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: 480

5/23/2017 3:02:31 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 24% 0% 1.00
 
 
 
 
98% 4612.1 2.1% 14.0
MMM 3M 16.5 57% 23% 1.20
 
 
 
 
96% 338.2 2.4% 24.0
ABB ABB ADR 7.0 31% 23% 1.46
 
 
 
 
98% 34.6 3.0% 24.4
ABT Abbott Laboratories -2.4 -14% 20% 1.58
 
 
 
 
77% 228.5 2.4% 45.0
ABBV AbbVie 4.8 26% 33% 2.06
 
 
 
 
79% 300.0 3.9% 17.0
ANF Abercrombie&Fitch -3.7 -38% 45% 3.59
 
 
 
 
13% 29.6 6.4% 250.0
ACN Accenture Cl A 17.1 57% 31% 1.46
 
 
 
 
79% 212.9 2.0% 20.5
AES AES -10.7 -71% 27% 2.09
 
 
 
 
24% 60.9 4.2% 0.0
AET Aetna 21.8 75% 44% 1.89
 
 
 
 
90% 309.1 1.4% 43.9
AFL AFLAC 0.0 0% 17% 1.23
 
 
 
 
71% 117.5 2.3% 12.0
APD Air Products&Chemicals 1.4 7% 23% 1.57
 
 
 
 
73% 115.0 2.7% 22.7
ALK Alaska Air Group 15.6 40% 81% 2.30
 
 
 
 
66% 72.1 1.4% 14.5
ALB Albemarle 19.9 62% 68% 2.32
 
 
 
 
94% 85.8 1.2% 25.6
ARE Alexandria Real Estate Equities 7.6 21% 37% 1.44
 
 
 
 
88% 42.5 2.8% 0.0
AGN Allergan 9.2 46% 40% 2.26
 
 
 
 
46% 382.4 1.3% 7.6
AB AllianceBernstein Holding -1.2 -6% 35% 2.10
 
 
 
 
12% 20.0 8.8% 9.7
LNT Alliant Energy 11.2 33% 32% 1.38
 
 
 
 
90% 58.3 3.1% 24.3
ALSN Allison Transmission Holdings 12.2 48% 31% 1.64
 
 
 
 
81% 28.2 1.6% 24.8
ALL Allstate 15.4 55% 23% 1.23
 
 
 
 
94% 173.5 1.8% 14.3
ALLY Ally Financial -4.5 -42% 18% 2.03
 
 
 
 
46% 71.8 1.7% 8.9
MO Altria Group 34.9 62% 47% 1.22
 
 
 
 
71% 558.1 3.4% 9.8
AMC AMC Entertainment Holding 4.9 16% 61% 2.23
 
 
 
 
6% 41.6 3.2% 27.1
AEE Ameren 12.2 38% 32% 1.40
 
 
 
 
98% 145.5 3.1% 21.1
AMX America Movil ADR 7.4 55% 29% 2.34
 
 
 
 
96% 56.7 1.7% 25.2
AEO American Eagle Outfitters -0.6 -3% 60% 2.96
 
 
 
 
6% 139.5 4.5% 10.3
AEP American Electric Power 6.6 22% 28% 1.34
 
 
 
 
86% 198.1 3.4% 48.6
AXP American Express 4.4 32% 17% 1.62
 
 
 
 
80% 206.7 1.7% 14.0
AFG American Financial Group 40.1 93% 32% 1.12
 
 
 
 
93% 56.8 1.3% 12.5
AIG American International Group 0.5 2% 24% 1.53
 
 
 
 
68% 502.0 2.1% 198.1
AMT American Tower REIT 2.1 8% 26% 1.43
 
 
 
 
88% 178.7 1.9% 62.5
AWK American Water Works 24.2 53% 42% 1.34
 
 
 
 
44% 55.2 2.2% 28.4
AMP Ameriprise Financial 16.9 82% 35% 2.00
 
 
 
 
80% 95.8 2.7% 15.2
ABC AmerisourceBergen 1.7 5% 42% 1.72
 
 
 
 
81% 115.8 1.6% 17.3
AU AngloGold Ashanti ADR -4.0 -25% 120% 4.64
 
 
 
 
19% 30.0 3.2% 76.1
BUD Anheuser-Busch InBev ADR -5.2 -39% 16% 1.60
 
 
 
 
53% 120.1 3.7% 168.1
NLY Annaly Capital Management 13.1 45% 22% 1.11
 
 
 
 
80% 53.1 10.3% 4.5
ANTM Anthem 17.9 49% 52% 1.81
 
 
 
 
89% 288.9 1.5% 17.1
AON Aon 4.5 19% 21% 1.27
 
 
 
 
99% 163.2 1.1% 25.1
AOS A.O. Smith 34.5 80% 61% 1.80
 
 
 
 
90% 42.5 1.0% 27.9
APA Apache -0.7 -5% 52% 3.13
 
 
 
 
17% 173.2 2.0% 0.0
AIV Apartment Investment&Management 9.5 40% 26% 1.53
 
 
 
 
46% 42.8 3.3% 359.0
APO Apollo Global Management Cl A 15.5 57% 50% 2.12
 
 
 
 
94% 53.4 7.3% 8.9
ARMK Aramark 5.2 27% 22% 1.55
 
 
 
 
79% 37.7 1.1% 28.6
ADM Archer Daniels Midland 0.5 3% 28% 1.89
 
 
 
 
28% 111.2 3.1% 17.4
AJG Arthur J. Gallagher 6.9 28% 19% 1.16
 
 
 
 
89% 38.7 2.8% 23.7
ASH Ashland Global Holdings 5.1 23% 24% 1.50
 
 
 
 
86% 118.6 1.4% 0.0
AIZ Assurant 17.5 57% 38% 1.65
 
 
 
 
77% 31.9 2.1% 12.2
AGO Assured Guaranty 9.0 29% 49% 1.92
 
 
 
 
78% 27.4 1.5% 4.5
ATO Atmos Energy 13.1 32% 39% 1.36
 
 
 
 
91% 31.3 2.2% 21.8
T AT&T -2.1 -7% 21% 1.10
 
 
 
 
28% 525.4 5.1% 18.8
ATW Atwood Oceanics -7.9 -97% 76% 5.17
 
 
 
 
28% 20.8 3.4% 6.3
ALV Autoliv -18.3 -85% 34% 1.93
 
 
 
 
41% 50.7 2.3% 16.4
AVB Avalonbay Communities 13.4 56% 23% 1.37
 
 
 
 
94% 135.7 3.0% 25.6
AVY Avery Dennison 22.0 54% 47% 1.58
 
 
 
 
91% 23.1 2.2% 21.9
AVT Avnet -6.4 -58% 15% 1.78
 
 
 
 
7% 46.3 2.0% 14.8
AXS AXIS Capital Holdings 17.8 56% 26% 1.20
 
 
 
 
60% 34.3 2.4% 13.2
BHI Baker Hughes 0.3 2% 37% 2.69
 
 
 
 
61% 105.6 1.2% 0.0
CIB BanColombia ADR 5.4 32% 38% 2.36
 
 
 
 
86% 22.4 3.0% 11.2
SAN Banco Santander ADR 9.5 86% 29% 2.64
 
 
 
 
84% 34.6 3.7% 13.8
BAC Bank of America 5.7 16% 61% 2.06
 
 
 
 
80% 1677.9 1.3% 14.6
BK Bank of New York Mellon 6.0 24% 31% 1.66
 
 
 
 
80% 173.8 1.6% 14.4
BNS Bank of Nova Scotia 8.7 34% 28% 1.53
 
 
 
 
55% 21.5 4.1% 12.5
BKU BankUnited -4.3 -17% 39% 1.85
 
 
 
 
45% 21.1 2.5% 15.7
BCS Barclays ADR -3.1 -27% 32% 2.72
 
 
 
 
83% 32.2 3.6% 22.6
BAX Baxter International 3.9 15% 27% 1.42
 
 
 
 
99% 80.2 1.1% 17.2
BBT BB&T -2.3 -10% 27% 1.58
 
 
 
 
56% 127.6 2.8% 16.5
BCE BCE -7.2 -43% 13% 1.15
 
 
 
 
46% 25.6 4.7% 18.1
BDX Becton Dickinson 19.5 60% 31% 1.38
 
 
 
 
89% 326.8 1.6% 30.6
BMS Bemis -0.9 -4% 25% 1.41
 
 
 
 
10% 26.3 2.7% 18.1
BHLB Berkshire Hills Bancorp 20.5 60% 38% 1.52
 
 
 
 
78% 42.2 2.4% 19.7
BBY Best Buy 15.0 47% 85% 2.63
 
 
 
 
96% 173.5 2.6% 13.5
BHP BHP Billiton ADR 1.3 9% 42% 2.83
 
 
 
 
69% 61.5 4.3% 39.9
BBL BHP Billiton ADR 4.4 36% 43% 3.09
 
 
 
 
63% 35.7 5.0% 34.5
BIG Big Lots 0.0 0% 48% 2.51
 
 
 
 
41% 47.6 2.1% 14.4
BKH Black Hills 7.7 26% 39% 1.73
 
 
 
 
90% 27.0 2.6% 34.2
BLK BlackRock 3.5 19% 24% 1.66
 
 
 
 
96% 251.7 2.5% 19.5
BX Blackstone Group 1.2 6% 43% 2.21
 
 
 
 
95% 617.5 10.9% 15.8
BA Boeing 12.1 40% 37% 1.62
 
 
 
 
95% 510.8 3.1% 22.5
BAH Booz Allen Hamilton Holding 16.1 51% 48% 1.89
 
 
 
 
99% 128.6 1.8% 23.1
BWA BorgWarner -2.8 -25% 24% 2.35
 
 
 
 
83% 59.5 1.4% 63.7
BXP Boston Properties -1.1 -5% 21% 1.44
 
 
 
 
24% 107.7 2.5% 44.8
BP BP ADR -2.7 -41% 11% 2.03
 
 
 
 
79% 233.9 6.5% 61.3
EAT Brinker International 0.8 4% 29% 1.84
 
 
 
 
1% 41.8 3.3% 13.3
BMY Bristol-Myers Squibb 5.3 23% 37% 1.97
 
 
 
 
26% 222.2 2.9% 18.8
BRX Brixmor Property Group 2.3 16% 19% 1.69
 
 
 
 
10% 56.4 5.6% 19.8
BR Broadridge Financial Solutions 26.4 62% 41% 1.38
 
 
 
 
97% 44.5 1.8% 29.0
BAM Brookfield Asset Management Cl A 4.3 22% 23% 1.62
 
 
 
 
86% 20.6 1.5% 23.5
BFB Brown-Forman Cl B 0.9 7% 13% 1.38
 
 
 
 
92% 214.4 1.3% 21.6
BC Brunswick 1.2 6% 38% 2.22
 
 
 
 
66% 42.4 1.2% 18.2
BPL Buckeye Partners -1.0 -10% 19% 2.23
 
 
 
 
38% 25.1 7.5% 17.0
BG Bunge -2.9 -15% 35% 2.12
 
 
 
 
52% 98.1 2.4% 19.2
CPT Camden Property Trust 7.5 46% 16% 1.39
 
 
 
 
46% 29.9 3.6% 17.2
CPB Campbell Soup 9.7 28% 32% 1.36
 
 
 
 
32% 181.9 2.4% 36.2
CM Canadian Imperial Bank of Commerce 1.1 5% 22% 1.42
 
 
 
 
32% 36.3 4.9% 6.7
CNI Canadian National Railway 7.6 38% 24% 1.62
 
 
 
 
97% 41.0 1.6% 21.4
CNQ Canadian Natural Resources 1.6 10% 53% 3.04
 
 
 
 
44% 46.2 2.6% 250.6
CP Canadian Pacific Railway 3.2 22% 29% 2.18
 
 
 
 
92% 69.9 1.1% 15.7
CAJ Canon ADR 3.8 30% 12% 1.33
 
 
 
 
99% 32.0 4.2% 22.8
COF Capital One Financial -1.8 -9% 29% 1.87
 
 
 
 
56% 187.4 2.0% 12.1
CAH Cardinal Health -3.1 -17% 24% 1.72
 
 
 
 
46% 112.6 2.5% 17.4
CSL Carlisle 6.1 24% 30% 1.58
 
 
 
 
12% 71.9 1.4% 27.1
CCL Carnival 8.2 30% 42% 1.88
 
 
 
 
93% 125.9 2.6% 15.3
CRI Carters -1.1 -4% 40% 1.89
 
 
 
 
12% 62.8 1.8% 16.3
CAT Caterpillar 7.6 39% 30% 1.92
 
 
 
 
90% 393.1 3.0% 0.0
CBL CBL&Associates Properties -5.6 -60% 20% 2.35
 
 
 
 
7% 47.9 13.9% 15.1
CBS CBS Cl B 1.9 7% 36% 1.80
 
 
 
 
62% 154.3 1.2% 55.4
CE Celanese Series A -8.0 -27% 51% 2.04
 
 
 
 
76% 65.3 2.2% 14.9
CNP CenterPoint Energy 14.0 49% 33% 1.55
 
 
 
 
83% 48.0 3.9% 25.8
CTL CenturyLink -4.7 -36% 23% 2.07
 
 
 
 
24% 178.8 8.7% 24.5
CF CF Industries Holdings -1.8 -15% 43% 3.07
 
 
 
 
46% 75.4 4.2% 0.0
CVX Chevron 2.0 11% 25% 1.79
 
 
 
 
40% 426.8 4.1% 69.4
CHS Chico's Fas -0.7 -4% 36% 2.50
 
 
 
 
23% 46.1 2.9% 16.8
CIM Chimera Investment 13.8 30% 43% 1.35
 
 
 
 
58% 24.7 11.0% 5.5
CB Chubb 10.3 50% 16% 1.17
 
 
 
 
96% 160.8 2.0% 13.8
CHD Church&Dwight 3.5 10% 30% 1.23
 
 
 
 
77% 53.4 1.5% 27.4
CNK Cinemark Holdings 15.0 47% 41% 1.71
 
 
 
 
68% 24.6 2.8% 17.3
CIT CIT Group 2.6 17% 25% 2.01
 
 
 
 
99% 249.0 1.3% 0.0
C Citigroup 11.0 52% 34% 1.96
 
 
 
 
94% 708.8 1.1% 12.3
CLX Clorox 12.2 27% 37% 1.20
 
 
 
 
73% 72.4 2.5% 26.2
CMS CMS Energy 12.5 34% 35% 1.35
 
 
 
 
99% 94.5 2.9% 22.1
CNO CNO Financial Group -2.0 -10% 38% 2.13
 
 
 
 
73% 21.4 1.8% 9.5
COH Coach Inc. 3.2 15% 41% 2.19
 
 
 
 
93% 107.8 3.0% 24.7
KO Coca-Cola 1.9 13% 11% 1.07
 
 
 
 
70% 512.6 3.4% 30.9
CCE Coca-Cola European Partners -3.8 -31% 20% 1.99
 
 
 
 
47% 58.5 2.2% 28.2
CL Colgate-Palmolive -0.8 -9% 8% 1.25
 
 
 
 
81% 282.1 2.2% 26.8
SFR Colony Starwood Homes 8.0 30% 32% 1.61
 
 
 
 
92% 24.3 2.6% 0.0
CMA Comerica 11.1 35% 60% 2.16
 
 
 
 
83% 105.6 1.5% 19.9
CMC Commercial Metals -3.0 -17% 49% 2.71
 
 
 
 
38% 35.1 2.6% 38.5
CMP Compass Minerals International -5.7 -66% 11% 1.68
 
 
 
 
22% 33.3 4.3% 17.1
CAG Conagra Brands 4.1 19% 36% 2.00
 
 
 
 
58% 81.4 2.1% 27.5
COP ConocoPhillips -0.1 -1% 24% 2.60
 
 
 
 
57% 353.3 2.3% 0.0
ED Consolidated Edison 11.0 28% 36% 1.30
 
 
 
 
93% 108.5 3.4% 18.7
STZ Constellation Brands Cl A 25.9 59% 53% 1.63
 
 
 
 
99% 170.6 1.1% 26.6
CPA Copa Holdings Cl A 4.7 22% 84% 3.32
 
 
 
 
79% 61.0 1.9% 14.2
CXW CoreCivic -5.6 -22% 98% 3.26
 
 
 
 
78% 29.4 5.5% 16.0
CLB Core Laboratories -4.8 -55% 26% 2.82
 
 
 
 
31% 33.7 2.0% 71.3
COR CoreSite Realty 48.3 69% 98% 1.78
 
 
 
 
99% 25.3 3.1% 61.7
GLW Corning 10.2 35% 40% 1.76
 
 
 
 
96% 135.5 2.1% 8.0
COTY Coty Cl A 6.8 31% 56% 2.60
 
 
 
 
14% 41.9 2.7% 0.0
CUZ Cousins Properties -5.7 -66% 14% 2.01
 
 
 
 
85% 25.8 2.8% 233.2
BAP Credicorp 10.7 43% 40% 1.95
 
 
 
 
98% 103.6 2.2% 12.8
CS Credit Suisse Group ADR 4.0 31% 33% 2.57
 
 
 
 
71% 34.4 4.9% 0.0
CCI Crown Castle International 5.3 23% 22% 1.34
 
 
 
 
88% 182.8 3.8% 85.9
CUBE CubeSmart 19.0 49% 47% 1.63
 
 
 
 
17% 41.3 4.3% 49.3
CFR Cullen/Frost Bankers 1.5 6% 48% 2.12
 
 
 
 
84% 23.5 2.5% 18.7
CMI Cummins 9.2 40% 35% 1.88
 
 
 
 
86% 200.9 2.6% 17.8
CVS CVS Health 4.8 20% 26% 1.48
 
 
 
 
23% 424.4 2.6% 15.9
DAN Dana -0.9 -5% 48% 2.60
 
 
 
 
86% 23.4 1.2% 4.3
DRI Darden Restaurants 23.8 47% 63% 1.67
 
 
 
 
94% 82.6 2.6% 22.3
DDR DDR Corp -0.2 -2% 14% 1.56
 
 
 
 
4% 36.8 8.4% 0.0
DE Deere 12.8 56% 31% 1.74
 
 
 
 
98% 531.1 2.0% 21.9
DK Delek US Holdings -1.4 -7% 83% 3.34
 
 
 
 
99% 28.9 2.3% 0.0
DLPH Delphi Automotive 2.4 14% 33% 2.20
 
 
 
 
92% 129.8 1.3% 20.4
DAL Delta Air Lines 6.3 28% 50% 2.39
 
 
 
 
79% 283.9 1.7% 9.0
DB Deutsche Bank -3.1 -31% 33% 3.03
 
 
 
 
96% 72.2 1.1% 0.0
DEO Diageo ADR -5.4 -69% 8% 1.37
 
 
 
 
95% 44.9 2.0% 24.5
DKS Dick's Sporting Goods 2.2 9% 53% 2.34
 
 
 
 
6% 122.0 1.7% 15.8
DLR Digital Realty Trust 28.3 54% 60% 1.55
 
 
 
 
98% 111.1 3.2% 49.5
DFS Discover Financial Services 1.3 6% 28% 1.65
 
 
 
 
39% 208.0 2.0% 10.2
DG Dollar General 8.0 29% 47% 2.00
 
 
 
 
20% 95.5 1.4% 16.3
D Dominion Energy -3.9 -26% 13% 1.30
 
 
 
 
99% 181.9 3.8% 22.3
UFS Domtar -5.8 -48% 25% 2.28
 
 
 
 
33% 20.5 4.5% 15.9
DEI Douglas Emmett 0.5 2% 26% 1.46
 
 
 
 
71% 22.2 2.4% 66.6
DOV Dover 2.8 23% 18% 1.87
 
 
 
 
94% 96.4 2.1% 22.4
DOW Dow Chemical -2.1 -10% 31% 1.89
 
 
 
 
75% 306.7 3.0% 16.5
DHI D.R. Horton 1.4 5% 48% 2.17
 
 
 
 
92% 109.7 1.2% 13.3
DPS Dr Pepper Snapple Group 22.6 50% 42% 1.32
 
 
 
 
57% 96.9 2.5% 20.2
DST DST Systems -8.6 -32% 36% 1.73
 
 
 
 
73% 21.4 1.2% 13.2
DSW DSW Cl A -8.6 -76% 33% 2.76
 
 
 
 
5% 68.8 4.5% 11.7
DTE DTE Energy 13.7 52% 24% 1.33
 
 
 
 
100% 80.4 3.1% 18.9
DUK Duke Energy 0.5 2% 24% 1.30
 
 
 
 
79% 169.5 4.1% 26.8
DRE Duke Realty 22.7 55% 43% 1.46
 
 
 
 
96% 52.6 2.7% 30.2
DNB Dun&Bradstreet 7.3 31% 35% 1.85
 
 
 
 
12% 35.2 1.9% 44.6
EMN Eastman Chemical -3.8 -26% 23% 1.91
 
 
 
 
83% 107.5 2.6% 13.1
ETN Eaton 2.7 15% 25% 1.79
 
 
 
 
94% 193.6 2.0% 18.1
EV Eaton Vance 10.5 49% 35% 1.98
 
 
 
 
82% 31.2 2.5% 21.2
ECL Ecolab -1.8 -16% 12% 1.42
 
 
 
 
89% 136.0 1.2% 30.2
EIX Edison International 15.0 42% 34% 1.36
 
 
 
 
83% 120.1 2.8% 18.5
DD E.I. DuPont de Nemours 12.2 48% 34% 1.75
 
 
 
 
77% 194.5 2.0% 28.3
LLY Eli Lilly 1.9 7% 35% 1.77
 
 
 
 
57% 466.6 2.7% 37.7
EMR Emerson Electric 3.0 21% 17% 1.63
 
 
 
 
69% 192.1 3.2% 27.1
ENB Enbridge -1.8 -13% 26% 2.18
 
 
 
 
20% 89.6 4.5% 34.6
ETE Energy Transfer Equity 4.6 33% 122% 5.00
 
 
 
 
83% 121.4 6.2% 22.0
ETR Entergy 4.1 18% 23% 1.43
 
 
 
 
63% 98.6 4.6% 0.0
EPD Enterprise Products Partners 0.4 5% 18% 2.40
 
 
 
 
53% 74.0 6.1% 22.0
EPR EPR Properties 16.3 45% 40% 1.53
 
 
 
 
29% 30.5 5.7% 22.6
EQM EQT Midstream Partners 0.7 8% 22% 2.54
 
 
 
 
36% 20.4 4.8% 14.3
EFX Equifax 26.5 55% 50% 1.47
 
 
 
 
91% 69.8 1.1% 30.9
ELS Equity Lifestyle Properties 30.1 61% 48% 1.38
 
 
 
 
97% 24.0 2.3% 42.5
EQR Equity Residential 11.7 50% 24% 1.43
 
 
 
 
53% 91.5 3.1% 51.0
ESS Essex Property Trust 6.2 28% 22% 1.42
 
 
 
 
94% 90.2 2.8% 32.7
EL Estee Lauder Cl A 12.4 58% 23% 1.49
 
 
 
 
88% 107.6 1.5% 31.1
EVR Evercore Partners Cl A 6.0 24% 50% 2.22
 
 
 
 
71% 29.2 1.9% 17.4
RE Everest Re Group 26.5 82% 26% 1.19
 
 
 
 
84% 89.0 2.1% 9.1
ES Eversource Energy 5.1 17% 29% 1.35
 
 
 
 
99% 63.0 3.1% 20.2
EXC Exelon -8.7 -43% 27% 1.72
 
 
 
 
72% 191.7 3.7% 16.8
STAY Extended Stay America / ESH Hospit -0.9 -11% 17% 2.33
 
 
 
 
87% 20.3 4.7% 48.5
EXR Extra Space Storage 20.7 54% 46% 1.63
 
 
 
 
35% 125.3 4.0% 27.9
XOM Exxon Mobil -1.6 -15% 11% 1.49
 
 
 
 
13% 664.2 3.7% 34.4
FDS FactSet Research Systems 14.7 36% 42% 1.45
 
 
 
 
35% 29.5 1.4% 18.9
FRT Federal Realty Investment Trust 5.6 22% 23% 1.32
 
 
 
 
10% 96.8 3.1% 40.7
FNF Fidelity National Financial -11.2 -36% 36% 1.57
 
 
 
 
97% 62.0 2.4% 22.2
FIS Fidelity National Information Servi 16.8 55% 35% 1.57
 
 
 
 
94% 118.7 1.4% 42.7
FAF First American Financial 15.3 45% 40% 1.58
 
 
 
 
90% 26.6 3.2% 13.7
FE FirstEnergy -8.2 -46% 23% 1.70
 
 
 
 
6% 84.2 5.1% 0.0
FHN First Horizon National 13.8 41% 50% 1.85
 
 
 
 
57% 41.4 2.1% 17.8
FLO Flowers Foods -1.4 -7% 41% 2.17
 
 
 
 
65% 23.3 3.4% 23.9
FLS Flowserve 0.9 15% 12% 2.20
 
 
 
 
75% 46.5 1.6% 52.8
FLR Fluor -0.6 -7% 15% 2.21
 
 
 
 
13% 43.9 1.8% 27.3
FNB F.N.B. 2.8 14% 28% 1.80
 
 
 
 
38% 26.0 3.6% 18.0
FMX Fomento Economico Mexicano ADR -11.1 -108% 15% 1.85
 
 
 
 
70% 22.6 1.5% 29.4
FL Foot Locker 23.2 81% 51% 2.09
 
 
 
 
33% 420.5 2.1% 12.3
F Ford Motor -7.3 -111% 9% 1.79
 
 
 
 
13% 796.8 5.4% 11.9
FCEA Forest City Realty Trust Cl A 0.2 1% 26% 1.74
 
 
 
 
74% 25.6 1.6% 0.0
FBHS Fortune Brands Home&Security 13.8 49% 38% 1.75
 
 
 
 
79% 33.8 1.1% 23.0
FNV Franco-Nevada 5.1 26% 65% 3.00
 
 
 
 
70% 30.0 1.3% 73.5
BEN Franklin Resources -0.2 -2% 13% 1.87
 
 
 
 
84% 68.3 1.9% 13.6
GME GameStop Cl A -9.0 -82% 32% 2.80
 
 
 
 
31% 58.5 6.3% 7.0
GPS Gap 2.0 17% 31% 2.65
 
 
 
 
35% 184.3 4.1% 12.9
GD General Dynamics 27.2 68% 37% 1.34
 
 
 
 
98% 275.0 1.7% 20.4
GE General Electric -2.5 -11% 22% 1.39
 
 
 
 
18% 753.8 3.4% 26.0
GIS General Mills 5.8 25% 20% 1.24
 
 
 
 
7% 202.6 3.4% 21.0
GM General Motors -1.7 -7% 34% 1.89
 
 
 
 
50% 595.9 4.6% 5.1
GPC Genuine Parts 2.5 11% 21% 1.37
 
 
 
 
30% 57.6 2.9% 20.0
GEO GEO Group 0.9 3% 92% 3.02
 
 
 
 
84% 20.2 6.2% 23.9
GGP GGP 0.3 1% 25% 1.62
 
 
 
 
16% 125.4 3.9% 18.4
GSK GlaxoSmithKline ADR -5.1 -61% 8% 1.39
 
 
 
 
73% 146.8 4.5% 51.6
GNC GNC Holdings Cl A -2.1 -44% 28% 4.13
 
 
 
 
4% 24.0 10.7% 0.0
GG Goldcorp -7.2 -57% 59% 3.60
 
 
 
 
25% 75.8 1.7% 35.1
GFI Gold Fields ADR -4.0 -30% 114% 4.96
 
 
 
 
32% 30.2 2.4% 19.7
GS Goldman Sachs Group 21.4 55% 52% 1.75
 
 
 
 
67% 531.0 1.4% 11.5
GGG Graco Inc. 6.6 28% 31% 1.73
 
 
 
 
98% 31.9 1.3% 108.6
GPT Gramercy Property Trust 9.1 41% 30% 1.76
 
 
 
 
81% 39.1 5.2% 283.5
GPK Graphic Packaging Holding 8.1 37% 31% 1.82
 
 
 
 
38% 205.2 2.3% 20.0
GXP Great Plains Energy -0.5 -2% 24% 1.38
 
 
 
 
54% 98.6 3.8% 21.5
HAL Halliburton 0.0 0% 48% 2.56
 
 
 
 
38% 440.7 1.5% 0.0
HBI Hanesbrands 6.8 41% 38% 2.40
 
 
 
 
20% 51.8 2.9% 14.9
HOG Harley-Davidson -4.6 -36% 26% 2.30
 
 
 
 
52% 134.5 2.8% 15.1
HRS Harris Corp. 16.4 49% 39% 1.56
 
 
 
 
86% 82.7 2.0% 24.4
HIG Hartford Financial Services Group 6.9 25% 31% 1.55
 
 
 
 
87% 85.6 1.9% 20.0
HCP HCP -4.1 -36% 17% 1.90
 
 
 
 
46% 78.1 4.6% 15.6
HR Healthcare Realty Trust 3.1 8% 42% 1.44
 
 
 
 
71% 45.6 3.6% 35.5
HTA Healthcare Trust of America 5.4 18% 32% 1.50
 
 
 
 
65% 59.7 3.8% 96.1
HLS HealthSouth 3.8 19% 34% 2.07
 
 
 
 
87% 23.7 2.1% 17.4
HP Helmerich&Payne -3.3 -25% 47% 3.13
 
 
 
 
13% 112.5 4.7% 0.0
HLF Herbalife -2.5 -17% 74% 3.76
 
 
 
 
99% 66.1 1.6% 25.5
HSY Hershey 5.5 30% 21% 1.57
 
 
 
 
82% 150.6 2.2% 39.3
HES Hess Corp. -7.1 -63% 37% 2.96
 
 
 
 
20% 135.2 2.0% 0.0
HCLP Hi-Crush Partners 0.7 5% 167% 6.05
 
 
 
 
43% 37.3 13.5% 0.0
HFC HollyFrontier -9.2 -72% 42% 2.97
 
 
 
 
36% 44.8 5.0% 0.0
HD Home Depot 32.1 68% 47% 1.40
 
 
 
 
88% 570.5 2.3% 23.4
HON Honeywell International 9.7 56% 16% 1.34
 
 
 
 
89% 281.1 2.0% 20.9
HRL Hormel Foods 15.7 38% 48% 1.58
 
 
 
 
30% 75.4 1.9% 21.3
HST Host Hotels&Resorts 5.7 46% 20% 1.97
 
 
 
 
63% 129.2 4.4% 18.3
HPQ HP 11.2 51% 45% 2.25
 
 
 
 
95% 178.0 2.8% 13.2
HRB H&R Block -2.4 -17% 29% 2.30
 
 
 
 
84% 37.2 3.4% 18.6
HSBC HSBC Holdings ADR 4.0 19% 25% 1.62
 
 
 
 
93% 56.2 4.6% 113.1
HII Huntington Ingalls Industries 29.8 62% 73% 1.88
 
 
 
 
67% 50.1 1.2% 16.6
HUN Huntsman 6.8 35% 81% 3.37
 
 
 
 
87% 739.6 1.9% 18.3
IBN ICICI Bank ADR 5.1 45% 29% 2.57
 
 
 
 
93% 63.2 1.6% 18.2
IEX IDEX 4.0 20% 19% 1.37
 
 
 
 
96% 39.7 1.4% 29.4
ITW Illinois Tool Works 23.6 64% 32% 1.29
 
 
 
 
89% 108.7 1.9% 23.2
INFY Infosys ADR 4.6 19% 39% 1.95
 
 
 
 
26% 46.5 3.1% 16.1
IR Ingersoll-Rand 12.5 40% 38% 1.63
 
 
 
 
97% 102.6 1.8% 16.2
ING ING Groep ADR 5.4 26% 46% 2.40
 
 
 
 
96% 61.2 5.5% 0.0
INGR Ingredion 18.5 45% 46% 1.54
 
 
 
 
9% 50.1 1.7% 17.9
ICE Intercontinental Exchange 9.2 38% 29% 1.61
 
 
 
 
82% 109.5 1.4% 22.9
IBM International Business Machines -7.8 -46% 18% 1.47
 
 
 
 
25% 473.8 3.9% 12.6
IFF International Flavors&Fragrances 7.5 28% 33% 1.63
 
 
 
 
74% 38.1 1.9% 27.0
IP International Paper 9.1 36% 35% 1.79
 
 
 
 
63% 97.9 3.6% 27.6
IPG Interpublic Group 6.9 30% 27% 1.61
 
 
 
 
80% 58.8 2.9% 16.1
IVZ INVESCO 5.9 64% 16% 2.03
 
 
 
 
84% 46.7 3.6% 14.6
IRM Iron Mountain 4.6 12% 63% 1.97
 
 
 
 
38% 41.9 6.3% 95.8
ITT ITT -1.4 -12% 23% 2.19
 
 
 
 
64% 23.4 1.3% 18.0
JBL Jabil Circuit 10.1 31% 61% 2.15
 
 
 
 
93% 35.6 1.1% 36.0
JEC Jacobs Engineering Group 4.1 21% 30% 1.92
 
 
 
 
35% 49.7 1.1% 30.9
JNS Janus Capital Group 4.5 29% 52% 3.03
 
 
 
 
55% 29.1 3.0% 18.9
SJM J.M. Smucker 9.1 27% 32% 1.38
 
 
 
 
14% 64.2 2.4% 22.1
JCI Johnson Controls International 0.7 4% 20% 1.66
 
 
 
 
60% 120.8 2.4% 0.0
JNJ Johnson&Johnson 8.6 39% 16% 1.12
 
 
 
 
91% 574.4 2.6% 21.4
JPM JPMorgan Chase 21.0 62% 43% 1.66
 
 
 
 
75% 941.7 2.4% 13.1
JNPR Juniper Networks 7.7 36% 40% 2.17
 
 
 
 
86% 116.8 1.4% 18.5
KSU Kansas City Southern -2.8 -24% 21% 2.09
 
 
 
 
54% 79.7 1.5% 18.8
KAR KAR Auction Services 6.0 17% 36% 1.46
 
 
 
 
63% 40.2 2.9% 26.4
KBR KBR -10.8 -97% 33% 2.81
 
 
 
 
46% 26.6 2.2% 0.0
K Kellogg 0.6 3% 19% 1.29
 
 
 
 
14% 79.4 2.9% 32.4
KMT Kennametal 10.3 49% 58% 2.71
 
 
 
 
81% 24.6 2.1% 0.0
KEY KeyCorp 7.8 27% 49% 2.03
 
 
 
 
80% 129.4 2.2% 20.6
KRC Kilroy Realty 5.8 23% 28% 1.55
 
 
 
 
67% 37.1 2.1% 52.0
KMB Kimberly-Clark 13.6 39% 29% 1.22
 
 
 
 
57% 133.1 3.1% 21.0
KIM Kimco Realty 2.0 8% 28% 1.51
 
 
 
 
2% 111.5 5.9% 56.2
KMI Kinder Morgan 1.3 10% 36% 2.74
 
 
 
 
39% 143.3 2.6% 62.9
KGC Kinross Gold -0.5 -3% 123% 4.78
 
 
 
 
46% 27.7 3.8% 1839.1
KKR KKR 5.1 36% 27% 2.19
 
 
 
 
94% 54.2 3.6% 10.5
KSS Kohl's 4.7 26% 52% 2.76
 
 
 
 
15% 151.0 5.8% 11.1
PHG Koninklijke Philips ADR 1.6 14% 15% 1.70
 
 
 
 
94% 30.2 2.4% 18.3
KR Kroger 10.9 32% 44% 1.70
 
 
 
 
10% 160.7 1.6% 14.4
LLL L3 Technologies 8.9 33% 34% 1.67
 
 
 
 
70% 126.3 1.8% 20.2
LHO LaSalle Hotel Properties 7.8 39% 36% 2.09
 
 
 
 
68% 43.0 6.3% 25.7
LVS Las Vegas Sands 5.7 39% 36% 2.51
 
 
 
 
74% 238.1 5.1% 25.1
LB L Brands 14.3 51% 53% 2.15
 
 
 
 
20% 160.3 4.8% 13.3
LEA Lear Corp. 10.6 34% 51% 1.98
 
 
 
 
93% 74.9 1.4% 10.1
LEG Leggett&Platt 15.2 35% 45% 1.45
 
 
 
 
66% 33.7 2.8% 18.6
LM Legg Mason 1.6 15% 19% 2.10
 
 
 
 
92% 24.1 2.9% 17.3
LDOS Leidos Holdings 24.3 61% 68% 2.04
 
 
 
 
89% 73.0 2.4% 24.2
LII Lennox International 31.9 63% 55% 1.50
 
 
 
 
97% 36.4 1.2% 26.0
LUK Leucadia National 7.0 29% 36% 1.86
 
 
 
 
78% 29.1 1.0% 14.7
LSI Life Storage 11.1 37% 33% 1.52
 
 
 
 
10% 23.4 5.3% 43.1
LNC Lincoln National 16.7 60% 58% 2.28
 
 
 
 
78% 93.0 1.8% 10.8
LYG Lloyds Banking Group ADR 1.0 12% 21% 2.58
 
 
 
 
68% 34.1 4.6% 20.6
LMT Lockheed Martin 29.0 71% 34% 1.24
 
 
 
 
93% 438.4 2.6% 21.2
LOW Lowe's 23.2 51% 53% 1.58
 
 
 
 
90% 543.6 1.7% 24.3
LYB LyondellBasell Industries -12.0 -72% 37% 2.36
 
 
 
 
38% 203.8 4.2% 9.2
MAC Macerich 5.7 22% 32% 1.63
 
 
 
 
6% 88.2 4.9% 63.1
MIC Macquarie Infrastructure 17.1 52% 47% 1.81
 
 
 
 
61% 36.3 6.7% 39.0
M Macy's -6.5 -64% 26% 2.55
 
 
 
 
4% 216.2 6.5% 12.6
MMP Magellan Midstream Partners 1.7 21% 16% 2.19
 
 
 
 
58% 29.7 4.7% 20.8
MGA Magna International 0.0 0% 23% 2.16
 
 
 
 
88% 41.2 2.4% 6.3
MAN ManpowerGroup 5.4 19% 54% 2.14
 
 
 
 
94% 45.8 1.8% 16.2
MFC Manulife Financial -5.9 -29% 33% 2.01
 
 
 
 
68% 22.3 3.5% 11.1
MRO Marathon Oil -1.6 -14% 61% 3.92
 
 
 
 
32% 142.7 1.4% 0.0
MPC Marathon Petroleum 1.1 6% 50% 2.72
 
 
 
 
93% 125.0 2.7% 23.3
VAC Marriott Vacations Worldwide 30.0 75% 86% 2.33
 
 
 
 
82% 53.2 1.2% 21.5
MMC Marsh&McLennan 13.3 50% 21% 1.15
 
 
 
 
94% 80.6 2.0% 21.0
MAS Masco 22.9 70% 52% 1.93
 
 
 
 
95% 56.7 1.1% 23.5
MKC McCormick 3.3 11% 26% 1.22
 
 
 
 
71% 35.3 1.8% 27.6
MCD McDonald's 17.3 50% 29% 1.22
 
 
 
 
98% 467.4 2.5% 26.2
MDC M.D.C. Holdings 7.2 36% 34% 2.03
 
 
 
 
89% 20.6 2.9% 15.3
MJN Mead Johnson Nutrition -1.2 -7% 30% 2.00
 
 
 
 
79% 82.1 1.9% 27.9
MPW Medical Properties Trust -3.3 -13% 37% 1.78
 
 
 
 
38% 56.2 7.3% 15.7
MDT Medtronic 8.4 33% 27% 1.47
 
 
 
 
73% 320.5 2.1% 29.7
MRK Merck&Co 4.1 34% 13% 1.53
 
 
 
 
77% 353.3 2.9% 41.2
MDP Meredith 11.7 45% 45% 2.03
 
 
 
 
44% 20.4 3.9% 45.9
MET MetLife 0.9 5% 32% 2.00
 
 
 
 
64% 202.9 3.2% 0.0
MGM MGM Resorts International 7.4 45% 41% 2.55
 
 
 
 
94% 325.0 1.4% 14.6
MAA Mid-America Apartment Communities 13.9 45% 33% 1.47
 
 
 
 
60% 41.3 3.5% 41.4
MBT Mobile TeleSystems ADR -1.8 -12% 68% 3.59
 
 
 
 
50% 35.6 4.0% 12.7
TAP Molson Coors Brewing Cl B 10.0 35% 42% 1.85
 
 
 
 
26% 197.3 1.7% 10.2
MON Monsanto -1.2 -10% 15% 1.60
 
 
 
 
93% 141.2 1.9% 26.7
MCO Moody's 7.6 27% 34% 1.64
 
 
 
 
85% 59.7 1.3% 53.7
MS Morgan Stanley 17.3 51% 60% 2.08
 
 
 
 
77% 264.5 1.9% 12.4
MOS Mosaic -5.5 -68% 21% 2.62
 
 
 
 
6% 111.9 4.8% 215.1
MSI Motorola Solutions 0.0 0% 32% 1.53
 
 
 
 
81% 117.4 2.3% 22.9
MPLX MPLX 2.2 23% 45% 3.64
 
 
 
 
58% 36.5 6.1% 76.2
MSCI MSCI 43.8 79% 63% 1.56
 
 
 
 
74% 23.3 1.1% 34.3
MSM MSC Industrial Direct 10.9 31% 41% 1.61
 
 
 
 
49% 27.6 2.1% 21.8
MTB M&T Bank -0.8 -3% 30% 1.65
 
 
 
 
77% 98.0 1.9% 19.4
MUR Murphy Oil -2.7 -24% 53% 3.65
 
 
 
 
25% 63.9 3.7% 0.0
NBR Nabors Industries -3.3 -24% 97% 4.48
 
 
 
 
23% 97.9 2.3% 0.0
FOXA 21st Century Fox Cl A 1.3 11% 16% 1.77
 
 
 
 
42% 265.3 1.3% 16.7
FOX 21st Century Fox Cl B 0.6 6% 12% 1.74
 
 
 
 
39% 60.2 1.3% 16.6
AGNC AGNC Investment 7.9 44% 13% 1.13
 
 
 
 
75% 52.8 10.6% 4.7
DOX Amdocs 13.3 56% 20% 1.23
 
 
 
 
95% 44.5 1.4% 23.2
AMGN Amgen 0.6 2% 41% 1.94
 
 
 
 
38% 1001.4 3.0% 14.5
AFSI AmTrust Financial Services 2.7 19% 44% 2.91
 
 
 
 
1% 22.8 5.7% 5.8
ADI Analog Devices 2.1 7% 49% 2.00
 
 
 
 
93% 158.4 2.2% 28.0
AAPL Apple 21.9 57% 53% 1.77
 
 
 
 
96% 3379.2 1.6% 18.0
ADP Automatic Data Processing 12.4 40% 28% 1.33
 
 
 
 
70% 167.9 2.3% 25.7
OZRK Bank of The Ozarks 6.7 19% 74% 2.29
 
 
 
 
59% 37.6 1.5% 17.5
BBBY Bed Bath&Beyond 1.8 18% 15% 1.84
 
 
 
 
3% 50.9 1.7% 7.7
BLMN Bloomin' Brands -6.5 -39% 39% 2.43
 
 
 
 
70% 21.8 1.6% 43.1
BOBE Bob Evans Farms -8.6 -29% 66% 2.41
 
 
 
 
99% 32.9 1.9% 79.7
AVGO Broadcom 32.9 82% 103% 2.59
 
 
 
 
97% 466.9 1.7% 0.0
BRCD Brocade Communications Systems 11.9 50% 59% 2.55
 
 
 
 
99% 25.6 1.7% 45.1
CA CA 2.0 11% 20% 1.51
 
 
 
 
38% 153.4 3.2% 17.3
CBF Capital Bank Financial 17.6 49% 46% 1.68
 
 
 
 
57% 30.4 1.3% 25.8
CBOE CBOE Holdings 14.6 34% 44% 1.43
 
 
 
 
95% 80.0 1.2% 46.5
CDW CDW 25.0 61% 54% 1.72
 
 
 
 
84% 34.5 1.1% 23.6
CAKE Cheesecake Factory 9.6 37% 33% 1.66
 
 
 
 
57% 52.8 1.6% 20.5
CHFC Chemical Financial 24.6 68% 50% 1.77
 
 
 
 
55% 29.7 2.3% 20.9
PLCE Children's Place 21.7 60% 88% 2.50
 
 
 
 
74% 128.8 1.4% 18.3
CHRW C.H. Robinson Worldwide -0.3 -1% 29% 1.57
 
 
 
 
16% 94.0 2.6% 18.8
CINF Cincinnati Financial 21.7 52% 36% 1.25
 
 
 
 
17% 23.0 2.9% 19.2
CTAS Cintas 29.7 63% 47% 1.41
 
 
 
 
81% 47.5 1.1% 26.0
CSCO Cisco Systems 7.3 30% 28% 1.57
 
 
 
 
60% 1065.2 3.7% 15.9
CME CME Group Cl A 28.9 71% 44% 1.50
 
 
 
 
70% 142.3 2.3% 25.3
CMCSA Comcast Cl A 10.9 51% 21% 1.38
 
 
 
 
89% 487.9 1.6% 21.0
COST Costco Wholesale 23.6 62% 33% 1.27
 
 
 
 
74% 256.7 1.2% 31.8
CBRL Cracker Barrel Old Country Store 16.3 34% 61% 1.70
 
 
 
 
70% 124.4 2.9% 19.3
CSX CSX 31.4 96% 64% 2.21
 
 
 
 
96% 327.7 1.6% 28.1
CY Cypress Semiconductor 4.1 15% 83% 2.79
 
 
 
 
69% 64.8 3.4% 0.0
CONE CyrusOne 28.5 52% 82% 1.87
 
 
 
 
93% 47.9 3.0% 0.0
DNKN Dunkin' Brands Group -2.4 -10% 34% 1.78
 
 
 
 
84% 40.3 2.3% 25.0
EWBC East West Bancorp 7.8 23% 61% 2.11
 
 
 
 
90% 44.5 1.5% 16.2
EQIX Equinix 33.9 73% 62% 1.72
 
 
 
 
99% 170.7 1.8% 158.0
EXPD Expeditors International of Washing 4.5 33% 14% 1.42
 
 
 
 
58% 85.1 1.6% 22.7
FAST Fastenal -6.6 -34% 27% 1.78
 
 
 
 
44% 92.8 2.9% 25.4
GSM Ferroglobe -3.1 -34% 43% 3.65
 
 
 
 
48% 31.1 3.2% 0.0
FITB Fifth Third Bancorp -1.2 -4% 44% 2.00
 
 
 
 
64% 128.5 2.3% 12.8
FINL Finish Line Cl A -10.6 -110% 34% 3.09
 
 
 
 
14% 30.0 3.1% 41.0
FMBI First Midwest Bancorp 9.5 39% 35% 1.82
 
 
 
 
67% 21.3 1.8% 19.8
FLIR Flir Systems 6.8 52% 18% 1.76
 
 
 
 
88% 27.4 1.6% 24.2
FTR Frontier Communications -4.9 -52% 36% 3.24
 
 
 
 
7% 45.4 10.9% 0.0
GLPI Gaming&Leisure Properties -0.7 -2% 40% 1.50
 
 
 
 
98% 55.0 6.8% 21.2
GRMN Garmin 5.5 32% 32% 2.14
 
 
 
 
75% 32.1 3.9% 14.9
GNTX Gentex 2.7 10% 37% 1.72
 
 
 
 
53% 53.1 2.2% 14.8
GILD Gilead Sciences 8.1 50% 31% 2.16
 
 
 
 
2% 404.6 3.2% 6.8
GT Goodyear Tire&Rubber 1.6 6% 48% 2.19
 
 
 
 
58% 86.3 1.3% 6.7
GPRE Green Plains -7.6 -42% 94% 3.83
 
 
 
 
36% 27.1 2.2% 27.4
HAS Hasbro 20.6 54% 60% 1.93
 
 
 
 
90% 78.2 2.3% 22.5
HIMX Himax Technologies ADR -10.8 -65% 98% 4.07
 
 
 
 
34% 24.6 1.9% 30.0
HBAN Huntington Bancshares 6.8 25% 45% 1.97
 
 
 
 
69% 66.5 2.5% 18.9
IBKC IBERIABANK 6.9 25% 46% 1.99
 
 
 
 
67% 38.1 1.8% 18.3
ILG ILG 11.3 42% 55% 2.29
 
 
 
 
100% 25.1 2.2% 10.0
INTC Intel -3.1 -9% 46% 1.76
 
 
 
 
68% 458.1 3.1% 15.6
IDCC InterDigital 26.5 62% 95% 2.38
 
 
 
 
60% 26.5 1.5% 9.2
INTU Intuit 12.8 56% 29% 1.67
 
 
 
 
95% 173.9 1.1% 41.8
ISBC Investors Bancorp 8.0 29% 27% 1.39
 
 
 
 
57% 26.8 2.4% 20.6
JKHY Jack Henry&Associates 23.4 63% 30% 1.18
 
 
 
 
97% 111.0 1.2% 30.3
JACK Jack in the Box 14.8 39% 78% 2.28
 
 
 
 
73% 90.5 1.6% 25.3
JBHT J.B. Hunt Transport Services -0.4 -2% 27% 1.50
 
 
 
 
32% 46.6 1.1% 21.8
KLAC KLA-Tencor 21.3 49% 69% 1.92
 
 
 
 
96% 77.4 2.1% 17.2
LRCX Lam Research 25.6 62% 72% 2.05
 
 
 
 
99% 252.1 1.2% 19.5
LPLA LPL Financial Holdings -5.6 -36% 54% 3.08
 
 
 
 
83% 20.2 2.5% 19.1
MAR Marriott International 20.4 66% 43% 1.77
 
 
 
 
99% 206.9 1.3% 37.5
MRVL Marvell Technology Group 10.4 48% 58% 2.65
 
 
 
 
93% 90.3 1.5% 404.8
MAT Mattel 3.0 19% 33% 2.33
 
 
 
 
3% 144.4 6.9% 27.7
MXIM Maxim Integrated Products 9.7 41% 38% 1.95
 
 
 
 
97% 87.5 2.8% 26.8
MLCO Melco Resorts&Entertainment ADR 6.7 65% 42% 3.36
 
 
 
 
87% 82.4 1.6% 44.8
MEOH Methanex -1.6 -9% 66% 3.26
 
 
 
 
65% 24.0 2.7% 28.6
MCHP Microchip Technology 2.8 9% 49% 1.95
 
 
 
 
98% 126.6 1.8% 128.2
MSFT Microsoft 16.2 50% 44% 1.75
 
 
 
 
94% 964.4 2.3% 30.3
MDLZ Mondelez International Cl A -2.5 -14% 23% 1.71
 
 
 
 
95% 298.9 1.7% 41.6
NDAQ Nasdaq 28.7 64% 47% 1.46
 
 
 
 
59% 44.0 2.2% 81.8
NATI National Instruments 3.8 20% 21% 1.54
 
 
 
 
100% 28.9 2.2% 51.1
NAVI Navient 5.1 22% 57% 2.54
 
 
 
 
44% 23.4 4.6% 7.4
NTAP NetApp 5.9 19% 56% 2.12
 
 
 
 
84% 141.5 1.9% 36.4
NTES Netease ADR 30.9 66% 142% 2.84
 
 
 
 
90% 506.9 1.5% 20.2
NWSA News Corp Cl A -8.3 -92% 15% 1.98
 
 
 
 
62% 23.5 1.5% 0.0
NXST Nexstar Media Group Cl A 3.6 15% 65% 2.68
 
 
 
 
44% 42.3 2.1% 24.7
NTRS Northern Trust 11.4 40% 40% 1.76
 
 
 
 
85% 80.6 1.7% 20.1
NUTR Nutraceutical International 5.2 34% 51% 3.01
 
 
 
 
99% 27.0 1.2% 21.1
NTRI Nutrisystem 37.5 103% 134% 3.18
 
 
 
 
77% 23.8 1.4% 36.7
ODP Office Depot 10.5 58% 96% 3.85
 
 
 
 
81% 28.3 2.0% 6.1
PCAR Paccar 7.3 38% 27% 1.81
 
 
 
 
67% 97.9 1.6% 15.5
PACW PacWest Bancorp 0.6 3% 43% 2.04
 
 
 
 
53% 27.0 4.2% 16.8
PZZA Papa John's International 9.8 21% 87% 2.12
 
 
 
 
59% 29.2 1.0% 27.7
PDCO Patterson 1.9 11% 22% 1.65
 
 
 
 
50% 82.0 2.4% 23.9
PAYX Paychex 11.3 33% 30% 1.26
 
 
 
 
54% 81.0 3.2% 26.2
PBCT People's United Financial 5.4 22% 25% 1.46
 
 
 
 
47% 34.5 4.1% 18.1
QCOM Qualcomm 0.9 7% 24% 2.15
 
 
 
 
41% 1058.4 3.9% 19.8
GOLD Randgold Resources ADR -11.6 -53% 71% 2.95
 
 
 
 
47% 33.8 1.1% 36.8
ROIC Retail Opportunity Investment 12.2 42% 30% 1.47
 
 
 
 
27% 31.7 3.8% 59.7
ROST Ross Stores 24.3 56% 59% 1.75
 
 
 
 
59% 181.7 1.0% 21.4
RGLD Royal Gold -1.2 -5% 90% 3.42
 
 
 
 
77% 33.7 1.2% 51.0
SBRA Sabra Healthcare REIT 5.2 22% 45% 2.14
 
 
 
 
53% 38.8 7.0% 17.0
SABR Sabre 12.1 37% 54% 1.99
 
 
 
 
30% 85.3 2.4% 30.6
SNI Scripps Networks Interactive Cl A 2.7 15% 25% 1.85
 
 
 
 
38% 63.4 1.8% 15.3
STX Seagate Technology 4.5 22% 78% 3.25
 
 
 
 
73% 104.4 5.9% 17.6
SEIC SEI Investments 7.5 22% 51% 1.88
 
 
 
 
75% 34.7 1.1% 23.6
SNH Senior Housing Properties Trust -0.8 -2% 41% 1.65
 
 
 
 
61% 25.7 7.3% 36.3
SIMO Silicon Motion Technology ADR 14.2 40% 133% 3.19
 
 
 
 
67% 30.7 1.6% 16.0
SBGI Sinclair Broadcast Group Cl A -0.7 -3% 54% 2.48
 
 
 
 
50% 50.6 2.1% 11.2
SWKS Skyworks Solutions 16.7 45% 117% 2.91
 
 
 
 
99% 119.2 1.1% 21.6
SLM SLM 14.6 51% 64% 2.37
 
 
 
 
70% 37.0 2.0% 18.5
LNCE Snyders-Lance 4.2 19% 37% 1.98
 
 
 
 
65% 22.7 1.7% 43.0
SPLS Staples 5.7 30% 48% 2.57
 
 
 
 
51% 44.7 5.5% 0.0
SBUX Starbucks 26.5 63% 46% 1.50
 
 
 
 
94% 345.6 1.6% 30.5
STLD Steel Dynamics 1.3 4% 93% 2.66
 
 
 
 
64% 91.5 1.8% 16.0
SYMC Symantec 26.2 63% 57% 1.75
 
 
 
 
78% 236.7 1.0% 0.0
AMTD TD Ameritrade Holding -2.1 -8% 45% 2.11
 
 
 
 
50% 40.8 2.0% 23.0
TXN Texas Instruments 16.6 46% 48% 1.72
 
 
 
 
90% 279.9 2.5% 21.8
TXRH Texas Roadhouse 8.4 23% 63% 2.05
 
 
 
 
76% 36.5 1.7% 30.2
TIVO TiVo -11.2 -69% 81% 3.72
 
 
 
 
15% 26.4 4.4% 74.1
TSCO Tractor Supply 1.8 8% 37% 2.04
 
 
 
 
0% 125.6 1.9% 17.4
TROW T. Rowe Price Group -2.2 -28% 9% 1.51
 
 
 
 
52% 88.1 3.2% 14.0
UBSH Union Bankshares 7.8 26% 44% 1.82
 
 
 
 
50% 26.9 2.6% 17.1
VIAB Viacom Cl B -3.2 -54% 16% 2.64
 
 
 
 
14% 182.0 2.3% 11.6
VOD Vodafone Group ADR -8.2 -81% 13% 1.68
 
 
 
 
52% 177.2 7.6% 0.0
WBA Walgreens Boots Alliance -0.2 -1% 32% 1.89
 
 
 
 
43% 454.4 1.8% 20.8
WERN Werner Enterprises -5.8 -37% 29% 2.14
 
 
 
 
56% 21.7 1.1% 25.6
WSTC West 5.0 34% 32% 2.37
 
 
 
 
46% 31.0 3.9% 9.7
WDC Western Digital 16.0 68% 72% 2.87
 
 
 
 
94% 279.9 2.3% 0.0
WFM Whole Foods Market -20.2 -95% 39% 2.12
 
 
 
 
81% 123.0 2.0% 28.8
WLTW Willis Towers Watson 1.5 9% 17% 1.42
 
 
 
 
83% 102.9 1.5% 37.0
WETF WisdomTree Investments -0.2 -1% 94% 3.93
 
 
 
 
30% 25.6 3.4% 59.4
WPPGY WPP ADR -6.9 -50% 18% 1.68
 
 
 
 
57% 20.0 4.1% 15.8
WYNN Wynn Resorts 5.8 47% 55% 3.53
 
 
 
 
92% 241.4 1.6% 47.6
XLNX Xilinx 4.5 21% 33% 1.93
 
 
 
 
99% 348.0 2.1% 29.2
BTI British American Tobacco ADR -1.0 -5% 20% 1.43
 
 
 
 
100% 76.7 4.3% 10.6


Definition of Parameters:

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


Trend Quality

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


3-Yr Excess

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


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


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

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

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


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


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


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


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


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

For example:
•    http://sumgrowth.com/Data/SGSETFScreener-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.