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: 707

4/26/2018 3:03:02 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 31% 0% 1.00
 
 
 
 
60% 5175.6 2.1% 14.0
MMM 3M 12.7 47% 24% 1.30
 
 
 
 
8% 1202.3 2.7% 29.5
ABB ABB ADR 7.5 29% 28% 1.46
 
 
 
 
21% 266.4 3.5% 24.0
ABT Abbott Laboratories -0.8 -3% 29% 1.60
 
 
 
 
73% 305.9 1.9% 227.7
ABBV AbbVie 12.9 44% 55% 2.15
 
 
 
 
45% 456.8 4.2% 27.9
ANF Abercrombie&Fitch 9.1 45% 115% 4.02
 
 
 
 
84% 109.8 3.1% 431.3
ACN Accenture Cl A 17.9 57% 33% 1.46
 
 
 
 
67% 273.6 1.8% 26.4
AEG Aegon ADR 5.4 33% 40% 2.51
 
 
 
 
93% 20.2 4.8% 6.1
AES AES -8.9 -65% 23% 2.03
 
 
 
 
96% 62.2 4.3% 0.0
AET Aetna 14.4 56% 37% 1.83
 
 
 
 
75% 214.6 1.1% 31.1
AFL AFLAC 7.1 29% 21% 1.26
 
 
 
 
95% 135.0 4.6% 7.8
AEM Agnico-Eagle Mines 0.2 1% 84% 3.17
 
 
 
 
41% 48.8 1.0% 41.6
APD Air Products&Chemicals -0.5 -5% 10% 1.46
 
 
 
 
74% 179.1 2.7% 35.6
ALK Alaska Air Group -0.8 -3% 50% 2.31
 
 
 
 
23% 152.6 1.9% 8.8
ALB Albemarle 11.6 31% 82% 2.37
 
 
 
 
15% 81.2 1.4% 22.1
ARE Alexandria Real Estate Equities 1.3 6% 23% 1.44
 
 
 
 
45% 45.1 3.0% 77.4
ALLE Allegion 1.8 8% 25% 1.56
 
 
 
 
51% 103.8 1.0% 29.1
AGN Allergan -8.9 -112% 16% 2.28
 
 
 
 
13% 261.6 1.8% 0.0
ALE Allete 10.9 35% 29% 1.32
 
 
 
 
59% 20.9 3.0% 22.3
ADS Alliance Data Systems -3.9 -57% 13% 2.19
 
 
 
 
3% 144.6 1.1% 14.1
LNT Alliant Energy 12.9 43% 27% 1.30
 
 
 
 
62% 58.7 3.2% 21.2
ALSN Allison Transmission Holdings 10.5 40% 34% 1.70
 
 
 
 
47% 48.6 1.5% 11.4
ALL Allstate 15.5 63% 22% 1.31
 
 
 
 
68% 182.8 1.9% 11.7
ALLY Ally Financial 5.9 20% 47% 1.98
 
 
 
 
74% 130.5 1.9% 13.6
MO Altria Group 1.2 4% 29% 1.39
 
 
 
 
4% 735.0 5.0% 10.5
AEE Ameren 14.5 47% 27% 1.28
 
 
 
 
41% 63.5 3.2% 26.5
AMX America Movil ADR 11.7 64% 37% 2.23
 
 
 
 
74% 50.3 1.7% 40.8
ACC American Campus Communities 0.4 2% 25% 1.50
 
 
 
 
22% 26.3 4.7% 86.1
AEO American Eagle Outfitters 2.2 11% 61% 2.88
 
 
 
 
92% 61.0 2.6% 18.5
AEP American Electric Power 5.3 19% 22% 1.22
 
 
 
 
39% 208.7 3.6% 17.9
AXP American Express 10.5 48% 26% 1.60
 
 
 
 
85% 481.7 1.4% 28.9
AFG American Financial Group 34.6 83% 36% 1.25
 
 
 
 
72% 22.7 1.2% 21.6
AIG American International Group -4.0 -21% 21% 1.52
 
 
 
 
20% 159.5 2.3% 0.0
AMT American Tower REIT 5.1 16% 34% 1.47
 
 
 
 
40% 181.0 2.2% 50.8
AWK American Water Works 18.6 42% 40% 1.31
 
 
 
 
57% 40.8 2.2% 35.8
AMP Ameriprise Financial 12.9 53% 41% 2.01
 
 
 
 
35% 157.3 2.6% 13.1
ABC AmerisourceBergen -10.7 -87% 21% 2.01
 
 
 
 
57% 64.8 1.7% 19.7
APC Anadarko Petroleum 2.0 12% 56% 2.96
 
 
 
 
98% 193.1 1.5% 0.0
ANDV Andeavor 1.9 8% 52% 2.41
 
 
 
 
96% 188.0 2.0% 12.2
BUD Anheuser-Busch InBev ADR -8.7 -71% 14% 1.57
 
 
 
 
8% 192.6 4.8% 25.7
NLY Annaly Capital Management 8.5 23% 29% 1.17
 
 
 
 
12% 43.8 11.6% 7.8
ANTM Anthem 8.8 27% 46% 1.80
 
 
 
 
69% 876.9 1.3% 16.6
AON Aon 10.6 32% 28% 1.25
 
 
 
 
68% 138.5 1.0% 0.0
AOS A.O. Smith 20.3 58% 47% 1.76
 
 
 
 
57% 188.3 1.2% 36.2
APA Apache -4.7 -36% 46% 3.13
 
 
 
 
39% 179.1 2.4% 12.1
AIV Apartment Investment&Management -2.5 -18% 14% 1.46
 
 
 
 
16% 41.6 3.9% 855.4
ATR Aptargroup 15.3 55% 26% 1.33
 
 
 
 
82% 27.6 1.4% 27.2
APTV Aptiv -0.9 -6% 34% 2.32
 
 
 
 
64% 57.8 1.0% 16.9
ARMK Aramark 1.5 9% 17% 1.49
 
 
 
 
20% 39.8 1.1% 17.7
ADM Archer Daniels Midland -4.6 -29% 23% 1.82
 
 
 
 
95% 190.9 2.9% 16.4
ARNC Arconic -17.1 -175% 39% 3.32
 
 
 
 
7% 72.9 1.1% 0.0
AJG Arthur J. Gallagher 13.1 39% 28% 1.23
 
 
 
 
81% 55.6 2.4% 27.3
ASH Ashland Global Holdings -5.6 -115% 13% 2.62
 
 
 
 
56% 45.6 1.3% 0.0
AHL Aspen Insurance Holdings 0.6 4% 21% 1.78
 
 
 
 
49% 25.2 2.2% 0.0
ASB Associated Banc-Corp. -1.8 -8% 35% 1.90
 
 
 
 
89% 40.5 2.3% 17.9
AIZ Assurant 15.9 46% 45% 1.70
 
 
 
 
40% 32.2 2.4% 9.9
AGO Assured Guaranty 9.7 34% 47% 1.96
 
 
 
 
27% 34.2 1.8% 6.2
AZN AstraZeneca ADR -1.7 -10% 25% 1.82
 
 
 
 
82% 118.2 5.4% 29.5
ATO Atmos Energy 18.1 42% 37% 1.26
 
 
 
 
52% 25.5 2.3% 15.8
T AT&T -0.2 -1% 20% 1.25
 
 
 
 
33% 800.7 5.7% 7.4
ALV Autoliv -5.3 -22% 41% 2.04
 
 
 
 
86% 104.7 1.7% 30.1
AVB Avalonbay Communities 0.8 7% 11% 1.33
 
 
 
 
20% 109.8 3.6% 25.4
AVY Avery Dennison 23.0 43% 62% 1.59
 
 
 
 
60% 127.8 1.7% 34.3
AVT Avnet -10.8 -85% 17% 1.71
 
 
 
 
50% 54.2 1.9% 21.4
AXS AXIS Capital Holdings 11.0 45% 25% 1.43
 
 
 
 
44% 41.0 2.8% 0.0
SAN Banco Santander ADR 9.2 54% 41% 2.50
 
 
 
 
22% 31.7 4.5% 13.5
BAC Bank of America 18.3 44% 72% 2.05
 
 
 
 
73% 1899.2 1.6% 17.0
BOH Bank of Hawaii 8.0 30% 32% 1.58
 
 
 
 
78% 20.4 2.8% 19.4
BMO Bank of Montreal 4.5 17% 23% 1.28
 
 
 
 
49% 30.9 3.9% 13.7
BK Bank of New York Mellon 0.1 0% 24% 1.69
 
 
 
 
72% 282.9 1.7% 13.8
BNS Bank of Nova Scotia 9.3 31% 30% 1.41
 
 
 
 
51% 36.1 4.3% 11.5
BKU BankUnited 1.7 7% 38% 1.94
 
 
 
 
70% 45.5 2.1% 7.1
BCS Barclays ADR -0.9 -7% 37% 2.64
 
 
 
 
83% 26.0 1.9% 0.0
BTE Baytex Energy -7.2 -86% 104% 5.99
 
 
 
 
99% 20.0 21.2% 14.9
BBT BB&T 8.0 26% 36% 1.60
 
 
 
 
83% 235.1 2.8% 16.7
BCE BCE -2.5 -13% 14% 1.07
 
 
 
 
8% 41.2 5.8% 17.6
BDX Becton Dickinson 5.5 22% 25% 1.39
 
 
 
 
73% 233.3 1.3% 175.2
BMS Bemis 0.6 4% 16% 1.52
 
 
 
 
32% 31.5 2.8% 43.3
BBY Best Buy 24.7 85% 81% 2.72
 
 
 
 
85% 169.0 2.4% 22.7
BGS B&G Foods 6.3 31% 54% 2.63
 
 
 
 
5% 21.5 8.0% 7.2
BBL BHP Billiton ADR 9.5 52% 60% 2.97
 
 
 
 
83% 68.6 5.2% 24.1
BHP BHP Billiton ADR 9.9 50% 57% 2.75
 
 
 
 
80% 47.9 4.7% 26.7
BIG Big Lots -4.1 -26% 34% 2.32
 
 
 
 
6% 39.4 2.8% 9.7
BKH Black Hills 8.3 25% 40% 1.62
 
 
 
 
24% 26.9 3.4% 17.0
BLK BlackRock 11.7 45% 33% 1.68
 
 
 
 
62% 339.1 2.3% 16.1
BX Blackstone Group -0.3 -2% 25% 2.14
 
 
 
 
31% 127.3 4.4% 15.7
BXMT Blackstone Mortgage Trust Cl A 4.1 25% 12% 1.13
 
 
 
 
27% 28.0 8.1% 13.4
BWP Boardwalk Pipeline Partners -1.2 -6% 36% 2.25
 
 
 
 
15% 28.6 3.6% 9.6
BA Boeing 34.6 63% 75% 1.76
 
 
 
 
85% 3717.2 2.0% 25.5
BAH Booz Allen Hamilton Holding 5.2 28% 29% 1.93
 
 
 
 
87% 28.3 1.9% 20.9
BWA BorgWarner 5.7 39% 31% 2.31
 
 
 
 
71% 89.3 1.3% 25.6
BXP Boston Properties -6.5 -74% 9% 1.46
 
 
 
 
31% 151.8 2.7% 40.4
BP BP ADR 0.1 1% 15% 1.90
 
 
 
 
94% 298.7 5.4% 42.6
EAT Brinker International -0.8 -7% 22% 2.13
 
 
 
 
69% 39.1 3.7% 15.5
BMY Bristol-Myers Squibb -3.1 -22% 24% 1.99
 
 
 
 
6% 670.6 3.1% 87.7
BTI British American Tobacco ADR -3.8 -19% 23% 1.55
 
 
 
 
12% 159.2 5.1% 1.1
BRX Brixmor Property Group -0.3 -4% 11% 1.87
 
 
 
 
3% 24.4 7.9% 14.3
BR Broadridge Financial Solutions 34.9 73% 46% 1.37
 
 
 
 
88% 70.3 1.4% 34.2
BAM Brookfield Asset Management Cl A 2.1 17% 14% 1.56
 
 
 
 
24% 25.7 1.6% 28.7
BRO Brown&Brown 14.1 40% 29% 1.21
 
 
 
 
98% 52.6 1.1% 18.2
BFB Brown-Forman Cl B 21.5 62% 38% 1.50
 
 
 
 
90% 30.1 1.2% 35.2
BC Brunswick -3.6 -30% 26% 2.34
 
 
 
 
62% 66.0 1.3% 36.6
BPL Buckeye Partners -3.4 -40% 17% 2.21
 
 
 
 
16% 31.1 12.4% 12.3
BG Bunge -4.4 -30% 31% 2.29
 
 
 
 
44% 90.8 2.5% 81.9
COG Cabot Oil&Gas 2.0 15% 38% 2.80
 
 
 
 
22% 99.5 1.0% 105.3
CPT Camden Property Trust 2.1 13% 15% 1.38
 
 
 
 
34% 31.5 3.7% 40.1
CPB Campbell Soup 5.9 24% 30% 1.62
 
 
 
 
9% 78.3 3.4% 11.9
CM Canadian Imperial Bank of Commerce 0.8 3% 25% 1.33
 
 
 
 
40% 22.6 4.9% 10.4
CNI Canadian National Railway 6.6 35% 20% 1.49
 
 
 
 
40% 143.7 1.9% 21.7
CNQ Canadian Natural Resources 3.4 19% 52% 2.80
 
 
 
 
86% 65.3 2.9% 23.3
COF Capital One Financial 4.6 21% 35% 1.96
 
 
 
 
55% 574.0 1.7% 26.9
CAH Cardinal Health -13.5 -198% 11% 1.91
 
 
 
 
35% 187.6 2.9% 11.1
CSL Carlisle -1.0 -5% 24% 1.55
 
 
 
 
58% 135.9 1.4% 11.1
CCL Carnival 6.5 25% 37% 1.78
 
 
 
 
49% 196.5 3.0% 18.1
CRS Carpenter Technology 4.3 30% 49% 3.05
 
 
 
 
72% 38.9 1.5% 14.5
CRI Carters -12.1 -48% 36% 1.84
 
 
 
 
51% 174.7 1.7% 16.7
CAT Caterpillar 16.3 40% 64% 1.93
 
 
 
 
63% 1416.8 2.2% 39.5
CBS CBS Cl B 2.3 12% 27% 1.83
 
 
 
 
7% 111.5 1.4% 44.9
CE Celanese Series A 3.5 11% 48% 1.86
 
 
 
 
86% 69.2 2.0% 14.7
CVE Cenovus Energy -7.4 -75% 38% 3.22
 
 
 
 
67% 105.8 1.6% 5.8
CNP CenterPoint Energy 13.8 39% 35% 1.42
 
 
 
 
2% 198.1 4.5% 6.0
CTL CenturyLink -6.5 -70% 22% 2.47
 
 
 
 
37% 191.7 11.7% 10.5
CF CF Industries Holdings 0.7 4% 61% 3.25
 
 
 
 
73% 77.8 3.0% 26.0
CVX Chevron 3.5 15% 30% 1.72
 
 
 
 
64% 624.0 3.7% 25.3
CHS Chico's Fas -4.5 -41% 37% 3.01
 
 
 
 
41% 22.3 3.4% 12.7
CHL China Mobile ADR -0.3 -5% 6% 1.50
 
 
 
 
16% 27.6 4.3% 11.3
CB Chubb 7.0 38% 15% 1.23
 
 
 
 
23% 369.5 2.1% 16.7
CHD Church&Dwight -5.8 -28% 19% 1.35
 
 
 
 
24% 75.7 1.9% 15.7
CNK Cinemark Holdings -0.7 -4% 25% 1.82
 
 
 
 
60% 27.5 3.2% 17.5
CIT CIT Group 7.6 43% 29% 2.00
 
 
 
 
75% 182.0 1.2% 32.7
C Citigroup 9.7 39% 39% 1.93
 
 
 
 
48% 1080.5 1.9% 0.0
CFG Citizens Financial Group 12.2 34% 66% 2.13
 
 
 
 
66% 150.4 2.1% 12.4
CLX Clorox -1.8 -6% 25% 1.29
 
 
 
 
8% 174.1 3.3% 19.2
CMS CMS Energy 8.2 26% 26% 1.22
 
 
 
 
52% 112.4 3.1% 28.0
CNHI CNH Industrial 6.3 25% 55% 2.37
 
 
 
 
29% 23.3 1.5% 0.0
KO Coca-Cola 1.2 7% 12% 0.99
 
 
 
 
8% 791.7 3.7% 132.6
CCE Coca-Cola European Partners -0.9 -5% 31% 1.94
 
 
 
 
42% 34.2 3.2% 28.3
CL Colgate-Palmolive 0.2 2% 8% 1.26
 
 
 
 
5% 208.4 2.5% 29.1
CLNS Colony NorthStar 1.8 17% 27% 2.56
 
 
 
 
8% 98.0 7.3% 0.0
CMA Comerica 22.6 54% 78% 2.14
 
 
 
 
83% 101.6 1.4% 20.8
CMC Commercial Metals 4.4 23% 59% 2.83
 
 
 
 
48% 21.8 2.2% 44.4
CBU Community Bank System 13.6 39% 45% 1.72
 
 
 
 
86% 26.7 2.4% 19.2
CMP Compass Minerals International -4.3 -66% 9% 1.79
 
 
 
 
54% 20.9 4.3% 54.2
CAG Conagra Brands 1.6 11% 24% 1.96
 
 
 
 
62% 112.8 2.3% 17.2
COP ConocoPhillips 0.1 0% 37% 2.53
 
 
 
 
91% 623.4 1.8% 0.0
ED Consolidated Edison 3.7 11% 28% 1.22
 
 
 
 
29% 99.4 3.7% 15.9
STZ Constellation Brands Cl A 28.8 68% 48% 1.55
 
 
 
 
90% 185.6 1.3% 21.7
CPA Copa Holdings Cl A 5.6 21% 92% 3.09
 
 
 
 
16% 28.2 3.1% 13.0
CLB Core Laboratories -1.1 -11% 25% 2.58
 
 
 
 
91% 44.2 1.8% 64.1
COR CoreSite Realty 20.1 37% 79% 1.82
 
 
 
 
50% 29.4 3.7% 57.2
GLW Corning 10.3 38% 36% 1.73
 
 
 
 
9% 195.9 2.7% 0.0
COTY Coty Cl A -9.3 -77% 34% 2.72
 
 
 
 
34% 63.3 3.0% 0.0
CUZ Cousins Properties -6.2 -54% 18% 1.93
 
 
 
 
36% 28.8 3.1% 43.1
CR Crane 18.5 63% 43% 1.85
 
 
 
 
49% 84.2 1.6% 29.7
BAP Credicorp 26.5 69% 61% 1.94
 
 
 
 
91% 46.8 1.9% 14.7
CS Credit Suisse Group ADR 7.5 49% 37% 2.48
 
 
 
 
55% 60.8 1.5% 0.0
CRH CRH ADR 1.7 12% 22% 1.91
 
 
 
 
45% 33.5 3.4% 13.6
CCI Crown Castle International 5.4 24% 22% 1.38
 
 
 
 
55% 189.2 4.0% 116.9
CUBE CubeSmart 8.2 28% 36% 1.64
 
 
 
 
70% 22.3 4.3% 37.0
CFR Cullen/Frost Bankers 10.6 35% 56% 2.14
 
 
 
 
95% 78.5 2.1% 20.0
CMI Cummins 8.7 30% 42% 1.82
 
 
 
 
28% 260.0 2.7% 27.3
CVS CVS Health -7.9 -142% 7% 1.70
 
 
 
 
32% 477.7 3.0% 10.5
DRI Darden Restaurants 8.8 27% 44% 1.76
 
 
 
 
62% 73.2 2.8% 21.1
DCT DCT Industrial Trust 19.0 42% 44% 1.37
 
 
 
 
65% 34.4 2.5% 51.7
DDR DDR Corp -0.8 -14% 9% 2.03
 
 
 
 
4% 31.3 11.1% 0.0
DE Deere 22.1 58% 57% 1.87
 
 
 
 
43% 408.0 1.7% 31.6
DK Delek US Holdings 16.1 71% 92% 3.35
 
 
 
 
93% 120.3 1.7% 13.9
DAL Delta Air Lines 9.3 45% 40% 2.17
 
 
 
 
62% 387.0 2.2% 11.2
DNR Denbury Resources 1.4 14% 207% 7.77
 
 
 
 
94% 26.1 7.8% 8.0
DEO Diageo ADR -1.3 -7% 18% 1.31
 
 
 
 
68% 33.4 2.0% 20.8
DKS Dick's Sporting Goods 4.4 27% 48% 2.75
 
 
 
 
31% 68.1 2.8% 10.8
DLR Digital Realty Trust 14.8 36% 53% 1.69
 
 
 
 
16% 72.2 4.0% 100.5
DIN Dine Brands Global -6.7 -28% 46% 2.20
 
 
 
 
95% 26.2 3.3% 0.0
DFS Discover Financial Services 1.4 5% 36% 1.68
 
 
 
 
59% 285.7 2.0% 13.3
DLB Dolby Laboratories Cl A 11.8 34% 50% 1.82
 
 
 
 
54% 82.9 1.0% 77.8
DG Dollar General 6.4 24% 42% 1.96
 
 
 
 
78% 135.1 1.2% 17.2
D Dominion Energy -2.5 -23% 9% 1.18
 
 
 
 
4% 213.2 5.2% 13.2
UFS Domtar 0.1 1% 29% 2.11
 
 
 
 
57% 23.0 3.8% 0.0
DEI Douglas Emmett -0.5 -2% 23% 1.41
 
 
 
 
27% 32.9 2.7% 63.5
DOV Dover 9.1 47% 28% 1.82
 
 
 
 
57% 271.1 2.0% 18.4
DHI D.R. Horton 4.2 12% 58% 1.98
 
 
 
 
60% 267.6 1.1% 16.8
DPS Dr Pepper Snapple Group 19.1 56% 39% 1.57
 
 
 
 
84% 188.6 1.9% 20.3
DSW DSW Cl A -9.2 -105% 27% 2.89
 
 
 
 
82% 29.8 4.7% 25.8
DTE DTE Energy 9.4 40% 19% 1.21
 
 
 
 
33% 111.2 3.4% 16.5
DUK Duke Energy -4.6 -24% 15% 1.20
 
 
 
 
32% 256.1 4.5% 18.1
DRE Duke Realty 16.4 50% 33% 1.43
 
 
 
 
28% 35.9 3.1% 33.9
DNB Dun&Bradstreet 6.9 39% 26% 1.83
 
 
 
 
52% 27.0 1.8% 30.6
EMN Eastman Chemical 6.1 24% 33% 1.74
 
 
 
 
80% 98.7 2.1% 10.4
ETN Eaton 6.8 32% 27% 1.68
 
 
 
 
34% 188.5 2.0% 11.5
EV Eaton Vance 15.0 57% 36% 1.78
 
 
 
 
67% 21.8 2.3% 21.8
ECL Ecolab 3.1 31% 9% 1.34
 
 
 
 
79% 250.9 1.1% 28.2
EC Ecopetrol ADR 13.2 55% 88% 3.15
 
 
 
 
94% 41.7 3.0% 20.2
EIX Edison International 3.1 14% 24% 1.48
 
 
 
 
28% 79.5 3.7% 38.0
LLY Eli Lilly -10.3 -57% 25% 1.76
 
 
 
 
48% 421.7 2.8% 75.8
EMR Emerson Electric 5.2 25% 25% 1.63
 
 
 
 
68% 158.1 2.8% 28.1
ESRT Empire State Realty Trust -5.6 -35% 15% 1.37
 
 
 
 
16% 60.5 2.5% 43.9
ENB Enbridge -1.8 -16% 21% 2.10
 
 
 
 
2% 164.5 7.2% 22.6
EHC Encompass Health 6.8 37% 30% 1.97
 
 
 
 
87% 25.7 1.7% 21.4
ETE Energy Transfer Equity -0.2 -1% 97% 4.85
 
 
 
 
42% 24.4 7.8% 18.2
ETP Energy Transfer Partners -9.6 -108% 30% 3.00
 
 
 
 
34% 93.6 12.4% 8.1
ETR Entergy 2.1 11% 18% 1.33
 
 
 
 
47% 96.1 4.5% 34.8
EPD Enterprise Products Partners -5.4 -59% 18% 2.25
 
 
 
 
61% 138.4 6.3% 20.8
EPR EPR Properties 7.3 25% 31% 1.48
 
 
 
 
10% 25.6 8.0% 16.5
EFX Equifax 0.5 2% 29% 1.80
 
 
 
 
53% 116.6 1.3% 24.8
ELS Equity Lifestyle Properties 14.3 34% 38% 1.31
 
 
 
 
66% 45.0 2.5% 40.7
EQR Equity Residential -3.4 -36% 9% 1.40
 
 
 
 
34% 95.5 3.6% 52.2
ESS Essex Property Trust -1.9 -13% 14% 1.43
 
 
 
 
40% 79.6 3.1% 36.0
EL Estee Lauder Cl A 39.8 84% 52% 1.52
 
 
 
 
89% 276.7 1.0% 50.9
EVR Evercore Cl A 12.5 39% 62% 2.20
 
 
 
 
91% 90.7 1.6% 36.9
RE Everest Re Group 11.8 35% 34% 1.45
 
 
 
 
46% 89.8 2.2% 21.6
ES Eversource Energy 5.2 23% 19% 1.27
 
 
 
 
34% 99.7 3.4% 19.1
EXC Exelon 1.8 8% 26% 1.55
 
 
 
 
63% 146.7 3.5% 9.9
EXR Extra Space Storage 10.0 39% 33% 1.68
 
 
 
 
82% 49.0 3.6% 22.9
XOM Exxon Mobil -2.3 -20% 12% 1.42
 
 
 
 
43% 1027.1 3.9% 17.2
FDS FactSet Research Systems 3.2 14% 25% 1.53
 
 
 
 
61% 59.3 1.2% 30.8
FRT Federal Realty Investment Trust -2.5 -19% 13% 1.37
 
 
 
 
20% 41.8 3.6% 38.8
FII Federated Investors -2.4 -14% 25% 1.83
 
 
 
 
50% 39.7 3.2% 10.7
FNF Fidelity National Financial -12.2 -63% 30% 1.89
 
 
 
 
61% 26.0 3.2% 15.5
FIS Fidelity National Information Servi 12.0 43% 31% 1.54
 
 
 
 
56% 132.5 1.4% 24.0
FAF First American Financial 16.4 42% 45% 1.55
 
 
 
 
64% 55.1 2.8% 14.5
FE FirstEnergy -1.7 -12% 18% 1.64
 
 
 
 
82% 196.8 4.2% 0.0
FHN First Horizon National 3.7 14% 41% 1.88
 
 
 
 
57% 85.6 2.6% 25.6
FR First Industrial Realty Trust 12.2 34% 36% 1.42
 
 
 
 
41% 20.4 2.9% 17.7
FLS Flowserve -3.0 -41% 14% 2.21
 
 
 
 
59% 43.3 1.7% 2300.0
FLR Fluor -1.9 -10% 36% 2.14
 
 
 
 
90% 76.1 1.4% 43.9
FNB F.N.B. -2.6 -15% 25% 1.83
 
 
 
 
39% 56.3 3.6% 16.9
FMX Fomento Economico Mexicano ADR -8.6 -56% 22% 1.81
 
 
 
 
37% 23.5 1.7% 0.0
FL Foot Locker -11.3 -63% 58% 2.96
 
 
 
 
27% 65.3 3.3% 19.4
F Ford Motor -3.4 -71% 6% 1.75
 
 
 
 
29% 398.4 5.4% 5.9
FCEA Forest City Realty Trust Cl A -6.5 -58% 14% 1.68
 
 
 
 
10% 20.3 3.6% 33.7
FBHS Fortune Brands Home&Security 7.7 30% 31% 1.63
 
 
 
 
7% 83.0 1.4% 18.4
BEN Franklin Resources -0.8 -8% 15% 1.87
 
 
 
 
8% 123.9 2.7% 28.7
GME GameStop Cl A -2.2 -46% 14% 2.73
 
 
 
 
10% 48.1 11.3% 38.5
GPS Gap 7.5 43% 51% 2.79
 
 
 
 
61% 153.3 3.2% 14.0
BGC General Cable 9.6 45% 121% 4.01
 
 
 
 
97% 25.5 2.4% 0.0
GD General Dynamics 21.1 57% 36% 1.38
 
 
 
 
61% 957.3 1.7% 22.5
GE General Electric -1.0 -8% 17% 1.63
 
 
 
 
8% 1466.7 3.4% 0.0
GIS General Mills -4.7 -29% 16% 1.41
 
 
 
 
5% 247.1 4.5% 11.8
GM General Motors 3.0 13% 35% 1.86
 
 
 
 
42% 283.0 4.0% 0.0
GPC Genuine Parts -0.1 0% 15% 1.50
 
 
 
 
32% 79.6 3.2% 20.7
GGP GGP -3.3 -41% 13% 1.94
 
 
 
 
10% 84.2 4.5% 28.5
GSK GlaxoSmithKline ADR -1.0 -10% 9% 1.36
 
 
 
 
46% 230.7 6.7% 50.2
GFI Gold Fields ADR 1.5 10% 101% 4.54
 
 
 
 
41% 27.2 2.3% 0.0
GS Goldman Sachs Group 14.1 47% 43% 1.81
 
 
 
 
45% 1195.2 1.3% 23.0
GGG Graco Inc. 14.3 38% 51% 1.77
 
 
 
 
68% 59.6 1.2% 30.5
GPT Gramercy Property Trust 5.4 22% 33% 1.75
 
 
 
 
15% 20.5 6.6% 112.3
GPK Graphic Packaging Holding 2.0 18% 15% 1.76
 
 
 
 
53% 104.8 2.0% 15.6
GXP Great Plains Energy 2.5 9% 24% 1.31
 
 
 
 
61% 48.6 3.5% 0.0
GPI Group 1 Automotive -7.3 -44% 47% 2.72
 
 
 
 
46% 29.1 1.6% 6.7
GES Guess? 6.4 41% 71% 3.56
 
 
 
 
95% 20.9 3.9% 0.0
HAL Halliburton 2.2 10% 46% 2.34
 
 
 
 
69% 306.5 1.4% 0.0
HBI Hanesbrands -1.3 -29% 10% 2.50
 
 
 
 
10% 70.3 3.3% 120.1
HOG Harley-Davidson -2.6 -20% 27% 2.28
 
 
 
 
10% 148.7 3.5% 14.3
HRS Harris Corp. 28.4 59% 51% 1.47
 
 
 
 
85% 171.4 1.4% 37.9
HIG Hartford Financial Services Group -2.3 -10% 28% 1.59
 
 
 
 
41% 110.7 1.9% 184.7
HCA HCA Healthcare -8.8 -32% 43% 1.94
 
 
 
 
76% 170.4 1.4% 16.6
HCP HCP -6.7 -86% 12% 1.92
 
 
 
 
7% 86.7 6.6% 26.0
HR Healthcare Realty Trust 1.1 3% 35% 1.44
 
 
 
 
4% 41.1 4.5% 127.2
HTA Healthcare Trust of America -5.1 -23% 23% 1.46
 
 
 
 
2% 36.3 5.0% 73.7
HP Helmerich&Payne 3.5 19% 60% 2.91
 
 
 
 
91% 101.0 3.9% 19.6
HLF Herbalife Nutrition 10.1 35% 83% 2.75
 
 
 
 
96% 95.4 1.2% 43.4
HSY Hershey 1.7 13% 16% 1.57
 
 
 
 
7% 126.8 2.8% 25.6
HES Hess Corp. -5.3 -46% 39% 3.04
 
 
 
 
99% 351.8 1.7% 0.0
HIW Highwoods Properties 0.1 1% 18% 1.31
 
 
 
 
16% 30.1 4.3% 24.3
HFC HollyFrontier 2.1 7% 91% 2.94
 
 
 
 
93% 161.1 2.2% 13.2
HD Home Depot 15.8 48% 32% 1.38
 
 
 
 
52% 939.9 2.3% 24.4
HON Honeywell International 8.9 41% 19% 1.28
 
 
 
 
50% 416.5 2.0% 65.1
HRL Hormel Foods 5.2 14% 45% 1.63
 
 
 
 
78% 98.4 2.1% 21.3
HST Host Hotels&Resorts 0.6 5% 19% 1.97
 
 
 
 
55% 123.3 4.1% 26.2
HPQ HP 5.4 39% 47% 3.04
 
 
 
 
55% 144.3 2.6% 9.3
HRB H&R Block -4.3 -28% 38% 2.54
 
 
 
 
55% 142.1 3.4% 23.4
HSBC HSBC Holdings ADR 5.8 19% 37% 1.60
 
 
 
 
61% 64.0 8.4% 20.4
HII Huntington Ingalls Industries 26.7 67% 62% 1.90
 
 
 
 
74% 88.1 1.1% 24.2
HUN Huntsman 9.5 36% 101% 3.27
 
 
 
 
50% 60.7 2.2% 11.4
IDA IDACORP 12.3 39% 27% 1.26
 
 
 
 
60% 27.2 2.6% 21.8
IEX IDEX 20.6 47% 42% 1.36
 
 
 
 
73% 45.3 1.1% 31.6
ITW Illinois Tool Works 18.9 49% 37% 1.36
 
 
 
 
39% 297.9 2.1% 31.2
INFY Infosys ADR 2.7 16% 27% 1.93
 
 
 
 
69% 120.0 5.4% 15.6
IR Ingersoll-Rand 8.2 31% 33% 1.67
 
 
 
 
31% 352.4 2.1% 16.8
ING ING Groep ADR 9.5 38% 48% 2.18
 
 
 
 
18% 49.7 6.3% 11.9
INGR Ingredion 16.7 37% 50% 1.51
 
 
 
 
37% 29.5 1.9% 17.8
NSP Insperity 24.2 57% 103% 2.49
 
 
 
 
99% 20.0 1.0% 39.0
ICE Intercontinental Exchange 10.8 47% 26% 1.55
 
 
 
 
83% 105.5 1.3% 17.3
IHG InterContinental Hotels Group ADR -4.3 -19% 32% 1.84
 
 
 
 
64% 62.9 2.3% 20.1
IBM International Business Machines -1.7 -12% 15% 1.51
 
 
 
 
21% 869.7 4.3% 24.0
IFF International Flavors&Fragrances 0.3 2% 25% 1.56
 
 
 
 
41% 64.9 2.0% 37.8
IGT International Game Technology 7.0 22% 77% 2.51
 
 
 
 
71% 25.9 3.0% 0.0
IP International Paper 5.3 25% 30% 1.79
 
 
 
 
20% 178.6 3.6% 10.4
IPG Interpublic Group -3.1 -18% 24% 1.84
 
 
 
 
78% 67.6 3.5% 16.6
IVZ INVESCO 2.0 24% 15% 2.05
 
 
 
 
7% 115.3 3.8% 11.3
IRM Iron Mountain -4.6 -15% 40% 1.74
 
 
 
 
28% 63.9 7.0% 49.2
ITT ITT 4.0 21% 35% 2.14
 
 
 
 
62% 21.5 1.1% 38.9
JBL Jabil -1.5 -6% 51% 2.21
 
 
 
 
40% 39.0 1.2% 40.2
JEC Jacobs Engineering Group 4.6 18% 40% 1.94
 
 
 
 
41% 45.8 1.0% 30.3
SJM J.M. Smucker -0.1 -1% 29% 1.57
 
 
 
 
46% 90.3 2.7% 10.4
JCI Johnson Controls International 1.9 13% 20% 1.78
 
 
 
 
8% 164.7 3.1% 21.0
JNJ Johnson&Johnson 9.1 35% 20% 1.14
 
 
 
 
18% 711.2 2.7% 333.6
JPM JPMorgan Chase 20.1 51% 48% 1.65
 
 
 
 
75% 1351.2 2.0% 15.7
JNPR Juniper Networks -1.5 -8% 35% 2.11
 
 
 
 
9% 65.2 3.0% 31.1
KSU Kansas City Southern 1.4 9% 27% 2.01
 
 
 
 
80% 108.7 1.3% 11.8
KS KapStone Paper&Packaging 16.1 81% 91% 3.59
 
 
 
 
96% 27.7 1.2% 12.6
KAR KAR Auction Services 7.3 28% 27% 1.44
 
 
 
 
75% 33.0 2.7% 19.9
KBR KBR -1.4 -9% 48% 2.87
 
 
 
 
32% 43.9 2.0% 5.2
K Kellogg 1.8 9% 19% 1.38
 
 
 
 
14% 132.0 3.5% 16.8
KMT Kennametal 13.2 51% 75% 2.76
 
 
 
 
26% 36.3 2.1% 21.3
KEY KeyCorp 11.6 40% 50% 2.04
 
 
 
 
65% 167.2 2.1% 16.5
KRC Kilroy Realty -2.0 -15% 15% 1.53
 
 
 
 
47% 32.6 2.4% 46.3
KMB Kimberly-Clark 6.1 23% 23% 1.25
 
 
 
 
14% 380.2 3.9% 20.1
KIM Kimco Realty 0.9 6% 19% 1.75
 
 
 
 
1% 48.5 8.5% 26.4
KMI Kinder Morgan -1.9 -26% 20% 2.68
 
 
 
 
24% 184.9 4.9% 325.2
KGC Kinross Gold 1.8 9% 134% 4.39
 
 
 
 
35% 25.8 4.1% 10.8
KKR KKR 5.7 36% 31% 2.20
 
 
 
 
46% 40.6 3.3% 10.6
KSS Kohl's 12.1 60% 66% 2.95
 
 
 
 
72% 141.1 4.1% 11.7
PHG Koninklijke Philips ADR 4.7 20% 30% 1.67
 
 
 
 
95% 42.1 2.4% 20.7
KR Kroger -14.8 -96% 30% 2.20
 
 
 
 
51% 214.7 2.0% 12.1
LLL L3 Technologies 20.3 63% 36% 1.54
 
 
 
 
72% 205.9 1.6% 23.7
LHO LaSalle Hotel Properties 0.2 2% 21% 2.20
 
 
 
 
79% 47.2 6.0% 38.6
LVS Las Vegas Sands 7.4 31% 51% 2.33
 
 
 
 
68% 273.8 4.2% 20.4
LAZ Lazard 6.9 41% 40% 2.46
 
 
 
 
58% 46.7 13.2% 28.2
LB L Brands -9.3 -85% 29% 2.64
 
 
 
 
4% 92.5 6.8% 10.3
LEA Lear Corp. 4.5 17% 44% 1.98
 
 
 
 
80% 86.9 1.5% 10.1
LEG Leggett&Platt -7.6 -35% 24% 1.56
 
 
 
 
4% 98.2 3.4% 19.6
LM Legg Mason -0.5 -5% 17% 2.14
 
 
 
 
14% 21.3 3.0% 10.3
LDOS Leidos Holdings 22.3 52% 66% 1.90
 
 
 
 
76% 44.8 2.0% 27.5
LII Lennox International 22.6 56% 47% 1.58
 
 
 
 
54% 165.2 1.1% 27.6
LUK Leucadia National 5.6 23% 39% 1.92
 
 
 
 
43% 61.6 1.6% 56.6
LSI Life Storage 6.0 23% 30% 1.54
 
 
 
 
75% 27.2 4.7% 41.5
LNC Lincoln National 11.3 44% 52% 2.26
 
 
 
 
37% 53.3 1.8% 7.8
LAD Lithia Motors Cl A -3.8 -23% 42% 2.53
 
 
 
 
27% 79.1 1.1% 10.0
LMT Lockheed Martin 26.3 68% 33% 1.25
 
 
 
 
65% 974.2 2.4% 40.0
LPX Louisiana-Pacific 4.5 19% 50% 2.29
 
 
 
 
82% 32.1 1.8% 11.1
LOW Lowe's -2.2 -11% 28% 1.74
 
 
 
 
28% 859.4 2.0% 19.9
LYB LyondellBasell Industries -1.1 -5% 35% 2.06
 
 
 
 
62% 246.7 3.8% 8.6
MAC Macerich -7.5 -64% 16% 1.75
 
 
 
 
18% 68.5 5.4% 76.2
MIC Macquarie Infrastructure 1.8 22% 20% 2.54
 
 
 
 
4% 51.5 15.1% 7.5
M Macy's -4.6 -35% 42% 2.90
 
 
 
 
98% 176.4 4.9% 6.1
MMP Magellan Midstream Partners -4.0 -43% 16% 2.03
 
 
 
 
51% 62.3 5.6% 17.2
MGA Magna International 8.1 45% 34% 2.13
 
 
 
 
88% 40.8 2.2% 10.0
MAN ManpowerGroup 8.0 31% 48% 2.15
 
 
 
 
1% 91.4 1.9% 11.4
MFC Manulife Financial 3.1 13% 36% 1.93
 
 
 
 
42% 35.6 3.7% 25.9
MRO Marathon Oil 1.9 13% 78% 3.95
 
 
 
 
83% 168.8 1.1% 0.0
MPC Marathon Petroleum 5.6 25% 56% 2.55
 
 
 
 
96% 253.9 2.3% 11.7
MMC Marsh&McLennan 12.1 45% 22% 1.18
 
 
 
 
71% 94.3 1.8% 28.8
MAS Masco 12.1 49% 39% 1.92
 
 
 
 
13% 399.4 1.1% 21.9
MKC McCormick 3.7 14% 25% 1.33
 
 
 
 
70% 108.0 2.0% 17.1
MCD McDonald's 23.8 47% 42% 1.24
 
 
 
 
42% 562.5 2.6% 24.5
MPW Medical Properties Trust -4.2 -20% 28% 1.74
 
 
 
 
22% 30.9 8.1% 15.1
MDT Medtronic -3.4 -24% 14% 1.41
 
 
 
 
23% 227.3 2.3% 39.1
MRK Merck&Co 0.6 5% 13% 1.55
 
 
 
 
50% 581.6 3.2% 69.3
MET MetLife 4.8 23% 34% 1.98
 
 
 
 
36% 225.6 3.5% 13.1
MGM MGM Resorts International 6.7 31% 50% 2.42
 
 
 
 
66% 260.3 1.4% 10.5
MAA Mid-America Apartment Communities 11.1 39% 29% 1.45
 
 
 
 
18% 32.0 4.1% 31.4
MBT Mobile TeleSystems ADR 0.3 1% 75% 3.01
 
 
 
 
54% 20.2 6.8% 10.7
MC Moelis 14.9 41% 68% 2.15
 
 
 
 
84% 33.5 3.5% 49.7
TAP Molson Coors Brewing Cl B 6.0 25% 33% 1.74
 
 
 
 
7% 99.8 2.3% 11.2
MON Monsanto 1.3 10% 14% 1.50
 
 
 
 
83% 269.2 1.7% 22.3
MCO Moody's 8.7 28% 38% 1.60
 
 
 
 
85% 161.6 1.1% 31.6
MS Morgan Stanley 16.6 50% 59% 2.09
 
 
 
 
61% 648.4 1.9% 14.7
MSI Motorola Solutions 15.8 39% 44% 1.51
 
 
 
 
92% 83.0 1.9% 0.0
MPLX MPLX -2.3 -38% 25% 3.38
 
 
 
 
35% 43.5 7.2% 22.8
MSA MSA Safety 13.0 45% 53% 2.15
 
 
 
 
86% 26.5 1.6% 79.2
MSCI MSCI 43.9 84% 63% 1.62
 
 
 
 
83% 97.6 1.0% 44.9
MSM MSC Industrial Direct 13.9 37% 54% 1.82
 
 
 
 
64% 34.6 2.7% 16.6
MTB M&T Bank 10.9 35% 40% 1.69
 
 
 
 
74% 162.4 1.6% 20.7
MUR Murphy Oil -1.3 -10% 63% 3.67
 
 
 
 
66% 48.0 3.3% 0.0
NBR Nabors Industries -1.5 -12% 85% 4.43
 
 
 
 
35% 55.8 3.1% 0.0
NFG National Fuel Gas -1.3 -9% 18% 1.68
 
 
 
 
23% 23.0 3.3% 11.2
NGG National Grid ADR -5.3 -65% 8% 1.36
 
 
 
 
21% 35.6 3.6% 11.9
NNN National Retail Properties 2.7 11% 27% 1.51
 
 
 
 
15% 23.6 5.1% 31.1
NWL Newell Brands -2.5 -19% 35% 2.59
 
 
 
 
11% 90.1 3.4% 4.8
NEM Newmont Mining 0.3 1% 94% 3.02
 
 
 
 
86% 204.8 1.4% 0.0
NRZ New Residential Investment 14.3 54% 41% 1.93
 
 
 
 
47% 28.0 12.0% 5.3
NYCB New York Community Bancorp -2.8 -20% 18% 1.67
 
 
 
 
13% 166.4 5.7% 13.4
NEE NextEra Energy 18.2 49% 31% 1.24
 
 
 
 
85% 306.1 2.8% 9.3
NLSN Nielsen Holdings -0.7 -8% 12% 1.84
 
 
 
 
29% 113.9 4.1% 0.0
NKE Nike Cl B 2.6 9% 38% 1.76
 
 
 
 
82% 317.2 1.2% 62.9
NI NiSource -6.6 -71% 33% 3.08
 
 
 
 
28% 51.4 3.3% 61.3
NBL Noble Energy -1.4 -17% 25% 2.86
 
 
 
 
91% 113.5 1.3% 0.0
NOK Nokia ADR -5.7 -39% 34% 2.45
 
 
 
 
66% 155.6 4.0% 0.0
JWN Nordstrom -9.0 -64% 38% 2.66
 
 
 
 
67% 59.4 3.0% 18.9
NSC Norfolk Southern 7.0 27% 42% 1.96
 
 
 
 
76% 724.2 2.0% 7.8
NOC Northrop Grumman 37.9 74% 48% 1.35
 
 
 
 
76% 710.4 1.3% 29.0
NWE NorthWestern 5.5 29% 17% 1.27
 
 
 
 
33% 26.3 4.0% 16.3
NVS Novartis ADR -2.5 -25% 9% 1.34
 
 
 
 
4% 98.8 3.8% 22.3
NVO Novo Nordisk ADR -0.9 -5% 32% 1.96
 
 
 
 
46% 107.6 1.7% 19.9
NUE Nucor 7.2 31% 45% 2.18
 
 
 
 
61% 124.9 2.4% 15.5
NUS Nu Skin Enterprises Cl A 12.2 54% 73% 2.96
 
 
 
 
80% 30.1 2.0% 30.2
OXY Occidental Petroleum -0.3 -2% 17% 1.79
 
 
 
 
97% 413.5 4.0% 45.2
OII Oceaneering International -3.0 -122% 9% 3.05
 
 
 
 
41% 38.2 2.8% 12.8
OGE OGE Energy 2.2 13% 17% 1.44
 
 
 
 
42% 58.3 4.1% 10.6
ORI Old Republic International 15.2 52% 29% 1.40
 
 
 
 
75% 42.8 3.7% 11.1
OLN Olin 10.6 43% 76% 2.87
 
 
 
 
19% 34.1 2.7% 9.2
OHI Omega Healthcare Investors -5.3 -85% 9% 1.76
 
 
 
 
6% 26.8 10.3% 56.4
OMC Omnicom Group 2.6 21% 13% 1.44
 
 
 
 
45% 110.8 3.2% 15.6
OKE ONEOK 9.3 34% 88% 2.95
 
 
 
 
88% 103.4 5.3% 44.8
ORCL Oracle 3.4 22% 18% 1.58
 
 
 
 
22% 474.7 1.7% 55.8
OSK Oshkosh 6.3 20% 77% 2.49
 
 
 
 
33% 75.3 1.3% 17.6
OC Owens Corning 17.0 49% 56% 1.96
 
 
 
 
22% 318.8 1.3% 26.5
PKG Packaging of America 17.6 49% 56% 1.92
 
 
 
 
65% 137.3 2.1% 16.2
PH Parker Hannifin 13.3 40% 43% 1.69
 
 
 
 
28% 303.8 1.8% 26.3
PBF PBF Energy -4.4 -23% 78% 3.31
 
 
 
 
94% 65.7 3.2% 10.2
PEB Pebblebrook Hotel Trust 3.4 23% 27% 2.15
 
 
 
 
54% 33.8 4.3% 29.2
PAG Penske Automotive Group -1.8 -10% 39% 2.39
 
 
 
 
49% 43.1 2.9% 6.5
PNR Pentair 5.2 27% 29% 1.84
 
 
 
 
54% 62.4 2.1% 24.7
PFE Pfizer -2.6 -20% 12% 1.35
 
 
 
 
65% 826.0 3.7% 10.5
PM Philip Morris International 2.9 9% 32% 1.44
 
 
 
 
3% 582.6 5.2% 21.3
PSX Phillips 66 9.5 44% 27% 1.67
 
 
 
 
91% 221.7 2.6% 11.1
DOC Physicians Realty Trust 2.3 10% 28% 1.60
 
 
 
 
5% 26.6 6.3% 66.0
PF Pinnacle Foods 7.0 28% 31% 1.65
 
 
 
 
60% 108.3 2.1% 13.7
PNW Pinnacle West Capital 11.2 36% 26% 1.25
 
 
 
 
33% 86.2 3.5% 18.4
PAA Plains All American Pipeline 1.6 15% 49% 3.58
 
 
 
 
48% 68.4 4.9% 25.2
PAGP Plains GP Holdings -0.6 -7% 53% 4.06
 
 
 
 
48% 36.1 4.9% 0.0
PNC PNC Financial Services Group 17.0 43% 47% 1.60
 
 
 
 
63% 308.0 2.1% 13.4
PNM PNM Resources 12.5 38% 34% 1.45
 
 
 
 
44% 22.9 2.7% 39.2
PII Polaris Industries 3.6 25% 36% 2.55
 
 
 
 
41% 187.0 2.3% 39.1
POR Portland General Electric 4.3 22% 18% 1.30
 
 
 
 
16% 24.2 3.3% 19.4
PPG PPG Industries -2.4 -19% 15% 1.59
 
 
 
 
34% 275.5 1.7% 16.8
PPL PPL -2.5 -11% 21% 1.34
 
 
 
 
12% 142.3 5.7% 17.5
PX Praxair 7.1 36% 20% 1.40
 
 
 
 
63% 292.6 2.2% 34.7
PG Procter&Gamble 3.9 24% 12% 1.09
 
 
 
 
2% 927.4 4.0% 19.2
PGR Progressive Corp 54.0 83% 58% 1.29
 
 
 
 
90% 173.1 1.9% 18.8
PLD Prologis 9.3 27% 39% 1.54
 
 
 
 
80% 111.6 3.0% 19.2
PB Prosperity Bancshares 4.3 17% 52% 2.25
 
 
 
 
77% 44.6 2.0% 18.8
PRU Prudential Financial 1.6 6% 43% 1.92
 
 
 
 
30% 118.4 3.4% 6.0
PSB PS Business Parks 14.9 36% 40% 1.37
 
 
 
 
20% 20.5 3.0% 30.8
PEG Public Service Enterprise Group -1.9 -9% 20% 1.34
 
 
 
 
75% 162.9 3.6% 16.3
PSA Public Storage 3.0 11% 29% 1.48
 
 
 
 
29% 133.6 4.1% 28.7
PHM PulteGroup 9.2 31% 48% 1.96
 
 
 
 
64% 220.2 1.2% 17.5
QTS QTS Realty Trust Cl A -8.0 -38% 37% 2.06
 
 
 
 
8% 40.3 4.8% 1169.8
DGX Quest Diagnostics 7.9 28% 30% 1.50
 
 
 
 
48% 91.5 2.0% 18.0
RL Ralph Lauren Cl A -2.1 -14% 37% 2.51
 
 
 
 
80% 46.8 1.8% 0.0
RJF Raymond James Financial 5.5 18% 49% 1.96
 
 
 
 
55% 74.3 1.2% 21.1
RYN Rayonier 11.6 55% 25% 1.58
 
 
 
 
98% 32.3 2.7% 32.0
RTN Raytheon 37.5 79% 44% 1.34
 
 
 
 
79% 661.9 1.6% 30.8
RLGY Realogy Holdings -1.0 -10% 20% 2.21
 
 
 
 
5% 34.4 1.5% 7.7
O Realty Income -4.8 -16% 32% 1.51
 
 
 
 
18% 71.2 5.3% 44.9
REG Regency Centers -2.0 -10% 20% 1.47
 
 
 
 
7% 26.9 4.0% 79.1
RF Regions Financial 15.5 40% 74% 2.18
 
 
 
 
83% 239.3 1.9% 17.0
RGA Reinsurance Group of America 18.4 50% 37% 1.42
 
 
 
 
81% 47.5 1.3% 5.7
RS Reliance Steel&Aluminum 9.2 36% 43% 2.03
 
 
 
 
74% 48.6 2.3% 10.7
RSG Republic Services 22.8 58% 29% 1.08
 
 
 
 
53% 48.8 2.1% 17.2
RMD ResMed 13.3 54% 39% 1.94
 
 
 
 
78% 45.1 1.5% 48.2
QSR Restaurant Brands International 9.0 35% 42% 1.95
 
 
 
 
11% 177.4 3.3% 27.5
RIO Rio Tinto ADR 9.4 45% 58% 2.69
 
 
 
 
81% 136.0 6.6% 11.2
RLJ RLJ Lodging Trust -6.8 -75% 15% 2.00
 
 
 
 
36% 26.1 6.4% 43.4
RHI Robert Half International 4.3 25% 30% 2.04
 
 
 
 
95% 231.9 1.9% 24.4
ROK Rockwell Automation 12.6 36% 48% 1.74
 
 
 
 
26% 416.7 2.0% 58.7
ROL Rollins Inc. 24.3 52% 51% 1.50
 
 
 
 
71% 50.7 1.1% 60.2
RY Royal Bank of Canada 8.8 34% 24% 1.32
 
 
 
 
42% 40.7 4.0% 12.8
RCL Royal Caribbean Cruises 6.9 22% 69% 2.36
 
 
 
 
53% 185.1 2.0% 15.7
RDSB Royal Dutch Shell ADR B 12.0 58% 31% 1.89
 
 
 
 
95% 228.0 5.1% 23.2
RDSA Royal Dutch Shell ADR Cl A 8.0 57% 20% 1.83
 
 
 
 
94% 207.4 5.3% 22.4
RES RPC 6.1 34% 75% 3.40
 
 
 
 
12% 72.3 2.2% 24.1
RPM RPM International -5.7 -34% 18% 1.51
 
 
 
 
24% 45.5 2.6% 17.4
R Ryder System 0.5 3% 32% 2.39
 
 
 
 
20% 75.9 3.1% 4.6
SNY Sanofi ADR -0.9 -7% 15% 1.62
 
 
 
 
16% 47.2 4.6% 23.9
SC Santander Consumer USA Holdings 2.2 15% 51% 3.06
 
 
 
 
95% 86.7 1.1% 5.2
SAP SAP ADR 8.1 28% 30% 1.43
 
 
 
 
55% 109.4 1.6% 28.0
SCG Scana 7.3 50% 26% 2.10
 
 
 
 
5% 52.1 6.7% 0.0
SLB Schlumberger -4.1 -53% 11% 1.79
 
 
 
 
42% 374.9 2.9% 0.0
STNG Scorpio Tankers 0.3 12% 10% 3.60
 
 
 
 
31% 28.8 1.5% 0.0
SMG Scotts Miracle-Gro 8.5 29% 36% 1.62
 
 
 
 
16% 41.0 2.5% 22.6
SEE Sealed Air -7.8 -47% 22% 1.74
 
 
 
 
35% 49.0 1.5% 54.1
SEAS SeaWorld Entertainment -15.5 -92% 43% 2.58
 
 
 
 
55% 28.9 2.6% 0.0
SRE Sempra Energy -1.6 -11% 13% 1.33
 
 
 
 
39% 145.7 3.3% 108.8
SXT Sensient Technologies -2.5 -17% 15% 1.45
 
 
 
 
16% 42.9 1.9% 33.9
SCI Service International 11.2 41% 28% 1.46
 
 
 
 
84% 64.6 1.8% 13.6
SIG Signet Jewelers -5.8 -105% 21% 3.24
 
 
 
 
16% 43.0 3.7% 5.4
SPG Simon Property Group -2.9 -27% 12% 1.50
 
 
 
 
4% 261.0 5.3% 23.6
SIX Six Flags Entertainment -5.6 -21% 35% 1.73
 
 
 
 
67% 242.9 4.9% 20.7
SLG SL Green Realty -3.5 -41% 11% 1.64
 
 
 
 
35% 73.8 3.4% 51.0
SNN Smith&Nephew ADR 5.2 35% 16% 1.48
 
 
 
 
78% 21.1 2.3% 21.9
SNA Snap-On -9.6 -57% 20% 1.59
 
 
 
 
12% 112.4 2.2% 14.7
SQM Sociedad Quimica y Minera De Chile 17.2 45% 118% 2.87
 
 
 
 
70% 73.9 1.5% 33.1
SON Sonoco Products 1.4 7% 20% 1.36
 
 
 
 
60% 34.4 3.2% 26.9
SO Southern -0.9 -5% 15% 1.14
 
 
 
 
33% 276.1 5.2% 54.8
SCCO Southern Copper 21.3 73% 61% 2.30
 
 
 
 
80% 83.2 2.3% 55.8
SJI South Jersey Industries 5.0 20% 33% 1.71
 
 
 
 
34% 24.5 3.7% 0.0
SPB Spectrum Brands Holdings -1.9 -7% 42% 2.00
 
 
 
 
9% 58.5 1.8% 14.0
SPGI S&P Global 24.2 60% 49% 1.64
 
 
 
 
87% 284.9 1.1% 32.8
SRC Spirit Realty Capital -1.1 -7% 29% 2.08
 
 
 
 
37% 21.5 9.1% 427.0
SWK Stanley Black&Decker 10.6 31% 36% 1.46
 
 
 
 
23% 306.7 1.8% 21.8
STWD Starwood Property Trust 1.7 9% 15% 1.18
 
 
 
 
38% 24.4 9.2% 13.8
STT State Street 7.7 31% 40% 1.93
 
 
 
 
62% 143.1 1.7% 19.3
STO Statoil ADR 5.7 28% 42% 2.30
 
 
 
 
86% 57.6 3.5% 18.1
STE Steris 1.1 5% 27% 1.59
 
 
 
 
91% 48.2 1.3% 0.0
STL Sterling Bancorp 15.7 48% 53% 1.95
 
 
 
 
40% 94.7 1.2% 30.1
STM STMicroelectronics 22.9 55% 121% 2.79
 
 
 
 
71% 148.6 1.1% 23.7
STOR STORE Capital 5.1 17% 37% 1.64
 
 
 
 
74% 33.7 5.0% 35.1
SYK Stryker 17.0 56% 30% 1.41
 
 
 
 
88% 150.8 1.1% 61.8
SUI Sun Communities 13.2 53% 23% 1.34
 
 
 
 
74% 38.5 3.1% 97.8
SU Suncor Energy 3.8 22% 30% 2.09
 
 
 
 
95% 61.9 3.0% 18.3
SHO Sunstone Hotel Investors 1.7 12% 21% 1.87
 
 
 
 
48% 23.7 1.3% 27.5
STI SunTrust Banks 8.3 25% 52% 1.90
 
 
 
 
72% 170.6 2.4% 13.9
SPN Superior Energy Services -4.6 -60% 53% 4.44
 
 
 
 
43% 57.0 3.1% 0.0
SYF Synchrony Financial -11.1 -47% 43% 2.12
 
 
 
 
50% 305.1 1.8% 12.7
SNV Synovus Financial 16.9 53% 45% 1.81
 
 
 
 
96% 42.7 1.9% 21.5
SYY Sysco 23.9 68% 34% 1.38
 
 
 
 
88% 125.1 2.3% 27.9
TLRD Tailored Brands 6.2 38% 128% 4.79
 
 
 
 
97% 20.0 2.4% 15.2
TSM Taiwan Semiconductor Manufacturing 31.3 81% 50% 1.70
 
 
 
 
39% 463.7 3.0% 17.8
SKT Tanger Factory Outlet Centers -5.1 -44% 15% 1.72
 
 
 
 
2% 27.1 6.6% 30.5
TPR Tapestry 12.5 42% 56% 2.15
 
 
 
 
93% 104.6 2.5% 47.7
TRGP Targa Resources 2.5 15% 91% 3.93
 
 
 
 
39% 73.0 7.8% 0.0
TGT Target -6.7 -35% 31% 1.97
 
 
 
 
75% 181.1 3.5% 13.3
TCO Taubman Centers -8.6 -66% 18% 1.74
 
 
 
 
39% 38.2 4.9% 59.3
TCF TCF Financial 12.8 38% 61% 2.08
 
 
 
 
98% 58.2 2.4% 15.9
TEL TE Connectivity 10.3 37% 32% 1.57
 
 
 
 
61% 272.6 1.7% 27.3
TGNA TEGNA -7.9 -144% 16% 2.78
 
 
 
 
11% 34.6 2.5% 8.8
TS Tenaris ADR 1.6 8% 49% 2.50
 
 
 
 
92% 57.4 1.4% 42.8
TEN Tenneco -3.3 -22% 37% 2.52
 
 
 
 
7% 39.3 2.0% 12.8
TER Teradyne 21.3 58% 76% 2.26
 
 
 
 
24% 693.2 1.0% 27.3
TEX Terex 1.5 8% 84% 3.56
 
 
 
 
30% 46.5 1.1% 56.5
TEVA Teva Pharmaceutical Industries ADR -9.1 -120% 29% 3.27
 
 
 
 
28% 138.7 2.0% 0.0
TRI Thomson Reuters 2.2 18% 11% 1.33
 
 
 
 
14% 30.8 3.5% 20.4
THO Thor Industries 15.6 36% 83% 2.19
 
 
 
 
21% 137.2 1.4% 12.4
TIF Tiffany& 3.1 13% 37% 1.88
 
 
 
 
61% 82.7 2.0% 34.1
TWX Time Warner 1.8 8% 23% 1.50
 
 
 
 
58% 359.8 1.7% 14.5
TKR Timken 8.5 40% 42% 2.22
 
 
 
 
14% 66.6 2.5% 17.1
TJX TJX 1.4 9% 18% 1.52
 
 
 
 
90% 188.3 1.9% 20.6
TOL Toll Brothers 4.5 21% 38% 2.06
 
 
 
 
38% 104.0 1.1% 11.7
TTC Toro 22.4 48% 51% 1.51
 
 
 
 
11% 28.5 1.3% 27.2
TD Toronto-Dominion Bank 8.1 27% 26% 1.26
 
 
 
 
65% 47.9 3.8% 13.2
TOT Total ADR -0.3 -4% 9% 1.77
 
 
 
 
92% 90.0 4.9% 17.3
TRP TransCanada 4.8 19% 34% 1.72
 
 
 
 
28% 46.6 5.2% 16.2
TRV Travelers Cos. 6.6 37% 15% 1.27
 
 
 
 
50% 230.5 2.3% 17.5
TVPT Travelport Worldwide -10.0 -71% 33% 2.45
 
 
 
 
92% 22.2 1.7% 15.1
TRCO Tribune Media Cl A 1.9 10% 36% 2.13
 
 
 
 
37% 98.4 2.6% 21.4
TRN Trinity Industries 8.6 50% 52% 2.84
 
 
 
 
50% 215.7 1.6% 7.1
TSE Trinseo 20.9 51% 118% 2.75
 
 
 
 
65% 22.9 1.9% 10.4
TUP Tupperware Brands -5.6 -38% 32% 2.33
 
 
 
 
17% 90.6 5.9% 0.0
TSN Tyson Foods Cl A 21.2 47% 73% 1.95
 
 
 
 
48% 133.2 1.7% 9.1
UBS UBS Group 7.7 45% 29% 2.03
 
 
 
 
20% 43.3 4.0% 57.8
UDR UDR 4.1 30% 14% 1.42
 
 
 
 
30% 39.6 3.7% 127.3
UGI UGI 6.3 24% 25% 1.39
 
 
 
 
50% 36.8 2.2% 14.6
UL Unilever ADR 1.4 5% 30% 1.57
 
 
 
 
42% 47.0 3.3% 22.3
UNP Union Pacific 13.1 56% 31% 1.74
 
 
 
 
83% 618.7 2.2% 10.1
UNH UnitedHealth Group 20.6 57% 41% 1.55
 
 
 
 
81% 611.0 1.3% 20.7
UPS United Parcel Service Cl B 0.4 2% 15% 1.27
 
 
 
 
21% 339.6 3.4% 19.3
UTX United Technologies 7.4 47% 15% 1.34
 
 
 
 
41% 566.0 2.3% 21.7
UNM Unum Group 1.1 3% 47% 1.83
 
 
 
 
32% 48.8 1.9% 11.1
USB U.S. Bancorp 2.8 14% 20% 1.44
 
 
 
 
19% 342.3 2.4% 13.9
MTN Vail Resorts 31.1 64% 56% 1.57
 
 
 
 
82% 41.4 2.6% 29.0
VLO Valero Energy 8.4 26% 59% 2.10
 
 
 
 
95% 394.9 2.9% 11.8
VR Validus Holdings 13.1 61% 47% 2.34
 
 
 
 
99% 76.2 2.3% 0.0
VLY Valley National Bancorp 10.8 40% 36% 1.70
 
 
 
 
63% 39.4 3.6% 21.3
VVC Vectren 14.3 41% 34% 1.41
 
 
 
 
98% 212.0 2.6% 26.8
VTR Ventas -3.9 -20% 26% 1.72
 
 
 
 
3% 75.7 6.7% 26.6
VER VEREIT -2.9 -17% 22% 1.69
 
 
 
 
6% 36.5 8.3% 0.0
VZ Verizon Communications -3.9 -19% 18% 1.28
 
 
 
 
61% 900.3 4.7% 6.6
VFC VF 2.5 13% 28% 1.84
 
 
 
 
83% 129.5 2.3% 48.9
VNO Vornado Realty Trust -4.5 -69% 8% 1.68
 
 
 
 
5% 68.2 3.9% 77.5
WMT Walmart 10.2 37% 32% 1.57
 
 
 
 
38% 572.6 2.4% 26.7
DIS Walt Disney -10.9 -68% 16% 1.42
 
 
 
 
25% 819.3 1.7% 14.4
WM Waste Management 22.9 59% 28% 1.08
 
 
 
 
57% 162.8 2.3% 17.5
WSO Watsco 7.5 35% 24% 1.55
 
 
 
 
58% 124.6 3.4% 28.9
WBS Webster Financial 6.7 24% 48% 2.04
 
 
 
 
97% 31.9 2.2% 21.0
WEC WEC Energy Group 8.9 29% 26% 1.25
 
 
 
 
35% 89.3 3.5% 16.6
WRI Weingarten Realty Investors -2.1 -15% 15% 1.51
 
 
 
 
1% 34.4 6.1% 28.4
WFC Wells Fargo -7.0 -41% 21% 1.65
 
 
 
 
23% 1077.8 2.9% 12.7
WELL Welltower -4.8 -31% 19% 1.61
 
 
 
 
3% 133.0 6.9% 154.3
WR Westar Energy 14.8 33% 40% 1.29
 
 
 
 
58% 30.4 3.0% 23.5
WU Western Union 0.9 11% 11% 1.65
 
 
 
 
20% 63.4 4.0% 0.0
WY Weyerhaeuser -6.0 -40% 19% 1.65
 
 
 
 
75% 114.6 3.5% 47.0
WGL WGL Holdings 13.9 34% 38% 1.35
 
 
 
 
68% 24.4 2.4% 16.1
WPM Wheaton Precious Metals 7.0 35% 76% 3.21
 
 
 
 
62% 25.0 1.7% 161.9
WHR Whirlpool -9.7 -78% 22% 2.08
 
 
 
 
17% 229.0 3.0% 40.9
WMB Williams 1.3 13% 67% 4.31
 
 
 
 
17% 115.9 5.3% 9.8
WPZ Williams Partners -1.1 -7% 79% 3.60
 
 
 
 
27% 27.1 6.9% 38.5
WSM Williams-Sonoma -3.9 -46% 18% 2.31
 
 
 
 
47% 52.6 3.5% 16.2
WGO Winnebago Industries 8.4 27% 106% 3.05
 
 
 
 
35% 33.0 1.1% 13.6
WWE World Wrestling Entertainment Cl A 17.3 51% 95% 2.71
 
 
 
 
97% 75.8 1.2% 96.4
GRA W.R. Grace -1.9 -75% 4% 1.80
 
 
 
 
55% 140.1 1.4% 430.3
GWW W.W. Grainger -1.7 -6% 51% 2.09
 
 
 
 
79% 331.9 1.9% 24.8
WYN Wyndham Worldwide 10.7 41% 36% 1.77
 
 
 
 
72% 150.7 2.2% 13.9
XRX Xerox -8.3 -126% 13% 2.26
 
 
 
 
34% 27.9 3.3% 51.9
XL XL Group 19.5 83% 41% 2.07
 
 
 
 
96% 169.4 1.6% 0.0
XYL Xylem 32.3 57% 59% 1.46
 
 
 
 
86% 80.1 1.1% 41.2
YUM Yum! Brands 9.3 40% 32% 1.77
 
 
 
 
90% 137.6 1.7% 22.5
AGNC AGNC Investment 4.6 18% 19% 1.15
 
 
 
 
24% 88.7 11.4% 9.7
ALGT Allegiant Travel -8.6 -36% 59% 2.52
 
 
 
 
45% 24.6 2.0% 12.0
DOX Amdocs 6.1 45% 11% 1.22
 
 
 
 
53% 25.2 1.5% 21.5
AMGN Amgen -4.0 -30% 20% 1.84
 
 
 
 
46% 788.7 3.0% 68.0
ADI Analog Devices 6.1 28% 35% 1.97
 
 
 
 
55% 219.1 2.2% 42.0
AAPL Apple 16.9 64% 36% 1.75
 
 
 
 
52% 4437.4 1.5% 16.8
AMAT Applied Materials 26.2 56% 100% 2.33
 
 
 
 
40% 630.2 1.6% 18.5
ADP Automatic Data Processing 4.4 25% 19% 1.48
 
 
 
 
71% 169.3 2.4% 30.3
OZRK Bank of The Ozarks 1.4 5% 55% 2.32
 
 
 
 
53% 28.6 1.7% 13.5
BANR Banner 8.5 38% 32% 1.82
 
 
 
 
60% 21.2 2.4% 29.1
BBBY Bed Bath&Beyond 0.0 -6% 1% 2.53
 
 
 
 
3% 48.8 3.6% 5.8
BLMN Bloomin' Brands -3.7 -19% 38% 2.22
 
 
 
 
83% 51.2 1.5% 24.0
CA CA 4.4 34% 16% 1.62
 
 
 
 
60% 58.1 3.0% 34.4
CCMP Cabot Microelectronics 30.4 65% 73% 1.91
 
 
 
 
63% 20.4 1.6% 41.1
CASY Casey's General Stores 8.2 29% 42% 1.87
 
 
 
 
5% 34.8 1.1% 11.4
CATY Cathay General Bancorp 9.7 40% 38% 1.91
 
 
 
 
53% 24.7 2.4% 17.1
CBOE Cboe Global Markets 31.1 60% 55% 1.48
 
 
 
 
43% 109.7 1.0% 29.9
CDW CDW 22.1 62% 47% 1.73
 
 
 
 
73% 28.6 1.2% 21.4
CSFL CenterState Bank 34.6 75% 61% 1.72
 
 
 
 
90% 28.4 1.4% 28.7
CAKE Cheesecake Factory -0.5 -3% 27% 1.83
 
 
 
 
44% 77.4 2.3% 15.5
CHFC Chemical Financial 19.5 56% 50% 1.80
 
 
 
 
82% 27.3 2.0% 27.4
PLCE Children's Place 17.8 53% 89% 2.62
 
 
 
 
45% 48.9 1.6% 27.0
CHRW C.H. Robinson Worldwide -2.5 -8% 36% 1.56
 
 
 
 
79% 99.6 2.0% 25.9
CINF Cincinnati Financial 17.9 49% 35% 1.35
 
 
 
 
47% 30.6 2.8% 11.9
CSCO Cisco Systems 8.0 25% 37% 1.58
 
 
 
 
84% 875.6 3.0% 0.0
CME CME Group Cl A 31.9 79% 44% 1.49
 
 
 
 
81% 215.7 1.7% 13.5
COLM Columbia Sportswear -10.0 -54% 41% 2.37
 
 
 
 
92% 22.8 1.1% 54.2
CMCSA Comcast Cl A -2.5 -14% 20% 1.53
 
 
 
 
13% 1295.5 2.2% 7.2
COST Costco Wholesale 5.0 20% 25% 1.42
 
 
 
 
88% 247.6 1.2% 28.9
CBRL Cracker Barrel Old Country Store -0.9 -4% 33% 1.67
 
 
 
 
56% 23.9 3.0% 16.5
CSX CSX 19.9 66% 62% 2.27
 
 
 
 
89% 343.8 1.5% 9.3
CY Cypress Semiconductor 7.1 34% 59% 2.74
 
 
 
 
54% 93.5 2.8% 0.0
CONE CyrusOne 9.5 22% 66% 1.87
 
 
 
 
36% 32.8 3.6% 0.0
DNKN Dunkin' Brands Group -1.5 -6% 30% 1.71
 
 
 
 
64% 109.4 2.2% 16.3
EWBC East West Bancorp 6.9 23% 56% 2.15
 
 
 
 
81% 49.3 1.2% 18.5
EQIX Equinix 17.6 43% 52% 1.67
 
 
 
 
32% 166.6 2.2% 137.2
EXPE Expedia Group 3.9 19% 46% 2.40
 
 
 
 
16% 351.0 1.1% 45.8
EXPD Expeditors International of Washing 4.9 38% 13% 1.43
 
 
 
 
78% 48.8 1.3% 23.9
FAST Fastenal -2.5 -9% 42% 1.84
 
 
 
 
52% 108.1 3.0% 23.0
FITB Fifth Third Bancorp 10.6 32% 56% 2.00
 
 
 
 
91% 264.0 1.9% 9.8
FMBI First Midwest Bancorp 9.8 42% 34% 1.83
 
 
 
 
74% 39.0 1.8% 26.0
FLIR Flir Systems 23.7 83% 38% 1.73
 
 
 
 
94% 82.9 1.2% 66.9
GLPI Gaming&Leisure Properties 0.3 1% 35% 1.32
 
 
 
 
18% 43.9 7.5% 19.0
GRMN Garmin 16.2 70% 38% 1.96
 
 
 
 
53% 42.7 3.5% 15.7
GNTX Gentex 11.1 47% 33% 1.79
 
 
 
 
80% 86.6 1.9% 15.5
GILD Gilead Sciences 4.1 28% 23% 1.96
 
 
 
 
37% 407.3 3.1% 21.1
GT Goodyear Tire&Rubber -7.1 -40% 32% 2.11
 
 
 
 
2% 193.0 2.2% 19.0
HBHC Hancock Holding 16.3 51% 65% 2.26
 
 
 
 
53% 25.9 2.0% 17.9
HAFC Hanmi Financial 3.7 13% 52% 2.07
 
 
 
 
40% 22.0 3.4% 16.8
HAS Hasbro 5.7 23% 40% 1.96
 
 
 
 
21% 153.3 2.9% 51.8
HA Hawaiian Holdings 13.9 49% 93% 2.98
 
 
 
 
34% 63.2 1.2% 6.2
HCSG Healthcare Services Group 5.2 18% 36% 1.66
 
 
 
 
20% 57.0 2.0% 44.6
HOMB Home BancShares 10.4 42% 45% 2.10
 
 
 
 
47% 22.1 1.9% 23.5
HBAN Huntington Bancshares 4.2 15% 45% 1.98
 
 
 
 
65% 121.3 2.9% 13.6
ILG ILG 21.3 68% 64% 2.27
 
 
 
 
80% 29.4 2.1% 24.6
INTC Intel 11.4 35% 46% 1.79
 
 
 
 
86% 1283.1 2.3% 26.0
IDCC InterDigital 0.4 1% 58% 2.12
 
 
 
 
43% 28.2 1.8% 16.1
ISBC Investors Bancorp 1.9 11% 19% 1.46
 
 
 
 
48% 25.7 2.7% 30.9
JCOM j2 Global 4.6 27% 32% 2.15
 
 
 
 
47% 23.1 2.0% 28.4
JKHY Jack Henry&Associates 27.6 66% 33% 1.16
 
 
 
 
75% 24.3 1.2% 26.9
JACK Jack in the Box 0.9 5% 38% 2.19
 
 
 
 
30% 27.1 1.8% 24.2
KLAC KLA-Tencor 16.8 49% 61% 2.09
 
 
 
 
30% 151.2 2.4% 23.8
LRCX Lam Research 18.9 45% 88% 2.31
 
 
 
 
50% 569.9 1.1% 18.1
LANC Lancaster Colony 8.7 30% 37% 1.67
 
 
 
 
67% 22.8 1.9% 29.8
LECO Lincoln Electric Holdings 12.8 49% 38% 1.81
 
 
 
 
10% 65.8 1.8% 22.4
LOGM LogMeIn 12.3 39% 87% 2.69
 
 
 
 
45% 44.0 1.0% 65.9
LPLA LPL Financial Holdings 5.8 23% 87% 3.06
 
 
 
 
79% 38.2 1.7% 23.4
MRVL Marvell Technology Group 16.6 61% 75% 2.70
 
 
 
 
54% 104.0 1.2% 23.9
MXIM Maxim Integrated Products 10.9 42% 45% 2.04
 
 
 
 
35% 184.5 3.1% 40.9
MLCO Melco Resorts&Entertainment ADR 9.6 49% 73% 3.18
 
 
 
 
88% 95.3 1.7% 43.9
MEOH Methanex 9.6 49% 70% 3.10
 
 
 
 
86% 46.4 2.0% 18.5
MCHP Microchip Technology 15.4 45% 56% 1.98
 
 
 
 
31% 215.9 1.8% 85.3
MSFT Microsoft 23.4 57% 55% 1.76
 
 
 
 
84% 3038.1 1.8% 63.2
MDLZ Mondelez International Cl A 1.0 6% 22% 1.70
 
 
 
 
6% 260.4 2.2% 21.1
MPWR Monolithic Power Systems 14.1 40% 60% 2.03
 
 
 
 
78% 31.7 1.0% 80.1
NDAQ Nasdaq 24.0 71% 34% 1.41
 
 
 
 
99% 93.3 2.0% 20.3
NATI National Instruments 18.3 52% 40% 1.56
 
 
 
 
76% 21.3 1.9% 124.9
NAVI Navient -3.5 -24% 42% 2.77
 
 
 
 
32% 32.2 4.8% 11.2
NTAP NetApp 20.2 54% 77% 2.27
 
 
 
 
92% 131.3 1.2% 0.0
NXST Nexstar Media Group Cl A 0.8 4% 48% 2.56
 
 
 
 
39% 34.9 2.3% 6.7
NTRS Northern Trust 6.8 29% 34% 1.81
 
 
 
 
84% 93.2 1.6% 19.7
NTRI Nutrisystem 5.3 18% 124% 3.42
 
 
 
 
9% 33.8 3.4% 15.7
PCAR Paccar 5.0 30% 25% 1.84
 
 
 
 
17% 243.3 1.5% 12.2
PACW PacWest Bancorp -4.8 -21% 39% 2.06
 
 
 
 
77% 28.3 4.6% 16.3
PZZA Papa John's International -2.1 -9% 47% 2.20
 
 
 
 
27% 33.8 1.4% 22.1
PDCO Patterson -4.4 -93% 9% 2.19
 
 
 
 
7% 45.9 4.5% 8.9
PAYX Paychex 5.7 20% 26% 1.33
 
 
 
 
31% 163.0 3.3% 24.1
PBCT People's United Financial -0.1 -1% 27% 1.52
 
 
 
 
58% 48.7 3.8% 17.6
PEP PepsiCo 0.8 6% 9% 1.02
 
 
 
 
1% 469.6 3.2% 30.1
PETS PetMed Express 29.5 88% 101% 2.82
 
 
 
 
33% 21.0 2.9% 20.3
POOL Pool 24.9 54% 54% 1.59
 
 
 
 
75% 32.6 1.1% 28.9
BPOP Popular 9.1 35% 50% 2.19
 
 
 
 
97% 47.3 2.1% 46.6
PFG Principal Financial Group 10.7 40% 40% 1.86
 
 
 
 
19% 61.8 3.3% 7.8
QCOM Qualcomm -3.1 -16% 38% 2.24
 
 
 
 
4% 430.8 5.0% 0.0
GOLD Randgold Resources ADR -2.0 -9% 63% 2.70
 
 
 
 
7% 25.9 2.5% 27.2
ROST Ross Stores 12.5 42% 44% 1.88
 
 
 
 
78% 107.6 1.2% 22.1
RGLD Royal Gold 11.8 43% 94% 3.03
 
 
 
 
80% 38.7 1.1% 101.1
SBRA Sabra Healthcare REIT 3.5 22% 31% 2.21
 
 
 
 
12% 26.0 10.3% 14.5
SABR Sabre 0.3 3% 22% 2.08
 
 
 
 
38% 32.8 2.8% 23.0
SAFM Sanderson Farms 16.7 47% 71% 2.23
 
 
 
 
9% 34.3 1.1% 8.6
STX Seagate Technology 9.5 39% 102% 3.40
 
 
 
 
86% 114.0 4.3% 26.5
SLGN Silgan Holdings 5.2 43% 14% 1.53
 
 
 
 
39% 46.1 1.4% 12.1
SBGI Sinclair Broadcast Group Cl A -10.6 -51% 48% 2.43
 
 
 
 
22% 61.6 2.4% 5.3
SWKS Skyworks Solutions 0.1 1% 47% 2.72
 
 
 
 
5% 176.5 1.5% 19.9
SLM SLM 5.7 26% 54% 2.52
 
 
 
 
67% 50.4 1.8% 17.0
SBUX Starbucks 4.4 20% 24% 1.51
 
 
 
 
42% 433.7 2.1% 19.1
STLD Steel Dynamics 16.1 49% 82% 2.53
 
 
 
 
76% 71.8 1.6% 13.2
SHOO Steven Madden 1.9 13% 26% 2.10
 
 
 
 
87% 23.2 1.7% 21.6
SYMC Symantec 16.3 44% 53% 1.81
 
 
 
 
38% 195.7 1.1% 18.3
AMTD TD Ameritrade Holding 9.3 28% 63% 2.16
 
 
 
 
79% 272.6 1.5% 31.3
ERIC Telefon L.M. Ericsson ADR -1.4 -23% 16% 2.59
 
 
 
 
90% 199.0 1.6% 0.0
TXN Texas Instruments 20.7 55% 53% 1.79
 
 
 
 
60% 1209.0 2.4% 28.6
TXRH Texas Roadhouse 8.2 30% 48% 2.05
 
 
 
 
88% 59.1 1.6% 33.4
TSCO Tractor Supply -6.9 -57% 21% 2.05
 
 
 
 
38% 160.3 1.7% 18.9
TROW T. Rowe Price Group 10.5 32% 39% 1.61
 
 
 
 
83% 222.4 2.5% 18.6
UMPQ Umpqua Holdings 9.6 48% 29% 1.84
 
 
 
 
94% 65.8 3.3% 19.1
UBSH Union Bankshares 11.4 31% 51% 1.78
 
 
 
 
87% 30.3 2.2% 23.0
VEON VEON ADR -0.2 -3% 30% 3.45
 
 
 
 
22% 23.2 6.3% 0.0
VIAB Viacom Cl B -7.0 -80% 28% 2.92
 
 
 
 
41% 136.3 2.6% 6.2
VIRT Virtu Financial 13.6 52% 77% 2.80
 
 
 
 
89% 23.5 2.7% 160.0
VOD Vodafone Group ADR -8.9 -50% 21% 1.58
 
 
 
 
54% 70.7 4.1% 0.0
WBA Walgreens Boots Alliance -3.0 -65% 6% 1.77
 
 
 
 
16% 275.5 2.4% 16.5
WEN Wendy's Co 15.1 44% 53% 1.92
 
 
 
 
81% 44.7 2.0% 21.7
WDC Western Digital 13.2 62% 70% 2.98
 
 
 
 
31% 213.4 2.3% 71.0
WLTW Willis Towers Watson 4.6 25% 18% 1.42
 
 
 
 
53% 70.3 1.6% 35.8
WYNN Wynn Resorts 12.3 61% 90% 3.52
 
 
 
 
75% 795.7 1.6% 25.2
XEL Xcel Energy 10.2 30% 28% 1.20
 
 
 
 
40% 156.2 3.3% 20.3
XLNX Xilinx 11.4 41% 42% 1.88
 
 
 
 
21% 294.9 2.2% 33.5
ZION Zions Bancorp 20.4 54% 71% 2.16
 
 
 
 
89% 192.1 1.5% 18.0


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.