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

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

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

Scott Juds
Chief SectorSurfer
 

Quality Stocks Momentum Screener

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

See ETF Screener

Stock Screening SectorSurfer Style:

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


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

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

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

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

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

Stock Screener Strategy Examples3) Finally, select a set of quality stocks that aren't clones of one another to increase the likelihood that at least one will be doing well when the others are not.
 

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

Sorting ...   Please Wait...

Quality Stocks Screener

(See Parameter Definitions Below Table)

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

 > $20M/day Volume

 > 1% Dividend Yield

Total Qualified Stocks Listed: 654

3/25/2017 3:03:57 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 27% 0% 1.00
 
 
 
 
88% 4501.1 2.1% 14.0
MMM 3M 16.2 54% 24% 1.20
 
 
 
 
93% 261.7 2.5% 23.5
ABB ABB ADR 3.1 15% 22% 1.48
 
 
 
 
88% 31.3 3.2% 25.5
ABT Abbott Laboratories -2.7 -15% 20% 1.56
 
 
 
 
88% 201.9 2.4% 48.4
ABBV AbbVie 2.0 10% 35% 2.10
 
 
 
 
81% 253.3 3.9% 18.1
ANF Abercrombie&Fitch -4.1 -42% 42% 3.50
 
 
 
 
2% 21.9 7.1% 226.2
ACN Accenture Cl A 14.7 50% 31% 1.47
 
 
 
 
58% 462.8 2.0% 19.8
AES AES -8.9 -59% 27% 2.07
 
 
 
 
26% 38.2 4.3% 0.0
AET Aetna 20.6 72% 44% 1.91
 
 
 
 
70% 376.4 1.6% 19.9
AFL AFLAC -1.1 -6% 16% 1.24
 
 
 
 
79% 119.0 2.4% 11.2
AGU Agrium 0.2 1% 22% 1.77
 
 
 
 
44% 26.0 3.7% 17.1
APD Air Products&Chemicals 2.5 14% 21% 1.57
 
 
 
 
41% 175.0 2.8% 20.2
ALK Alaska Air Group 25.3 63% 83% 2.28
 
 
 
 
86% 79.9 1.3% 14.4
ALB Albemarle 19.5 64% 64% 2.30
 
 
 
 
93% 53.8 1.2% 24.2
ARE Alexandria Real Estate Equities 11.0 28% 39% 1.43
 
 
 
 
71% 68.3 3.0% 0.0
LNT Alliant Energy 20.3 57% 35% 1.37
 
 
 
 
87% 29.6 3.1% 24.4
ALSN Allison Transmission Holdings 5.1 21% 30% 1.65
 
 
 
 
76% 27.6 1.7% 27.8
ALL Allstate 15.6 59% 22% 1.21
 
 
 
 
89% 107.0 1.8% 17.2
MO Altria Group 47.1 73% 53% 1.21
 
 
 
 
80% 849.2 3.3% 10.0
AMC AMC Entertainment Holding 7.4 26% 60% 2.29
 
 
 
 
52% 52.0 2.6% 27.0
AEE Ameren 16.5 54% 30% 1.40
 
 
 
 
97% 62.9 3.1% 20.9
AMX America Movil ADR 2.5 26% 20% 2.31
 
 
 
 
63% 26.7 1.9% 92.0
ACC American Campus Communities 14.1 43% 33% 1.43
 
 
 
 
40% 23.2 3.5% 63.3
AEO American Eagle Outfitters -2.5 -13% 59% 2.87
 
 
 
 
9% 21.8 3.6% 11.9
AEP American Electric Power 6.1 19% 30% 1.36
 
 
 
 
74% 131.2 3.5% 54.3
AXP American Express 1.0 8% 15% 1.60
 
 
 
 
85% 357.7 1.6% 13.9
AFG American Financial Group 41.6 104% 29% 1.09
 
 
 
 
88% 22.7 1.3% 12.8
AIG American International Group 5.2 21% 28% 1.54
 
 
 
 
65% 506.3 2.1% 0.0
AMT American Tower REIT -4.1 -16% 26% 1.42
 
 
 
 
98% 289.9 2.1% 60.6
AWK American Water Works 25.6 55% 43% 1.32
 
 
 
 
55% 43.0 2.0% 29.3
AMP Ameriprise Financial 19.3 107% 30% 2.00
 
 
 
 
80% 115.5 2.4% 16.0
ABC AmerisourceBergen 6.0 16% 49% 1.69
 
 
 
 
70% 102.5 1.7% 14.5
AU AngloGold Ashanti ADR -3.7 -22% 120% 4.57
 
 
 
 
13% 25.5 3.6% 76.7
BUD Anheuser-Busch InBev ADR -3.4 -19% 21% 1.57
 
 
 
 
33% 100.6 3.1% 157.4
NLY Annaly Capital Management 11.4 46% 19% 1.11
 
 
 
 
90% 73.4 10.8% 9.2
ANTM Anthem 18.3 51% 52% 1.82
 
 
 
 
86% 352.2 1.6% 17.7
AON Aon 1.0 4% 22% 1.29
 
 
 
 
88% 90.7 1.1% 22.7
AOS A.O. Smith 31.7 72% 63% 1.80
 
 
 
 
91% 21.0 1.1% 27.8
APA Apache -0.7 -4% 61% 3.07
 
 
 
 
18% 131.0 2.0% 0.0
AIV Apartment Investment&Management 14.5 55% 29% 1.52
 
 
 
 
64% 24.3 3.2% 291.7
ARI Apollo Commercial Real Estate Finan 11.4 67% 13% 1.16
 
 
 
 
96% 23.9 9.9% 11.2
APO Apollo Global Management Cl A 5.0 27% 35% 2.15
 
 
 
 
94% 43.0 7.7% 11.2
ARMK Aramark 6.5 34% 22% 1.57
 
 
 
 
75% 27.0 1.1% 28.6
MT ArcelorMittal ADR 7.4 51% 78% 3.89
 
 
 
 
79% 323.6 2.4% 17.2
ADM Archer Daniels Midland 7.6 37% 30% 1.84
 
 
 
 
83% 68.6 2.8% 20.9
AJG Arthur J. Gallagher 4.5 20% 18% 1.17
 
 
 
 
91% 48.4 2.8% 24.3
ASH Ashland Global Holdings 5.2 23% 24% 1.51
 
 
 
 
84% 46.0 1.3% 0.0
ASB Associated Banc-Corp. 11.0 44% 35% 1.79
 
 
 
 
71% 29.1 2.0% 18.7
AIZ Assurant 18.2 58% 38% 1.61
 
 
 
 
75% 27.9 2.2% 10.6
AGO Assured Guaranty 16.1 53% 49% 1.95
 
 
 
 
69% 27.1 1.6% 5.6
ATO Atmos Energy 26.6 59% 43% 1.36
 
 
 
 
86% 22.1 2.3% 22.3
T AT&T 1.1 3% 23% 1.11
 
 
 
 
72% 573.7 4.7% 19.9
ALV Autoliv -12.6 -52% 36% 1.88
 
 
 
 
25% 31.8 2.4% 15.8
AVB Avalonbay Communities 14.9 53% 26% 1.36
 
 
 
 
83% 95.1 3.0% 24.8
AVY Avery Dennison 15.2 43% 42% 1.59
 
 
 
 
82% 43.6 2.1% 22.6
AVT Avnet -4.6 -39% 16% 1.74
 
 
 
 
47% 50.8 1.6% 14.8
AXS AXIS Capital Holdings 23.8 74% 26% 1.19
 
 
 
 
78% 25.4 2.3% 13.0
BHI Baker Hughes 0.8 5% 46% 2.67
 
 
 
 
68% 90.4 1.2% 0.0
SAN Banco Santander ADR 6.2 56% 28% 2.58
 
 
 
 
97% 23.2 3.9% 13.6
BAC Bank of America 5.0 15% 57% 2.05
 
 
 
 
81% 2578.3 1.3% 16.8
BMO Bank of Montreal 14.2 46% 29% 1.34
 
 
 
 
81% 25.9 3.6% 9.8
BK Bank of New York Mellon 7.2 30% 31% 1.66
 
 
 
 
77% 158.4 1.6% 14.7
BNS Bank of Nova Scotia 14.3 45% 34% 1.49
 
 
 
 
71% 43.8 4.0% 9.8
BKU BankUnited 1.5 6% 38% 1.82
 
 
 
 
57% 34.7 2.4% 16.9
BCS Barclays ADR -0.5 -4% 35% 2.70
 
 
 
 
85% 37.4 3.6% 19.8
BBT BB&T 3.2 14% 26% 1.56
 
 
 
 
69% 220.7 2.7% 16.0
BCE BCE -3.5 -17% 16% 1.13
 
 
 
 
30% 35.6 5.0% 13.3
BDX Becton Dickinson 16.6 50% 31% 1.35
 
 
 
 
94% 115.7 1.6% 30.5
BBY Best Buy 9.6 34% 74% 2.64
 
 
 
 
78% 112.5 3.0% 11.7
BGS B&G Foods 13.6 48% 59% 2.28
 
 
 
 
42% 33.0 4.6% 23.4
BBL BHP Billiton ADR 6.6 47% 48% 3.04
 
 
 
 
64% 59.1 5.1% 33.8
BHP BHP Billiton ADR 2.6 16% 46% 2.78
 
 
 
 
71% 105.2 4.4% 39.5
BIG Big Lots 10.0 48% 49% 2.47
 
 
 
 
44% 32.6 2.1% 14.6
BLK BlackRock 5.6 32% 22% 1.66
 
 
 
 
69% 114.2 2.7% 19.7
BX Blackstone Group -1.7 -9% 39% 2.22
 
 
 
 
78% 77.0 6.3% 19.1
BXMT Blackstone Mortgage Trust Cl A 5.8 29% 17% 1.20
 
 
 
 
87% 26.2 8.1% 12.1
BA Boeing 9.6 33% 35% 1.62
 
 
 
 
84% 398.1 3.2% 23.0
BAH Booz Allen Hamilton Holding 23.2 66% 52% 1.87
 
 
 
 
81% 31.1 1.9% 21.8
BWA BorgWarner -0.7 -6% 22% 2.32
 
 
 
 
82% 61.4 1.4% 80.9
BXP Boston Properties 5.2 22% 24% 1.41
 
 
 
 
62% 114.3 2.3% 40.8
BP BP ADR -3.7 -38% 17% 2.01
 
 
 
 
51% 150.4 7.1% 28150.0
EAT Brinker International -1.1 -6% 28% 1.83
 
 
 
 
12% 25.1 3.2% 13.3
BMY Bristol-Myers Squibb 5.3 24% 36% 1.99
 
 
 
 
32% 333.1 2.8% 21.1
BRX Brixmor Property Group 2.6 15% 21% 1.63
 
 
 
 
12% 40.9 4.8% 23.8
BAM Brookfield Asset Management Cl A 5.0 21% 29% 1.60
 
 
 
 
73% 29.5 1.6% 17.6
BFB Brown-Forman Cl B 3.8 26% 13% 1.32
 
 
 
 
43% 33.2 1.6% 17.9
BC Brunswick 2.9 16% 36% 2.22
 
 
 
 
99% 38.3 1.1% 20.5
BG Bunge 2.9 15% 32% 2.04
 
 
 
 
91% 110.6 2.1% 16.5
CPT Camden Property Trust 10.2 52% 19% 1.38
 
 
 
 
42% 30.6 3.7% 16.8
CPB Campbell Soup 9.7 28% 33% 1.35
 
 
 
 
32% 80.6 2.4% 35.9
CM Canadian Imperial Bank of Commerce 7.7 31% 24% 1.38
 
 
 
 
73% 41.6 4.5% 7.4
CNI Canadian National Railway 8.8 37% 28% 1.59
 
 
 
 
94% 35.3 1.7% 20.5
CNQ Canadian Natural Resources 1.3 8% 56% 2.99
 
 
 
 
69% 122.9 2.6% 0.0
CP Canadian Pacific Railway -1.9 -10% 36% 2.18
 
 
 
 
69% 107.0 1.1% 13.7
COF Capital One Financial 4.4 22% 29% 1.83
 
 
 
 
66% 158.9 1.9% 12.2
CAH Cardinal Health -4.6 -28% 21% 1.68
 
 
 
 
74% 135.0 2.2% 19.5
CSL Carlisle 9.7 33% 34% 1.55
 
 
 
 
49% 34.3 1.3% 27.9
CCL Carnival 2.7 11% 37% 1.88
 
 
 
 
97% 263.9 2.4% 15.7
CUK Carnival ADR 2.3 9% 37% 1.89
 
 
 
 
97% 20.8 2.4% 15.4
CRI Carters 2.9 11% 38% 1.87
 
 
 
 
34% 66.0 1.7% 17.6
CAT Caterpillar 9.6 43% 33% 1.86
 
 
 
 
76% 323.8 3.3% 0.0
CBL CBL&Associates Properties -9.2 -65% 29% 2.26
 
 
 
 
13% 38.4 11.2% 16.4
CBS CBS Cl B 3.6 15% 33% 1.80
 
 
 
 
91% 137.7 1.1% 24.3
CEB CEB 7.0 31% 49% 2.36
 
 
 
 
97% 29.8 2.1% 0.0
CE Celanese Series A -2.9 -9% 55% 2.03
 
 
 
 
89% 62.7 1.6% 14.5
CVE Cenovus Energy -3.5 -39% 29% 2.95
 
 
 
 
18% 23.2 1.2% 0.0
CNP CenterPoint Energy 15.4 59% 30% 1.55
 
 
 
 
96% 57.2 3.8% 28.0
CTL CenturyLink -4.1 -20% 36% 2.02
 
 
 
 
4% 132.7 9.5% 19.6
CF CF Industries Holdings 1.1 8% 43% 2.99
 
 
 
 
51% 189.5 4.1% 0.0
CHMI Cherry Hill Mortgage Investment 15.3 45% 30% 1.27
 
 
 
 
50% 74.5 11.8% 5.0
CVX Chevron 6.2 29% 30% 1.77
 
 
 
 
59% 653.9 4.0% 0.0
CHS Chico's Fas 4.0 27% 35% 2.45
 
 
 
 
60% 22.0 2.4% 20.7
CIM Chimera Investment 15.9 38% 37% 1.29
 
 
 
 
97% 31.2 10.0% 6.9
CHL China Mobile ADR 5.0 16% 44% 1.79
 
 
 
 
35% 68.4 3.4% 13.5
CB Chubb 12.3 55% 17% 1.15
 
 
 
 
81% 123.4 2.0% 15.4
CHD Church&Dwight 9.2 27% 28% 1.20
 
 
 
 
69% 66.2 1.5% 28.8
CNK Cinemark Holdings 17.1 47% 46% 1.68
 
 
 
 
87% 33.7 2.7% 19.8
CIT CIT Group -1.9 -15% 21% 1.99
 
 
 
 
83% 82.8 1.5% 0.0
C Citigroup 11.4 55% 33% 1.95
 
 
 
 
82% 758.6 1.1% 12.3
CLX Clorox 19.3 46% 34% 1.19
 
 
 
 
91% 85.7 2.3% 27.7
CMS CMS Energy 12.9 35% 35% 1.35
 
 
 
 
87% 80.5 2.9% 22.8
CEO CNOOC ADR -9.7 -59% 41% 2.54
 
 
 
 
36% 25.9 5.0% 0.0
COH Coach Inc. -5.5 -28% 36% 2.13
 
 
 
 
52% 79.8 3.5% 21.5
KO Coca-Cola 3.6 20% 13% 1.08
 
 
 
 
31% 563.6 3.5% 28.1
CCE Coca-Cola European Partners -6.2 -64% 16% 1.97
 
 
 
 
30% 78.5 2.4% 27.0
CL Colgate-Palmolive 2.5 24% 9% 1.22
 
 
 
 
86% 187.5 2.2% 27.1
SFR Colony Starwood Homes 8.0 35% 28% 1.62
 
 
 
 
90% 27.5 2.6% 0.0
CMA Comerica 14.1 46% 56% 2.12
 
 
 
 
80% 96.6 1.4% 25.1
CMC Commercial Metals 0.3 2% 49% 2.66
 
 
 
 
35% 56.2 2.7% 37.8
CMP Compass Minerals International -7.1 -47% 19% 1.66
 
 
 
 
2% 20.4 4.4% 13.8
CAG Conagra Brands 7.3 31% 39% 1.98
 
 
 
 
86% 140.3 2.0% 29.5
COP ConocoPhillips 4.4 30% 37% 2.54
 
 
 
 
39% 382.1 2.4% 0.0
ED Consolidated Edison 9.1 22% 37% 1.31
 
 
 
 
74% 86.6 3.5% 19.1
CPA Copa Holdings Cl A 3.8 19% 77% 3.27
 
 
 
 
95% 29.0 1.9% 13.6
CXW CoreCivic -4.4 -19% 84% 3.18
 
 
 
 
84% 24.4 5.3% 17.0
CLB Core Laboratories -8.1 -91% 27% 2.86
 
 
 
 
32% 22.6 2.0% 74.2
GLW Corning 14.3 46% 42% 1.75
 
 
 
 
91% 119.7 2.3% 8.5
OFC Corporate Office Properties Trust 12.7 36% 35% 1.41
 
 
 
 
92% 21.3 3.3% 0.0
COTY Coty Cl A 9.2 36% 62% 2.50
 
 
 
 
4% 60.5 2.7% 0.0
CUZ Cousins Properties -6.0 -56% 18% 2.00
 
 
 
 
66% 40.5 2.9% 124.0
CR Crane 6.4 27% 36% 1.88
 
 
 
 
76% 23.2 1.8% 35.1
BAP Credicorp 18.7 55% 55% 1.95
 
 
 
 
82% 60.4 2.3% 12.5
CRH CRH ADR -1.8 -8% 42% 2.07
 
 
 
 
84% 22.0 2.8% 21.4
CCI Crown Castle International 1.8 9% 20% 1.34
 
 
 
 
61% 198.6 4.1% 164.7
CUBE CubeSmart 21.2 49% 51% 1.60
 
 
 
 
29% 33.3 4.1% 58.9
CFR Cullen/Frost Bankers 4.4 17% 47% 2.07
 
 
 
 
75% 60.0 2.5% 18.3
CMI Cummins 6.2 26% 36% 1.86
 
 
 
 
91% 137.5 2.7% 18.3
CVS CVS Health 7.4 28% 27% 1.44
 
 
 
 
25% 296.8 2.6% 16.0
DRI Darden Restaurants 14.5 31% 56% 1.63
 
 
 
 
86% 94.5 2.9% 22.4
DDR DDR Corp -0.3 -1% 17% 1.41
 
 
 
 
5% 32.4 6.0% 0.0
DF Dean Foods -7.3 -33% 50% 2.41
 
 
 
 
51% 23.3 1.9% 14.5
DE Deere 11.0 45% 32% 1.69
 
 
 
 
91% 196.1 2.2% 23.6
DK Delek US Holdings 3.8 18% 83% 3.30
 
 
 
 
87% 33.4 2.5% 0.0
DLPH Delphi Automotive 2.2 14% 29% 2.13
 
 
 
 
83% 123.0 1.5% 18.7
DAL Delta Air Lines 11.7 45% 59% 2.41
 
 
 
 
66% 285.5 1.8% 8.0
DB Deutsche Bank -3.1 -30% 34% 2.94
 
 
 
 
79% 116.1 1.2% 0.0
DV DeVry Education Group 7.5 46% 61% 3.20
 
 
 
 
93% 22.1 1.1% 26.1
DEO Diageo ADR -6.9 -86% 8% 1.37
 
 
 
 
92% 25.2 2.1% 23.5
DKS Dick's Sporting Goods 1.7 7% 53% 2.36
 
 
 
 
36% 97.1 1.5% 18.3
DBD Diebold Nixdorf -10.5 -116% 18% 2.24
 
 
 
 
76% 21.6 1.4% 0.0
DLR Digital Realty Trust 35.5 59% 69% 1.56
 
 
 
 
66% 109.9 3.6% 47.2
DFS Discover Financial Services 4.9 23% 27% 1.63
 
 
 
 
72% 105.5 1.8% 11.7
DG Dollar General 5.8 21% 45% 1.98
 
 
 
 
10% 247.9 1.5% 15.7
D Dominion Resources (Virginia) -2.6 -18% 13% 1.30
 
 
 
 
90% 180.5 3.9% 22.8
DPZ Domino's Pizza 40.0 80% 72% 1.83
 
 
 
 
88% 165.1 1.0% 42.5
DEI Douglas Emmett 8.7 33% 27% 1.44
 
 
 
 
79% 23.9 2.4% 69.3
DOV Dover 5.6 39% 21% 1.86
 
 
 
 
79% 82.3 2.3% 24.0
DOW Dow Chemical -1.5 -8% 29% 1.89
 
 
 
 
90% 363.8 2.9% 20.2
DHI D.R. Horton -3.8 -16% 46% 2.20
 
 
 
 
83% 108.9 1.2% 13.4
DPS Dr Pepper Snapple Group 29.2 57% 47% 1.33
 
 
 
 
90% 60.5 2.4% 21.4
DSW DSW Cl A -11.6 -100% 32% 2.70
 
 
 
 
8% 20.8 4.2% 12.8
DTE DTE Energy 13.3 48% 26% 1.33
 
 
 
 
96% 57.2 3.2% 21.2
DUK Duke Energy 2.4 9% 24% 1.31
 
 
 
 
71% 167.7 4.1% 26.6
DRE Duke Realty 22.1 50% 45% 1.45
 
 
 
 
64% 54.7 2.9% 29.8
DNB Dun&Bradstreet 9.4 40% 36% 1.88
 
 
 
 
11% 32.6 1.9% 38.2
DFT Dupont Fabros Technology 28.6 50% 81% 1.80
 
 
 
 
81% 22.0 4.1% 29.7
EMN Eastman Chemical -5.3 -36% 23% 1.90
 
 
 
 
75% 62.0 2.6% 13.2
ETN Eaton 2.5 16% 22% 1.79
 
 
 
 
92% 186.2 2.1% 17.3
EV Eaton Vance 15.2 76% 33% 1.97
 
 
 
 
78% 29.0 2.5% 20.8
ECL Ecolab -1.0 -9% 11% 1.42
 
 
 
 
86% 121.8 1.2% 29.8
EIX Edison International 18.4 56% 32% 1.37
 
 
 
 
98% 100.1 2.7% 20.3
DD E.I. DuPont de Nemours 13.8 55% 33% 1.72
 
 
 
 
89% 184.9 1.9% 27.9
LLY Eli Lilly 4.0 16% 34% 1.75
 
 
 
 
91% 201.7 2.5% 33.0
EMR Emerson Electric 4.9 32% 18% 1.61
 
 
 
 
64% 177.4 3.3% 25.1
ENH Endurance Specialty Holdings 22.2 70% 49% 1.92
 
 
 
 
99% 152.9 1.6% 18.9
ETE Energy Transfer Equity 7.8 51% 131% 4.93
 
 
 
 
92% 121.1 6.0% 20.3
ETP Energy Transfer Partners 3.4 26% 47% 3.20
 
 
 
 
50% 65.5 11.8% 0.0
ETR Entergy 4.3 14% 31% 1.43
 
 
 
 
66% 95.2 4.5% 0.0
EPD Enterprise Products Partners 3.1 27% 25% 2.37
 
 
 
 
52% 109.0 6.1% 22.6
EPR EPR Properties 21.5 58% 40% 1.51
 
 
 
 
43% 21.3 5.6% 23.0
EFX Equifax 24.5 56% 46% 1.47
 
 
 
 
93% 44.5 1.2% 33.7
ELS Equity Lifestyle Properties 33.2 64% 50% 1.36
 
 
 
 
71% 20.1 2.5% 40.5
EQR Equity Residential 12.0 42% 29% 1.43
 
 
 
 
27% 107.7 3.2% 61.0
ESS Essex Property Trust 7.3 29% 26% 1.42
 
 
 
 
95% 66.2 3.0% 37.8
EL Estee Lauder Cl A 13.6 54% 27% 1.49
 
 
 
 
48% 160.0 1.6% 29.7
RE Everest Re Group 26.2 81% 25% 1.16
 
 
 
 
90% 27.5 2.1% 9.8
ES Eversource Energy 12.0 41% 27% 1.35
 
 
 
 
96% 77.4 3.2% 20.3
EXC Exelon 6.1 27% 30% 1.72
 
 
 
 
80% 125.7 3.6% 29.4
EXR Extra Space Storage 26.1 59% 52% 1.58
 
 
 
 
26% 41.4 4.2% 26.8
XOM Exxon Mobil -1.4 -10% 15% 1.47
 
 
 
 
6% 711.0 3.7% 43.4
FDS FactSet Research Systems 18.8 47% 41% 1.43
 
 
 
 
82% 37.2 1.1% 20.9
FRT Federal Realty Investment Trust 9.0 31% 26% 1.29
 
 
 
 
19% 52.4 2.9% 44.1
FNF Fidelity National Financial -19.3 -64% 35% 1.57
 
 
 
 
95% 55.7 2.6% 20.5
FIS Fidelity National Information Servi 15.4 51% 35% 1.57
 
 
 
 
83% 93.4 1.5% 46.3
FE FirstEnergy -3.8 -25% 20% 1.71
 
 
 
 
28% 98.3 4.6% 0.0
FHN First Horizon National 16.2 49% 49% 1.84
 
 
 
 
68% 40.2 2.0% 19.3
FLO Flowers Foods -2.0 -9% 41% 2.15
 
 
 
 
76% 22.0 3.3% 25.2
FLS Flowserve 0.0 0% 12% 2.18
 
 
 
 
49% 44.8 1.7% 41.1
FLR Fluor 0.4 6% 14% 2.18
 
 
 
 
52% 86.9 1.6% 25.9
FMC FMC 5.3 28% 35% 2.14
 
 
 
 
94% 63.6 1.1% 39.4
FNB F.N.B. 7.4 37% 27% 1.76
 
 
 
 
60% 56.2 3.3% 18.6
FMX Fomento Economico Mexicano ADR -7.2 -76% 14% 1.84
 
 
 
 
65% 32.7 1.4% 28.9
FL Foot Locker 27.4 81% 53% 1.93
 
 
 
 
76% 85.1 1.7% 14.8
F Ford Motor -5.2 -63% 11% 1.78
 
 
 
 
17% 502.3 5.2% 10.1
FBHS Fortune Brands Home&Security 8.4 36% 33% 1.80
 
 
 
 
67% 104.5 1.2% 23.3
FNV Franco-Nevada -1.0 -5% 67% 2.98
 
 
 
 
40% 33.5 1.4% 123.0
BEN Franklin Resources 1.1 11% 15% 1.87
 
 
 
 
78% 79.7 1.9% 13.9
GME GameStop Cl A -4.4 -42% 31% 2.85
 
 
 
 
4% 329.2 7.3% 5.5
GPS Gap -7.0 -62% 29% 2.59
 
 
 
 
46% 81.1 4.0% 13.8
GD General Dynamics 30.6 72% 40% 1.35
 
 
 
 
90% 274.5 1.8% 19.6
GE General Electric -0.4 -2% 23% 1.37
 
 
 
 
32% 788.8 3.2% 28.7
GIS General Mills 10.4 39% 23% 1.23
 
 
 
 
4% 167.2 3.3% 21.9
GM General Motors -2.2 -10% 32% 1.88
 
 
 
 
64% 556.6 4.4% 5.8
GEL Genesis Energy -5.7 -60% 30% 2.91
 
 
 
 
20% 20.7 9.0% 31.3
GPC Genuine Parts 3.6 16% 21% 1.37
 
 
 
 
32% 48.0 2.9% 20.2
GEO GEO Group 2.9 11% 84% 2.96
 
 
 
 
90% 66.6 6.1% 23.0
GGP GGP 0.4 1% 31% 1.56
 
 
 
 
7% 80.6 3.8% 17.4
GSK GlaxoSmithKline ADR -2.4 -29% 8% 1.39
 
 
 
 
61% 84.9 5.4% 89.9
GG Goldcorp -3.8 -29% 58% 3.55
 
 
 
 
46% 69.4 1.5% 58.1
GS Goldman Sachs Group 26.4 70% 50% 1.72
 
 
 
 
77% 1445.7 1.1% 14.0
GPK Graphic Packaging Holding 5.3 22% 34% 1.83
 
 
 
 
30% 88.6 2.4% 18.0
GXP Great Plains Energy 1.7 7% 23% 1.38
 
 
 
 
44% 41.0 3.8% 17.9
BSMX Grupo Financiero Santander Mexico A -7.8 -64% 28% 2.42
 
 
 
 
61% 36.5 5.5% 13.8
HAL Halliburton 6.2 28% 55% 2.54
 
 
 
 
63% 469.7 1.5% 0.0
HBI Hanesbrands 10.7 51% 46% 2.35
 
 
 
 
13% 57.9 2.9% 14.5
HOG Harley-Davidson -1.1 -8% 29% 2.29
 
 
 
 
85% 45.2 2.4% 15.8
HRS Harris Corp. 18.5 56% 38% 1.56
 
 
 
 
95% 55.3 1.9% 20.8
HIG Hartford Financial Services Group 8.1 31% 30% 1.56
 
 
 
 
74% 122.6 1.9% 21.1
HCP HCP -5.3 -30% 26% 1.88
 
 
 
 
33% 142.8 4.8% 23.0
HLS HealthSouth 1.3 7% 32% 2.04
 
 
 
 
84% 23.9 2.3% 16.3
HP Helmerich&Payne -0.3 -3% 47% 3.09
 
 
 
 
31% 96.2 4.3% 0.0
HLF Herbalife -8.4 -51% 83% 3.75
 
 
 
 
38% 23.5 2.1% 18.9
HSY Hershey 5.1 28% 21% 1.56
 
 
 
 
67% 84.1 2.3% 32.2
HES Hess Corp. -6.6 -47% 43% 2.89
 
 
 
 
4% 119.6 2.2% 0.0
HCLP Hi-Crush Partners 2.3 15% 182% 5.95
 
 
 
 
58% 32.8 12.4% 0.0
HRC Hill-Rom Holdings 24.1 73% 41% 1.65
 
 
 
 
98% 22.8 1.0% 32.8
HLT Hilton Worldwide Holdings 1.5 11% 27% 2.26
 
 
 
 
88% 61.8 1.0% 56.1
HFC HollyFrontier -7.4 -54% 43% 2.90
 
 
 
 
29% 75.2 5.0% 0.0
HD Home Depot 26.6 61% 43% 1.40
 
 
 
 
92% 680.4 2.4% 22.9
HON Honeywell International 7.3 48% 14% 1.35
 
 
 
 
88% 241.4 2.1% 20.4
HRL Hormel Foods 17.1 41% 49% 1.57
 
 
 
 
12% 62.0 2.0% 20.9
HST Host Hotels&Resorts 9.7 58% 26% 1.92
 
 
 
 
63% 97.0 4.4% 17.7
HPQ HP 8.4 43% 39% 2.24
 
 
 
 
91% 111.4 3.1% 11.9
HRB H&R Block -5.3 -46% 24% 2.28
 
 
 
 
42% 62.2 3.9% 16.1
HSBC HSBC Holdings ADR 1.4 6% 27% 1.60
 
 
 
 
77% 70.2 10.4% 62.2
HPP Hudson Pacific Properties 16.1 46% 39% 1.54
 
 
 
 
77% 31.0 2.9% 143.4
HII Huntington Ingalls Industries 33.4 71% 70% 1.87
 
 
 
 
82% 54.9 1.2% 16.9
HUN Huntsman 7.7 40% 78% 3.31
 
 
 
 
93% 55.4 2.2% 16.7
IBN ICICI Bank ADR 9.2 61% 39% 2.61
 
 
 
 
84% 47.3 1.8% 19.4
ITW Illinois Tool Works 25.9 64% 35% 1.27
 
 
 
 
91% 131.9 2.0% 23.3
INFY Infosys ADR -2.0 -8% 38% 1.96
 
 
 
 
32% 63.0 2.1% 16.8
IR Ingersoll-Rand 3.8 14% 34% 1.65
 
 
 
 
87% 74.6 2.0% 14.1
ING ING Groep ADR 2.8 15% 41% 2.37
 
 
 
 
87% 46.9 6.1% 0.0
INGR Ingredion 25.9 54% 55% 1.56
 
 
 
 
47% 50.2 1.7% 18.6
ICE Intercontinental Exchange 5.1 23% 28% 1.64
 
 
 
 
87% 146.5 1.3% 25.2
IBM International Business Machines -4.1 -23% 19% 1.47
 
 
 
 
78% 540.9 3.2% 14.0
IFF International Flavors&Fragrances 7.5 28% 32% 1.61
 
 
 
 
66% 87.8 1.9% 26.4
IP International Paper 7.4 28% 36% 1.77
 
 
 
 
59% 102.2 3.6% 23.3
IPG Interpublic Group 7.8 30% 32% 1.61
 
 
 
 
68% 69.0 3.0% 16.2
IVZ INVESCO 5.6 68% 14% 2.01
 
 
 
 
68% 102.4 3.7% 14.8
IRM Iron Mountain 4.3 10% 71% 2.00
 
 
 
 
37% 45.2 6.3% 78.3
JBL Jabil Circuit 0.8 3% 52% 2.14
 
 
 
 
96% 54.9 1.1% 35.7
JEC Jacobs Engineering Group 2.0 11% 30% 1.93
 
 
 
 
59% 35.3 1.1% 29.4
SJM J.M. Smucker 10.8 32% 33% 1.38
 
 
 
 
31% 85.6 2.3% 23.2
JCI Johnson Controls International 0.3 2% 21% 1.65
 
 
 
 
64% 239.5 2.4% 0.0
JNJ Johnson&Johnson 8.1 33% 18% 1.11
 
 
 
 
83% 785.1 2.6% 21.3
JPM JPMorgan Chase 21.5 68% 39% 1.65
 
 
 
 
82% 1358.8 2.3% 14.1
JNPR Juniper Networks 6.0 29% 39% 2.17
 
 
 
 
83% 72.6 1.4% 18.0
KSU Kansas City Southern -2.2 -15% 25% 2.08
 
 
 
 
17% 62.2 1.6% 18.7
KS KapStone Paper&Packaging 5.1 34% 66% 3.54
 
 
 
 
84% 26.9 1.8% 25.7
KAR KAR Auction Services 9.1 28% 34% 1.47
 
 
 
 
69% 30.6 2.9% 27.2
K Kellogg 6.0 22% 25% 1.32
 
 
 
 
14% 212.3 2.9% 37.4
KMT Kennametal 14.3 69% 56% 2.66
 
 
 
 
85% 23.9 2.2% 0.0
KEY KeyCorp 11.3 40% 47% 2.00
 
 
 
 
75% 156.6 2.0% 21.3
KMB Kimberly-Clark 13.7 43% 26% 1.21
 
 
 
 
77% 196.9 2.9% 22.2
KIM Kimco Realty 4.1 14% 31% 1.44
 
 
 
 
10% 69.9 4.8% 50.7
KMI Kinder Morgan 3.9 26% 42% 2.71
 
 
 
 
67% 211.8 2.4% 84.6
KGC Kinross Gold 0.8 5% 121% 4.69
 
 
 
 
17% 24.4 4.7% 0.0
KKR KKR 1.3 9% 28% 2.21
 
 
 
 
95% 37.4 3.5% 33.7
KSS Kohl's 7.0 38% 51% 2.69
 
 
 
 
14% 126.6 5.9% 12.0
PHG Koninklijke Philips ADR -1.3 -15% 11% 1.70
 
 
 
 
98% 105.6 2.7% 18.6
KR Kroger 17.0 43% 50% 1.67
 
 
 
 
7% 235.0 1.7% 17.9
LHO LaSalle Hotel Properties 9.8 47% 36% 2.06
 
 
 
 
66% 28.1 6.3% 24.8
LVS Las Vegas Sands 2.5 18% 34% 2.55
 
 
 
 
65% 110.1 5.3% 26.5
LAZ Lazard 3.4 21% 41% 2.55
 
 
 
 
90% 37.6 3.4% 15.4
LB L Brands 14.5 48% 52% 2.05
 
 
 
 
1% 115.2 5.1% 11.9
LEA Lear Corp. 14.8 46% 52% 1.96
 
 
 
 
79% 74.8 1.5% 10.4
LEG Leggett&Platt 13.0 31% 45% 1.47
 
 
 
 
57% 31.7 2.7% 18.2
LDOS Leidos Holdings 25.6 73% 67% 2.18
 
 
 
 
86% 34.6 2.4% 21.9
LII Lennox International 27.1 57% 52% 1.51
 
 
 
 
92% 31.1 1.0% 26.8
LSI Life Storage 13.2 40% 35% 1.48
 
 
 
 
17% 27.4 4.5% 41.1
LNC Lincoln National 16.8 64% 54% 2.29
 
 
 
 
75% 134.8 1.8% 12.7
LMT Lockheed Martin 28.5 71% 34% 1.25
 
 
 
 
87% 227.3 2.7% 20.5
LOW Lowe's 13.0 33% 46% 1.59
 
 
 
 
91% 277.8 1.7% 23.8
LYB LyondellBasell Industries -9.7 -48% 43% 2.32
 
 
 
 
64% 144.0 3.9% 9.6
MAC Macerich 10.7 34% 37% 1.59
 
 
 
 
5% 60.9 4.5% 91.2
MIC Macquarie Infrastructure 19.4 50% 55% 1.81
 
 
 
 
73% 28.8 6.6% 42.8
M Macy's -6.1 -55% 25% 2.41
 
 
 
 
2% 118.7 5.4% 14.1
MMP Magellan Midstream Partners 5.4 35% 30% 2.18
 
 
 
 
71% 39.9 4.5% 21.8
MGA Magna International 6.5 44% 27% 2.14
 
 
 
 
69% 38.7 2.6% 6.3
MAN ManpowerGroup 6.4 23% 51% 2.15
 
 
 
 
91% 43.1 1.7% 15.8
MFC Manulife Financial -4.7 -25% 31% 1.98
 
 
 
 
71% 81.4 3.6% 12.4
MRO Marathon Oil 1.9 15% 64% 3.85
 
 
 
 
51% 169.7 1.4% 0.0
MPC Marathon Petroleum 2.8 15% 50% 2.69
 
 
 
 
75% 171.4 3.0% 22.1
VAC Marriott Vacations Worldwide 24.6 69% 74% 2.30
 
 
 
 
94% 21.5 1.4% 20.0
MMC Marsh&McLennan 12.8 51% 20% 1.15
 
 
 
 
94% 151.0 1.8% 22.1
MAS Masco 15.6 51% 49% 1.96
 
 
 
 
59% 54.8 1.2% 23.1
MKC McCormick 2.5 7% 28% 1.23
 
 
 
 
64% 52.3 1.9% 27.3
MCD McDonald's 13.8 41% 27% 1.19
 
 
 
 
88% 451.0 2.9% 23.9
MJN Mead Johnson Nutrition 1.6 10% 28% 2.01
 
 
 
 
76% 110.7 1.9% 30.2
MPW Medical Properties Trust -3.4 -12% 39% 1.75
 
 
 
 
28% 40.4 7.5% 14.7
MDT Medtronic 6.8 27% 27% 1.47
 
 
 
 
58% 234.8 2.1% 28.6
MRK Merck&Co 7.1 49% 17% 1.55
 
 
 
 
75% 562.9 3.0% 45.3
MDP Meredith 16.1 63% 41% 1.97
 
 
 
 
86% 46.9 3.3% 30.2
MET MetLife 0.3 2% 29% 2.00
 
 
 
 
72% 249.0 3.1% 85.3
MAA Mid-America Apartment Communities 20.1 59% 36% 1.46
 
 
 
 
68% 34.8 3.4% 38.7
MBT Mobile TeleSystems ADR -0.7 -4% 71% 3.55
 
 
 
 
98% 27.5 3.3% 17.9
TAP Molson Coors Brewing Cl B 14.2 40% 52% 1.84
 
 
 
 
33% 55.6 1.7% 10.6
MON Monsanto 0.3 3% 14% 1.61
 
 
 
 
92% 143.3 1.9% 31.0
MCO Moody's 4.7 18% 32% 1.66
 
 
 
 
94% 99.6 1.4% 87.2
MS Morgan Stanley 21.6 67% 57% 2.07
 
 
 
 
80% 451.8 1.9% 14.5
MOS Mosaic -1.9 -22% 22% 2.55
 
 
 
 
52% 61.3 3.8% 34.2
MSI Motorola Solutions -5.6 -20% 31% 1.52
 
 
 
 
84% 76.9 2.3% 25.6
MPLX MPLX 5.6 40% 65% 3.60
 
 
 
 
70% 22.0 5.9% 0.0
MSCI MSCI 34.6 75% 54% 1.58
 
 
 
 
69% 42.4 1.2% 36.1
MSM MSC Industrial Direct 23.5 62% 42% 1.54
 
 
 
 
86% 30.8 1.8% 26.3
MTB M&T Bank 7.4 30% 30% 1.62
 
 
 
 
72% 116.2 1.9% 19.9
MWA Mueller Water Products 0.8 4% 47% 2.39
 
 
 
 
50% 26.3 1.4% 30.3
MUR Murphy Oil -2.4 -21% 52% 3.59
 
 
 
 
18% 56.5 3.9% 0.0
NBR Nabors Industries -0.8 -5% 100% 4.36
 
 
 
 
44% 81.7 1.9% 0.0
NFG National Fuel Gas -3.1 -18% 21% 1.67
 
 
 
 
90% 50.8 2.7% 0.0
NGG National Grid ADR -3.6 -47% 7% 1.35
 
 
 
 
38% 49.6 5.0% 16.3
NNN National Retail Properties 6.2 17% 37% 1.45
 
 
 
 
29% 25.1 4.2% 36.6
NWL Newell Brands 9.5 29% 47% 1.82
 
 
 
 
39% 114.0 1.6% 40.7
NRZ New Residential Investment 28.6 73% 61% 1.92
 
 
 
 
89% 49.1 11.6% 7.9
NYCB New York Community Bancorp 1.1 6% 20% 1.51
 
 
 
 
4% 63.3 4.9% 13.6
NEE NextEra Energy 7.3 27% 25% 1.33
 
 
 
 
98% 185.7 3.0% 21.4
NLSN Nielsen Holdings -3.7 -28% 16% 1.67
 
 
 
 
6% 81.2 3.0% 29.9
NKE Nike Cl B 13.8 41% 44% 1.70
 
 
 
 
54% 785.0 1.3% 23.5
NI NiSource 23.0 55% 47% 1.54
 
 
 
 
47% 55.0 2.9% 23.9
NBL Noble Energy -1.9 -24% 25% 2.88
 
 
 
 
30% 121.0 1.2% 0.0
NOK Nokia ADR -5.9 -71% 18% 2.35
 
 
 
 
59% 41.3 5.4% 0.0
JWN Nordstrom 3.2 17% 41% 2.38
 
 
 
 
25% 87.9 3.5% 20.8
NSC Norfolk Southern 6.7 26% 39% 1.90
 
 
 
 
69% 135.3 2.2% 19.7
NOC Northrop Grumman 37.6 75% 49% 1.39
 
 
 
 
72% 171.3 1.5% 19.4
NVS Novartis ADR -0.4 -3% 15% 1.35
 
 
 
 
45% 120.9 3.7% 26.7
NVO Novo Nordisk ADR -5.5 -35% 25% 1.95
 
 
 
 
10% 53.9 2.0% 15.3
NUE Nucor 5.5 24% 41% 2.09
 
 
 
 
64% 167.6 2.5% 26.1
NUS Nu Skin Enterprises Cl A 0.9 5% 77% 3.49
 
 
 
 
59% 34.8 2.7% 21.4
OXY Occidental Petroleum -3.3 -46% 11% 1.88
 
 
 
 
10% 256.2 4.8% 0.0
OII Oceaneering International -0.1 -5% 8% 2.76
 
 
 
 
18% 39.5 2.4% 96.2
OGE OGE Energy 5.2 34% 17% 1.51
 
 
 
 
83% 70.9 3.4% 21.0
OLN Olin 11.3 45% 79% 2.88
 
 
 
 
97% 49.1 2.4% 0.0
OHI Omega Healthcare Investors 2.9 16% 23% 1.69
 
 
 
 
43% 36.3 7.7% 17.9
OMC Omnicom Group 0.5 3% 17% 1.32
 
 
 
 
62% 146.8 2.6% 17.6
OKE ONEOK 8.1 32% 90% 3.09
 
 
 
 
80% 142.0 4.6% 32.1
OKS ONEOK Partners 13.3 74% 61% 3.04
 
 
 
 
81% 32.7 6.1% 23.0
ORCL Oracle 1.1 9% 14% 1.54
 
 
 
 
75% 570.1 1.7% 21.3
OA Orbital ATK 0.1 2% 28% 3.31
 
 
 
 
86% 29.7 1.3% 20.9
OSK Oshkosh 4.0 15% 63% 2.52
 
 
 
 
82% 29.1 1.2% 22.9
OC Owens Corning 14.9 59% 41% 1.96
 
 
 
 
91% 46.1 1.3% 18.0
OMI Owens&Minor 1.4 10% 16% 1.47
 
 
 
 
33% 20.2 3.0% 19.3
OXM Oxford Industries -16.8 -83% 55% 2.68
 
 
 
 
26% 44.6 1.9% 17.9
PKG Packaging of America 9.9 33% 52% 2.03
 
 
 
 
83% 67.3 2.8% 19.1
PH Parker Hannifin 14.5 53% 36% 1.71
 
 
 
 
94% 167.4 1.7% 24.2
PBF PBF Energy -1.6 -10% 66% 3.35
 
 
 
 
8% 48.6 5.8% 12.0
PEB Pebblebrook Hotel Trust 5.1 28% 34% 2.12
 
 
 
 
56% 24.7 5.4% 43.9
PNR Pentair -1.2 -11% 18% 1.99
 
 
 
 
62% 39.0 2.3% 21.3
PEP PepsiCo 8.7 46% 13% 1.03
 
 
 
 
98% 420.4 2.7% 25.7
PFE Pfizer -1.4 -7% 20% 1.36
 
 
 
 
58% 892.3 3.8% 29.2
PCG PG&E 19.1 64% 29% 1.39
 
 
 
 
96% 153.3 2.9% 24.6
PM Philip Morris International 12.0 36% 28% 1.24
 
 
 
 
90% 716.8 3.7% 25.0
PSX Phillips 66 4.2 24% 28% 1.95
 
 
 
 
23% 168.4 3.3% 26.5
DOC Physicians Realty Trust 11.8 33% 43% 1.60
 
 
 
 
48% 28.2 4.6% 88.5
PF Pinnacle Foods 31.1 77% 51% 1.66
 
 
 
 
93% 47.9 2.0% 32.5
PNW Pinnacle West Capital 22.7 60% 36% 1.34
 
 
 
 
97% 34.0 3.1% 21.4
PAGP Plains GP Holdings 1.0 10% 59% 4.01
 
 
 
 
65% 40.7 7.1% 0.0
PNC PNC Financial Services Group 19.2 59% 37% 1.55
 
 
 
 
77% 281.9 1.8% 16.3
PII Polaris Industries -3.0 -38% 17% 2.32
 
 
 
 
38% 61.4 2.8% 25.5
POT Potash of Saskatchewan -2.7 -42% 14% 2.30
 
 
 
 
36% 96.3 2.4% 32.2
PPG PPG Industries -8.3 -55% 18% 1.61
 
 
 
 
52% 129.6 1.5% 61.9
PPL PPL 8.1 35% 23% 1.38
 
 
 
 
70% 83.3 4.2% 13.5
PX Praxair -1.1 -16% 6% 1.28
 
 
 
 
54% 95.9 2.7% 22.3
PFG Principal Financial Group 19.5 72% 41% 1.88
 
 
 
 
91% 58.2 2.9% 13.8
PG Procter&Gamble 11.9 51% 17% 1.07
 
 
 
 
89% 723.2 3.0% 26.6
PGR Progressive Corp 34.2 88% 32% 1.20
 
 
 
 
88% 98.7 1.7% 22.4
PLD Prologis -0.2 -1% 30% 1.50
 
 
 
 
70% 108.2 3.5% 22.7
PB Prosperity Bancshares 0.6 2% 44% 2.18
 
 
 
 
72% 25.6 2.0% 17.3
PRU Prudential Financial -3.6 -14% 41% 1.98
 
 
 
 
81% 170.5 2.9% 10.9
PEG Public Service Enterprise Group 0.0 0% 24% 1.53
 
 
 
 
72% 83.0 3.8% 25.8
PSA Public Storage 20.4 53% 37% 1.39
 
 
 
 
29% 137.7 3.6% 32.7
PHM PulteGroup -3.6 -23% 28% 2.08
 
 
 
 
92% 76.4 1.5% 13.2
DGX Quest Diagnostics 17.8 53% 38% 1.55
 
 
 
 
96% 84.3 1.8% 21.9
RL Ralph Lauren Cl A -5.3 -86% 14% 2.42
 
 
 
 
11% 84.9 2.5% 45.7
RJF Raymond James Financial -0.8 -3% 47% 1.92
 
 
 
 
81% 59.0 1.2% 19.0
RYN Rayonier 1.9 15% 17% 1.75
 
 
 
 
69% 127.2 3.6% 16.2
RTN Raytheon 19.7 60% 32% 1.40
 
 
 
 
82% 277.9 1.9% 20.3
RLGY Realogy Holdings -2.6 -31% 16% 2.18
 
 
 
 
51% 42.0 1.2% 20.1
O Realty Income 8.2 19% 47% 1.51
 
 
 
 
34% 110.5 4.3% 53.1
RGC Regal Entertainment Group Cl A 6.6 29% 30% 1.69
 
 
 
 
53% 58.2 4.0% 20.6
REG Regency Centers 18.6 48% 37% 1.38
 
 
 
 
22% 53.9 3.0% 69.5
RF Regions Financial -0.7 -2% 55% 2.14
 
 
 
 
79% 202.6 1.8% 16.4
RS Reliance Steel&Aluminum 6.6 29% 39% 2.02
 
 
 
 
58% 37.7 2.3% 18.9
RSG Republic Services 37.5 82% 32% 1.05
 
 
 
 
93% 75.7 2.1% 35.3
RMD ResMed 18.9 52% 54% 1.85
 
 
 
 
90% 43.4 1.8% 31.1
RAI Reynolds American 42.0 71% 67% 1.56
 
 
 
 
99% 236.9 3.3% 14.7
RIO Rio Tinto ADR 3.6 25% 41% 2.77
 
 
 
 
70% 256.4 6.2% 16.9
RHI Robert Half International 13.8 54% 41% 1.96
 
 
 
 
83% 39.7 2.0% 18.1
ROK Rockwell Automation 9.3 39% 33% 1.77
 
 
 
 
92% 79.8 2.0% 26.3
COL Rockwell Collins -4.5 -19% 22% 1.38
 
 
 
 
86% 134.2 1.4% 17.3
RY Royal Bank of Canada 9.2 33% 28% 1.40
 
 
 
 
81% 74.4 3.7% 10.1
RCL Royal Caribbean Cruises 17.7 60% 73% 2.55
 
 
 
 
95% 88.2 2.0% 16.6
RDSB Royal Dutch Shell ADR B 2.5 17% 26% 2.07
 
 
 
 
66% 82.9 6.8% 51.3
RDSA Royal Dutch Shell ADR Cl A -0.3 -3% 17% 1.98
 
 
 
 
57% 147.2 7.2% 48.3
RES RPC 3.8 22% 77% 3.50
 
 
 
 
40% 29.7 1.2% 0.0
RPM RPM International 3.7 16% 26% 1.53
 
 
 
 
77% 21.1 2.2% 34.6
R Ryder System 4.9 31% 31% 2.24
 
 
 
 
54% 28.9 2.4% 14.8
RHP Ryman Hospitality Properties 17.7 57% 43% 1.77
 
 
 
 
70% 20.3 5.2% 19.9
SNY Sanofi ADR -4.0 -41% 13% 1.73
 
 
 
 
94% 94.4 3.5% 22.3
SAP SAP ADR 0.0 0% 26% 1.55
 
 
 
 
97% 41.5 1.3% 29.5
SCG Scana 19.4 49% 40% 1.42
 
 
 
 
16% 71.6 3.7% 16.1
SLB Schlumberger -0.3 -2% 22% 1.87
 
 
 
 
34% 740.0 2.6% 0.0
SMG Scotts Miracle-Gro 23.4 56% 43% 1.44
 
 
 
 
81% 42.9 2.2% 31.0
SEE Sealed Air 13.7 46% 46% 1.90
 
 
 
 
25% 93.7 1.4% 18.5
SEAS SeaWorld Entertainment -16.8 -102% 45% 2.70
 
 
 
 
63% 72.2 2.2% 0.0
SRE Sempra Energy 0.3 2% 14% 1.39
 
 
 
 
90% 103.4 2.9% 21.2
SCI Service International 23.9 59% 43% 1.48
 
 
 
 
80% 28.5 1.7% 33.7
SHW Sherwin-Williams 1.2 4% 38% 1.64
 
 
 
 
91% 104.1 1.1% 26.3
SBGL Sibanye Gold ADR -5.1 -24% 161% 4.67
 
 
 
 
18% 20.3 4.2% 7.7
SIG Signet Jewelers 3.1 20% 35% 2.40
 
 
 
 
10% 83.8 1.8% 9.7
SLW Silver Wheaton -2.1 -10% 86% 3.46
 
 
 
 
31% 76.2 1.4% 34.7
SPG Simon Property Group 11.5 42% 26% 1.36
 
 
 
 
7% 252.9 4.2% 30.0
SIX Six Flags Entertainment 13.2 34% 50% 1.69
 
 
 
 
73% 33.4 4.4% 47.3
SLG SL Green Realty -1.3 -5% 28% 1.60
 
 
 
 
50% 43.5 2.9% 45.6
SNA Snap-On 7.8 24% 35% 1.50
 
 
 
 
56% 96.5 1.7% 18.0
SO Southern 6.0 21% 23% 1.18
 
 
 
 
50% 254.4 4.4% 19.9
SWX Southwest Gas Holdings 20.8 49% 45% 1.46
 
 
 
 
86% 33.0 2.4% 26.2
SPB Spectrum Brands Holdings 20.9 54% 45% 1.57
 
 
 
 
93% 33.3 1.2% 25.3
SPGI S&P Global 12.6 35% 46% 1.66
 
 
 
 
91% 122.8 1.3% 16.3
SRC Spirit Realty Capital 3.4 13% 31% 1.58
 
 
 
 
5% 54.0 7.1% 104.3
SWK Stanley Black&Decker 12.5 41% 32% 1.44
 
 
 
 
82% 72.3 1.8% 20.1
STWD Starwood Property Trust 1.6 8% 18% 1.24
 
 
 
 
86% 93.2 8.5% 15.0
STT State Street 5.3 25% 33% 1.91
 
 
 
 
81% 182.0 2.0% 15.5
STO Statoil ADR 2.8 21% 34% 2.57
 
 
 
 
52% 22.7 5.2% 0.0
STL Sterling Bancorp 25.2 67% 57% 1.87
 
 
 
 
80% 56.0 1.2% 22.1
STM STMicroelectronics 22.1 68% 91% 2.74
 
 
 
 
99% 102.8 1.5% 181.9
SYK Stryker 17.2 55% 29% 1.35
 
 
 
 
96% 147.0 1.3% 30.4
SU Suncor Energy 3.2 17% 40% 2.34
 
 
 
 
61% 81.2 3.2% 117.4
SXL Sunoco Logistics Partners -2.5 -26% 33% 3.07
 
 
 
 
21% 26.2 8.7% 23.6
STI SunTrust Banks 7.1 25% 42% 1.85
 
 
 
 
74% 200.5 1.9% 15.3
SPN Superior Energy Services -6.7 -57% 71% 4.13
 
 
 
 
16% 46.7 2.4% 0.0
SYT Syngenta ADR 9.9 38% 45% 2.03
 
 
 
 
93% 39.2 2.5% 34.6
SYY Sysco 24.8 70% 32% 1.31
 
 
 
 
64% 153.3 2.5% 28.7
TSM Taiwan Semiconductor Manufacturing 16.8 52% 46% 1.81
 
 
 
 
93% 192.9 2.9% 16.4
TRGP Targa Resources 9.0 47% 119% 4.18
 
 
 
 
85% 95.8 6.4% 0.0
TGT Target -0.3 -1% 36% 1.71
 
 
 
 
1% 225.5 4.5% 11.3
TCB TCF Financial 6.9 34% 34% 1.99
 
 
 
 
51% 24.6 1.9% 13.9
TEL TE Connectivity 4.3 19% 27% 1.60
 
 
 
 
89% 69.8 2.0% 13.0
TGNA TEGNA 3.1 17% 34% 2.14
 
 
 
 
87% 35.5 2.2% 12.9
TS Tenaris ADR 3.2 20% 39% 2.48
 
 
 
 
63% 53.2 1.6% 326.5
TEN Tenneco -1.3 -8% 41% 2.48
 
 
 
 
65% 30.3 1.6% 9.6
TEX Terex 3.2 29% 55% 3.69
 
 
 
 
74% 37.5 1.1% 0.0
TSO Tesoro 13.0 43% 79% 2.61
 
 
 
 
46% 174.6 2.7% 13.1
TLLP Tesoro Logistics 1.6 15% 30% 2.75
 
 
 
 
61% 21.3 6.9% 28.1
TEVA Teva Pharmaceutical Industries ADR 4.0 33% 24% 2.19
 
 
 
 
3% 134.4 4.2% 204.4
TRI Thomson Reuters 11.6 58% 17% 1.27
 
 
 
 
74% 62.4 3.2% 22.6
THO Thor Industries 25.2 61% 64% 1.91
 
 
 
 
67% 52.8 1.4% 16.9
TIF Tiffany& 0.1 1% 34% 2.00
 
 
 
 
97% 124.3 1.9% 26.9
TWX Time Warner 17.1 60% 43% 1.90
 
 
 
 
94% 150.2 1.7% 19.8
TKR Timken 11.9 53% 40% 2.09
 
 
 
 
84% 39.2 2.4% 22.7
TSU TIM Participacoes ADR 4.3 26% 58% 3.11
 
 
 
 
95% 21.4 1.7% 35.5
TJX TJX 9.2 40% 26% 1.57
 
 
 
 
57% 215.8 1.3% 22.7
TD Toronto-Dominion Bank 9.3 36% 25% 1.35
 
 
 
 
57% 102.0 3.8% 10.1
TOT Total ADR -1.3 -20% 11% 1.98
 
 
 
 
73% 34.8 5.2% 19.4
TRP TransCanada 13.8 50% 39% 1.80
 
 
 
 
73% 75.8 4.1% 165.0
TRV Travelers Cos. 8.6 28% 24% 1.19
 
 
 
 
79% 154.5 2.2% 11.8
TRN Trinity Industries 4.8 31% 59% 3.24
 
 
 
 
69% 24.7 1.7% 11.5
TUP Tupperware Brands -2.0 -18% 23% 2.25
 
 
 
 
71% 26.0 4.4% 14.1
TWO Two Harbors Investment 5.1 31% 13% 1.19
 
 
 
 
94% 27.4 10.3% 9.5
TSN Tyson Foods Cl A 10.7 35% 56% 2.14
 
 
 
 
32% 102.7 1.4% 12.4
UDR UDR 16.5 59% 29% 1.44
 
 
 
 
62% 33.5 3.4% 125.2
UGI UGI 10.7 30% 37% 1.44
 
 
 
 
96% 24.4 1.9% 18.4
UL Unilever ADR -3.8 -23% 19% 1.56
 
 
 
 
97% 51.9 2.7% 25.0
UN Unilever ADR -4.9 -29% 21% 1.63
 
 
 
 
97% 71.5 2.7% 25.0
UNP Union Pacific 12.8 55% 31% 1.73
 
 
 
 
78% 268.1 2.3% 20.5
UNH UnitedHealth Group 32.1 71% 53% 1.59
 
 
 
 
85% 824.3 1.5% 22.1
UPS United Parcel Service Cl B -1.2 -7% 14% 1.23
 
 
 
 
25% 255.6 3.2% 27.1
UTX United Technologies -0.6 -3% 15% 1.30
 
 
 
 
85% 243.0 2.4% 18.3
UNM Unum Group 3.3 12% 40% 1.81
 
 
 
 
78% 40.8 1.8% 11.6
USB U.S. Bancorp 5.8 30% 19% 1.40
 
 
 
 
78% 299.3 2.1% 16.2
MTN Vail Resorts 36.3 68% 70% 1.72
 
 
 
 
91% 56.7 2.3% 43.0
VALE Vale ADR 6.3 36% 130% 4.61
 
 
 
 
69% 246.1 6.2% 12.8
VLO Valero Energy 2.3 9% 52% 2.34
 
 
 
 
77% 280.3 4.3% 13.4
VAL Valspar 5.0 17% 34% 1.59
 
 
 
 
94% 58.2 1.3% 26.4
VTR Ventas -0.2 -1% 42% 1.62
 
 
 
 
37% 168.3 4.9% 40.4
VER VEREIT -3.1 -26% 23% 2.21
 
 
 
 
16% 43.1 6.5% 0.0
VZ Verizon Communications -3.3 -16% 16% 1.16
 
 
 
 
34% 446.6 4.7% 15.4
VFC VF 2.5 22% 15% 1.73
 
 
 
 
33% 224.1 3.1% 18.5
VNO Vornado Realty Trust 0.2 1% 22% 1.38
 
 
 
 
57% 90.1 2.8% 23.3
WMT Wal-Mart Stores 2.3 12% 18% 1.38
 
 
 
 
55% 393.6 2.9% 15.1
DIS Walt Disney 12.0 36% 33% 1.40
 
 
 
 
96% 507.1 1.4% 20.2
WM Waste Management 38.9 69% 40% 1.06
 
 
 
 
91% 111.8 2.4% 27.3
WSO Watsco 12.6 36% 40% 1.57
 
 
 
 
54% 26.8 2.9% 28.5
WBS Webster Financial 25.3 72% 57% 1.96
 
 
 
 
71% 55.9 2.0% 22.8
WEC WEC Energy Group 4.6 13% 36% 1.40
 
 
 
 
60% 95.1 3.4% 20.7
WRI Weingarten Realty Investors 3.1 12% 26% 1.40
 
 
 
 
21% 34.4 4.6% 30.9
WFC Wells Fargo 3.8 22% 19% 1.52
 
 
 
 
75% 1143.3 2.7% 14.0
HCN Welltower 3.6 12% 35% 1.61
 
 
 
 
49% 87.6 5.0% 38.7
WR Westar Energy 27.9 52% 48% 1.29
 
 
 
 
68% 27.0 2.9% 22.4
WNR Western Refining 7.1 36% 76% 3.24
 
 
 
 
75% 52.1 4.4% 26.9
WU Western Union 8.0 36% 28% 1.69
 
 
 
 
47% 68.3 3.5% 40.5
WLK Westlake Chemical 2.7 12% 58% 2.65
 
 
 
 
88% 43.2 1.2% 21.1
WY Weyerhaeuser -4.6 -22% 25% 1.64
 
 
 
 
84% 90.1 3.7% 25.6
WGL WGL Holdings 31.1 58% 63% 1.59
 
 
 
 
95% 24.4 2.5% 26.7
WHR Whirlpool 4.8 18% 48% 2.09
 
 
 
 
50% 88.2 2.4% 14.7
WMB Williams 1.8 13% 100% 4.43
 
 
 
 
78% 138.6 4.2% 0.0
WPZ Williams Partners 4.7 28% 83% 3.69
 
 
 
 
91% 29.3 8.5% 0.0
WSM Williams-Sonoma 4.3 35% 23% 2.11
 
 
 
 
12% 44.0 3.3% 14.0
GRA W.R. Grace -8.5 -160% 7% 1.67
 
 
 
 
30% 42.1 1.2% 55.7
GWW W.W. Grainger -5.5 -44% 14% 1.54
 
 
 
 
62% 88.6 2.0% 24.4
WYN Wyndham Worldwide 6.5 37% 24% 1.74
 
 
 
 
90% 65.0 2.8% 15.2
XEL Xcel Energy 15.0 44% 31% 1.31
 
 
 
 
91% 95.9 3.2% 20.3
XRX Xerox -2.1 -22% 19% 2.24
 
 
 
 
75% 47.7 3.5% 0.0
XL XL Group 13.1 67% 18% 1.33
 
 
 
 
86% 44.6 2.2% 0.0
XYL Xylem -4.0 -14% 34% 1.57
 
 
 
 
62% 63.6 1.5% 34.1
YUM Yum! Brands 9.1 42% 32% 1.86
 
 
 
 
57% 205.6 1.9% 15.9
FOXA 21st Century Fox Cl A 2.5 19% 18% 1.78
 
 
 
 
96% 322.7 1.1% 19.2
FOX 21st Century Fox Cl B 4.8 46% 14% 1.75
 
 
 
 
94% 76.0 1.2% 18.8
AGNC AGNC Investment 9.5 49% 14% 1.11
 
 
 
 
78% 45.0 11.0% 10.8
DOX Amdocs 13.5 54% 21% 1.23
 
 
 
 
98% 44.4 1.4% 23.1
AMGN Amgen -1.6 -7% 39% 1.97
 
 
 
 
63% 477.2 2.8% 16.2
AFSI AmTrust Financial Services 9.6 43% 52% 2.45
 
 
 
 
15% 65.4 3.7% 7.3
ADI Analog Devices 4.0 14% 46% 1.98
 
 
 
 
92% 179.1 2.2% 27.9
AAPL Apple 26.9 66% 57% 1.79
 
 
 
 
96% 3013.3 1.6% 16.8
AMAT Applied Materials 25.8 62% 76% 2.12
 
 
 
 
96% 348.3 1.0% 19.9
ADP Automatic Data Processing 16.1 50% 28% 1.29
 
 
 
 
91% 136.8 2.2% 27.7
OZRK Bank of The Ozarks 9.7 29% 68% 2.26
 
 
 
 
69% 51.0 1.4% 19.5
BEAV B/E Aerospace 7.0 48% 31% 2.31
 
 
 
 
96% 120.8 1.3% 20.8
BBBY Bed Bath&Beyond -0.1 -1% 14% 1.82
 
 
 
 
3% 60.6 1.3% 8.2
TECH Bio-Techne 4.2 20% 25% 1.64
 
 
 
 
48% 20.6 1.2% 49.4
BLMN Bloomin' Brands -10.2 -72% 32% 2.43
 
 
 
 
84% 35.3 1.7% 55.2
AVGO Broadcom 33.4 84% 103% 2.60
 
 
 
 
90% 514.1 1.9% 0.0
BRCD Brocade Communications Systems 6.8 32% 54% 2.59
 
 
 
 
100% 42.9 1.8% 44.7
CA CA -0.2 -1% 20% 1.52
 
 
 
 
47% 79.9 3.2% 16.9
CBOE CBOE Holdings 11.4 30% 39% 1.45
 
 
 
 
90% 46.9 1.3% 35.0
CDW CDW 34.8 72% 65% 1.74
 
 
 
 
85% 30.4 1.1% 22.6
CAKE Cheesecake Factory 5.7 22% 31% 1.62
 
 
 
 
81% 30.3 1.6% 21.7
PLCE Children's Place 9.7 29% 78% 2.43
 
 
 
 
95% 35.6 1.4% 21.8
CHRW C.H. Robinson Worldwide 3.6 10% 43% 1.55
 
 
 
 
76% 83.3 2.3% 21.6
CINF Cincinnati Financial 26.3 62% 36% 1.24
 
 
 
 
51% 35.8 2.8% 20.3
CTAS Cintas 27.9 58% 48% 1.40
 
 
 
 
91% 84.4 1.1% 26.8
CSCO Cisco Systems 8.7 28% 35% 1.56
 
 
 
 
95% 602.9 3.4% 17.5
CME CME Group Cl A 26.9 70% 42% 1.52
 
 
 
 
80% 171.1 2.2% 26.5
CMCSA Comcast Cl A 9.4 45% 20% 1.38
 
 
 
 
88% 650.2 1.7% 20.9
COST Costco Wholesale 21.5 57% 32% 1.26
 
 
 
 
68% 228.2 1.1% 30.6
CBRL Cracker Barrel Old Country Store 15.4 33% 61% 1.70
 
 
 
 
59% 28.8 2.9% 18.7
CSX CSX 30.6 102% 57% 2.16
 
 
 
 
85% 257.4 1.6% 25.6
CY Cypress Semiconductor 1.5 6% 71% 2.75
 
 
 
 
95% 174.8 3.0% 0.0
CONE CyrusOne 17.4 34% 79% 1.89
 
 
 
 
65% 48.4 3.3% 210.9
DNKN Dunkin' Brands Group -10.1 -43% 32% 1.78
 
 
 
 
86% 129.2 2.3% 26.4
EWBC East West Bancorp 7.4 23% 58% 2.07
 
 
 
 
75% 40.3 1.6% 17.0
EQIX Equinix 29.4 61% 64% 1.72
 
 
 
 
94% 554.0 2.1% 225.5
EXPD Expeditors International of Washing 3.7 17% 21% 1.43
 
 
 
 
86% 42.2 1.4% 23.7
FAST Fastenal -5.9 -29% 27% 1.72
 
 
 
 
87% 71.9 2.5% 29.3
FITB Fifth Third Bancorp 2.0 8% 43% 1.97
 
 
 
 
68% 146.6 2.3% 12.8
FINL Finish Line Cl A -9.2 -87% 35% 3.02
 
 
 
 
3% 168.2 3.4% 0.0
FTR Frontier Communications -0.6 -5% 40% 2.91
 
 
 
 
4% 161.9 20.1% 0.0
GLPI Gaming&Leisure Properties -5.3 -16% 36% 1.52
 
 
 
 
50% 35.3 7.7% 20.9
GRMN Garmin 7.7 45% 32% 2.14
 
 
 
 
71% 34.2 4.0% 19.0
GNTX Gentex 7.2 26% 36% 1.71
 
 
 
 
85% 45.5 1.7% 17.3
GILD Gilead Sciences 7.4 35% 42% 2.21
 
 
 
 
6% 391.0 3.1% 6.8
GT Goodyear Tire&Rubber -1.9 -9% 41% 2.21
 
 
 
 
90% 67.8 1.1% 7.6
HBHC Hancock Holding 9.2 33% 56% 2.22
 
 
 
 
80% 20.2 2.2% 23.3
HAS Hasbro 20.7 59% 54% 1.90
 
 
 
 
96% 87.5 2.3% 23.0
HIMX Himax Technologies ADR -4.6 -35% 80% 4.14
 
 
 
 
62% 54.2 1.4% 31.3
HBAN Huntington Bancshares 10.3 38% 42% 1.93
 
 
 
 
76% 170.7 2.4% 18.8
IBKC IBERIABANK 7.0 26% 44% 1.97
 
 
 
 
66% 27.3 1.9% 17.7
ILG ILG 1.6 10% 38% 2.41
 
 
 
 
96% 21.8 3.1% 7.1
INTC Intel 3.3 9% 49% 1.74
 
 
 
 
63% 763.5 3.1% 16.7
INTU Intuit 13.3 56% 29% 1.63
 
 
 
 
70% 213.8 1.1% 39.3
ISBC Investors Bancorp 12.9 46% 27% 1.35
 
 
 
 
71% 23.0 2.3% 22.3
JCOM j2 Global 13.7 50% 56% 2.25
 
 
 
 
78% 24.5 1.7% 26.8
JACK Jack in the Box 11.1 30% 77% 2.27
 
 
 
 
74% 44.1 1.6% 26.2
JBHT J.B. Hunt Transport Services 6.2 20% 32% 1.49
 
 
 
 
55% 82.2 1.0% 23.6
KLAC KLA-Tencor 20.8 57% 57% 1.92
 
 
 
 
96% 48.0 2.3% 17.4
LAMR Lamar Advertising Cl A 12.9 40% 33% 1.42
 
 
 
 
83% 38.2 4.4% 24.7
LRCX Lam Research 18.2 49% 67% 2.10
 
 
 
 
97% 251.9 1.4% 22.9
LECO Lincoln Electric Holdings 9.9 44% 31% 1.78
 
 
 
 
90% 28.8 1.6% 29.4
LOGM LogMeIn 10.5 32% 103% 2.90
 
 
 
 
78% 56.7 1.0% 961.5
LPLA LPL Financial Holdings -6.8 -45% 51% 3.02
 
 
 
 
85% 22.2 2.5% 18.5
MAR Marriott International 20.0 63% 43% 1.74
 
 
 
 
99% 209.9 1.3% 34.8
MRVL Marvell Technology Group 11.8 54% 57% 2.61
 
 
 
 
89% 94.2 1.5% 397.5
MAT Mattel 4.4 26% 33% 2.22
 
 
 
 
6% 69.3 6.0% 27.7
MXIM Maxim Integrated Products 9.2 39% 37% 1.95
 
 
 
 
92% 77.7 2.9% 26.1
MPEL Melco Crown Entertainment ADR 1.2 17% 29% 3.42
 
 
 
 
84% 36.3 1.9% 55.6
MEOH Methanex -4.2 -26% 62% 3.22
 
 
 
 
67% 51.9 2.5% 0.0
MCHP Microchip Technology 3.9 14% 44% 1.93
 
 
 
 
89% 146.0 2.0% 196.4
MSFT Microsoft 14.7 47% 42% 1.75
 
 
 
 
95% 1428.6 2.4% 30.7
MKSI MKS Instruments 21.4 45% 67% 1.79
 
 
 
 
93% 23.1 1.0% 35.1
MDLZ Mondelez International Cl A -4.2 -20% 28% 1.72
 
 
 
 
64% 256.9 1.7% 42.8
NDAQ Nasdaq 24.8 59% 44% 1.47
 
 
 
 
76% 57.6 1.8% 112.7
NTAP NetApp -0.3 -1% 50% 2.12
 
 
 
 
89% 108.5 1.9% 37.2
NTES Netease ADR 37.5 78% 146% 2.85
 
 
 
 
89% 252.9 1.4% 22.1
NXST Nexstar Media Group Cl A -2.0 -7% 81% 2.72
 
 
 
 
87% 31.7 1.7% 24.2
NTRS Northern Trust 7.4 28% 36% 1.74
 
 
 
 
82% 108.7 1.8% 20.0
NTRI Nutrisystem 32.9 104% 116% 3.16
 
 
 
 
94% 39.3 1.3% 44.6
PCAR Paccar 3.0 16% 27% 1.79
 
 
 
 
89% 82.2 1.4% 45.7
PACW PacWest Bancorp 5.1 21% 40% 2.02
 
 
 
 
72% 47.5 3.9% 17.7
PZZA Papa John's International 6.0 13% 85% 2.10
 
 
 
 
62% 76.2 1.1% 27.8
PDCO Patterson 1.6 9% 22% 1.64
 
 
 
 
58% 21.4 2.3% 24.4
PAYX Paychex 12.7 37% 29% 1.26
 
 
 
 
88% 78.1 3.0% 28.7
PBCT People's United Financial 12.3 51% 25% 1.44
 
 
 
 
67% 69.9 3.8% 19.6
POOL Pool 30.5 70% 47% 1.50
 
 
 
 
93% 21.1 1.0% 34.5
QCOM Qualcomm 0.6 5% 24% 2.13
 
 
 
 
33% 310.6 3.7% 17.4
GOLD Randgold Resources ADR -8.0 -37% 68% 2.92
 
 
 
 
36% 36.8 1.1% 36.7
RGLD Royal Gold -2.3 -11% 89% 3.39
 
 
 
 
47% 29.4 1.4% 409.9
SNI Scripps Networks Interactive Cl A 3.7 23% 23% 1.82
 
 
 
 
80% 39.6 1.5% 15.2
STX Seagate Technology 9.2 46% 71% 3.14
 
 
 
 
85% 236.8 5.6% 26.5
SEIC SEI Investments 3.7 11% 49% 1.87
 
 
 
 
80% 44.7 1.1% 24.7
SNH Senior Housing Properties Trust -0.3 -1% 42% 1.62
 
 
 
 
45% 28.2 7.8% 34.9
SIMO Silicon Motion Technology ADR 13.7 40% 126% 3.15
 
 
 
 
44% 26.5 1.8% 8.9
SBGI Sinclair Broadcast Group Cl A -6.0 -27% 55% 2.52
 
 
 
 
81% 45.7 1.8% 15.0
SWKS Skyworks Solutions 18.6 50% 117% 2.92
 
 
 
 
95% 122.2 1.2% 20.5
SLM SLM 20.2 69% 60% 2.27
 
 
 
 
87% 26.2 1.8% 22.1
SONC Sonic 5.7 28% 53% 2.61
 
 
 
 
12% 37.8 2.4% 17.2
SPLS Staples 3.1 16% 49% 2.58
 
 
 
 
30% 46.4 5.7% 0.0
SBUX Starbucks 16.7 44% 42% 1.51
 
 
 
 
55% 888.5 1.8% 29.1
STLD Steel Dynamics 8.2 23% 93% 2.61
 
 
 
 
66% 87.9 1.8% 21.7
AMTD TD Ameritrade Holding -2.6 -11% 43% 2.10
 
 
 
 
54% 83.4 1.9% 23.7
TXN Texas Instruments 15.0 44% 45% 1.73
 
 
 
 
93% 322.7 2.5% 23.9
TXRH Texas Roadhouse 1.0 3% 59% 1.99
 
 
 
 
47% 27.8 1.9% 26.9
TSCO Tractor Supply -0.2 -1% 36% 1.99
 
 
 
 
21% 103.1 1.4% 21.1
TROW T. Rowe Price Group -2.1 -27% 8% 1.50
 
 
 
 
30% 88.9 3.4% 14.5
UMPQ Umpqua Holdings 1.7 12% 19% 1.80
 
 
 
 
54% 35.0 3.7% 16.3
VIAB Viacom Cl B -2.9 -61% 12% 2.57
 
 
 
 
72% 156.2 1.9% 12.3
VOD Vodafone Group ADR -8.9 -91% 13% 1.69
 
 
 
 
26% 150.7 3.8% 0.0
WBA Walgreens Boots Alliance 2.5 11% 37% 1.91
 
 
 
 
59% 165.3 1.8% 22.0
WDC Western Digital 15.6 78% 60% 2.85
 
 
 
 
93% 675.8 2.6% 0.0
WFM Whole Foods Market -9.1 -58% 31% 2.23
 
 
 
 
16% 116.1 1.9% 20.8
WLTW Willis Towers Watson -2.0 -12% 17% 1.41
 
 
 
 
83% 92.7 1.6% 42.4
WIN Windstream Holdings 0.7 4% 74% 3.30
 
 
 
 
0% 20.6 4.0% 0.0
WYNN Wynn Resorts 1.0 11% 43% 3.56
 
 
 
 
93% 180.9 1.8% 47.0
XLNX Xilinx -0.3 -2% 32% 1.92
 
 
 
 
83% 80.3 2.3% 25.7
BTI British American Tobacco ADR -2.0 -10% 20% 1.42
 
 
 
 
96% 145.9 4.5% 9.7


Definition of Parameters:

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


Trend Quality

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


3-Yr Excess

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


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


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

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

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


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


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


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


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


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

For example:
•    http://sumgrowth.com/Data/SGSETFScreener-09-2013.csv for ETFs, and
•    http://sumgrowth.com/Data/SGSStockScreener-09-2013.csv for stocks.
 
Note: The last nine columns of the spreadsheet contain the Signature Ribbon data for the nine four-month periods prior to the date of the spreadsheet in the order of oldest to most recent, with values from 0.00 to 9.99. The value is proportional to the relative amount by which its performance exceeds the performance of the S&P500 during the period (or that of a money market fund if the S&P500 is trending negatively). There are no negative values because SectorSurfer's algorithm is inherently designed to ignore potentially negative contributors, thus rendering them of zero value.