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

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

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

Scott Juds
Chief SectorSurfer
 

Quality Stocks Momentum Screener

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

See ETF Screener

Stock Screening SectorSurfer Style:

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


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

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

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

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

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

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

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

Sorting ...   Please Wait...

Quality Stocks Screener

(See Parameter Definitions Below Table)

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

 > $20M/day Volume

 > 1% Dividend Yield

Total Qualified Stocks Listed: 686

9/21/2018 3:04:57 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 47% 0% 1.00
 
 
 
 
100% 5794.7 2.1% 14.0
MMM 3M 8.2 31% 26% 1.41
 
 
 
 
36% 432.3 2.5% 29.8
ABB ABB ADR 9.7 43% 25% 1.56
 
 
 
 
42% 33.5 3.4% 23.2
ABT Abbott Laboratories 7.7 33% 30% 1.69
 
 
 
 
99% 317.1 1.6% 136.2
ABBV AbbVie 14.3 66% 49% 2.40
 
 
 
 
22% 505.8 4.1% 22.9
ANF Abercrombie&Fitch 6.4 36% 127% 4.54
 
 
 
 
47% 42.0 4.0% 38.7
ACN Accenture Cl A 8.4 36% 27% 1.57
 
 
 
 
99% 289.9 1.5% 27.9
AES AES -0.1 0% 38% 2.19
 
 
 
 
93% 67.0 3.8% 23.3
AFL AFLAC 11.7 43% 24% 1.29
 
 
 
 
98% 105.1 2.2% 7.8
AEM Agnico-Eagle Mines 0.6 3% 82% 3.21
 
 
 
 
17% 52.7 1.3% 53.3
APD Air Products&Chemicals 0.8 8% 11% 1.48
 
 
 
 
81% 107.9 2.6% 24.8
ALK Alaska Air Group -4.1 -31% 32% 2.52
 
 
 
 
49% 67.0 1.8% 10.4
ALB Albemarle 17.0 51% 83% 2.55
 
 
 
 
34% 154.6 1.3% 24.7
ARE Alexandria Real Estate Equities 6.7 33% 23% 1.55
 
 
 
 
60% 56.6 3.0% 45.6
AGN Allergan -4.2 -52% 19% 2.47
 
 
 
 
67% 444.5 1.5% 0.0
ALE Allete 10.5 35% 31% 1.44
 
 
 
 
65% 23.1 2.9% 23.1
LNT Alliant Energy 12.1 40% 30% 1.40
 
 
 
 
72% 38.3 3.1% 20.6
ALSN Allison Transmission Holdings 18.2 69% 42% 1.95
 
 
 
 
99% 50.3 1.1% 11.4
ALL Allstate 15.2 54% 25% 1.31
 
 
 
 
80% 114.2 1.8% 10.7
ALLY Ally Financial 8.0 38% 38% 2.13
 
 
 
 
56% 124.7 2.2% 11.4
MO Altria Group -0.6 -4% 19% 1.53
 
 
 
 
41% 307.0 5.1% 11.2
AMC AMC Entertainment Holding 1.4 12% 51% 3.45
 
 
 
 
95% 28.3 3.9% 0.0
AEE Ameren 14.0 49% 27% 1.36
 
 
 
 
86% 105.7 2.9% 25.3
AEO American Eagle Outfitters 6.5 30% 82% 3.24
 
 
 
 
65% 74.4 2.3% 16.5
AEP American Electric Power 3.3 14% 21% 1.30
 
 
 
 
55% 137.9 3.5% 18.2
AXP American Express 13.3 63% 27% 1.70
 
 
 
 
97% 303.2 1.3% 29.3
AFG American Financial Group 18.5 64% 27% 1.35
 
 
 
 
64% 24.5 1.2% 19.5
AIG American International Group -4.9 -49% 12% 1.64
 
 
 
 
30% 268.5 2.4% 0.0
AMT American Tower REIT 8.8 29% 34% 1.56
 
 
 
 
74% 149.8 2.1% 59.0
AWK American Water Works 16.2 45% 36% 1.42
 
 
 
 
76% 61.7 2.1% 33.8
AMP Ameriprise Financial 9.9 48% 41% 2.22
 
 
 
 
36% 106.2 2.4% 13.1
ABC AmerisourceBergen -8.2 -83% 20% 2.28
 
 
 
 
56% 93.0 1.7% 17.9
APC Anadarko Petroleum 3.1 16% 74% 3.21
 
 
 
 
57% 156.8 1.6% 78.1
ANDV Andeavor 10.3 40% 68% 2.62
 
 
 
 
93% 256.3 1.6% 11.2
ANDX Andeavor Logistics -1.3 -14% 26% 2.73
 
 
 
 
64% 27.8 8.3% 21.1
BUD Anheuser-Busch InBev ADR -3.9 -42% 11% 1.65
 
 
 
 
12% 172.1 5.2% 22.9
NLY Annaly Capital Management 5.1 18% 24% 1.25
 
 
 
 
14% 127.0 11.6% 4.1
ANTM Anthem 17.8 58% 47% 1.91
 
 
 
 
99% 334.4 1.1% 16.7
AON Aon 13.9 49% 25% 1.30
 
 
 
 
99% 132.5 1.0% 47.7
AOS A.O. Smith 9.6 36% 38% 1.80
 
 
 
 
35% 74.0 1.2% 31.8
APA Apache -3.6 -23% 65% 3.40
 
 
 
 
75% 160.0 2.2% 20.4
AIV Apartment Investment&Management -2.1 -16% 15% 1.53
 
 
 
 
85% 36.8 3.4% 471.0
APO Apollo Global Management Cl A 26.1 70% 75% 2.24
 
 
 
 
77% 35.4 4.9% 19.2
APLE Apple Hospitality REIT -1.6 -19% 8% 1.40
 
 
 
 
20% 20.5 6.9% 23.5
ATR Aptargroup 13.2 60% 23% 1.45
 
 
 
 
94% 22.4 1.2% 32.7
MT ArcelorMittal ADR 7.0 42% 105% 4.26
 
 
 
 
60% 175.1 1.2% 6.0
ADM Archer Daniels Midland 2.0 12% 27% 1.94
 
 
 
 
94% 86.2 2.7% 14.7
ARNC Arconic -14.8 -175% 43% 3.76
 
 
 
 
42% 53.2 1.1% 0.0
AJG Arthur J. Gallagher 16.7 53% 29% 1.31
 
 
 
 
99% 58.1 2.2% 22.5
ASH Ashland Global Holdings 11.0 48% 29% 1.67
 
 
 
 
98% 26.4 1.2% 122.9
AHL Aspen Insurance Holdings -1.2 -9% 24% 2.00
 
 
 
 
60% 26.4 2.3% 0.0
ASB Associated Banc-Corp. 3.1 14% 38% 2.03
 
 
 
 
68% 34.4 2.2% 16.7
AIZ Assurant 0.5 3% 28% 1.87
 
 
 
 
79% 90.5 2.1% 13.6
AGO Assured Guaranty 15.7 54% 47% 1.96
 
 
 
 
99% 28.9 1.5% 9.4
AZN AstraZeneca ADR 1.7 9% 29% 1.94
 
 
 
 
74% 68.4 2.4% 35.4
ATO Atmos Energy 13.4 37% 34% 1.34
 
 
 
 
90% 37.5 2.1% 17.1
T AT&T -0.7 -4% 18% 1.44
 
 
 
 
34% 812.9 6.0% 6.5
ALV Autoliv -8.7 -60% 38% 2.62
 
 
 
 
30% 109.0 2.7% 25.7
AVB Avalonbay Communities -1.2 -13% 9% 1.40
 
 
 
 
87% 78.5 3.2% 29.2
AVY Avery Dennison 8.8 27% 44% 1.74
 
 
 
 
57% 49.6 1.9% 37.7
AVA Avista 21.5 60% 43% 1.61
 
 
 
 
71% 35.6 2.9% 30.0
BBVA Banco Bilbao Vizcaya Argentaria ADR 3.1 28% 29% 2.60
 
 
 
 
22% 24.4 11.0% 9.7
BMA Banco Macro ADR 4.6 31% 92% 4.21
 
 
 
 
14% 106.2 4.3% 4.9
SAN Banco Santander ADR 5.1 36% 39% 2.72
 
 
 
 
21% 52.5 5.6% 11.6
BSAC Banco Santander-Chile ADR 21.2 63% 47% 1.79
 
 
 
 
72% 20.5 4.5% 16.6
BAC Bank of America 16.1 49% 64% 2.19
 
 
 
 
78% 2572.8 1.9% 16.1
BMO Bank of Montreal 13.6 50% 24% 1.31
 
 
 
 
88% 38.7 3.5% 14.4
BK Bank of New York Mellon 8.4 46% 26% 1.80
 
 
 
 
41% 230.7 2.1% 12.8
BNS Bank of Nova Scotia 7.5 26% 31% 1.48
 
 
 
 
39% 50.6 4.4% 11.3
BCS Barclays ADR -1.6 -16% 31% 2.86
 
 
 
 
13% 30.7 2.7% 0.0
ABX Barrick Gold 8.5 33% 121% 3.61
 
 
 
 
15% 147.9 1.1% 0.0
BBT BB&T 15.3 63% 32% 1.72
 
 
 
 
59% 126.2 3.1% 15.0
BFR BBVA Banco Frances ADR -7.3 -85% 47% 3.91
 
 
 
 
25% 29.9 2.1% 7.9
BCE BCE -2.0 -12% 12% 1.10
 
 
 
 
9% 21.7 5.7% 17.2
BDX Becton Dickinson 16.3 62% 28% 1.50
 
 
 
 
98% 223.7 1.2% 112.9
BBY Best Buy 16.7 66% 79% 2.89
 
 
 
 
85% 249.3 2.3% 22.2
BHP BHP Billiton ADR 9.3 47% 62% 2.91
 
 
 
 
66% 70.1 5.2% 34.8
BBL BHP Billiton ADR 3.2 18% 67% 3.16
 
 
 
 
63% 43.1 5.8% 31.1
BIG Big Lots -7.1 -52% 33% 2.49
 
 
 
 
18% 29.6 2.9% 10.7
BLK BlackRock 5.7 24% 34% 1.82
 
 
 
 
34% 211.3 2.6% 14.7
BX Blackstone Group 6.5 46% 27% 2.22
 
 
 
 
94% 136.9 6.1% 14.5
BXMT Blackstone Mortgage Trust Cl A 7.8 43% 14% 1.18
 
 
 
 
93% 39.0 7.3% 14.1
BA Boeing 28.1 57% 79% 1.94
 
 
 
 
94% 1415.4 1.9% 22.8
BAH Booz Allen Hamilton Holding 14.3 61% 38% 1.97
 
 
 
 
84% 68.4 1.5% 22.2
BWA BorgWarner 3.1 25% 31% 2.56
 
 
 
 
23% 122.7 1.5% 18.0
BXP Boston Properties -3.8 -47% 9% 1.54
 
 
 
 
66% 70.4 3.0% 37.0
BP BP ADR 2.9 18% 27% 2.00
 
 
 
 
72% 401.5 5.4% 21.1
EAT Brinker International 4.6 25% 43% 2.48
 
 
 
 
78% 60.0 3.1% 17.6
BMY Bristol-Myers Squibb -3.1 -26% 22% 2.13
 
 
 
 
59% 273.6 2.6% 268.5
BTI British American Tobacco ADR -4.2 -29% 20% 1.74
 
 
 
 
4% 124.9 5.8% 2.0
BRX Brixmor Property Group 1.4 13% 19% 2.08
 
 
 
 
68% 45.4 6.3% 18.2
BR Broadridge Financial Solutions 35.8 70% 56% 1.52
 
 
 
 
91% 106.8 1.5% 37.4
BAM Brookfield Asset Management Cl A 2.4 17% 18% 1.66
 
 
 
 
88% 114.4 1.4% 16.2
BFB Brown-Forman Cl B 9.2 40% 30% 1.73
 
 
 
 
39% 103.8 1.3% 32.3
BC Brunswick 4.3 31% 34% 2.50
 
 
 
 
91% 59.1 1.1% 53.1
BPL Buckeye Partners -2.2 -30% 17% 2.49
 
 
 
 
15% 22.4 14.0% 12.2
BG Bunge -3.1 -26% 29% 2.51
 
 
 
 
22% 102.2 3.0% 0.0
BWXT BWX Technologies 33.9 65% 61% 1.58
 
 
 
 
48% 38.6 1.0% 40.3
CBT Cabot 11.2 43% 51% 2.21
 
 
 
 
79% 22.4 2.0% 0.0
COG Cabot Oil&Gas 2.9 27% 36% 3.04
 
 
 
 
18% 156.6 1.1% 81.8
CPT Camden Property Trust -3.8 -23% 18% 1.46
 
 
 
 
89% 42.3 3.3% 44.8
CPB Campbell Soup 1.8 14% 21% 1.97
 
 
 
 
42% 82.4 3.5% 46.9
CM Canadian Imperial Bank of Commerce 6.7 26% 24% 1.38
 
 
 
 
76% 94.5 4.3% 10.7
CNI Canadian National Railway 8.5 36% 28% 1.61
 
 
 
 
88% 81.1 1.6% 25.0
CNQ Canadian Natural Resources 3.0 16% 65% 2.99
 
 
 
 
35% 56.9 3.2% 19.2
COF Capital One Financial 7.7 43% 30% 2.03
 
 
 
 
72% 251.2 1.6% 15.8
CAH Cardinal Health -8.2 -181% 10% 2.34
 
 
 
 
25% 252.3 3.5% 74.6
CSL Carlisle 9.6 44% 28% 1.69
 
 
 
 
84% 105.0 1.3% 23.6
CCL Carnival 1.9 12% 25% 1.92
 
 
 
 
65% 221.3 3.0% 17.1
CRI Carters -4.8 -30% 28% 2.05
 
 
 
 
10% 93.3 1.9% 15.3
CAT Caterpillar 14.7 44% 63% 2.15
 
 
 
 
65% 1032.2 2.2% 30.3
CBS CBS Cl B 6.9 35% 35% 2.06
 
 
 
 
65% 133.9 1.3% 14.3
CE Celanese 10.6 34% 49% 1.94
 
 
 
 
90% 120.5 1.9% 14.1
CVE Cenovus Energy -6.2 -57% 47% 3.46
 
 
 
 
48% 38.3 1.7% 0.0
CNP CenterPoint Energy 13.0 38% 38% 1.52
 
 
 
 
60% 59.8 4.0% 7.8
CTL CenturyLink -2.5 -18% 40% 2.78
 
 
 
 
85% 243.8 9.6% 12.5
CF CF Industries Holdings 8.8 58% 67% 3.49
 
 
 
 
96% 99.5 2.3% 21.2
CC Chemours 13.3 50% 247% 5.19
 
 
 
 
16% 92.6 2.4% 7.6
CVX Chevron 13.7 49% 40% 1.80
 
 
 
 
44% 659.9 3.8% 18.8
CHL China Mobile ADR -1.1 -15% 7% 1.44
 
 
 
 
55% 36.9 4.8% 11.0
CB Chubb 6.6 37% 17% 1.33
 
 
 
 
48% 193.5 2.1% 17.1
CHD Church&Dwight -7.2 -32% 24% 1.50
 
 
 
 
98% 58.1 1.5% 18.4
CNK Cinemark Holdings -0.8 -5% 26% 1.98
 
 
 
 
50% 42.9 3.3% 16.1
CIT CIT Group 9.5 60% 30% 2.17
 
 
 
 
84% 35.8 1.8% 20.2
C Citigroup 10.1 52% 34% 2.07
 
 
 
 
64% 1743.9 2.4% 0.0
CFG Citizens Financial Group 12.1 40% 62% 2.28
 
 
 
 
42% 111.5 2.6% 11.1
CLX Clorox -2.6 -12% 23% 1.47
 
 
 
 
97% 141.3 2.5% 24.3
CMS CMS Energy 11.9 41% 26% 1.29
 
 
 
 
83% 100.9 2.9% 25.3
CEO CNOOC ADR 8.8 42% 51% 2.51
 
 
 
 
90% 24.3 4.1% 15.7
KO Coca-Cola 1.8 11% 11% 1.07
 
 
 
 
72% 432.3 3.3% 86.4
CCE Coca-Cola European Partners -8.4 -66% 21% 1.98
 
 
 
 
99% 87.0 2.6% 28.8
CL Colgate-Palmolive 0.2 2% 8% 1.35
 
 
 
 
45% 218.6 2.4% 27.5
CMA Comerica 22.9 61% 75% 2.24
 
 
 
 
74% 99.4 2.5% 17.7
CMC Commercial Metals 6.8 38% 62% 3.07
 
 
 
 
38% 27.3 2.3% 43.0
CMP Compass Minerals International -7.2 -109% 11% 2.00
 
 
 
 
66% 29.3 4.1% 73.8
CAG Conagra Brands -2.5 -42% 11% 2.12
 
 
 
 
66% 124.5 2.3% 18.8
COP ConocoPhillips 3.1 15% 57% 2.75
 
 
 
 
97% 378.3 1.5% 19.8
ED Consolidated Edison 1.6 7% 20% 1.32
 
 
 
 
39% 113.6 3.7% 15.5
STZ Constellation Brands Cl A 11.1 41% 37% 1.74
 
 
 
 
54% 396.2 1.4% 18.1
CVG Convergys -0.3 -2% 25% 2.08
 
 
 
 
68% 31.1 1.8% 28.4
CPA Copa Holdings Cl A 12.2 49% 101% 3.34
 
 
 
 
9% 35.0 4.3% 8.7
CLB Core Laboratories -4.7 -38% 35% 2.72
 
 
 
 
53% 42.2 2.0% 53.5
COR CoreSite Realty 16.2 35% 73% 1.94
 
 
 
 
87% 24.4 3.6% 56.2
GLW Corning 14.1 51% 43% 1.92
 
 
 
 
98% 260.0 2.0% 0.0
COTY Coty Cl A -5.7 -102% 18% 2.91
 
 
 
 
21% 91.0 3.8% 0.0
CUZ Cousins Properties -6.4 -52% 21% 2.00
 
 
 
 
52% 34.9 2.9% 61.1
CR Crane 12.8 48% 44% 2.00
 
 
 
 
79% 26.9 1.4% 31.4
BAP Credicorp 22.1 61% 64% 2.07
 
 
 
 
74% 41.4 1.9% 13.8
CS Credit Suisse Group ADR 5.5 49% 31% 2.68
 
 
 
 
23% 56.7 1.6% 0.0
CRH CRH ADR 1.9 16% 20% 2.00
 
 
 
 
24% 33.3 1.4% 15.2
CCI Crown Castle International 5.9 23% 27% 1.51
 
 
 
 
84% 253.4 3.7% 117.7
CUBE CubeSmart 7.3 32% 31% 1.77
 
 
 
 
54% 38.0 4.1% 35.4
CFR Cullen/Frost Bankers 11.4 40% 60% 2.29
 
 
 
 
63% 48.8 2.4% 17.8
CMI Cummins 6.8 28% 41% 2.01
 
 
 
 
33% 227.7 3.0% 23.8
CVI CVR Energy 5.8 28% 113% 3.91
 
 
 
 
60% 29.3 7.8% 9.8
CVS CVS Health -2.7 -92% 5% 1.99
 
 
 
 
81% 523.2 2.5% 27.0
DAN Dana 10.0 36% 79% 2.75
 
 
 
 
15% 24.2 1.9% 15.9
DRI Darden Restaurants 26.5 89% 50% 2.01
 
 
 
 
84% 417.4 2.6% 24.7
DDR DDR Corp -5.2 -57% 100% 5.65
 
 
 
 
57% 21.5 5.8% 0.0
DE Deere 20.5 71% 52% 2.10
 
 
 
 
60% 353.6 1.8% 24.2
DK Delek US Holdings 17.3 68% 122% 3.67
 
 
 
 
53% 129.7 2.3% 10.3
DAL Delta Air Lines 4.3 28% 32% 2.29
 
 
 
 
81% 193.2 2.4% 12.4
DLX Deluxe Corp. 0.8 6% 18% 1.82
 
 
 
 
3% 49.9 2.1% 11.5
DNR Denbury Resources 6.0 48% 290% 8.33
 
 
 
 
94% 44.2 4.5% 11.8
DB Deutsche Bank -2.3 -31% 30% 3.32
 
 
 
 
19% 67.3 1.1% 0.0
DEO Diageo ADR 2.5 14% 16% 1.31
 
 
 
 
51% 44.6 3.0% 21.8
DKS Dick's Sporting Goods 4.1 28% 57% 3.32
 
 
 
 
84% 94.4 2.4% 11.4
DLR Digital Realty Trust 19.0 50% 55% 1.81
 
 
 
 
89% 117.2 3.3% 124.3
DFS Discover Financial Services 1.0 4% 38% 1.80
 
 
 
 
88% 132.5 2.0% 12.6
DG Dollar General 10.7 47% 44% 2.18
 
 
 
 
92% 201.1 1.1% 17.0
D Dominion Energy -2.1 -21% 9% 1.29
 
 
 
 
37% 336.9 4.8% 14.8
DM Dominion Energy Midstream Partners -4.3 -44% 39% 3.33
 
 
 
 
24% 162.6 7.8% 12.8
UFS Domtar 2.8 17% 33% 2.21
 
 
 
 
94% 22.2 3.2% 0.0
DCI Donaldson 11.4 52% 33% 1.86
 
 
 
 
95% 38.1 1.3% 42.8
DEI Douglas Emmett -1.5 -8% 20% 1.45
 
 
 
 
54% 25.3 2.6% 56.2
DOV Dover 6.5 35% 30% 1.96
 
 
 
 
97% 132.7 2.2% 18.7
DHI D.R. Horton 1.1 5% 41% 2.21
 
 
 
 
36% 138.6 1.2% 12.5
DSW DSW Cl A -0.3 -3% 53% 3.28
 
 
 
 
88% 48.9 3.1% 1606.0
DTE DTE Energy 7.6 35% 19% 1.28
 
 
 
 
66% 108.1 3.2% 17.1
DUK Duke Energy -1.2 -6% 18% 1.27
 
 
 
 
44% 267.3 4.6% 20.4
DRE Duke Realty 16.7 49% 37% 1.51
 
 
 
 
83% 47.6 2.8% 28.2
DNB Dun&Bradstreet 13.4 72% 33% 2.08
 
 
 
 
95% 65.7 1.5% 22.5
EMN Eastman Chemical 6.9 30% 33% 1.82
 
 
 
 
53% 73.0 2.2% 9.4
ETN Eaton 8.9 48% 26% 1.79
 
 
 
 
92% 216.8 1.7% 12.5
EV Eaton Vance 12.3 50% 37% 1.87
 
 
 
 
46% 21.3 2.3% 18.4
ECL Ecolab 5.7 45% 12% 1.37
 
 
 
 
99% 153.2 1.0% 30.0
EC Ecopetrol ADR 14.4 56% 107% 3.38
 
 
 
 
89% 31.2 2.6% 14.0
EIX Edison International -2.4 -12% 23% 1.59
 
 
 
 
40% 123.5 3.6% 53.4
LLY Eli Lilly -4.2 -28% 21% 1.79
 
 
 
 
95% 394.4 2.1% 0.0
EMR Emerson Electric 10.8 54% 28% 1.77
 
 
 
 
99% 187.9 2.5% 23.9
ENB Enbridge -4.5 -33% 28% 2.30
 
 
 
 
41% 123.7 6.0% 29.6
EEP Enbridge Energy Partners Cl A -1.4 -14% 37% 3.28
 
 
 
 
36% 26.0 12.1% 23.5
EHC Encompass Health 22.6 76% 53% 2.09
 
 
 
 
87% 62.8 1.4% 25.4
ETE Energy Transfer Equity 1.5 14% 104% 5.29
 
 
 
 
72% 62.6 7.0% 16.6
ETP Energy Transfer Partners -2.9 -25% 47% 3.36
 
 
 
 
78% 61.2 10.1% 20.1
ENLK EnLink Midstream Partners 1.2 8% 67% 3.56
 
 
 
 
85% 25.9 8.5% 59.5
ETR Entergy 4.8 22% 22% 1.41
 
 
 
 
66% 74.7 4.3% 50.9
EPD Enterprise Products Partners 0.3 2% 26% 2.34
 
 
 
 
85% 66.7 5.9% 21.3
EPR EPR Properties 13.0 35% 45% 1.60
 
 
 
 
87% 30.6 6.3% 23.1
EFX Equifax -4.2 -22% 31% 1.96
 
 
 
 
88% 176.1 1.2% 32.2
EQNR Equinor ADR 8.9 37% 54% 2.39
 
 
 
 
81% 28.3 3.5% 19.3
ELS Equity Lifestyle Properties 13.6 40% 32% 1.36
 
 
 
 
96% 32.9 2.3% 42.5
EQR Equity Residential -2.3 -22% 11% 1.47
 
 
 
 
84% 67.5 3.2% 60.9
ESS Essex Property Trust -1.9 -15% 13% 1.53
 
 
 
 
63% 64.1 3.0% 43.2
EL Estee Lauder Cl A 25.1 61% 53% 1.69
 
 
 
 
69% 213.5 1.1% 48.3
EVR Evercore Cl A 19.4 65% 67% 2.38
 
 
 
 
65% 39.3 2.0% 24.7
RE Everest Re Group 6.8 24% 33% 1.59
 
 
 
 
43% 48.9 2.2% 47.0
ES Eversource Energy 5.7 29% 18% 1.36
 
 
 
 
67% 74.6 3.3% 19.4
EXC Exelon 9.1 34% 31% 1.57
 
 
 
 
82% 255.2 3.2% 11.0
EXR Extra Space Storage 7.5 40% 26% 1.79
 
 
 
 
43% 138.2 3.9% 22.5
XOM Exxon Mobil 0.5 4% 16% 1.50
 
 
 
 
74% 882.6 3.9% 17.3
FDS FactSet Research Systems 7.3 40% 23% 1.65
 
 
 
 
94% 52.9 1.1% 35.7
FRT Federal Realty Investment Trust -1.5 -14% 11% 1.47
 
 
 
 
76% 49.1 3.1% 44.5
FII Federated Investors -5.1 -38% 24% 2.10
 
 
 
 
21% 29.0 4.3% 8.8
FDX FedEx 10.5 43% 35% 1.82
 
 
 
 
54% 568.4 1.1% 14.0
FNF Fidelity National Financial -11.3 -72% 28% 2.08
 
 
 
 
64% 40.5 3.1% 15.2
FIS Fidelity National Information Servi 17.4 71% 28% 1.55
 
 
 
 
97% 113.3 1.2% 25.6
FAF First American Financial 7.1 25% 36% 1.67
 
 
 
 
28% 52.0 3.2% 12.6
FE FirstEnergy 2.7 16% 24% 1.77
 
 
 
 
83% 139.2 3.9% 0.0
FHN First Horizon National 7.5 38% 33% 2.00
 
 
 
 
40% 38.9 2.6% 30.4
FR First Industrial Realty Trust 8.6 26% 36% 1.49
 
 
 
 
67% 25.6 2.7% 17.4
FLS Flowserve -2.1 -19% 25% 2.45
 
 
 
 
94% 69.7 1.4% 0.0
FLR Fluor -4.6 -26% 43% 2.54
 
 
 
 
86% 44.1 1.4% 33.2
FNB F.N.B. -0.1 -1% 22% 1.98
 
 
 
 
35% 29.0 3.6% 16.2
FMX Fomento Economico Mexicano ADR -11.1 -82% 22% 1.98
 
 
 
 
82% 23.1 1.5% 14.8
FL Foot Locker -6.4 -50% 56% 3.48
 
 
 
 
61% 109.1 2.9% 18.6
F Ford Motor -6.6 -125% 8% 1.90
 
 
 
 
14% 418.1 6.1% 5.8
FCEA Forest City Realty Trust Cl A -4.7 -30% 25% 1.95
 
 
 
 
89% 52.1 2.9% 21.8
FBHS Fortune Brands Home&Security -3.0 -20% 20% 1.75
 
 
 
 
12% 84.4 1.5% 18.2
FNV Franco-Nevada 4.8 21% 62% 2.67
 
 
 
 
23% 47.9 1.5% 54.3
BEN Franklin Resources -2.3 -27% 15% 2.11
 
 
 
 
19% 215.1 2.8% 26.8
GME GameStop Cl A 0.0 -1% 9% 3.27
 
 
 
 
49% 26.0 9.2% 0.0
GPS Gap 0.8 5% 53% 3.25
 
 
 
 
21% 94.3 3.5% 12.1
GD General Dynamics 10.9 43% 27% 1.48
 
 
 
 
41% 271.1 1.8% 20.5
GE General Electric 1.2 12% 15% 1.88
 
 
 
 
4% 1090.3 3.9% 0.0
GIS General Mills -4.3 -40% 13% 1.65
 
 
 
 
17% 260.2 4.4% 12.3
GM General Motors -2.3 -11% 37% 2.11
 
 
 
 
20% 402.2 4.2% 0.0
GPC Genuine Parts 1.9 13% 17% 1.60
 
 
 
 
73% 53.8 2.8% 22.3
GSK GlaxoSmithKline ADR -0.3 -2% 16% 1.42
 
 
 
 
68% 78.4 5.1% 44.4
GS Goldman Sachs Group 11.7 48% 39% 1.95
 
 
 
 
33% 585.5 1.4% 19.1
GGG Graco Inc. 12.8 39% 51% 1.90
 
 
 
 
76% 27.1 1.1% 28.9
GPT Gramercy Property Trust 8.7 29% 46% 1.91
 
 
 
 
62% 32.6 5.5% 66.1
GVA Granite Construction 3.5 17% 61% 2.82
 
 
 
 
20% 25.3 1.1% 31.8
GPK Graphic Packaging Holding 1.8 22% 13% 1.92
 
 
 
 
44% 26.9 2.0% 15.2
GBX Greenbrier 9.1 61% 61% 3.36
 
 
 
 
95% 20.4 1.7% 13.3
GPI Group 1 Automotive -1.7 -13% 44% 3.04
 
 
 
 
56% 34.9 1.4% 6.7
HAL Halliburton 0.1 0% 50% 2.43
 
 
 
 
21% 296.8 1.8% 367.2
HBI Hanesbrands -5.3 -98% 16% 2.85
 
 
 
 
25% 69.4 3.2% 184.6
THG Hanover Insurance Group 12.6 47% 30% 1.54
 
 
 
 
58% 20.1 1.9% 21.9
HOG Harley-Davidson -1.5 -15% 24% 2.52
 
 
 
 
36% 91.6 3.3% 15.5
HRS Harris Corp. 23.4 53% 54% 1.64
 
 
 
 
81% 170.1 1.7% 27.5
HIG Hartford Financial Services Group 3.4 25% 17% 1.67
 
 
 
 
19% 155.8 2.4% 24.8
FUL H.B. Fuller 4.7 23% 31% 1.86
 
 
 
 
91% 26.2 1.1% 27.6
HCA HCA Healthcare 8.8 35% 46% 2.10
 
 
 
 
92% 171.5 1.1% 16.7
HCP HCP -6.8 -64% 19% 2.09
 
 
 
 
64% 60.0 5.6% 219.6
HTA Healthcare Trust of America -3.5 -16% 25% 1.58
 
 
 
 
37% 57.0 4.6% 68.8
HP Helmerich&Payne 4.0 19% 71% 3.04
 
 
 
 
68% 77.4 4.2% 16.2
HLF Herbalife Nutrition 14.2 54% 75% 2.76
 
 
 
 
81% 59.2 2.2% 52.1
HSY Hershey 0.7 6% 16% 1.73
 
 
 
 
54% 87.2 2.8% 21.3
HES Hess Corp. -0.8 -5% 68% 3.29
 
 
 
 
94% 164.9 1.4% 0.0
HFC HollyFrontier 12.6 47% 103% 3.25
 
 
 
 
65% 179.8 2.0% 8.4
HD Home Depot 11.9 41% 30% 1.45
 
 
 
 
92% 799.6 2.0% 24.9
HON Honeywell International 12.6 63% 19% 1.35
 
 
 
 
99% 307.4 1.8% 77.8
HRL Hormel Foods 5.8 22% 37% 1.77
 
 
 
 
81% 65.2 1.9% 22.1
HST Host Hotels&Resorts 5.7 39% 26% 2.10
 
 
 
 
72% 245.5 3.8% 24.1
HPQ HP 7.4 57% 51% 3.29
 
 
 
 
99% 252.6 2.2% 9.4
HRB H&R Block -1.7 -18% 28% 2.82
 
 
 
 
45% 43.6 3.9% 9.3
HSBC HSBC Holdings ADR 11.3 41% 35% 1.67
 
 
 
 
17% 59.8 4.5% 18.1
HPP Hudson Pacific Properties -2.9 -15% 23% 1.60
 
 
 
 
45% 30.2 3.2% 46.1
HII Huntington Ingalls Industries 17.8 48% 63% 2.02
 
 
 
 
64% 103.5 1.2% 18.4
HUN Huntsman 9.3 42% 102% 3.57
 
 
 
 
28% 60.4 2.2% 6.6
IDA IDACORP 9.5 36% 25% 1.35
 
 
 
 
87% 20.7 2.4% 21.8
IEX IDEX 23.2 59% 43% 1.50
 
 
 
 
98% 46.6 1.1% 31.7
ITW Illinois Tool Works 15.9 49% 36% 1.53
 
 
 
 
30% 134.5 2.1% 26.9
INFY Infosys ADR 0.7 4% 27% 2.00
 
 
 
 
84% 94.0 6.0% 36.3
IR Ingersoll-Rand 14.3 52% 38% 1.78
 
 
 
 
97% 161.1 2.1% 18.8
ING ING Groep ADR 8.2 46% 38% 2.31
 
 
 
 
14% 42.0 7.5% 8.7
INGR Ingredion 2.2 8% 35% 1.71
 
 
 
 
19% 35.9 2.4% 14.8
ICE Intercontinental Exchange 6.2 36% 21% 1.66
 
 
 
 
94% 169.9 1.2% 18.2
IBM International Business Machines -0.5 -4% 15% 1.59
 
 
 
 
41% 854.5 4.2% 24.4
IFF International Flavors&Fragrances -1.2 -6% 27% 1.76
 
 
 
 
50% 229.7 2.1% 37.2
IGT International Game Technology 5.4 21% 78% 2.83
 
 
 
 
10% 59.3 4.1% 0.0
IP International Paper 4.4 23% 30% 1.91
 
 
 
 
27% 99.4 3.5% 7.6
IPG Interpublic Group -2.7 -19% 24% 1.98
 
 
 
 
57% 60.6 3.7% 15.0
IVZ INVESCO 1.7 24% 15% 2.27
 
 
 
 
8% 81.4 4.9% 8.6
IRM Iron Mountain -7.5 -26% 42% 1.82
 
 
 
 
44% 60.9 6.6% 53.4
JBL Jabil 7.7 34% 50% 2.36
 
 
 
 
75% 55.2 1.1% 28.1
JEF Jefferies Financial Group 7.2 40% 33% 2.13
 
 
 
 
31% 38.6 2.1% 268.1
SJM J.M. Smucker -3.6 -21% 23% 1.79
 
 
 
 
36% 93.4 3.1% 9.3
JCI Johnson Controls International 1.8 13% 22% 1.97
 
 
 
 
46% 182.1 2.8% 15.4
JNJ Johnson&Johnson 8.7 34% 21% 1.23
 
 
 
 
79% 684.1 2.5% 330.2
JPM JPMorgan Chase 18.8 60% 43% 1.76
 
 
 
 
97% 1803.4 2.7% 15.8
JNPR Juniper Networks -5.7 -43% 27% 2.26
 
 
 
 
94% 90.9 2.4% 64.3
KSU Kansas City Southern 2.5 16% 29% 2.12
 
 
 
 
92% 75.9 1.2% 12.6
KAR KAR Auction Services 18.3 64% 33% 1.58
 
 
 
 
85% 48.6 2.3% 20.0
KBR KBR -0.1 -1% 45% 3.09
 
 
 
 
85% 39.1 1.6% 5.8
K Kellogg -1.7 -12% 17% 1.58
 
 
 
 
88% 128.4 3.1% 14.4
KMT Kennametal 11.2 52% 73% 3.03
 
 
 
 
58% 35.5 1.8% 18.6
KDP Keurig Dr Pepper 17.6 53% 45% 1.75
 
 
 
 
86% 49.8 2.5% 3.9
KEY KeyCorp 13.9 58% 46% 2.18
 
 
 
 
67% 477.9 3.3% 15.8
KRC Kilroy Realty -3.3 -22% 18% 1.62
 
 
 
 
55% 34.1 2.6% 45.0
KMB Kimberly-Clark 1.9 9% 22% 1.44
 
 
 
 
74% 132.6 3.4% 23.8
KIM Kimco Realty 1.5 10% 24% 1.97
 
 
 
 
51% 39.2 6.7% 30.1
KMI Kinder Morgan -0.5 -6% 24% 2.91
 
 
 
 
65% 215.7 4.4% 0.0
KGC Kinross Gold 1.0 6% 129% 4.54
 
 
 
 
16% 23.6 5.3% 10.0
KKR KKR Cl A 16.0 81% 44% 2.39
 
 
 
 
94% 345.4 2.4% 12.9
KSS Kohl's 11.8 54% 84% 3.24
 
 
 
 
88% 292.9 3.2% 13.5
PHG Koninklijke Philips ADR 11.7 43% 37% 1.78
 
 
 
 
100% 34.1 2.0% 28.4
KR Kroger -5.3 -37% 35% 2.51
 
 
 
 
73% 256.1 1.9% 6.7
LLL L3 Technologies 17.9 58% 38% 1.63
 
 
 
 
78% 287.2 1.5% 25.7
LHO LaSalle Hotel Properties 5.9 30% 41% 2.30
 
 
 
 
86% 37.1 2.6% 61.3
LVS Las Vegas Sands 7.3 31% 55% 2.45
 
 
 
 
8% 264.2 4.9% 12.7
LAZ Lazard 8.2 54% 40% 2.61
 
 
 
 
33% 27.5 3.6% 19.8
LB L Brands -3.7 -69% 19% 3.06
 
 
 
 
11% 106.5 8.0% 9.5
LCII LCI Industries 9.9 37% 68% 2.56
 
 
 
 
25% 24.2 2.6% 16.6
LEA Lear Corp. 2.1 9% 44% 2.12
 
 
 
 
16% 173.3 1.7% 8.2
LEG Leggett&Platt -0.4 -3% 15% 1.64
 
 
 
 
52% 50.9 3.3% 22.2
LM Legg Mason -2.6 -33% 17% 2.36
 
 
 
 
15% 30.3 4.2% 8.1
LDOS Leidos Holdings 13.1 35% 61% 1.97
 
 
 
 
76% 105.1 1.9% 24.0
LII Lennox International 10.9 42% 34% 1.72
 
 
 
 
83% 76.9 1.2% 28.6
LNC Lincoln National 12.4 52% 55% 2.43
 
 
 
 
35% 126.2 1.9% 7.8
LAD Lithia Motors Cl A -6.5 -59% 33% 2.80
 
 
 
 
11% 20.4 1.4% 8.3
LMT Lockheed Martin 11.2 46% 24% 1.40
 
 
 
 
58% 653.3 2.4% 36.8
LPX Louisiana-Pacific 6.8 37% 43% 2.48
 
 
 
 
46% 61.0 1.8% 8.5
LOW Lowe's 3.4 15% 35% 1.95
 
 
 
 
100% 536.0 1.7% 24.5
LYB LyondellBasell Industries 0.6 4% 34% 2.17
 
 
 
 
34% 358.6 3.8% 7.1
MAC Macerich -5.1 -59% 13% 1.87
 
 
 
 
25% 40.8 5.2% 103.8
MIC Macquarie Infrastructure 2.4 25% 26% 2.74
 
 
 
 
28% 30.2 8.5% 8.3
M Macy's 0.3 2% 69% 3.37
 
 
 
 
72% 224.4 4.3% 6.5
MMP Magellan Midstream Partners -2.4 -19% 22% 2.10
 
 
 
 
67% 41.9 5.6% 18.3
MGA Magna International 6.4 38% 37% 2.34
 
 
 
 
34% 91.9 2.3% 8.7
MAN ManpowerGroup 6.3 34% 40% 2.34
 
 
 
 
7% 56.1 2.4% 9.6
MPC Marathon Petroleum 8.8 39% 65% 2.74
 
 
 
 
89% 520.3 2.3% 10.0
VAC Marriott Vacations Worldwide 15.7 54% 74% 2.57
 
 
 
 
23% 48.2 1.4% 16.6
MMC Marsh&McLennan 15.0 65% 20% 1.25
 
 
 
 
70% 172.1 2.0% 26.6
MAS Masco -0.4 -2% 29% 1.92
 
 
 
 
26% 71.5 1.1% 20.5
MKC McCormick 7.0 31% 25% 1.52
 
 
 
 
93% 91.3 1.6% 20.7
MCD McDonald's 14.2 36% 38% 1.36
 
 
 
 
44% 486.1 2.5% 23.6
MCK McKesson -9.6 -140% 16% 2.46
 
 
 
 
24% 135.9 1.2% 0.0
MDU MDU Resources Group 4.9 15% 45% 1.76
 
 
 
 
39% 21.8 3.0% 17.9
MPW Medical Properties Trust 0.4 2% 37% 1.84
 
 
 
 
85% 23.9 6.8% 15.5
MDT Medtronic -0.3 -2% 21% 1.51
 
 
 
 
99% 392.2 2.1% 42.2
MRK Merck&Co 9.3 52% 21% 1.60
 
 
 
 
99% 425.9 2.7% 144.5
MET MetLife 5.8 39% 28% 2.14
 
 
 
 
42% 277.1 3.5% 11.7
MFA MFA Financial 9.5 40% 23% 1.36
 
 
 
 
39% 25.2 10.6% 10.0
MGM MGM Resorts International 1.4 8% 41% 2.54
 
 
 
 
18% 166.9 1.7% 8.8
MAA Mid-America Apartment Communities 7.8 37% 24% 1.53
 
 
 
 
69% 52.6 3.6% 33.9
MBT Mobile TeleSystems ADR -1.3 -6% 75% 3.10
 
 
 
 
21% 23.9 17.6% 8.1
TAP Molson Coors Brewing Cl B 2.5 29% 13% 1.93
 
 
 
 
23% 138.9 2.5% 9.0
MS Morgan Stanley 14.4 53% 55% 2.26
 
 
 
 
27% 573.9 2.4% 12.6
MSI Motorola Solutions 16.1 47% 40% 1.58
 
 
 
 
93% 71.7 1.7% 0.0
MPLX MPLX 1.7 28% 28% 3.56
 
 
 
 
49% 68.5 7.1% 16.2
MSCI MSCI 41.0 75% 73% 1.73
 
 
 
 
89% 143.3 1.3% 42.5
MSM MSC Industrial Direct 9.1 27% 55% 1.98
 
 
 
 
57% 20.5 2.6% 15.8
MTB M&T Bank 14.5 60% 34% 1.80
 
 
 
 
45% 134.1 2.3% 17.8
MUR Murphy Oil 2.3 17% 79% 4.01
 
 
 
 
64% 21.8 3.2% 0.0
NBR Nabors Industries -1.9 -16% 94% 4.73
 
 
 
 
27% 39.4 3.8% 0.0
NFG National Fuel Gas 3.8 27% 20% 1.78
 
 
 
 
70% 23.6 3.0% 12.2
NGG National Grid ADR -5.0 -76% 7% 1.46
 
 
 
 
9% 30.9 7.9% 7.6
NNN National Retail Properties 7.6 26% 34% 1.59
 
 
 
 
80% 38.6 4.5% 32.2
NWL Newell Brands -4.1 -50% 27% 2.96
 
 
 
 
8% 193.6 4.2% 5.2
NEM Newmont Mining 13.2 50% 92% 3.09
 
 
 
 
18% 162.0 1.8% 106.0
NRZ New Residential Investment 19.6 70% 48% 2.04
 
 
 
 
81% 60.0 11.1% 4.5
NYCB New York Community Bancorp -2.8 -41% 10% 1.84
 
 
 
 
14% 33.3 6.2% 12.6
NEE NextEra Energy 17.9 48% 34% 1.31
 
 
 
 
79% 298.3 2.6% 9.8
NLSN Nielsen Holdings -1.2 -32% 8% 2.44
 
 
 
 
31% 79.9 5.2% 26.2
NI NiSource 12.1 34% 40% 1.56
 
 
 
 
49% 124.3 3.1% 33.2
NBL Noble Energy -2.6 -22% 42% 3.09
 
 
 
 
44% 134.8 1.5% 16.6
NOK Nokia ADR -4.6 -30% 40% 2.59
 
 
 
 
53% 74.5 4.1% 0.0
JWN Nordstrom -3.1 -24% 47% 3.10
 
 
 
 
81% 247.3 2.4% 20.2
NSC Norfolk Southern 11.1 37% 55% 2.12
 
 
 
 
96% 334.6 1.7% 9.2
NOC Northrop Grumman 18.5 51% 39% 1.50
 
 
 
 
28% 724.4 1.6% 23.5
NVS Novartis ADR -1.2 -11% 11% 1.43
 
 
 
 
62% 244.1 3.4% 14.6
NUE Nucor 7.1 34% 46% 2.35
 
 
 
 
64% 108.9 2.4% 12.3
NUS Nu Skin Enterprises Cl A 13.8 57% 81% 3.01
 
 
 
 
84% 21.0 1.7% 31.9
OXY Occidental Petroleum 5.6 25% 35% 1.92
 
 
 
 
67% 282.4 3.9% 27.1
OGE OGE Energy 6.6 28% 26% 1.51
 
 
 
 
86% 39.5 3.6% 11.4
ORI Old Republic International 8.4 41% 22% 1.51
 
 
 
 
99% 34.0 3.4% 12.4
OLN Olin 8.4 38% 80% 3.12
 
 
 
 
6% 94.4 2.9% 7.6
OHI Omega Healthcare Investors -6.3 -43% 23% 1.91
 
 
 
 
92% 35.7 8.1% 79.5
OMC Omnicom Group 1.1 9% 14% 1.61
 
 
 
 
24% 210.6 3.5% 14.0
OKE ONEOK 10.5 36% 104% 3.10
 
 
 
 
85% 212.0 4.8% 35.9
ORCL Oracle 3.5 25% 18% 1.70
 
 
 
 
72% 1320.2 1.5% 54.2
OSK Oshkosh 3.1 11% 74% 2.61
 
 
 
 
29% 39.6 1.3% 13.9
OC Owens Corning 7.7 31% 44% 2.09
 
 
 
 
8% 82.0 1.4% 21.6
PKG Packaging of America 16.0 50% 55% 2.05
 
 
 
 
45% 95.4 2.7% 15.3
PGRE Paramount Group -6.6 -137% 5% 1.50
 
 
 
 
62% 21.9 2.6% 0.0
PH Parker Hannifin 12.5 42% 43% 1.83
 
 
 
 
63% 168.8 1.6% 24.3
PBF PBF Energy 1.9 8% 106% 3.52
 
 
 
 
77% 134.9 2.5% 6.2
PEB Pebblebrook Hotel Trust 6.2 38% 34% 2.29
 
 
 
 
46% 84.2 4.1% 23.6
PNR Pentair -8.2 -69% 29% 2.52
 
 
 
 
41% 50.4 1.6% 17.1
PRGO Perrigo -0.3 -9% 11% 2.89
 
 
 
 
22% 45.7 1.0% 44.5
PFE Pfizer 3.7 23% 16% 1.42
 
 
 
 
99% 728.0 3.1% 11.7
PM Philip Morris International 0.3 1% 29% 1.60
 
 
 
 
16% 436.8 5.5% 20.0
PSX Phillips 66 11.7 41% 38% 1.75
 
 
 
 
61% 312.1 2.9% 9.4
PF Pinnacle Foods 7.5 32% 31% 1.73
 
 
 
 
80% 63.7 2.0% 13.2
PNW Pinnacle West Capital 8.5 37% 21% 1.33
 
 
 
 
32% 59.2 3.5% 19.1
PAA Plains All American Pipeline 4.7 41% 61% 3.87
 
 
 
 
70% 60.8 4.8% 43.0
PAGP Plains GP Holdings 2.5 25% 64% 4.24
 
 
 
 
66% 34.1 4.9% 0.0
PNC PNC Financial Services Group 15.8 49% 42% 1.71
 
 
 
 
42% 266.3 2.6% 12.6
PII Polaris Industries 5.0 39% 37% 2.79
 
 
 
 
18% 54.7 2.2% 26.5
POR Portland General Electric 5.3 28% 19% 1.42
 
 
 
 
63% 20.8 3.0% 21.3
PPG PPG Industries -4.5 -36% 16% 1.68
 
 
 
 
72% 144.2 1.7% 20.0
PPL PPL 2.2 12% 20% 1.43
 
 
 
 
31% 137.0 5.6% 14.8
PX Praxair 7.7 38% 23% 1.56
 
 
 
 
93% 257.4 2.0% 34.6
PG Procter&Gamble 7.1 33% 17% 1.15
 
 
 
 
62% 778.9 3.4% 23.3
PGR Progressive Corp 35.7 69% 50% 1.38
 
 
 
 
100% 155.1 1.6% 18.8
PLD Prologis 11.2 35% 40% 1.64
 
 
 
 
92% 152.7 2.9% 19.3
PB Prosperity Bancshares 5.5 25% 49% 2.39
 
 
 
 
71% 39.1 1.9% 17.7
PRU Prudential Financial 10.8 50% 37% 2.04
 
 
 
 
35% 241.8 3.5% 6.0
PEG Public Service Enterprise Group 3.7 16% 22% 1.42
 
 
 
 
75% 111.9 3.5% 12.2
PSA Public Storage -1.5 -8% 24% 1.60
 
 
 
 
45% 127.9 3.9% 28.6
PHM PulteGroup 9.6 41% 44% 2.16
 
 
 
 
9% 204.8 1.4% 10.4
QTS QTS Realty Trust Cl A -8.3 -53% 32% 2.27
 
 
 
 
46% 33.4 3.6% 0.0
DGX Quest Diagnostics 12.0 40% 35% 1.57
 
 
 
 
68% 66.5 1.9% 18.6
RL Ralph Lauren Cl A -0.6 -3% 58% 2.83
 
 
 
 
82% 101.8 1.8% 53.2
RJF Raymond James Financial 9.1 32% 53% 2.12
 
 
 
 
68% 72.4 1.3% 18.1
RTN Raytheon 24.3 61% 40% 1.43
 
 
 
 
43% 442.5 1.7% 24.2
RLGY Realogy Holdings 0.5 6% 19% 2.49
 
 
 
 
7% 92.1 1.8% 6.8
O Realty Income -1.1 -4% 32% 1.62
 
 
 
 
84% 74.6 4.6% 49.2
REG Regency Centers -0.7 -4% 21% 1.56
 
 
 
 
66% 66.3 3.4% 50.3
RF Regions Financial 21.5 65% 71% 2.32
 
 
 
 
88% 168.9 2.9% 16.4
RGA Reinsurance Group of America 12.9 42% 34% 1.53
 
 
 
 
44% 41.0 1.6% 5.5
RS Reliance Steel&Aluminum 9.0 38% 45% 2.18
 
 
 
 
61% 33.4 2.3% 8.1
RSG Republic Services 23.5 71% 26% 1.15
 
 
 
 
93% 72.2 2.0% 18.4
RMD ResMed 20.5 63% 50% 1.90
 
 
 
 
97% 49.4 1.3% 51.8
QSR Restaurant Brands International 9.8 38% 44% 2.02
 
 
 
 
47% 74.0 3.0% 30.9
REXR Rexford Industrial Realty 31.8 58% 64% 1.58
 
 
 
 
85% 21.2 2.0% 86.3
RIO Rio Tinto ADR 7.5 37% 63% 2.90
 
 
 
 
37% 322.8 5.0% 9.2
RLJ RLJ Lodging Trust -8.4 -75% 21% 2.14
 
 
 
 
76% 24.8 5.8% 56.1
RHI Robert Half International 13.0 53% 49% 2.24
 
 
 
 
70% 83.4 1.6% 25.8
ROK Rockwell Automation 11.8 43% 41% 1.87
 
 
 
 
75% 132.1 1.9% 63.9
RY Royal Bank of Canada 9.8 40% 24% 1.40
 
 
 
 
54% 60.8 3.7% 12.8
RCL Royal Caribbean Cruises 5.0 29% 43% 2.57
 
 
 
 
90% 210.1 2.1% 16.4
RDSB Royal Dutch Shell ADR B 12.9 55% 41% 2.03
 
 
 
 
50% 106.1 5.5% 14.5
RDSA Royal Dutch Shell ADR Cl A 8.9 52% 28% 1.96
 
 
 
 
53% 176.1 5.6% 14.1
RES RPC 6.7 40% 79% 3.64
 
 
 
 
18% 22.3 2.6% 14.8
RPM RPM International 4.0 16% 32% 1.68
 
 
 
 
98% 82.8 1.9% 27.0
R Ryder System 0.5 3% 35% 2.60
 
 
 
 
37% 33.8 2.9% 5.1
RHP Ryman Hospitality Properties 15.7 56% 41% 1.84
 
 
 
 
93% 23.5 3.9% 25.3
SNY Sanofi ADR 0.0 0% 14% 1.68
 
 
 
 
51% 47.9 4.1% 28.5
SAP SAP ADR 15.4 45% 38% 1.53
 
 
 
 
89% 99.5 1.4% 28.3
SCG Scana 4.1 38% 24% 2.40
 
 
 
 
5% 28.2 1.4% 0.0
SLB Schlumberger -4.4 -49% 14% 1.91
 
 
 
 
11% 425.7 3.3% 0.0
SAIC Science Applications International 15.2 50% 70% 2.41
 
 
 
 
46% 45.1 1.6% 17.7
SMG Scotts Miracle-Gro 5.1 23% 32% 1.85
 
 
 
 
21% 63.4 2.7% 30.7
SEE Sealed Air -2.1 -41% 8% 1.89
 
 
 
 
32% 58.2 1.5% 0.0
SSW Seaspan 0.8 7% 58% 3.69
 
 
 
 
52% 40.6 6.1% 6.3
SEAS SeaWorld Entertainment 6.2 24% 88% 3.02
 
 
 
 
92% 27.3 1.3% 0.0
SRE Sempra Energy -2.9 -18% 19% 1.61
 
 
 
 
52% 190.3 3.1% 0.0
SCI Service International 12.3 56% 25% 1.58
 
 
 
 
98% 62.4 1.6% 17.1
SIG Signet Jewelers -1.3 -16% 43% 3.86
 
 
 
 
76% 113.9 2.2% 0.0
SPG Simon Property Group -3.7 -30% 15% 1.62
 
 
 
 
85% 251.4 4.4% 26.5
SIX Six Flags Entertainment -1.7 -7% 38% 1.88
 
 
 
 
65% 101.7 4.6% 19.9
SLG SL Green Realty -6.9 -85% 11% 1.75
 
 
 
 
58% 85.5 3.3% 33.1
SNA Snap-On -10.5 -72% 20% 1.78
 
 
 
 
98% 74.9 1.8% 17.9
SQM Sociedad Quimica y Minera De Chile 21.4 66% 114% 3.08
 
 
 
 
32% 38.6 2.1% 26.8
SON Sonoco Products 4.5 20% 24% 1.48
 
 
 
 
87% 21.9 2.9% 23.9
SO Southern -5.4 -34% 14% 1.27
 
 
 
 
8% 426.4 5.5% 18.7
SCCO Southern Copper 13.7 51% 61% 2.43
 
 
 
 
25% 35.7 3.7% 33.5
LUV Southwest Airlines 0.6 2% 52% 2.31
 
 
 
 
74% 265.3 1.0% 10.3
SRC Spirit Realty Capital 0.5 3% 33% 2.31
 
 
 
 
81% 26.1 6.1% 78.8
STAG STAG Industrial 4.7 13% 48% 1.73
 
 
 
 
85% 26.5 5.1% 49.3
SWK Stanley Black&Decker 2.9 12% 29% 1.64
 
 
 
 
51% 263.4 1.7% 23.1
STWD Starwood Property Trust 5.0 22% 19% 1.27
 
 
 
 
64% 56.1 8.8% 14.9
STT State Street 7.1 33% 39% 2.10
 
 
 
 
22% 246.7 2.1% 14.8
SCS Steelcase -3.7 -56% 19% 2.75
 
 
 
 
98% 27.3 3.3% 24.1
STE Steris 12.3 38% 42% 1.68
 
 
 
 
91% 31.4 1.2% 32.3
STL Sterling Bancorp 9.3 38% 44% 2.11
 
 
 
 
31% 53.0 1.2% 21.0
STM STMicroelectronics 19.9 53% 125% 2.99
 
 
 
 
18% 152.4 1.3% 16.1
STOR STORE Capital 10.1 33% 41% 1.75
 
 
 
 
80% 44.2 4.7% 38.8
SYK Stryker 14.2 51% 31% 1.52
 
 
 
 
84% 210.7 1.1% 61.4
SUI Sun Communities 14.1 62% 22% 1.38
 
 
 
 
92% 30.7 2.8% 98.9
STI SunTrust Banks 13.6 46% 50% 2.03
 
 
 
 
78% 209.4 2.8% 13.3
SPN Superior Energy Services -5.4 -65% 67% 4.82
 
 
 
 
39% 69.1 3.3% 0.0
SYF Synchrony Financial -8.6 -54% 36% 2.39
 
 
 
 
42% 149.2 2.5% 11.4
SNX SYNNEX 2.4 14% 38% 2.37
 
 
 
 
4% 34.3 1.5% 13.3
SNV Synovus Financial 12.0 46% 42% 1.96
 
 
 
 
31% 72.8 2.1% 17.4
SYY Sysco 30.2 90% 37% 1.52
 
 
 
 
89% 118.1 2.0% 27.0
TLRD Tailored Brands 5.1 36% 146% 5.48
 
 
 
 
53% 20.7 2.8% 12.8
TSM Taiwan Semiconductor Manufacturing 25.6 73% 52% 1.85
 
 
 
 
79% 205.6 3.1% 19.5
TGE Tallgrass Energy -5.4 -38% 68% 3.68
 
 
 
 
51% 50.7 8.6% 0.0
SKT Tanger Factory Outlet Centers -4.7 -43% 18% 1.95
 
 
 
 
44% 33.2 6.1% 35.7
TPR Tapestry 8.9 33% 60% 2.39
 
 
 
 
69% 102.7 2.7% 36.7
TRGP Targa Resources 5.8 36% 101% 4.21
 
 
 
 
91% 131.7 6.6% 120.1
TGT Target 2.5 12% 39% 2.17
 
 
 
 
92% 258.6 2.9% 15.3
TCF TCF Financial 17.1 51% 67% 2.24
 
 
 
 
82% 25.8 2.4% 16.0
TEL TE Connectivity 8.2 34% 30% 1.65
 
 
 
 
43% 147.3 1.9% 24.5
TS Tenaris ADR 2.3 11% 56% 2.64
 
 
 
 
47% 43.5 3.4% 28.2
TEN Tenneco -2.9 -24% 35% 2.81
 
 
 
 
21% 25.4 2.2% 9.3
TEVA Teva Pharmaceutical Industries ADR 3.7 42% 42% 3.64
 
 
 
 
93% 222.1 1.4% 0.0
TRI Thomson Reuters 5.0 45% 11% 1.42
 
 
 
 
74% 98.0 3.0% 27.2
THO Thor Industries 11.0 36% 83% 2.68
 
 
 
 
6% 611.9 1.6% 10.5
TIF Tiffany& 14.7 56% 53% 2.26
 
 
 
 
74% 171.0 1.7% 35.2
TKR Timken 7.3 38% 45% 2.47
 
 
 
 
70% 53.9 2.2% 16.0
TOL Toll Brothers 6.3 44% 32% 2.40
 
 
 
 
12% 93.5 1.2% 9.0
TD Toronto-Dominion Bank 12.4 42% 26% 1.30
 
 
 
 
98% 106.3 3.3% 13.5
TOT Total ADR 2.3 25% 14% 1.85
 
 
 
 
87% 132.0 4.7% 16.3
TRP TransCanada 7.8 32% 35% 1.83
 
 
 
 
21% 34.3 5.2% 15.6
TRV Travelers Cos. 2.0 15% 12% 1.37
 
 
 
 
45% 209.4 2.3% 18.2
TRCO Tribune Media Cl A -0.1 -1% 36% 2.44
 
 
 
 
53% 47.6 2.6% 6.2
TRN Trinity Industries 11.0 60% 56% 2.88
 
 
 
 
78% 41.5 1.4% 8.2
TSE Trinseo 17.6 48% 102% 2.72
 
 
 
 
61% 20.5 2.1% 9.3
TUP Tupperware Brands -8.5 -67% 35% 2.70
 
 
 
 
10% 31.4 7.9% 0.0
TWO Two Harbors Investment 11.7 48% 25% 1.45
 
 
 
 
20% 35.4 12.4% 4.0
TSN Tyson Foods Cl A 12.6 39% 58% 2.10
 
 
 
 
20% 136.1 1.9% 7.9
UBS UBS Group 3.3 33% 19% 2.20
 
 
 
 
29% 60.6 4.1% 41.8
UDR UDR 1.8 17% 12% 1.49
 
 
 
 
98% 48.8 3.2% 150.4
UGI UGI 13.5 41% 35% 1.47
 
 
 
 
87% 25.5 1.9% 13.7
UN Unilever ADR 2.8 11% 33% 1.71
 
 
 
 
49% 46.7 3.2% 21.8
UL Unilever ADR 5.6 23% 31% 1.69
 
 
 
 
55% 29.2 3.2% 21.6
UNP Union Pacific 13.5 52% 39% 1.85
 
 
 
 
98% 1045.2 2.0% 11.4
UNH UnitedHealth Group 27.2 70% 46% 1.60
 
 
 
 
94% 527.0 1.4% 22.2
UPS United Parcel Service Cl B 0.1 1% 14% 1.40
 
 
 
 
52% 220.3 3.1% 19.9
UTX United Technologies 8.7 52% 17% 1.41
 
 
 
 
97% 529.0 2.0% 22.4
UNM Unum Group 7.1 32% 43% 2.20
 
 
 
 
20% 98.3 2.6% 8.2
USB U.S. Bancorp 6.8 44% 16% 1.49
 
 
 
 
69% 285.9 2.7% 14.5
SLCA U.S. Silica Holdings 2.2 12% 132% 4.54
 
 
 
 
4% 49.6 1.3% 10.0
MTN Vail Resorts 40.4 78% 71% 1.75
 
 
 
 
85% 153.6 2.1% 29.6
VLO Valero Energy 15.1 43% 69% 2.23
 
 
 
 
70% 330.7 2.9% 10.6
VLY Valley National Bancorp 5.7 28% 31% 1.88
 
 
 
 
47% 30.9 3.7% 21.5
VGR Vector Group -2.5 -43% 7% 1.54
 
 
 
 
6% 24.4 11.2% 26.9
VVC Vectren 12.4 31% 41% 1.45
 
 
 
 
98% 32.9 2.5% 28.3
VTR Ventas -2.8 -12% 34% 1.81
 
 
 
 
48% 140.0 5.6% 37.7
VER VEREIT -2.0 -10% 27% 1.78
 
 
 
 
46% 80.6 7.4% 0.0
VZ Verizon Communications 9.4 44% 22% 1.44
 
 
 
 
87% 714.5 4.5% 7.1
VFC VF 8.6 39% 37% 2.01
 
 
 
 
85% 112.2 2.0% 51.9
VSH Vishay Intertechnology 19.5 63% 68% 2.38
 
 
 
 
48% 45.3 1.6% 98.4
VNO Vornado Realty Trust -4.1 -53% 11% 1.80
 
 
 
 
64% 76.0 3.4% 159.0
WMT Walmart 6.8 26% 35% 1.74
 
 
 
 
56% 453.4 2.2% 55.0
DIS Walt Disney -5.8 -39% 15% 1.44
 
 
 
 
70% 779.5 1.5% 14.1
WM Waste Management 22.2 71% 25% 1.19
 
 
 
 
93% 96.6 2.0% 18.4
WSO Watsco 6.1 32% 25% 1.73
 
 
 
 
63% 33.8 3.2% 29.0
WBS Webster Financial 14.8 52% 54% 2.18
 
 
 
 
62% 32.9 2.1% 20.0
WEC WEC Energy Group 6.4 25% 24% 1.33
 
 
 
 
75% 92.4 3.3% 16.8
WFC Wells Fargo 1.0 7% 20% 1.78
 
 
 
 
33% 1111.6 3.1% 14.1
WELL Welltower -3.6 -17% 28% 1.77
 
 
 
 
67% 158.1 5.3% 166.5
WES Western Gas Partners -0.9 -6% 53% 3.03
 
 
 
 
39% 89.8 8.3% 47.5
WU Western Union 0.3 4% 10% 1.69
 
 
 
 
9% 67.6 4.1% 0.0
WLK Westlake Chemical 10.3 35% 79% 2.65
 
 
 
 
14% 88.9 1.2% 7.2
WRK WestRock 6.4 42% 35% 2.43
 
 
 
 
22% 68.1 3.0% 8.1
WY Weyerhaeuser -5.9 -40% 20% 1.76
 
 
 
 
12% 126.1 4.0% 25.9
WPM Wheaton Precious Metals 3.9 19% 82% 3.34
 
 
 
 
24% 67.4 2.1% 24.0
WHR Whirlpool -5.9 -57% 22% 2.33
 
 
 
 
3% 113.7 3.7% 0.0
WMB Williams 0.5 6% 66% 4.47
 
 
 
 
44% 302.6 4.8% 11.7
WSM Williams-Sonoma 3.1 32% 27% 2.71
 
 
 
 
75% 81.0 2.6% 21.2
WGO Winnebago Industries 6.8 29% 102% 3.51
 
 
 
 
9% 39.6 1.1% 11.9
WPC W. P. Carey -5.8 -29% 19% 1.40
 
 
 
 
51% 23.6 6.2% 38.4
GRA W.R. Grace -1.2 -34% 6% 1.95
 
 
 
 
82% 31.2 1.3% 672.0
GWW W.W. Grainger 6.6 20% 72% 2.36
 
 
 
 
92% 161.7 1.5% 26.0
WYND Wyndham Destinations 5.7 26% 36% 1.97
 
 
 
 
23% 66.6 3.7% 7.1
XRX Xerox -8.0 -136% 13% 2.42
 
 
 
 
36% 68.5 3.5% 68.3
XYL Xylem 29.5 61% 61% 1.65
 
 
 
 
95% 58.4 1.0% 39.7
YPF YPF ADR -7.1 -55% 49% 3.21
 
 
 
 
29% 40.0 1.2% 6.3
YUM Yum! Brands 8.1 42% 28% 1.81
 
 
 
 
98% 92.3 1.6% 19.0
AGNC AGNC Investment 5.3 23% 19% 1.22
 
 
 
 
23% 82.1 11.5% 5.4
AIMC Altra Industrial Motion 6.0 23% 52% 2.22
 
 
 
 
30% 142.3 1.6% 23.0
DOX Amdocs 2.2 36% 5% 1.29
 
 
 
 
48% 39.8 1.5% 23.1
AMGN Amgen 2.2 14% 23% 1.87
 
 
 
 
100% 431.1 2.6% 57.0
ADI Analog Devices 8.7 39% 37% 1.98
 
 
 
 
63% 322.4 2.0% 25.4
AAPL Apple 29.3 89% 47% 1.82
 
 
 
 
88% 5683.5 1.3% 20.0
AMAT Applied Materials 19.6 50% 101% 2.59
 
 
 
 
8% 468.2 2.0% 11.9
ADP Automatic Data Processing 14.2 53% 30% 1.55
 
 
 
 
100% 152.7 1.9% 40.8
AVT Avnet -8.9 -68% 19% 1.82
 
 
 
 
77% 63.5 1.7% 0.0
OZK Bank OZK -6.1 -35% 42% 2.51
 
 
 
 
14% 56.1 2.0% 11.0
BBBY Bed Bath&Beyond 0.0 0% 2% 2.88
 
 
 
 
32% 59.4 3.4% 6.7
BGCP BGC Partners Cl A 16.8 57% 47% 1.95
 
 
 
 
21% 23.9 6.1% 73.8
BLMN Bloomin' Brands -8.3 -49% 40% 2.47
 
 
 
 
46% 27.4 1.8% 17.2
AVGO Broadcom 10.1 46% 55% 2.55
 
 
 
 
54% 913.5 2.9% 9.0
BPY Brookfield Property Partners -3.7 -38% 12% 1.59
 
 
 
 
35% 80.1 6.1% 11.7
BRKS Brooks Automation 21.2 80% 116% 3.49
 
 
 
 
71% 20.4 1.2% 19.8
CA CA 15.0 77% 30% 1.91
 
 
 
 
98% 171.6 2.3% 39.7
CSFL CenterState Bank 25.7 74% 53% 1.90
 
 
 
 
81% 48.3 1.3% 25.9
CAKE Cheesecake Factory 1.9 11% 32% 2.14
 
 
 
 
65% 31.1 2.5% 17.9
PLCE Children's Place 13.2 50% 86% 2.96
 
 
 
 
43% 48.1 1.6% 30.9
CHRW C.H. Robinson Worldwide 0.8 3% 32% 1.67
 
 
 
 
83% 62.5 1.9% 23.7
CINF Cincinnati Financial 7.2 26% 29% 1.44
 
 
 
 
98% 35.2 2.7% 14.1
CSCO Cisco Systems 19.8 60% 43% 1.70
 
 
 
 
98% 799.7 2.8% 681.9
CME CME Group Cl A 26.2 77% 40% 1.59
 
 
 
 
93% 149.7 1.6% 13.5
CTSH Cognizant Technology Solutions 6.6 44% 24% 1.99
 
 
 
 
49% 178.6 1.0% 31.2
CMCSA Comcast Cl A -0.7 -6% 17% 1.75
 
 
 
 
54% 761.5 2.0% 7.5
CBSH Commerce Bancshares 18.3 62% 37% 1.68
 
 
 
 
84% 52.6 1.4% 20.0
CBRL Cracker Barrel Old Country Store 1.2 7% 25% 1.81
 
 
 
 
10% 87.4 3.4% 14.1
CSX CSX 31.4 90% 80% 2.42
 
 
 
 
89% 368.1 1.2% 10.6
CVBF CVB Financial 6.8 37% 32% 2.05
 
 
 
 
56% 25.3 2.4% 22.2
CY Cypress Semiconductor 1.6 8% 63% 2.94
 
 
 
 
42% 76.7 2.7% 804.5
CONE CyrusOne 10.5 26% 66% 2.01
 
 
 
 
95% 48.6 2.7% 72.8
DNKN Dunkin' Brands Group 10.4 43% 36% 1.85
 
 
 
 
88% 32.6 1.9% 18.6
EWBC East West Bancorp 15.0 56% 56% 2.29
 
 
 
 
41% 54.0 1.5% 16.1
EQIX Equinix 7.6 30% 37% 1.82
 
 
 
 
60% 151.4 2.1% 127.9
EXPD Expeditors International of Washing 8.4 51% 19% 1.59
 
 
 
 
79% 55.2 1.2% 23.5
STAY Extended Stay America / ESH Hospit 7.3 42% 37% 2.32
 
 
 
 
56% 43.9 4.4% 45.1
FAST Fastenal 7.2 27% 47% 2.05
 
 
 
 
87% 73.9 2.7% 24.7
FITB Fifth Third Bancorp 9.7 36% 52% 2.19
 
 
 
 
37% 161.7 2.4% 7.9
FLIR Flir Systems 28.7 94% 49% 1.94
 
 
 
 
91% 31.4 1.0% 69.2
GLPI Gaming&Leisure Properties 3.5 10% 36% 1.40
 
 
 
 
42% 31.5 7.3% 19.7
GRMN Garmin 19.4 85% 41% 2.07
 
 
 
 
98% 55.7 3.0% 21.9
GNTX Gentex 4.6 20% 37% 1.97
 
 
 
 
61% 56.2 1.9% 14.5
GILD Gilead Sciences -1.6 -18% 16% 2.09
 
 
 
 
42% 410.4 3.1% 45.1
GLNG Golar LNG 2.5 30% 81% 5.29
 
 
 
 
51% 81.8 1.8% 0.0
GT Goodyear Tire&Rubber -10.5 -115% 19% 2.31
 
 
 
 
25% 96.7 2.3% 22.9
GOV Government Properties Income Trust 2.3 9% 60% 2.43
 
 
 
 
6% 33.6 14.9% 102.2
HWC Hancock Whitney 15.3 55% 62% 2.39
 
 
 
 
43% 21.7 2.2% 16.9
HAS Hasbro 2.3 12% 38% 2.17
 
 
 
 
92% 105.2 2.4% 65.7
HCSG Healthcare Services Group 2.2 13% 27% 1.92
 
 
 
 
42% 33.1 1.8% 47.1
MLHR Herman Miller -5.8 -36% 36% 2.37
 
 
 
 
83% 38.3 2.0% 18.3
HOPE Hope Bancorp -0.5 -2% 39% 2.24
 
 
 
 
20% 26.1 3.3% 14.2
HBAN Huntington Bancshares 13.4 58% 43% 2.13
 
 
 
 
83% 141.1 3.5% 13.6
IBKC IBERIABANK 9.1 40% 42% 2.13
 
 
 
 
86% 37.4 1.8% 27.7
INTC Intel 15.8 50% 52% 1.98
 
 
 
 
50% 1011.2 2.5% 17.0
IDCC InterDigital 4.2 15% 59% 2.27
 
 
 
 
69% 23.0 1.7% 22.3
ISBC Investors Bancorp -0.4 -3% 15% 1.59
 
 
 
 
15% 21.2 2.8% 23.4
JCOM j2 Global 4.0 26% 33% 2.35
 
 
 
 
58% 30.4 2.1% 31.5
JACK Jack in the Box 0.8 5% 38% 2.43
 
 
 
 
17% 34.2 1.9% 23.7
KLAC KLA-Tencor 15.3 54% 63% 2.36
 
 
 
 
28% 235.2 2.9% 20.4
KHC Kraft Heinz 1.2 13% 12% 1.72
 
 
 
 
12% 278.3 4.3% 6.6
LAMR Lamar Advertising Cl A 4.0 16% 30% 1.60
 
 
 
 
91% 21.4 4.7% 25.7
LRCX Lam Research 16.3 49% 85% 2.58
 
 
 
 
7% 351.4 2.8% 11.7
LECO Lincoln Electric Holdings 12.6 53% 38% 1.94
 
 
 
 
78% 30.1 1.6% 24.8
LOGM LogMeIn 5.5 27% 72% 3.09
 
 
 
 
18% 85.9 1.4% 33.5
LPLA LPL Financial Holdings 7.8 36% 88% 3.33
 
 
 
 
71% 67.2 1.5% 18.2
MAR Marriott International 13.3 39% 51% 1.87
 
 
 
 
60% 232.8 1.2% 30.1
MRVL Marvell Technology Group 15.1 58% 78% 2.83
 
 
 
 
18% 253.6 1.3% 28.2
MXIM Maxim Integrated Products 13.8 61% 42% 2.15
 
 
 
 
47% 107.6 3.1% 36.6
MBFI MB Financial 1.6 8% 37% 2.12
 
 
 
 
76% 24.2 2.0% 13.5
MLCO Melco Resorts&Entertainment ADR 6.1 33% 78% 3.42
 
 
 
 
22% 78.4 2.6% 26.5
MEOH Methanex 12.1 57% 87% 3.36
 
 
 
 
100% 53.7 1.7% 17.4
MCHP Microchip Technology 12.5 41% 58% 2.17
 
 
 
 
20% 223.3 1.8% 198.5
MSFT Microsoft 28.3 66% 59% 1.78
 
 
 
 
99% 2574.3 1.6% 53.8
MDLZ Mondelez International Cl A -1.3 -41% 4% 1.81
 
 
 
 
71% 276.4 2.4% 22.0
NDAQ Nasdaq 22.9 66% 37% 1.49
 
 
 
 
72% 75.6 2.0% 20.1
NAVI Navient -2.2 -16% 45% 2.97
 
 
 
 
71% 37.0 4.4% 13.1
NTAP NetApp 25.6 60% 99% 2.45
 
 
 
 
94% 174.2 1.9% 108.1
NTES Netease ADR 10.5 38% 104% 3.21
 
 
 
 
15% 293.7 1.1% 27.4
NWSA News Corp Cl A -1.7 -12% 27% 2.15
 
 
 
 
8% 36.6 1.6% 0.0
NXST Nexstar Media Group Cl A 1.3 7% 58% 2.79
 
 
 
 
77% 33.5 1.8% 7.0
EGOV NIC -2.0 -12% 38% 2.42
 
 
 
 
43% 33.3 2.1% 18.3
NTRS Northern Trust 12.3 59% 33% 1.94
 
 
 
 
67% 149.9 2.1% 17.9
NXPI NXP Semiconductors 3.2 38% 23% 2.72
 
 
 
 
22% 542.1 1.1% 33.4
PCAR Paccar 5.8 38% 26% 2.01
 
 
 
 
63% 116.1 1.6% 12.4
PACW PacWest Bancorp 0.2 1% 40% 2.20
 
 
 
 
59% 56.8 4.7% 15.2
PZZA Papa John's International 1.1 9% 36% 2.65
 
 
 
 
23% 45.8 1.9% 20.6
PDCO Patterson -1.8 -74% 6% 2.51
 
 
 
 
26% 49.1 4.1% 14.2
PAYX Paychex 9.7 32% 30% 1.42
 
 
 
 
99% 66.5 3.0% 29.0
PBCT People's United Financial 0.0 0% 21% 1.62
 
 
 
 
24% 45.5 3.9% 15.4
PEP PepsiCo 1.7 13% 10% 1.13
 
 
 
 
73% 362.3 3.2% 35.9
POOL Pool 24.9 60% 54% 1.71
 
 
 
 
91% 37.9 1.1% 31.8
BPOP Popular 15.4 49% 64% 2.27
 
 
 
 
98% 41.5 1.9% 18.7
PFG Principal Financial Group 10.3 49% 36% 2.02
 
 
 
 
30% 71.4 3.6% 6.9
QCOM Qualcomm -3.6 -19% 46% 2.48
 
 
 
 
93% 865.9 3.3% 0.0
GOLD Randgold Resources ADR 3.5 17% 63% 2.85
 
 
 
 
11% 46.3 3.1% 26.4
ROIC Retail Opportunity Investment 3.7 23% 19% 1.60
 
 
 
 
64% 22.4 4.2% 56.7
RGLD Royal Gold 8.9 34% 98% 3.23
 
 
 
 
24% 36.9 1.3% 0.0
SBRA Sabra Healthcare REIT 8.7 38% 51% 2.40
 
 
 
 
95% 21.9 7.7% 11.1
SABR Sabre 1.7 15% 24% 2.31
 
 
 
 
90% 22.6 2.2% 20.2
SAFM Sanderson Farms 15.0 52% 69% 2.50
 
 
 
 
6% 35.6 1.3% 13.1
STX Seagate Technology 7.5 35% 110% 3.78
 
 
 
 
55% 206.1 5.1% 12.1
SIR Select Income REIT -1.9 -7% 37% 1.75
 
 
 
 
36% 23.2 9.7% 24.1
SBGI Sinclair Broadcast Group Cl A -6.0 -37% 48% 2.79
 
 
 
 
22% 47.8 2.5% 5.4
SWKS Skyworks Solutions 0.6 4% 40% 2.80
 
 
 
 
25% 294.0 1.7% 18.5
SLM SLM 9.9 51% 56% 2.74
 
 
 
 
84% 26.9 1.8% 15.2
SBUX Starbucks -3.7 -65% 7% 1.63
 
 
 
 
62% 584.0 2.6% 17.7
STLD Steel Dynamics 15.2 48% 88% 2.71
 
 
 
 
71% 161.4 1.6% 10.5
SHOO Steven Madden 12.0 67% 35% 2.21
 
 
 
 
97% 27.3 1.4% 25.8
SYMC Symantec 10.1 48% 53% 2.58
 
 
 
 
18% 65.7 1.5% 11.3
AMTD TD Ameritrade Holding 10.6 35% 65% 2.34
 
 
 
 
59% 120.3 1.5% 25.7
ERIC Telefon L.M. Ericsson ADR 3.1 27% 34% 2.83
 
 
 
 
98% 32.7 1.4% 0.0
TXN Texas Instruments 21.2 57% 57% 1.89
 
 
 
 
65% 562.8 2.3% 24.9
TXRH Texas Roadhouse 14.2 55% 52% 2.26
 
 
 
 
85% 55.6 1.4% 32.2
TSCO Tractor Supply 0.1 0% 36% 2.26
 
 
 
 
93% 90.9 1.4% 23.2
TROW T. Rowe Price Group 10.5 32% 47% 1.80
 
 
 
 
62% 89.6 2.5% 17.2
UBNT Ubiquiti Networks 16.2 65% 95% 3.21
 
 
 
 
95% 38.7 1.0% 38.5
UMPQ Umpqua Holdings 9.9 49% 33% 1.99
 
 
 
 
55% 20.9 3.8% 16.9
UBSI United Bankshares -3.1 -24% 22% 2.01
 
 
 
 
76% 21.2 3.6% 19.9
UNIT Uniti Group 1.0 4% 73% 2.89
 
 
 
 
73% 50.3 11.5% 346.7
VIAB Viacom Cl B -7.5 -91% 29% 3.12
 
 
 
 
72% 147.8 2.5% 6.4
VNOM Viper Energy Partners Un 26.4 94% 94% 3.01
 
 
 
 
93% 21.6 5.9% 17.4
VOD Vodafone Group ADR -5.7 -60% 12% 1.72
 
 
 
 
13% 134.7 10.8% 22.0
WBA Walgreens Boots Alliance -0.3 -27% 2% 1.96
 
 
 
 
64% 359.8 2.4% 17.0
WEN Wendy's Co 15.1 51% 53% 2.08
 
 
 
 
77% 51.8 2.0% 19.4
WDC Western Digital 9.4 51% 71% 3.27
 
 
 
 
12% 375.4 3.3% 28.5
WLTW Willis Towers Watson 4.0 24% 20% 1.59
 
 
 
 
26% 61.9 1.6% 42.5
WYNN Wynn Resorts 7.6 37% 98% 3.66
 
 
 
 
13% 334.1 2.2% 27.5
XEL Xcel Energy 8.4 30% 25% 1.30
 
 
 
 
55% 198.2 3.2% 19.5
XLNX Xilinx 11.0 51% 37% 2.05
 
 
 
 
97% 140.2 1.8% 38.0
ZION Zions Bancorp 18.5 58% 65% 2.28
 
 
 
 
57% 110.2 2.3% 16.2


Definition of Parameters:

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


Trend Quality

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


3-Yr Excess

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


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


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

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

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


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


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


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


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


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

For example:
•    http://sumgrowth.com/Data/SGSETFScreener-10-2016.csv for ETFs, and
•    http://sumgrowth.com/Data/SGSStockScreener-10-2016.csv for stocks.
 
Note: The last nine columns of the spreadsheet contain the Signature Ribbon data for the nine four-month periods prior to the date of the spreadsheet in the order of oldest to most recent, with values from 0.00 to 9.99. The value is proportional to the relative amount by which its performance exceeds the performance of the S&P500 during the period (or that of a money market fund if the S&P500 is trending negatively). There are no negative values because SectorSurfer's algorithm is inherently designed to ignore potentially negative contributors, thus rendering them of zero value.