% 0.0
TER Teradyne 9.8 35% 63% 2.39
 
 
 
 
9% 81.6 1.1% 30.7
TXN Texas Instruments 12.0 39% 45% 1.84
 
 
 
 
20% 698.9 3.3% 20.2
TXRH Texas Roadhouse 17.9 61% 55% 2.17
 
 
 
 
42% 43.3 1.6% 28.4
TSCO Tractor Supply 2.5 10% 47% 2.16
 
 
 
 
71% 119.5 1.4% 21.1
TROW T. Rowe Price Group 4.7 14% 46% 1.75
 
 
 
 
1% 154.9 3.1% 12.6
UMBF UMB Financial 7.0 28% 40% 1.94
 
 
 
 
16% 25.9 2.0% 10.8
UMPQ Umpqua Holdings 10.9 53% 32% 1.92
 
 
 
 
1% 28.0 5.0% 11.6
UNIT Uniti Group 0.2 1% 81% 2.76
 
 
 
 
26% 35.9 14.6% 182.4
VLY Valley National Bancorp 7.2 39% 26% 1.82
 
 
 
 
2% 23.9 4.9% 14.6
VIAB Viacom Cl B -13.5 -123% 36% 2.96
 
 
 
 
8% 123.2 2.9% 6.4
VIRT Virtu Financial -4.0 -15% 91% 3.07
 
 
 
 
30% 40.2 4.1% 9.7
VOD Vodafone Group ADR -6.6 -67% 13% 1.71
 
 
 
 
10% 162.9 5.5% 0.0
WBA Walgreens Boots Alliance 0.6 6% 15% 1.77
 
 
 
 
60% 663.2 2.3% 14.9
WEN Wendy's Co 13.8 49% 44% 1.91
 
 
 
 
44% 63.7 2.1% 18.3
WDC Western Digital 9.4 50% 70% 3.19
 
 
 
 
1% 193.3 5.2% 24.3
WLTW Willis Towers Watson 5.9 36% 19% 1.54
 
 
 
 
57% 81.5 1.6% 35.9
WTFC Wintrust Financial 11.6 40% 49% 2.03
 
 
 
 
3% 39.4 1.1% 11.9
WYNN Wynn Resorts 8.9 38% 96% 3.33
 
 
 
 
10% 324.5 2.9% 18.2
XEL Xcel Energy 15.5 46% 28% 1.24
 
 
 
 
79% 213.7 3.0% 21.3
XLNX Xilinx 17.6 78% 44% 2.20
 
 
 
 
82% 252.4 1.6% 39.3
ZION Zions Bancorp 15.3 45% 65% 2.16
 
 
 
 
2% 127.8 2.9% 11.5


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.