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: 791

6/24/2017 3:02:24 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 22% 0% 1.00
 
 
 
 
97% 4705.7 2.1% 14.0
MMM 3M 19.2 61% 25% 1.20
 
 
 
 
97% 296.1 2.2% 25.7
ABB ABB ADR 6.7 26% 27% 1.47
 
 
 
 
94% 33.4 3.0% 24.8
ABT Abbott Laboratories -1.2 -6% 21% 1.58
 
 
 
 
96% 382.7 2.2% 50.5
ABBV AbbVie 5.0 24% 36% 2.07
 
 
 
 
94% 476.7 3.5% 18.8
ANF Abercrombie&Fitch -4.3 -48% 42% 3.64
 
 
 
 
14% 31.4 6.5% 0.0
ABM ABM Industries 12.2 31% 43% 1.53
 
 
 
 
67% 24.2 1.6% 181.2
AKR Acadia Realty Trust 5.0 19% 26% 1.43
 
 
 
 
7% 24.2 3.8% 36.8
ACN Accenture Cl A 17.4 59% 31% 1.47
 
 
 
 
71% 421.5 2.0% 21.8
AES AES -6.1 -45% 24% 2.09
 
 
 
 
26% 75.9 4.2% 0.0
AET Aetna 24.7 83% 45% 1.90
 
 
 
 
94% 297.2 1.3% 47.4
AFL AFLAC -1.1 -5% 18% 1.24
 
 
 
 
83% 154.5 2.2% 12.6
ADC Agree Realty 13.7 28% 51% 1.49
 
 
 
 
59% 35.0 4.3% 22.0
AGU Agrium -1.2 -8% 21% 1.81
 
 
 
 
19% 24.7 3.8% 17.0
APD Air Products&Chemicals 1.1 7% 17% 1.53
 
 
 
 
79% 287.3 2.6% 22.9
ALK Alaska Air Group 11.5 29% 82% 2.30
 
 
 
 
79% 115.7 1.3% 15.6
ALB Albemarle 19.6 59% 71% 2.33
 
 
 
 
72% 275.4 1.2% 24.3
ARE Alexandria Real Estate Equities 7.9 21% 39% 1.44
 
 
 
 
96% 182.4 2.9% 0.0
AGN Allergan 6.7 35% 39% 2.26
 
 
 
 
81% 732.3 1.1% 8.5
ALE Allete 15.0 45% 33% 1.41
 
 
 
 
93% 22.0 2.9% 23.2
LNT Alliant Energy 19.3 56% 33% 1.38
 
 
 
 
90% 43.6 3.0% 25.0
AWH Allied World Assurance Holdings 20.2 56% 42% 1.59
 
 
 
 
89% 46.9 2.0% 0.0
ALSN Allison Transmission Holdings 8.2 31% 32% 1.65
 
 
 
 
79% 129.3 1.6% 24.6
ALL Allstate 18.7 61% 26% 1.24
 
 
 
 
90% 245.7 1.7% 14.9
ALLY Ally Financial -3.2 -30% 18% 2.04
 
 
 
 
65% 103.6 1.6% 9.7
MO Altria Group 36.7 67% 45% 1.22
 
 
 
 
92% 244.0 3.2% 10.4
AMC AMC Entertainment Holding 4.9 18% 58% 2.31
 
 
 
 
11% 52.0 3.4% 25.6
AEE Ameren 18.9 58% 32% 1.39
 
 
 
 
88% 49.5 3.2% 20.9
AMX America Movil ADR 4.9 27% 39% 2.34
 
 
 
 
87% 72.3 2.1% 25.1
ACC American Campus Communities 5.1 16% 33% 1.45
 
 
 
 
39% 33.4 3.6% 74.6
AEO American Eagle Outfitters 6.0 32% 60% 2.95
 
 
 
 
11% 37.4 4.3% 10.7
AEP American Electric Power 9.5 31% 28% 1.33
 
 
 
 
91% 152.3 3.3% 50.1
AXP American Express 1.6 13% 14% 1.61
 
 
 
 
98% 287.7 1.6% 14.9
AFG American Financial Group 42.5 94% 34% 1.13
 
 
 
 
86% 47.1 1.3% 12.5
AIG American International Group 0.7 3% 24% 1.53
 
 
 
 
77% 393.1 2.0% 203.4
AMT American Tower REIT 2.0 6% 32% 1.43
 
 
 
 
86% 203.7 1.9% 64.0
AWK American Water Works 20.9 46% 43% 1.34
 
 
 
 
74% 79.0 2.1% 30.2
AMP Ameriprise Financial 12.9 73% 30% 2.01
 
 
 
 
81% 206.8 2.6% 15.2
ABC AmerisourceBergen 6.5 20% 44% 1.74
 
 
 
 
94% 146.2 1.5% 18.5
AU AngloGold Ashanti ADR -2.6 -16% 120% 4.66
 
 
 
 
10% 26.3 3.6% 68.2
BUD Anheuser-Busch InBev ADR -7.5 -49% 18% 1.60
 
 
 
 
40% 101.1 3.9% 160.9
NLY Annaly Capital Management 12.6 38% 25% 1.11
 
 
 
 
99% 98.2 9.5% 4.9
ANTM Anthem 20.5 52% 57% 1.82
 
 
 
 
94% 438.0 1.4% 18.5
AON Aon 9.0 33% 24% 1.27
 
 
 
 
87% 222.2 1.1% 25.9
APA Apache -1.6 -12% 47% 3.16
 
 
 
 
4% 302.6 2.2% 0.0
AIV Apartment Investment&Management 9.4 38% 27% 1.53
 
 
 
 
50% 71.5 3.3% 364.2
ARI Apollo Commercial Real Estate Finan 13.6 60% 18% 1.19
 
 
 
 
83% 41.6 9.6% 10.2
AIT Applied Industrial Technologies 7.9 35% 31% 1.76
 
 
 
 
59% 23.0 2.0% 21.4
ATR Aptargroup 8.1 37% 20% 1.29
 
 
 
 
94% 35.4 1.5% 26.2
WTR Aqua America 6.8 24% 28% 1.38
 
 
 
 
70% 25.0 2.3% 25.8
ADM Archer Daniels Midland -0.4 -2% 28% 1.90
 
 
 
 
24% 138.9 3.1% 17.3
AHH Armada Hoffler Properties 10.9 33% 39% 1.59
 
 
 
 
31% 30.4 5.7% 29.2
AJG Arthur J. Gallagher 7.7 32% 19% 1.17
 
 
 
 
84% 60.2 2.8% 23.9
APAM Artisan Partners Asset Management -3.8 -66% 11% 2.14
 
 
 
 
68% 75.7 8.1% 18.8
ASH Ashland Global Holdings 5.4 24% 25% 1.51
 
 
 
 
96% 46.9 1.3% 0.0
AHL Aspen Insurance Holdings 3.5 15% 21% 1.34
 
 
 
 
44% 22.4 1.9% 22.1
ASB Associated Banc-Corp. 6.7 27% 36% 1.82
 
 
 
 
77% 23.0 2.0% 18.1
AIZ Assurant 15.1 49% 39% 1.66
 
 
 
 
83% 57.8 2.1% 12.4
AGO Assured Guaranty 10.0 32% 49% 1.92
 
 
 
 
88% 55.1 1.4% 4.7
ATO Atmos Energy 17.9 43% 40% 1.36
 
 
 
 
88% 39.8 2.2% 22.3
T AT&T -4.3 -15% 22% 1.11
 
 
 
 
24% 809.0 5.2% 18.6
ATW Atwood Oceanics -7.0 -94% 73% 5.33
 
 
 
 
25% 79.6 3.6% 6.1
ALV Autoliv -14.6 -67% 35% 1.94
 
 
 
 
60% 20.1 2.2% 16.7
AVB Avalonbay Communities 14.6 55% 26% 1.37
 
 
 
 
87% 119.1 2.9% 25.8
AVY Avery Dennison 16.3 41% 46% 1.57
 
 
 
 
95% 57.7 2.0% 23.2
AVT Avnet -8.9 -80% 16% 1.78
 
 
 
 
18% 59.1 1.9% 15.5
AVP Avon Products -7.0 -81% 69% 4.78
 
 
 
 
6% 172.8 6.9% 0.0
AXS AXIS Capital Holdings 15.7 45% 29% 1.20
 
 
 
 
62% 42.0 2.4% 13.3
BHI Baker Hughes -1.1 -8% 36% 2.71
 
 
 
 
46% 335.3 1.3% 0.0
BANC Banc of California 7.6 26% 92% 2.90
 
 
 
 
81% 26.9 2.5% 13.7
SAN Banco Santander ADR 9.8 78% 34% 2.65
 
 
 
 
85% 26.0 3.7% 13.9
BAC Bank of America 8.1 24% 59% 2.06
 
 
 
 
78% 1816.2 1.3% 14.4
BOH Bank of Hawaii 10.3 35% 34% 1.57
 
 
 
 
59% 21.8 2.5% 18.8
BMO Bank of Montreal 4.4 18% 24% 1.39
 
 
 
 
58% 41.2 3.7% 11.8
BK Bank of New York Mellon 5.2 22% 30% 1.67
 
 
 
 
92% 261.1 1.6% 15.1
BNS Bank of Nova Scotia 7.2 30% 26% 1.53
 
 
 
 
81% 48.1 3.8% 13.4
BKU BankUnited -3.6 -14% 37% 1.87
 
 
 
 
35% 53.2 2.6% 15.1
BCS Barclays ADR -2.4 -21% 32% 2.73
 
 
 
 
62% 32.4 4.0% 20.4
BKS Barnes&Noble -5.0 -40% 52% 3.41
 
 
 
 
18% 35.8 8.0% 27.0
BAX Baxter International 6.9 22% 32% 1.44
 
 
 
 
99% 214.9 1.0% 18.3
BBT BB&T -1.5 -7% 26% 1.59
 
 
 
 
61% 166.3 2.8% 16.8
BCE BCE -6.5 -39% 13% 1.16
 
 
 
 
39% 25.9 4.8% 17.9
BDX Becton Dickinson 13.7 42% 32% 1.38
 
 
 
 
98% 306.9 1.5% 32.3
BMS Bemis -4.0 -16% 25% 1.42
 
 
 
 
36% 96.3 2.6% 19.2
BBY Best Buy 14.8 54% 81% 2.80
 
 
 
 
79% 207.5 2.5% 14.8
BGS B&G Foods 3.8 15% 54% 2.31
 
 
 
 
6% 31.3 5.0% 22.3
BBL BHP Billiton ADR 3.7 30% 43% 3.10
 
 
 
 
47% 33.8 5.4% 31.9
BHP BHP Billiton ADR 1.4 10% 43% 2.84
 
 
 
 
52% 59.0 4.7% 37.0
BIG Big Lots 1.1 7% 36% 2.46
 
 
 
 
33% 36.6 2.1% 12.8
BKH Black Hills 11.4 38% 40% 1.73
 
 
 
 
92% 26.6 2.5% 35.5
BLK BlackRock 6.3 35% 22% 1.66
 
 
 
 
94% 326.0 2.4% 20.7
BX Blackstone Group 4.9 23% 42% 2.20
 
 
 
 
93% 74.5 10.5% 16.4
BXMT Blackstone Mortgage Trust Cl A 2.8 14% 17% 1.22
 
 
 
 
98% 20.3 7.7% 13.1
BA Boeing 10.5 33% 38% 1.62
 
 
 
 
100% 802.3 2.8% 24.8
BAH Booz Allen Hamilton Holding 19.2 60% 53% 2.00
 
 
 
 
39% 88.6 2.1% 19.3
BWA BorgWarner -1.3 -13% 22% 2.38
 
 
 
 
78% 107.9 1.4% 63.4
BXP Boston Properties -7.5 -33% 23% 1.44
 
 
 
 
39% 95.5 2.4% 46.5
BP BP ADR -2.0 -31% 11% 2.04
 
 
 
 
46% 119.8 6.9% 57.8
BDN Brandywine Realty Trust 7.0 29% 27% 1.52
 
 
 
 
97% 28.6 3.6% 441.3
EAT Brinker International -1.9 -11% 28% 1.91
 
 
 
 
6% 134.9 3.6% 12.2
BMY Bristol-Myers Squibb 6.0 25% 40% 1.99
 
 
 
 
34% 633.4 2.8% 19.7
BRX Brixmor Property Group 1.0 7% 21% 1.72
 
 
 
 
5% 220.3 5.8% 19.0
BR Broadridge Financial Solutions 29.6 67% 43% 1.38
 
 
 
 
91% 29.2 1.7% 29.9
BAM Brookfield Asset Management Cl A 2.3 10% 27% 1.63
 
 
 
 
97% 37.6 1.5% 24.0
BRO Brown&Brown 10.7 37% 24% 1.20
 
 
 
 
75% 26.5 1.3% 23.0
BFB Brown-Forman Cl B 1.6 11% 15% 1.44
 
 
 
 
32% 35.1 1.5% 28.7
BC Brunswick 0.3 2% 38% 2.24
 
 
 
 
98% 68.5 1.1% 20.8
BPL Buckeye Partners -5.0 -53% 19% 2.24
 
 
 
 
14% 28.6 8.1% 15.8
BG Bunge -1.9 -10% 38% 2.25
 
 
 
 
70% 87.3 2.4% 20.7
CBT Cabot 5.3 27% 38% 2.16
 
 
 
 
53% 36.0 2.4% 14.1
CPT Camden Property Trust 8.5 45% 19% 1.40
 
 
 
 
78% 50.6 3.4% 18.3
CPB Campbell Soup 9.5 28% 32% 1.37
 
 
 
 
6% 88.1 2.6% 33.7
CM Canadian Imperial Bank of Commerce 0.2 1% 23% 1.43
 
 
 
 
41% 987.5 4.7% 6.7
CNI Canadian National Railway 10.7 55% 24% 1.63
 
 
 
 
93% 65.6 1.5% 22.8
CNQ Canadian Natural Resources 2.0 14% 48% 3.06
 
 
 
 
13% 54.1 2.8% 229.5
CP Canadian Pacific Railway -0.4 -4% 22% 2.19
 
 
 
 
97% 81.5 1.0% 15.9
COF Capital One Financial -3.8 -21% 27% 1.87
 
 
 
 
55% 216.4 2.0% 12.1
CAH Cardinal Health -3.1 -17% 24% 1.72
 
 
 
 
74% 481.9 2.3% 19.0
CSL Carlisle 3.4 14% 29% 1.59
 
 
 
 
2% 62.7 1.5% 25.4
CCL Carnival 8.2 27% 45% 1.88
 
 
 
 
97% 255.8 2.4% 16.4
CRI Carters -2.5 -9% 44% 1.90
 
 
 
 
29% 87.1 1.7% 17.5
CAT Caterpillar 9.0 44% 32% 1.92
 
 
 
 
89% 813.9 3.0% 0.0
CBL CBL&Associates Properties -7.7 -79% 22% 2.40
 
 
 
 
18% 37.8 12.6% 16.6
CBS CBS Cl B -1.9 -8% 36% 1.81
 
 
 
 
69% 261.0 1.1% 56.8
CE Celanese Series A -8.8 -31% 49% 2.06
 
 
 
 
91% 136.8 2.0% 16.3
CVE Cenovus Energy -4.0 -67% 22% 3.17
 
 
 
 
1% 29.4 2.2% 0.0
CNP CenterPoint Energy 16.0 54% 33% 1.55
 
 
 
 
86% 66.0 3.8% 26.1
CTL CenturyLink -8.6 -59% 26% 2.10
 
 
 
 
19% 144.4 8.9% 23.9
CF CF Industries Holdings -2.2 -18% 44% 3.10
 
 
 
 
41% 100.7 4.4% 0.0
CHMI Cherry Hill Mortgage Investment 9.9 36% 25% 1.31
 
 
 
 
93% 23.8 10.4% 2.6
CVX Chevron 0.2 1% 24% 1.80
 
 
 
 
35% 550.0 4.1% 68.6
CHS Chico's Fas -2.7 -19% 35% 2.55
 
 
 
 
5% 27.7 3.7% 12.5
CIM Chimera Investment 10.8 24% 42% 1.33
 
 
 
 
81% 38.3 10.1% 6.0
CHL China Mobile ADR 2.2 8% 37% 1.79
 
 
 
 
15% 23.3 3.0% 12.9
CB Chubb 13.2 61% 17% 1.17
 
 
 
 
87% 255.1 2.0% 14.3
CHD Church&Dwight 6.6 18% 31% 1.23
 
 
 
 
90% 67.4 1.4% 29.1
CNK Cinemark Holdings 9.1 34% 36% 1.75
 
 
 
 
48% 79.5 3.0% 16.3
CIT CIT Group 5.7 35% 28% 2.02
 
 
 
 
93% 80.2 1.3% 0.0
C Citigroup 12.5 57% 36% 1.96
 
 
 
 
93% 975.0 1.0% 12.8
CLX Clorox 18.9 42% 37% 1.20
 
 
 
 
91% 98.4 2.4% 27.5
CMS CMS Energy 17.2 45% 36% 1.35
 
 
 
 
89% 57.8 2.8% 22.5
CNO CNO Financial Group -1.5 -8% 35% 2.14
 
 
 
 
67% 47.6 1.8% 9.3
COH Coach Inc. 10.1 36% 51% 2.13
 
 
 
 
96% 96.8 2.9% 25.3
KO Coca-Cola 2.4 15% 12% 1.07
 
 
 
 
87% 383.2 3.3% 31.6
CCE Coca-Cola European Partners -4.3 -30% 24% 1.98
 
 
 
 
91% 26.2 2.2% 28.2
CL Colgate-Palmolive 0.5 5% 9% 1.25
 
 
 
 
90% 216.7 2.1% 27.4
SFR Colony Starwood Homes 9.6 34% 34% 1.61
 
 
 
 
91% 198.8 2.5% 0.0
CMA Comerica 10.5 35% 57% 2.16
 
 
 
 
88% 147.6 1.5% 20.5
CMC Commercial Metals -3.2 -19% 49% 2.74
 
 
 
 
45% 58.1 2.5% 29.5
CBU Community Bank System 18.2 50% 48% 1.71
 
 
 
 
68% 27.6 2.3% 23.5
CMP Compass Minerals International -5.7 -67% 11% 1.69
 
 
 
 
12% 133.1 4.4% 16.5
CAG Conagra Brands 5.1 19% 44% 1.98
 
 
 
 
48% 276.8 2.2% 26.9
COP ConocoPhillips -1.1 -13% 22% 2.63
 
 
 
 
42% 366.2 2.4% 0.0
ED Consolidated Edison 17.3 42% 37% 1.30
 
 
 
 
92% 107.1 3.3% 19.3
STZ Constellation Brands Cl A 29.9 66% 55% 1.63
 
 
 
 
95% 198.4 1.1% 27.3
CVG Convergys 9.3 36% 39% 1.87
 
 
 
 
38% 27.7 1.7% 19.6
CTB Cooper Tire&Rubber -4.7 -17% 54% 2.20
 
 
 
 
40% 27.6 1.2% 8.8
CPA Copa Holdings Cl A 2.0 9% 86% 3.32
 
 
 
 
85% 44.8 1.8% 14.8
CXW CoreCivic -8.0 -32% 98% 3.29
 
 
 
 
69% 24.8 5.9% 14.9
CLB Core Laboratories -6.3 -73% 26% 2.87
 
 
 
 
6% 89.8 2.2% 65.1
COR CoreSite Realty 52.9 72% 101% 1.78
 
 
 
 
94% 264.8 3.3% 67.0
GLW Corning 10.9 35% 43% 1.77
 
 
 
 
100% 166.8 2.1% 8.2
OFC Corporate Office Properties Trust 10.4 32% 34% 1.44
 
 
 
 
96% 22.8 3.1% 0.0
COTY Coty Cl A 6.2 28% 56% 2.59
 
 
 
 
17% 105.9 2.6% 0.0
CUZ Cousins Properties -6.3 -71% 15% 2.01
 
 
 
 
92% 90.8 2.7% 243.6
CVA Covanta Holding -3.3 -26% 19% 1.90
 
 
 
 
9% 101.5 7.3% 0.0
CR Crane 11.1 45% 37% 1.89
 
 
 
 
89% 22.6 1.7% 36.4
BAP Credicorp 8.9 35% 42% 1.96
 
 
 
 
89% 67.7 2.1% 13.3
CS Credit Suisse Group ADR 2.6 20% 33% 2.58
 
 
 
 
61% 34.6 5.2% 0.0
CCI Crown Castle International 7.7 27% 26% 1.35
 
 
 
 
81% 227.5 3.8% 85.8
CUBE CubeSmart 19.5 50% 47% 1.63
 
 
 
 
11% 31.7 4.4% 48.3
CFR Cullen/Frost Bankers 2.7 10% 48% 2.15
 
 
 
 
80% 45.8 2.5% 18.6
CMI Cummins 9.9 42% 35% 1.88
 
 
 
 
91% 232.8 2.6% 18.2
CVS CVS Health 5.6 21% 28% 1.49
 
 
 
 
28% 681.4 2.6% 16.1
DAN Dana 3.1 17% 47% 2.61
 
 
 
 
90% 52.9 1.1% 4.6
DRI Darden Restaurants 26.1 48% 68% 1.66
 
 
 
 
87% 144.3 2.5% 22.6
DCT DCT Industrial Trust 28.4 64% 44% 1.42
 
 
 
 
93% 44.3 2.3% 70.2
DDR DDR Corp -0.6 -5% 14% 1.67
 
 
 
 
5% 55.5 8.8% 0.0
DF Dean Foods -10.9 -58% 42% 2.37
 
 
 
 
31% 28.7 2.0% 22.8
DE Deere 14.7 58% 34% 1.75
 
 
 
 
91% 640.3 1.9% 22.3
DK Delek US Holdings -1.1 -6% 84% 3.40
 
 
 
 
87% 32.0 2.3% 0.0
DLPH Delphi Automotive 4.7 23% 40% 2.20
 
 
 
 
87% 91.2 1.4% 20.1
DAL Delta Air Lines 1.4 6% 51% 2.38
 
 
 
 
97% 503.2 1.5% 9.8
DNR Denbury Resources -2.8 -39% 144% 7.67
 
 
 
 
6% 22.9 17.2% 0.0
DB Deutsche Bank -5.7 -58% 34% 3.04
 
 
 
 
70% 39.5 1.2% 0.0
DEO Diageo ADR -3.8 -40% 9% 1.37
 
 
 
 
82% 44.5 2.0% 24.1
DRH Diamondrock Hospitality 5.8 37% 27% 2.04
 
 
 
 
85% 26.2 4.4% 21.7
DKS Dick's Sporting Goods 8.9 36% 54% 2.36
 
 
 
 
12% 69.2 1.7% 15.1
DBD Diebold Nixdorf -13.2 -132% 21% 2.33
 
 
 
 
48% 30.7 1.5% 0.0
DLR Digital Realty Trust 32.1 56% 65% 1.56
 
 
 
 
97% 188.6 3.1% 51.5
DFS Discover Financial Services -0.3 -2% 24% 1.65
 
 
 
 
40% 374.6 2.0% 10.3
DG Dollar General 8.0 32% 42% 2.02
 
 
 
 
12% 370.5 1.5% 15.7
D Dominion Energy 0.1 0% 14% 1.29
 
 
 
 
73% 264.9 3.9% 22.0
DCI Donaldson 17.4 76% 30% 1.72
 
 
 
 
79% 37.2 1.5% 27.3
DEI Douglas Emmett -0.5 -2% 26% 1.45
 
 
 
 
70% 81.7 2.4% 66.8
DOV Dover 3.3 28% 18% 1.89
 
 
 
 
71% 153.1 2.2% 21.2
DOW Dow Chemical -2.3 -12% 30% 1.89
 
 
 
 
89% 407.0 2.9% 17.2
DHI D.R. Horton 1.1 5% 46% 2.17
 
 
 
 
87% 119.9 1.2% 13.2
DPS Dr Pepper Snapple Group 21.7 49% 41% 1.33
 
 
 
 
64% 253.5 2.5% 20.5
DST DST Systems -11.9 -45% 36% 1.74
 
 
 
 
88% 30.7 1.2% 13.7
DTE DTE Energy 17.1 61% 26% 1.32
 
 
 
 
89% 100.9 3.0% 19.2
DUK Duke Energy 5.9 21% 25% 1.29
 
 
 
 
90% 118.7 4.0% 27.4
DRE Duke Realty 25.1 57% 46% 1.46
 
 
 
 
83% 128.1 2.7% 29.6
DNB Dun&Bradstreet 8.4 39% 32% 1.84
 
 
 
 
4% 32.4 2.0% 43.2
DFT Dupont Fabros Technology 32.5 61% 80% 1.87
 
 
 
 
97% 316.5 3.1% 37.3
EGP EastGroup Properties 5.5 18% 29% 1.40
 
 
 
 
90% 30.1 2.9% 32.2
EMN Eastman Chemical -4.9 -34% 23% 1.92
 
 
 
 
86% 142.4 2.5% 13.8
ETN Eaton 4.8 26% 26% 1.80
 
 
 
 
90% 212.5 2.0% 17.9
EV Eaton Vance 7.0 33% 35% 1.97
 
 
 
 
87% 35.9 2.4% 20.7
ECL Ecolab -0.6 -4% 14% 1.43
 
 
 
 
87% 126.7 1.1% 31.1
EIX Edison International 16.8 49% 33% 1.36
 
 
 
 
82% 162.7 2.7% 18.8
EDR Education Realty Trust 5.8 16% 40% 1.53
 
 
 
 
28% 29.2 3.8% 92.2
DD E.I. DuPont de Nemours 10.3 41% 35% 1.77
 
 
 
 
87% 140.6 1.9% 29.6
LLY Eli Lilly 2.4 10% 34% 1.76
 
 
 
 
87% 299.9 2.5% 41.1
EMR Emerson Electric 2.2 16% 17% 1.64
 
 
 
 
67% 211.5 3.3% 26.9
ESRT Empire State Realty Trust -7.0 -28% 24% 1.36
 
 
 
 
69% 31.1 2.0% 55.4
ENB Enbridge -4.1 -28% 29% 2.20
 
 
 
 
24% 137.7 4.5% 34.2
EEP Enbridge Energy Partners Cl A 0.6 5% 41% 2.86
 
 
 
 
9% 22.0 8.9% 0.0
ETE Energy Transfer Equity 3.8 28% 117% 5.03
 
 
 
 
43% 86.1 7.1% 19.2
ETR Entergy 3.9 18% 22% 1.43
 
 
 
 
80% 77.3 4.4% 0.0
EPD Enterprise Products Partners -0.4 -4% 19% 2.40
 
 
 
 
37% 93.7 6.3% 21.2
EPR EPR Properties 16.5 45% 41% 1.53
 
 
 
 
44% 46.0 5.5% 23.4
EQM EQT Midstream Partners -0.4 -10% 11% 2.52
 
 
 
 
33% 23.2 4.8% 14.3
EFX Equifax 26.9 56% 50% 1.47
 
 
 
 
86% 76.7 1.1% 31.4
ELS Equity Lifestyle Properties 32.3 62% 50% 1.38
 
 
 
 
98% 79.8 2.2% 44.0
EQR Equity Residential 11.3 44% 26% 1.43
 
 
 
 
67% 139.6 3.0% 52.4
ESS Essex Property Trust 8.1 31% 26% 1.43
 
 
 
 
95% 109.8 2.6% 34.1
EL Estee Lauder Cl A 16.1 65% 27% 1.49
 
 
 
 
94% 160.5 1.4% 32.4
EVR Evercore Partners Cl A 1.2 5% 48% 2.23
 
 
 
 
71% 25.8 1.9% 17.4
RE Everest Re Group 26.9 76% 29% 1.20
 
 
 
 
93% 111.6 2.0% 9.5
ES Eversource Energy 15.9 49% 30% 1.34
 
 
 
 
91% 76.8 3.1% 20.7
EXC Exelon -7.1 -36% 25% 1.70
 
 
 
 
85% 140.3 3.6% 17.3
STAY Extended Stay America / ESH Hospit 0.0 0% 19% 2.32
 
 
 
 
100% 239.0 4.2% 53.5
EXR Extra Space Storage 22.2 59% 46% 1.64
 
 
 
 
40% 66.6 4.0% 28.4
XOM Exxon Mobil 0.7 7% 11% 1.49
 
 
 
 
14% 745.0 3.8% 34.1
FDS FactSet Research Systems 13.2 39% 35% 1.43
 
 
 
 
51% 83.9 1.3% 19.6
FRT Federal Realty Investment Trust 5.0 20% 24% 1.34
 
 
 
 
9% 115.3 3.1% 40.2
FII Federated Investors -0.7 -5% 19% 1.84
 
 
 
 
38% 24.5 3.6% 13.3
FNF Fidelity National Financial -7.1 -20% 40% 1.56
 
 
 
 
100% 74.9 2.2% 23.8
FIS Fidelity National Information Servi 18.3 58% 37% 1.57
 
 
 
 
87% 95.0 1.4% 43.1
FAF First American Financial 16.3 44% 43% 1.58
 
 
 
 
100% 29.4 3.0% 14.5
FE FirstEnergy -3.9 -25% 20% 1.68
 
 
 
 
11% 126.3 5.0% 0.0
FHN First Horizon National 10.6 32% 49% 1.87
 
 
 
 
54% 41.5 2.1% 17.5
FR First Industrial Realty Trust 16.8 42% 44% 1.51
 
 
 
 
78% 35.4 2.9% 26.6
FLO Flowers Foods -3.8 -17% 41% 2.17
 
 
 
 
48% 33.4 3.9% 22.5
FLS Flowserve 0.1 2% 12% 2.23
 
 
 
 
41% 68.6 1.7% 47.8
FLR Fluor -3.6 -52% 14% 2.22
 
 
 
 
2% 69.5 1.9% 26.2
FNB F.N.B. 2.2 12% 28% 1.82
 
 
 
 
37% 254.1 3.6% 17.9
FMX Fomento Economico Mexicano ADR -5.2 -42% 18% 1.86
 
 
 
 
87% 20.5 1.4% 30.9
FL Foot Locker 15.5 56% 51% 2.12
 
 
 
 
9% 284.1 2.6% 9.8
F Ford Motor -6.1 -116% 7% 1.79
 
 
 
 
11% 485.2 5.4% 11.8
FCEA Forest City Realty Trust Cl A 0.3 1% 26% 1.75
 
 
 
 
93% 53.3 1.5% 0.0
FBHS Fortune Brands Home&Security 11.9 40% 41% 1.75
 
 
 
 
100% 94.7 1.1% 24.1
FNV Franco-Nevada 3.8 21% 60% 2.98
 
 
 
 
76% 37.1 1.2% 75.1
BEN Franklin Resources -0.8 -9% 12% 1.87
 
 
 
 
92% 137.4 1.8% 14.2
FI Frank's International -9.9 -163% 20% 2.97
 
 
 
 
8% 37.5 3.9% 0.0
FDP Fresh Del Monte Produce 19.9 49% 58% 1.82
 
 
 
 
11% 20.5 1.2% 13.9
GME GameStop Cl A -4.5 -52% 26% 2.81
 
 
 
 
4% 32.8 7.4% 6.1
GPS Gap -3.5 -30% 31% 2.66
 
 
 
 
23% 133.4 4.2% 12.7
GATX GATX 5.6 35% 32% 2.25
 
 
 
 
87% 25.7 2.7% 10.4
GD General Dynamics 27.5 67% 38% 1.34
 
 
 
 
95% 220.0 1.7% 20.7
GE General Electric -2.3 -11% 22% 1.41
 
 
 
 
8% 814.7 3.5% 25.4
GIS General Mills 4.4 19% 20% 1.25
 
 
 
 
2% 197.0 3.4% 20.7
GM General Motors -2.4 -12% 31% 1.88
 
 
 
 
61% 335.7 4.4% 5.3
GPC Genuine Parts 3.5 17% 21% 1.39
 
 
 
 
21% 98.2 3.0% 19.6
GEO GEO Group -2.1 -8% 92% 3.06
 
 
 
 
84% 21.7 6.2% 23.9
GGP GGP -1.1 -5% 26% 1.66
 
 
 
 
24% 173.4 3.7% 19.1
GIL Gildan Activewear -3.5 -21% 24% 1.82
 
 
 
 
91% 24.0 1.2% 15.3
GSK GlaxoSmithKline ADR -1.2 -12% 10% 1.39
 
 
 
 
85% 87.7 4.4% 52.8
GFI Gold Fields ADR -1.5 -11% 119% 4.98
 
 
 
 
26% 24.6 2.5% 18.5
GS Goldman Sachs Group 17.1 49% 49% 1.77
 
 
 
 
68% 948.1 1.4% 11.5
GGG Graco Inc. 10.6 40% 36% 1.73
 
 
 
 
93% 34.2 1.3% 109.1
GPT Gramercy Property Trust 10.7 46% 32% 1.76
 
 
 
 
97% 53.1 4.9% 301.2
GPK Graphic Packaging Holding 5.1 29% 25% 1.82
 
 
 
 
47% 37.2 2.3% 20.4
GXP Great Plains Energy 0.6 2% 24% 1.37
 
 
 
 
68% 50.8 3.7% 22.0
GPI Group 1 Automotive -5.4 -34% 41% 2.61
 
 
 
 
28% 23.2 1.7% 8.5
HAL Halliburton -0.9 -5% 43% 2.58
 
 
 
 
7% 540.0 1.7% 0.0
HBI Hanesbrands 6.3 41% 35% 2.41
 
 
 
 
40% 81.0 2.7% 16.3
HOG Harley-Davidson 0.2 1% 26% 2.30
 
 
 
 
64% 142.1 2.6% 15.8
HRS Harris Corp. 12.4 37% 39% 1.57
 
 
 
 
92% 97.4 1.9% 25.0
HIG Hartford Financial Services Group 8.2 31% 31% 1.56
 
 
 
 
91% 105.2 1.8% 21.1
HCP HCP -8.8 -70% 19% 1.90
 
 
 
 
63% 98.5 4.4% 16.3
HR Healthcare Realty Trust 3.3 8% 43% 1.44
 
 
 
 
94% 34.6 3.3% 38.0
HTA Healthcare Trust of America 2.0 7% 32% 1.49
 
 
 
 
75% 131.4 3.7% 98.6
HLS HealthSouth 3.8 20% 33% 2.07
 
 
 
 
96% 54.4 2.0% 18.2
HP Helmerich&Payne -2.2 -18% 44% 3.18
 
 
 
 
9% 112.1 5.3% 0.0
HLF Herbalife -0.8 -5% 82% 3.79
 
 
 
 
99% 83.0 1.6% 25.8
HSY Hershey 4.7 24% 22% 1.57
 
 
 
 
66% 113.4 2.3% 38.3
HES Hess Corp. -6.3 -68% 31% 3.00
 
 
 
 
6% 178.8 2.4% 0.0
HIW Highwoods Properties 10.1 36% 26% 1.34
 
 
 
 
61% 31.1 3.4% 43.1
HI Hillenbrand 0.0 0% 23% 1.82
 
 
 
 
72% 22.5 2.3% 18.9
HFC HollyFrontier -15.5 -124% 42% 3.00
 
 
 
 
40% 86.3 4.9% 0.0
HD Home Depot 31.4 64% 48% 1.40
 
 
 
 
77% 1652.2 2.4% 22.7
HON Honeywell International 12.5 66% 18% 1.34
 
 
 
 
94% 385.8 2.0% 21.2
HRL Hormel Foods 15.2 37% 48% 1.60
 
 
 
 
29% 149.0 2.0% 21.3
HST Host Hotels&Resorts 5.2 41% 21% 1.97
 
 
 
 
73% 106.3 4.3% 18.9
HPQ HP 10.9 47% 46% 2.24
 
 
 
 
78% 218.1 3.0% 12.5
HRB H&R Block -0.7 -6% 25% 2.33
 
 
 
 
99% 122.1 3.1% 15.6
HSBC HSBC Holdings ADR 3.8 16% 29% 1.62
 
 
 
 
93% 50.2 4.6% 113.0
HPP Hudson Pacific Properties 8.3 28% 34% 1.55
 
 
 
 
77% 264.1 2.9% 98.5
HII Huntington Ingalls Industries 25.0 52% 74% 1.90
 
 
 
 
54% 109.8 1.3% 15.8
HUN Huntsman 6.2 32% 81% 3.38
 
 
 
 
84% 200.5 1.9% 18.0
IEX IDEX 4.1 18% 22% 1.37
 
 
 
 
94% 42.9 1.3% 31.0
ITW Illinois Tool Works 24.5 64% 34% 1.29
 
 
 
 
91% 180.0 1.8% 24.5
INFY Infosys ADR 4.7 20% 38% 1.95
 
 
 
 
28% 60.2 3.1% 15.9
IR Ingersoll-Rand 12.0 38% 38% 1.63
 
 
 
 
94% 158.8 1.8% 16.6
ING ING Groep ADR 11.1 52% 49% 2.40
 
 
 
 
90% 73.2 5.6% 0.0
INGR Ingredion 20.9 51% 47% 1.55
 
 
 
 
17% 88.8 1.7% 18.2
NSP Insperity 23.4 45% 114% 2.35
 
 
 
 
34% 29.1 1.6% 23.0
ICE Intercontinental Exchange 8.9 37% 29% 1.60
 
 
 
 
96% 140.8 1.2% 24.7
IBM International Business Machines -8.3 -42% 21% 1.47
 
 
 
 
29% 448.2 3.9% 12.7
IFF International Flavors&Fragrances 6.7 25% 33% 1.63
 
 
 
 
75% 50.0 1.9% 27.1
IP International Paper 8.4 34% 35% 1.80
 
 
 
 
90% 257.4 3.3% 30.3
IPG Interpublic Group 3.3 17% 24% 1.62
 
 
 
 
70% 93.7 3.0% 15.9
IVZ INVESCO 4.0 48% 14% 2.05
 
 
 
 
96% 110.4 3.3% 16.1
IVR Invesco Mortgage Capital 8.9 32% 28% 1.43
 
 
 
 
86% 35.6 9.6% 4.4
IRM Iron Mountain 1.8 5% 66% 1.99
 
 
 
 
35% 27.7 6.4% 95.0
ITT ITT -2.8 -29% 19% 2.21
 
 
 
 
63% 40.6 1.3% 17.9
JBL Jabil 9.9 34% 55% 2.17
 
 
 
 
89% 136.9 1.1% 47.1
JEC Jacobs Engineering Group 2.6 14% 30% 1.93
 
 
 
 
35% 39.8 1.1% 30.9
SJM J.M. Smucker 6.6 21% 30% 1.38
 
 
 
 
1% 127.8 2.5% 23.7
JNJ Johnson&Johnson 10.4 45% 17% 1.12
 
 
 
 
98% 1073.5 2.5% 22.9
JWA John Wiley&Sons Cl A 3.0 20% 19% 1.70
 
 
 
 
38% 21.5 2.5% 26.6
JPM JPMorgan Chase 18.2 58% 40% 1.67
 
 
 
 
81% 1523.9 2.3% 13.4
JNPR Juniper Networks 6.3 29% 41% 2.18
 
 
 
 
73% 465.9 1.4% 17.7
KSU Kansas City Southern -2.4 -18% 25% 2.10
 
 
 
 
90% 104.9 1.3% 21.1
KS KapStone Paper&Packaging 5.3 40% 60% 3.54
 
 
 
 
67% 33.1 1.9% 26.6
KAR KAR Auction Services 6.9 22% 34% 1.47
 
 
 
 
44% 44.1 3.1% 25.3
KBR KBR -11.3 -111% 30% 2.81
 
 
 
 
52% 134.1 2.1% 0.0
K Kellogg 2.5 12% 19% 1.30
 
 
 
 
10% 111.1 3.0% 32.1
KMT Kennametal 7.8 38% 59% 2.74
 
 
 
 
77% 93.2 2.1% 0.0
KEY KeyCorp 6.9 25% 47% 2.04
 
 
 
 
83% 156.8 2.1% 20.8
KRC Kilroy Realty 5.1 20% 28% 1.54
 
 
 
 
92% 42.3 2.2% 55.0
KMB Kimberly-Clark 11.7 34% 29% 1.23
 
 
 
 
76% 180.1 2.9% 21.9
KIM Kimco Realty 1.7 7% 28% 1.57
 
 
 
 
6% 136.6 6.0% 55.5
KMI Kinder Morgan 1.1 9% 33% 2.75
 
 
 
 
26% 193.0 2.7% 60.6
KGC Kinross Gold 0.8 5% 129% 4.80
 
 
 
 
46% 37.7 3.8% 1843.5
KKR KKR 2.7 18% 28% 2.20
 
 
 
 
79% 47.6 3.7% 10.4
KSS Kohl's 7.3 41% 53% 2.81
 
 
 
 
8% 115.6 5.9% 10.8
PHG Koninklijke Philips ADR 1.6 11% 19% 1.73
 
 
 
 
91% 39.0 2.4% 18.9
KFY Korn/Ferry International 1.1 5% 52% 2.31
 
 
 
 
93% 40.0 1.2% 23.7
KR Kroger 7.2 26% 43% 1.93
 
 
 
 
12% 410.4 2.2% 13.6
LLL L3 Technologies 7.7 30% 33% 1.68
 
 
 
 
75% 95.7 1.8% 20.5
LADR Ladder Capital Cl A 4.9 43% 21% 2.11
 
 
 
 
57% 44.5 8.7% 10.6
LHO LaSalle Hotel Properties 6.4 37% 31% 2.09
 
 
 
 
90% 35.5 5.8% 27.8
LVS Las Vegas Sands 3.3 22% 38% 2.51
 
 
 
 
95% 137.5 4.5% 28.3
LAZ Lazard 2.6 17% 37% 2.53
 
 
 
 
94% 64.8 3.6% 14.2
LZB La-Z-Boy -7.4 -42% 44% 2.53
 
 
 
 
94% 37.3 1.4% 18.6
LB L Brands 12.7 46% 53% 2.18
 
 
 
 
28% 153.1 4.5% 14.1
LCII LCI Industries 26.3 60% 78% 2.08
 
 
 
 
67% 31.0 1.9% 19.1
LEA Lear Corp. 9.9 33% 50% 2.00
 
 
 
 
73% 100.9 1.5% 9.6
LEG Leggett&Platt 14.8 34% 45% 1.46
 
 
 
 
78% 40.2 2.7% 19.1
LM Legg Mason 1.4 13% 20% 2.11
 
 
 
 
90% 63.7 2.8% 17.9
LDOS Leidos Holdings 25.6 63% 69% 2.03
 
 
 
 
84% 65.9 2.4% 24.2
LII Lennox International 30.5 60% 55% 1.50
 
 
 
 
91% 112.5 1.1% 27.7
LXP Lexington Realty Trust -1.6 -6% 31% 1.64
 
 
 
 
49% 23.7 6.9% 32.1
LSI Life Storage 11.5 38% 34% 1.52
 
 
 
 
12% 28.5 5.2% 43.5
LNC Lincoln National 13.9 54% 53% 2.29
 
 
 
 
78% 86.6 1.8% 10.7
LAD Lithia Motors Cl A -1.4 -8% 52% 2.80
 
 
 
 
52% 23.3 1.2% 10.7
LMT Lockheed Martin 32.1 75% 36% 1.23
 
 
 
 
92% 215.3 2.6% 21.4
LOW Lowe's 20.9 44% 56% 1.59
 
 
 
 
52% 1002.1 2.2% 23.9
LTC LTC Properties 9.0 32% 28% 1.39
 
 
 
 
72% 21.6 4.5% 23.0
LYB LyondellBasell Industries -13.0 -78% 37% 2.37
 
 
 
 
37% 186.0 4.5% 9.2
MAC Macerich 2.6 10% 32% 1.65
 
 
 
 
4% 86.0 4.9% 61.9
MIC Macquarie Infrastructure 16.8 48% 50% 1.82
 
 
 
 
58% 33.4 6.7% 38.7
M Macy's -7.0 -72% 25% 2.60
 
 
 
 
3% 141.6 6.8% 12.0
MMP Magellan Midstream Partners -0.1 -1% 16% 2.19
 
 
 
 
31% 40.0 5.0% 19.5
MGA Magna International 0.6 5% 20% 2.18
 
 
 
 
85% 69.2 2.4% 6.3
MAN ManpowerGroup 9.1 31% 54% 2.15
 
 
 
 
94% 49.4 1.8% 16.6
MFC Manulife Financial -5.3 -29% 31% 2.01
 
 
 
 
75% 28.6 3.4% 11.4
MRO Marathon Oil -0.4 -4% 56% 3.96
 
 
 
 
2% 161.0 1.7% 0.0
MPC Marathon Petroleum 1.6 9% 53% 2.72
 
 
 
 
83% 302.9 2.8% 22.7
VAC Marriott Vacations Worldwide 32.1 76% 92% 2.35
 
 
 
 
88% 50.7 1.2% 22.9
MMC Marsh&McLennan 14.3 54% 21% 1.16
 
 
 
 
87% 133.8 1.9% 22.0
MAS Masco 27.4 80% 54% 1.93
 
 
 
 
96% 155.1 1.0% 24.6
MKC McCormick 4.7 15% 27% 1.23
 
 
 
 
60% 56.6 1.9% 27.0
MCD McDonald's 26.3 66% 34% 1.23
 
 
 
 
98% 303.0 2.4% 27.3
MDU MDU Resources Group 3.0 13% 39% 2.00
 
 
 
 
64% 22.5 2.8% 71.7
MPW Medical Properties Trust -3.7 -14% 38% 1.77
 
 
 
 
39% 257.1 7.3% 15.8
MDT Medtronic 7.7 31% 26% 1.45
 
 
 
 
98% 476.7 1.9% 30.9
MRK Merck&Co 5.1 43% 13% 1.53
 
 
 
 
95% 709.6 2.8% 42.5
MDP Meredith 10.9 41% 46% 2.05
 
 
 
 
59% 23.5 3.7% 48.7
MET MetLife 1.2 7% 28% 1.99
 
 
 
 
73% 229.9 3.1% 0.0
MFA MFA Financial 11.1 55% 16% 1.20
 
 
 
 
94% 27.8 9.4% 10.8
MGM MGM Resorts International 7.8 44% 44% 2.55
 
 
 
 
100% 252.3 1.3% 15.8
MAA Mid-America Apartment Communities 14.3 44% 34% 1.47
 
 
 
 
93% 122.4 3.2% 45.2
MBT Mobile TeleSystems ADR -3.8 -27% 65% 3.61
 
 
 
 
38% 34.0 4.3% 11.8
TAP Molson Coors Brewing Cl B 6.8 29% 34% 1.86
 
 
 
 
4% 150.5 1.9% 9.3
MON Monsanto -1.1 -8% 15% 1.59
 
 
 
 
95% 238.4 1.9% 26.9
MCO Moody's 4.1 16% 33% 1.64
 
 
 
 
92% 122.4 1.3% 56.1
MS Morgan Stanley 15.4 49% 56% 2.09
 
 
 
 
85% 627.9 1.8% 13.0
MOS Mosaic -6.2 -78% 21% 2.65
 
 
 
 
9% 100.5 2.6% 213.9
MSI Motorola Solutions 0.8 3% 32% 1.54
 
 
 
 
100% 139.6 2.1% 24.5
MPLX MPLX -0.4 -5% 44% 3.63
 
 
 
 
21% 26.2 6.8% 68.7
MSA MSA Safety 8.3 37% 48% 2.29
 
 
 
 
87% 38.2 1.7% 32.5
MSCI MSCI 42.0 78% 62% 1.57
 
 
 
 
88% 80.1 1.1% 36.1
MSM MSC Industrial Direct 9.2 28% 40% 1.62
 
 
 
 
45% 46.3 2.1% 21.5
MTB M&T Bank 0.6 3% 30% 1.66
 
 
 
 
76% 132.5 1.9% 19.3
MUR Murphy Oil -3.6 -34% 51% 3.68
 
 
 
 
11% 76.4 4.0% 0.0
NBR Nabors Industries -3.3 -26% 93% 4.57
 
 
 
 
6% 79.2 3.1% 0.0
NFG National Fuel Gas -2.0 -15% 17% 1.74
 
 
 
 
54% 42.8 2.9% 21.5
NGG National Grid ADR -2.1 -32% 6% 1.41
 
 
 
 
13% 21.7 5.9% 14.2
NHI National Health Investors 12.3 39% 34% 1.48
 
 
 
 
76% 32.9 4.8% 19.1
NNN National Retail Properties 7.6 25% 33% 1.50
 
 
 
 
10% 52.2 4.8% 33.8
NWL Newell Brands 16.9 53% 49% 1.90
 
 
 
 
80% 342.5 1.7% 22.7
NEU NewMarket 3.4 18% 21% 1.53
 
 
 
 
75% 32.6 1.5% 22.2
NRZ New Residential Investment 23.5 60% 65% 1.99
 
 
 
 
76% 323.5 12.1% 8.2
NYCB New York Community Bancorp 1.1 6% 21% 1.55
 
 
 
 
2% 49.6 5.4% 13.2
NYRT New York REIT -9.3 -66% 16% 1.55
 
 
 
 
11% 21.6 5.3% 0.0
NEE NextEra Energy 8.2 26% 29% 1.33
 
 
 
 
96% 378.0 2.8% 17.4
NLSN Nielsen Holdings -2.3 -22% 14% 1.71
 
 
 
 
3% 118.1 3.6% 28.6
NKE Nike Cl B 13.7 39% 46% 1.71
 
 
 
 
34% 431.8 1.4% 22.0
NI NiSource 26.2 63% 47% 1.55
 
 
 
 
80% 48.2 2.7% 23.7
NBL Noble Energy -0.7 -11% 19% 2.95
 
 
 
 
4% 178.4 1.4% 0.0
NOK Nokia ADR -1.6 -15% 24% 2.35
 
 
 
 
90% 64.7 3.0% 0.0
JWN Nordstrom -0.3 -2% 36% 2.50
 
 
 
 
47% 138.0 3.1% 22.6
NSC Norfolk Southern 6.5 28% 37% 1.95
 
 
 
 
87% 271.0 2.1% 20.5
NOC Northrop Grumman 40.7 77% 51% 1.37
 
 
 
 
91% 165.5 1.6% 20.1
NWE NorthWestern 13.9 51% 26% 1.36
 
 
 
 
93% 20.7 3.3% 16.7
NVS Novartis ADR -2.8 -19% 14% 1.37
 
 
 
 
97% 189.9 3.2% 32.5
NVO Novo Nordisk ADR -2.3 -12% 33% 2.00
 
 
 
 
51% 121.7 1.5% 19.7
NUE Nucor 1.5 6% 43% 2.16
 
 
 
 
55% 235.0 2.6% 18.1
NUS Nu Skin Enterprises Cl A -0.7 -4% 81% 3.48
 
 
 
 
90% 76.0 2.3% 21.5
OXY Occidental Petroleum -3.0 -54% 9% 1.95
 
 
 
 
14% 273.9 5.1% 0.0
OII Oceaneering International -0.4 -19% 7% 2.87
 
 
 
 
3% 99.9 2.9% 0.0
OGE OGE Energy 4.4 28% 17% 1.51
 
 
 
 
75% 48.7 3.4% 20.3
ORI Old Republic International 4.6 17% 28% 1.41
 
 
 
 
69% 36.6 3.9% 12.4
OLN Olin 6.7 25% 85% 2.96
 
 
 
 
64% 282.8 2.8% 100.9
OHI Omega Healthcare Investors -7.3 -51% 19% 1.73
 
 
 
 
60% 73.3 7.4% 16.7
OMC Omnicom Group 3.3 18% 17% 1.31
 
 
 
 
48% 113.1 2.7% 16.8
OKE ONEOK 5.9 26% 82% 3.16
 
 
 
 
38% 121.3 5.0% 29.6
OKS ONEOK Partners 9.3 53% 63% 3.12
 
 
 
 
57% 41.3 6.5% 21.0
ORCL Oracle 0.0 0% 14% 1.56
 
 
 
 
94% 2015.8 1.5% 23.2
OA Orbital ATK -0.7 -9% 32% 3.26
 
 
 
 
83% 28.3 1.3% 20.5
OSK Oshkosh 1.9 8% 63% 2.57
 
 
 
 
75% 35.2 1.3% 24.2
OUT Outfront Media 0.8 5% 23% 1.83
 
 
 
 
32% 27.1 6.3% 32.8
OC Owens Corning 16.9 57% 47% 1.94
 
 
 
 
97% 72.2 1.2% 17.5
OMI Owens&Minor -3.3 -23% 15% 1.48
 
 
 
 
17% 27.6 3.2% 18.8
PKG Packaging of America 13.5 41% 57% 2.05
 
 
 
 
100% 110.6 2.3% 22.4
PH Parker Hannifin 10.7 39% 37% 1.75
 
 
 
 
90% 437.4 1.7% 23.3
PBF PBF Energy -5.8 -45% 55% 3.43
 
 
 
 
30% 41.4 5.4% 12.8
PEB Pebblebrook Hotel Trust 5.8 32% 34% 2.17
 
 
 
 
91% 37.6 4.6% 47.6
PAG Penske Automotive Group -2.6 -13% 46% 2.46
 
 
 
 
45% 21.5 3.0% 10.2
PNR Pentair 0.7 5% 23% 1.98
 
 
 
 
78% 69.7 2.1% 24.0
PEP PepsiCo 9.5 50% 13% 1.03
 
 
 
 
94% 336.8 2.8% 25.2
PFE Pfizer -1.1 -5% 21% 1.34
 
 
 
 
57% 881.7 3.8% 28.8
PCG PG&E 19.7 61% 31% 1.36
 
 
 
 
82% 172.8 3.1% 18.5
PM Philip Morris International 9.2 24% 33% 1.28
 
 
 
 
89% 322.3 3.5% 26.5
PSX Phillips 66 -1.0 -7% 24% 1.96
 
 
 
 
43% 195.7 3.5% 24.9
DOC Physicians Realty Trust 10.7 29% 43% 1.57
 
 
 
 
92% 33.2 4.3% 98.4
PDM Piedmont Office Realty Trust Cl A -1.7 -8% 18% 1.30
 
 
 
 
60% 25.7 3.9% 230.0
PF Pinnacle Foods 31.3 75% 49% 1.57
 
 
 
 
80% 132.6 1.8% 35.2
PNW Pinnacle West Capital 28.7 67% 39% 1.33
 
 
 
 
91% 90.4 3.0% 21.4
PBI Pitney Bowes -2.6 -64% 9% 2.32
 
 
 
 
39% 35.4 5.0% 28.7
PAA Plains All American Pipeline 1.4 14% 45% 3.50
 
 
 
 
11% 84.8 9.0% 26.5
PAGP Plains GP Holdings -3.3 -35% 57% 4.08
 
 
 
 
10% 28.6 9.0% 0.0
PNC PNC Financial Services Group 11.5 36% 37% 1.58
 
 
 
 
77% 290.7 1.8% 15.8
PNM PNM Resources 8.4 27% 34% 1.53
 
 
 
 
93% 30.2 2.5% 24.4
PII Polaris Industries -3.4 -36% 21% 2.36
 
 
 
 
68% 53.4 2.6% 35.8
POL PolyOne -6.5 -42% 27% 2.08
 
 
 
 
75% 22.4 1.4% 18.4
POR Portland General Electric 14.9 54% 26% 1.38
 
 
 
 
84% 34.3 2.9% 20.3
POT Potash of Saskatchewan -2.7 -53% 11% 2.33
 
 
 
 
27% 51.0 2.4% 25.8
PPG PPG Industries -10.0 -58% 21% 1.61
 
 
 
 
88% 130.1 1.5% 66.0
PPL PPL 9.0 33% 26% 1.36
 
 
 
 
83% 120.6 4.1% 14.5
PX Praxair 0.8 7% 10% 1.31
 
 
 
 
82% 220.1 2.4% 24.9
PRI Primerica 15.4 47% 60% 2.14
 
 
 
 
68% 30.5 1.0% 15.7
PFG Principal Financial Group 15.4 60% 39% 1.89
 
 
 
 
87% 103.8 2.9% 14.1
PG Procter&Gamble 8.2 33% 18% 1.08
 
 
 
 
77% 597.0 3.1% 25.5
PGR Progressive Corp 30.6 68% 37% 1.21
 
 
 
 
96% 429.4 1.5% 21.6
PLD Prologis 1.8 6% 34% 1.52
 
 
 
 
96% 179.8 3.0% 26.1
PB Prosperity Bancshares -1.9 -9% 44% 2.24
 
 
 
 
53% 265.9 2.2% 15.8
PRU Prudential Financial 0.2 1% 40% 1.97
 
 
 
 
77% 249.2 2.9% 10.5
PEG Public Service Enterprise Group -2.6 -13% 21% 1.51
 
 
 
 
57% 100.2 4.0% 41.9
PSA Public Storage 17.1 46% 37% 1.43
 
 
 
 
21% 142.8 3.8% 30.3
PHM PulteGroup -1.2 -6% 34% 2.10
 
 
 
 
92% 153.3 1.5% 13.3
QTS QTS Realty Trust Cl A 16.2 40% 57% 1.80
 
 
 
 
68% 28.3 2.9% 129.5
DGX Quest Diagnostics 18.6 48% 43% 1.54
 
 
 
 
98% 126.7 1.6% 22.1
RL Ralph Lauren Cl A -4.4 -67% 16% 2.49
 
 
 
 
14% 68.0 2.8% 0.0
RPT Ramco-Gershenson Properties Trust 4.5 23% 21% 1.48
 
 
 
 
8% 29.6 7.0% 18.4
RJF Raymond James Financial 3.7 12% 48% 1.93
 
 
 
 
85% 88.1 1.2% 20.0
RYN Rayonier 1.5 12% 16% 1.77
 
 
 
 
90% 23.5 3.4% 15.7
RTN Raytheon 22.9 64% 35% 1.38
 
 
 
 
91% 243.7 2.0% 21.0
RLGY Realogy Holdings 5.0 31% 31% 2.17
 
 
 
 
99% 59.0 1.1% 20.3
O Realty Income -1.4 -4% 43% 1.53
 
 
 
 
13% 129.3 4.6% 48.5
RBC Regal Beloit 2.9 15% 29% 1.87
 
 
 
 
87% 43.7 1.3% 17.2
RGC Regal Entertainment Group Cl A 3.0 18% 23% 1.75
 
 
 
 
16% 69.0 4.3% 18.1
REG Regency Centers 13.1 42% 32% 1.45
 
 
 
 
9% 84.3 3.5% 178.2
RF Regions Financial -1.1 -4% 55% 2.20
 
 
 
 
70% 308.1 2.1% 15.1
RGA Reinsurance Group of America 18.3 47% 37% 1.37
 
 
 
 
84% 65.9 1.3% 10.6
RS Reliance Steel&Aluminum 2.4 11% 39% 2.09
 
 
 
 
27% 52.3 2.5% 16.2
RSG Republic Services 32.8 76% 31% 1.07
 
 
 
 
92% 79.1 2.0% 34.3
RMD ResMed 14.7 50% 44% 1.88
 
 
 
 
96% 46.8 1.7% 34.3
RPAI Retail Properties of America 4.7 30% 17% 1.48
 
 
 
 
8% 28.8 5.5% 0.0
RAI Reynolds American 39.8 67% 67% 1.54
 
 
 
 
91% 246.2 3.1% 28.4
RIO Rio Tinto ADR 1.9 14% 41% 2.80
 
 
 
 
59% 105.8 6.4% 16.2
RBA Ritchie Bros. Auctioneers 9.5 37% 52% 2.26
 
 
 
 
13% 30.8 2.4% 32.4
RLJ RLJ Lodging Trust -2.7 -17% 25% 1.95
 
 
 
 
27% 29.3 6.4% 17.0
RHI Robert Half International 7.9 39% 33% 1.98
 
 
 
 
79% 50.9 2.0% 17.9
ROK Rockwell Automation 9.0 33% 37% 1.76
 
 
 
 
95% 165.4 1.9% 27.1
COL Rockwell Collins 5.0 17% 28% 1.41
 
 
 
 
86% 126.8 1.3% 18.8
ROL Rollins Inc. 35.2 66% 55% 1.45
 
 
 
 
90% 24.4 1.1% 52.5
RY Royal Bank of Canada 8.9 37% 25% 1.44
 
 
 
 
74% 88.2 3.6% 9.7
RCL Royal Caribbean Cruises 20.5 64% 81% 2.57
 
 
 
 
93% 176.0 1.7% 17.3
RDSB Royal Dutch Shell ADR B 4.1 39% 19% 2.10
 
 
 
 
45% 169.6 7.0% 30.5
RDSA Royal Dutch Shell ADR Cl A 0.8 13% 11% 2.01
 
 
 
 
62% 103.4 7.2% 29.7
RES RPC 2.6 18% 68% 3.62
 
 
 
 
54% 40.9 1.1% 0.0
RPM RPM International 2.6 13% 22% 1.53
 
 
 
 
78% 63.6 2.2% 35.9
RRD R.R. Donnelley&Sons -7.8 -63% 32% 2.59
 
 
 
 
4% 70.1 4.8% 0.0
R Ryder System 1.5 13% 27% 2.35
 
 
 
 
41% 61.5 2.6% 15.0
SNY Sanofi ADR -4.6 -33% 19% 1.77
 
 
 
 
93% 191.8 3.3% 24.6
SAP SAP ADR 5.6 20% 32% 1.56
 
 
 
 
97% 63.6 1.3% 33.0
SCG Scana 17.6 47% 38% 1.42
 
 
 
 
43% 35.9 3.5% 16.9
SLB Schlumberger -4.3 -49% 14% 1.91
 
 
 
 
3% 456.4 3.0% 0.0
SAIC Science Applications International 11.5 31% 68% 2.12
 
 
 
 
46% 27.1 1.8% 19.7
SMG Scotts Miracle-Gro 17.1 41% 45% 1.51
 
 
 
 
74% 50.6 2.2% 38.6
SEE Sealed Air 10.9 38% 44% 1.90
 
 
 
 
35% 119.1 1.4% 26.0
SEMG Semgroup Cl A -2.8 -21% 82% 4.19
 
 
 
 
9% 29.3 7.4% 408.3
SRE Sempra Energy -0.3 -2% 15% 1.40
 
 
 
 
79% 139.9 2.9% 19.5
SCI Service International 21.4 50% 46% 1.48
 
 
 
 
87% 34.7 1.9% 20.5
SBGL Sibanye Gold ADR -4.9 -29% 147% 5.04
 
 
 
 
9% 25.1 4.6% 6.7
SIG Signet Jewelers 0.2 2% 31% 2.52
 
 
 
 
22% 110.8 2.1% 9.4
SPG Simon Property Group 6.6 31% 21% 1.41
 
 
 
 
11% 297.0 4.4% 28.1
SIX Six Flags Entertainment 11.4 30% 51% 1.73
 
 
 
 
71% 41.5 4.3% 53.6
SLG SL Green Realty -14.1 -76% 22% 1.63
 
 
 
 
48% 61.7 2.9% 48.5
SNA Snap-On 3.6 12% 34% 1.54
 
 
 
 
25% 120.7 1.8% 16.4
SQM Sociedad Quimica y Minera De Chile 18.3 73% 75% 2.84
 
 
 
 
71% 34.6 2.4% 26.5
SON Sonoco Products 4.0 15% 25% 1.35
 
 
 
 
54% 28.2 3.1% 18.5
SO Southern 6.7 24% 22% 1.17
 
 
 
 
43% 262.2 4.7% 18.7
SCCO Southern Copper 3.0 17% 40% 2.40
 
 
 
 
68% 25.6 1.4% 29.6
SWX Southwest Gas Holdings 15.9 37% 46% 1.49
 
 
 
 
41% 37.4 2.7% 24.1
SPB Spectrum Brands Holdings 18.0 49% 44% 1.61
 
 
 
 
44% 41.3 1.3% 23.9
SPGI S&P Global 18.1 46% 48% 1.65
 
 
 
 
93% 209.5 1.1% 17.5
SR Spire 20.7 57% 31% 1.25
 
 
 
 
85% 23.8 3.0% 21.6
SRC Spirit Realty Capital 0.7 4% 30% 2.05
 
 
 
 
12% 79.7 9.6% 123.8
STAG STAG Industrial 4.1 13% 42% 1.70
 
 
 
 
80% 75.0 5.2% 302.8
SWK Stanley Black&Decker 15.3 50% 31% 1.44
 
 
 
 
98% 134.7 1.6% 18.3
STWD Starwood Property Trust 3.4 17% 17% 1.23
 
 
 
 
83% 46.4 8.4% 12.8
STT State Street 8.0 35% 35% 1.93
 
 
 
 
93% 260.7 1.7% 16.3
STO Statoil ADR 2.4 22% 28% 2.61
 
 
 
 
38% 24.9 5.3% 0.0
SCS Steelcase 2.8 20% 31% 2.44
 
 
 
 
18% 49.6 3.7% 13.5
STE Steris 12.3 47% 33% 1.67
 
 
 
 
95% 373.2 1.4% 64.5
STL Sterling Bancorp 25.5 68% 58% 1.90
 
 
 
 
70% 53.1 1.2% 19.1
STM STMicroelectronics 15.4 42% 109% 2.82
 
 
 
 
80% 56.8 1.6% 58.5
SYK Stryker 23.0 65% 33% 1.33
 
 
 
 
89% 154.9 1.2% 31.7
INN Summit Hotel Properties 21.2 61% 54% 1.90
 
 
 
 
99% 39.0 3.6% 24.0
SUI Sun Communities 28.1 68% 43% 1.47
 
 
 
 
93% 55.8 3.0% 214.0
SU Suncor Energy -2.0 -19% 24% 2.38
 
 
 
 
41% 94.5 3.3% 31.9
SHO Sunstone Hotel Investors 5.8 27% 33% 1.89
 
 
 
 
96% 43.2 1.2% 20.0
STI SunTrust Banks 3.0 11% 42% 1.89
 
 
 
 
70% 228.5 1.9% 14.9
SPN Superior Energy Services -6.0 -70% 58% 4.38
 
 
 
 
7% 118.5 3.3% 0.0
SLD Sutherland Asset Management 5.5 29% 22% 1.57
 
 
 
 
93% 20.7 9.8% 10.5
SNV Synovus Financial 16.8 51% 47% 1.81
 
 
 
 
87% 36.0 1.4% 20.4
SYY Sysco 23.6 69% 32% 1.35
 
 
 
 
28% 552.3 2.6% 26.3
TAHO Tahoe Resources -3.0 -28% 67% 4.22
 
 
 
 
17% 25.6 2.7% 13.7
TSM Taiwan Semiconductor Manufacturing 19.6 61% 45% 1.80
 
 
 
 
98% 197.9 3.2% 16.9
SKT Tanger Factory Outlet Centers -7.7 -37% 21% 1.44
 
 
 
 
4% 84.2 5.4% 12.9
TRGP Targa Resources 2.8 19% 90% 4.17
 
 
 
 
27% 127.9 8.5% 0.0
TGT Target 1.8 7% 37% 1.76
 
 
 
 
7% 283.0 4.9% 10.4
TCO Taubman Centers -0.2 -1% 15% 1.50
 
 
 
 
7% 20.2 4.3% 35.9
TECK Teck Resources Cl B 2.8 14% 196% 5.36
 
 
 
 
24% 114.7 1.8% 6.4
TEL TE Connectivity 4.0 17% 28% 1.60
 
 
 
 
93% 79.3 2.0% 13.6
TK Teekay -2.1 -46% 44% 5.35
 
 
 
 
17% 26.5 3.5% 0.0
TGNA TEGNA 4.1 31% 37% 2.72
 
 
 
 
55% 45.9 1.9% 7.8
TS Tenaris ADR 1.1 7% 37% 2.55
 
 
 
 
38% 69.2 3.8% 117.8
TEN Tenneco -5.2 -35% 36% 2.50
 
 
 
 
38% 44.3 1.8% 8.3
TRNO Terreno Realty 14.9 42% 39% 1.53
 
 
 
 
95% 35.4 2.4% 159.4
TSO Tesoro 8.0 33% 64% 2.64
 
 
 
 
92% 139.7 2.4% 15.5
TEVA Teva Pharmaceutical Industries ADR 2.1 19% 21% 2.22
 
 
 
 
17% 181.7 4.2% 255.2
TRI Thomson Reuters 10.2 55% 16% 1.29
 
 
 
 
97% 643.3 3.0% 23.1
THO Thor Industries 12.7 33% 63% 1.98
 
 
 
 
86% 94.2 1.2% 16.9
TIF Tiffany& -3.7 -19% 33% 2.01
 
 
 
 
86% 85.2 2.2% 25.5
TIME Time Inc. -11.6 -79% 39% 2.62
 
 
 
 
22% 24.0 1.2% 0.0
TWX Time Warner 14.1 53% 40% 1.88
 
 
 
 
97% 414.1 1.6% 19.1
TKR Timken 8.5 40% 39% 2.12
 
 
 
 
69% 45.5 2.4% 27.5
TJX TJX 10.3 40% 29% 1.55
 
 
 
 
7% 408.5 1.8% 19.7
TD Toronto-Dominion Bank 3.4 17% 20% 1.38
 
 
 
 
60% 78.6 3.6% 9.7
TRP TransCanada 9.8 38% 38% 1.84
 
 
 
 
61% 65.9 3.9% 71.2
TRV Travelers Cos. 4.6 20% 18% 1.20
 
 
 
 
93% 223.5 2.3% 12.6
TRCO Tribune Media Cl A -6.0 -36% 38% 2.42
 
 
 
 
86% 52.6 2.5% 0.0
TRN Trinity Industries -0.4 -3% 48% 3.25
 
 
 
 
74% 31.0 1.9% 14.0
TSE Trinseo 16.3 36% 145% 2.95
 
 
 
 
81% 116.3 1.8% 8.6
TROX Tronox Cl A 3.3 23% 178% 6.03
 
 
 
 
62% 20.2 1.3% 0.0
TUP Tupperware Brands 4.0 26% 34% 2.34
 
 
 
 
86% 23.7 3.8% 15.9
TWO Two Harbors Investment 9.3 36% 21% 1.21
 
 
 
 
92% 49.9 10.1% 7.0
TSN Tyson Foods Cl A 12.6 36% 61% 2.05
 
 
 
 
33% 341.8 1.4% 12.9
UDR UDR 15.4 64% 25% 1.46
 
 
 
 
87% 65.9 3.1% 136.4
UGI UGI 7.9 24% 35% 1.47
 
 
 
 
73% 39.8 2.0% 18.7
UN Unilever ADR -2.0 -8% 30% 1.64
 
 
 
 
89% 69.8 2.8% 27.7
UL Unilever ADR 4.3 19% 26% 1.57
 
 
 
 
88% 96.6 2.8% 27.1
UNP Union Pacific 10.6 48% 30% 1.77
 
 
 
 
79% 886.5 2.2% 20.6
UNH UnitedHealth Group 33.5 71% 56% 1.59
 
 
 
 
94% 593.2 1.6% 23.1
UPS United Parcel Service Cl B -6.8 -43% 14% 1.25
 
 
 
 
44% 460.8 3.0% 28.1
UTX United Technologies 2.5 14% 16% 1.29
 
 
 
 
97% 409.9 2.3% 19.1
UNM Unum Group -0.5 -2% 40% 1.82
 
 
 
 
75% 69.6 1.8% 11.1
USB U.S. Bancorp 2.8 15% 19% 1.43
 
 
 
 
68% 403.9 2.2% 15.3
MTN Vail Resorts 47.4 83% 74% 1.70
 
 
 
 
95% 53.1 2.0% 46.6
VALE Vale ADR 3.1 18% 131% 4.70
 
 
 
 
52% 230.1 6.9% 9.1
VLO Valero Energy -2.0 -8% 51% 2.31
 
 
 
 
78% 301.8 4.2% 14.5
VLP Valero Energy Partners -5.2 -51% 31% 2.86
 
 
 
 
49% 21.7 3.8% 15.8
VR Validus Holdings 23.3 74% 25% 1.17
 
 
 
 
48% 28.6 2.9% 14.7
VLY Valley National Bancorp 5.9 24% 29% 1.63
 
 
 
 
66% 27.9 3.9% 16.9
VMI Valmont Industries 4.1 23% 26% 1.84
 
 
 
 
63% 32.7 1.0% 18.8
VTR Ventas -4.7 -15% 38% 1.63
 
 
 
 
75% 150.6 4.3% 43.4
VER VEREIT -5.1 -40% 26% 2.25
 
 
 
 
17% 78.6 6.8% 0.0
VZ Verizon Communications -3.3 -18% 15% 1.18
 
 
 
 
7% 404.3 5.1% 15.1
VFC VF 0.4 3% 16% 1.79
 
 
 
 
49% 224.8 3.0% 20.0
VSH Vishay Intertechnology 5.7 30% 31% 1.97
 
 
 
 
82% 31.4 1.5% 44.7
VNO Vornado Realty Trust -11.7 -63% 18% 1.41
 
 
 
 
31% 103.4 3.0% 18.2
WDR Waddell&Reed Financial -3.8 -114% 9% 2.67
 
 
 
 
56% 33.4 9.6% 11.2
WMT Wal-Mart Stores 5.2 23% 23% 1.42
 
 
 
 
63% 909.7 2.7% 17.0
DIS Walt Disney 6.7 19% 35% 1.40
 
 
 
 
54% 1270.7 1.5% 18.2
WPG Washington Prime Group -0.1 -1% 27% 2.23
 
 
 
 
12% 26.2 12.3% 27.0
WM Waste Management 32.3 64% 36% 1.06
 
 
 
 
91% 101.2 2.3% 26.8
WSO Watsco 9.6 28% 39% 1.57
 
 
 
 
87% 106.9 2.7% 30.6
WBS Webster Financial 19.9 58% 57% 2.00
 
 
 
 
72% 340.7 2.1% 21.9
WEC WEC Energy Group 7.5 20% 36% 1.38
 
 
 
 
79% 84.5 3.3% 21.3
WRI Weingarten Realty Investors 1.8 9% 21% 1.47
 
 
 
 
5% 32.2 5.2% 41.6
WFC Wells Fargo -1.4 -9% 18% 1.56
 
 
 
 
54% 1057.9 2.9% 13.1
HCN Welltower -2.1 -8% 34% 1.61
 
 
 
 
87% 150.0 4.5% 49.3
WR Westar Energy 25.0 49% 47% 1.33
 
 
 
 
39% 31.8 3.0% 22.2
WU Western Union 8.0 36% 28% 1.69
 
 
 
 
24% 85.0 3.7% 41.7
WLK Westlake Chemical -0.9 -6% 42% 2.67
 
 
 
 
80% 65.2 1.2% 19.6
WY Weyerhaeuser -5.3 -26% 25% 1.66
 
 
 
 
85% 170.6 3.6% 24.4
WHR Whirlpool 3.4 12% 52% 2.11
 
 
 
 
75% 288.9 2.3% 16.2
WMB Williams 1.6 15% 73% 4.41
 
 
 
 
70% 233.9 4.2% 0.0
WPZ Williams Partners 2.0 12% 79% 3.73
 
 
 
 
55% 54.7 6.4% 44.3
WSM Williams-Sonoma -2.1 -17% 23% 2.14
 
 
 
 
15% 109.6 3.3% 13.8
WGO Winnebago Industries 3.1 19% 54% 3.00
 
 
 
 
72% 40.6 1.2% 17.2
WPC W. P. Carey -0.8 -4% 19% 1.34
 
 
 
 
69% 30.7 5.9% 37.0
GRA W.R. Grace -4.9 -85% 7% 1.65
 
 
 
 
40% 53.3 1.2% 37.0
GWW W.W. Grainger -10.6 -93% 14% 1.64
 
 
 
 
8% 134.6 2.9% 18.0
WYN Wyndham Worldwide 14.9 58% 36% 1.79
 
 
 
 
99% 151.1 2.2% 17.3
XEL Xcel Energy 19.1 51% 34% 1.30
 
 
 
 
87% 96.8 3.1% 21.3
XRX Xerox -0.2 -60% 18% 13.96
 
 
 
 
17% 108.5 3.5% 0.0
XL XL Group 15.5 75% 20% 1.36
 
 
 
 
93% 95.0 2.0% 0.0
XYL Xylem 2.2 7% 34% 1.55
 
 
 
 
95% 59.0 1.3% 39.2
YUM Yum! Brands 12.3 55% 34% 1.88
 
 
 
 
97% 170.2 1.6% 19.4
FOXA 21st Century Fox Cl A -7.5 -61% 17% 1.79
 
 
 
 
42% 281.7 1.3% 16.7
FOX 21st Century Fox Cl B -6.4 -66% 13% 1.76
 
 
 
 
38% 126.4 1.3% 16.5
AGNC AGNC Investment 4.8 24% 15% 1.13
 
 
 
 
99% 58.2 9.7% 5.1
ALGT Allegiant Travel 7.2 23% 78% 2.54
 
 
 
 
33% 27.9 2.0% 12.4
DOX Amdocs 15.9 63% 21% 1.23
 
 
 
 
85% 77.5 1.4% 23.4
AMGN Amgen 0.5 2% 40% 1.94
 
 
 
 
77% 1068.4 2.7% 16.4
AFSI AmTrust Financial Services 0.3 2% 46% 3.03
 
 
 
 
15% 88.3 4.7% 6.9
ADI Analog Devices 5.4 19% 49% 2.02
 
 
 
 
77% 476.3 2.2% 27.8
APOG Apogee Enterprises 17.2 60% 74% 2.59
 
 
 
 
70% 31.4 1.0% 18.8
AAPL Apple 26.1 65% 55% 1.78
 
 
 
 
84% 3799.5 1.7% 17.1
ABY Atlantica Yield -5.5 -62% 32% 3.14
 
 
 
 
76% 144.6 4.7% 223.1
ADP Automatic Data Processing 11.1 35% 29% 1.34
 
 
 
 
79% 245.1 2.3% 26.2
OZRK Bank of The Ozarks 7.2 23% 67% 2.29
 
 
 
 
51% 212.7 1.5% 16.8
BANR Banner 13.1 50% 39% 1.87
 
 
 
 
67% 21.7 1.9% 19.7
BBBY Bed Bath&Beyond 1.2 12% 17% 1.95
 
 
 
 
1% 634.7 2.0% 6.5
BGCP BGC Partners Cl A 19.6 74% 46% 2.06
 
 
 
 
82% 138.1 6.1% 30.5
TECH Bio-Techne 7.3 34% 26% 1.60
 
 
 
 
99% 31.9 1.1% 63.2
BLMN Bloomin' Brands -11.6 -66% 41% 2.44
 
 
 
 
77% 31.8 1.6% 44.0
BOBE Bob Evans Farms -1.4 -4% 74% 2.43
 
 
 
 
93% 21.7 1.9% 11.6
BOKF BOK Financial -3.0 -11% 44% 1.95
 
 
 
 
75% 29.9 2.2% 19.0
AVGO Broadcom 33.9 84% 106% 2.62
 
 
 
 
90% 757.3 1.7% 0.0
BRCD Brocade Communications Systems 14.7 66% 55% 2.53
 
 
 
 
98% 28.0 1.7% 90.1
BRKS Brooks Automation 37.5 85% 103% 2.46
 
 
 
 
74% 35.3 1.6% 37.6
CA CA 2.0 12% 20% 1.62
 
 
 
 
76% 163.8 2.9% 19.0
CCMP Cabot Microelectronics 22.8 58% 56% 1.81
 
 
 
 
82% 33.0 1.1% 23.4
CBF Capital Bank Financial 13.7 39% 45% 1.69
 
 
 
 
55% 26.0 1.3% 25.6
CTRE CareTrust REIT 1.7 6% 60% 2.30
 
 
 
 
96% 26.9 3.8% 35.6
CATY Cathay General Bancorp 9.1 34% 43% 1.96
 
 
 
 
73% 23.3 2.3% 16.6
CBOE CBOE Holdings 18.4 39% 47% 1.40
 
 
 
 
95% 59.9 1.1% 48.5
CAKE Cheesecake Factory 7.5 31% 32% 1.73
 
 
 
 
14% 53.0 1.9% 17.5
CHFC Chemical Financial 24.3 68% 50% 1.78
 
 
 
 
56% 31.3 2.3% 21.0
PLCE Children's Place 19.1 54% 86% 2.51
 
 
 
 
48% 50.4 1.7% 16.0
CHRW C.H. Robinson Worldwide -2.8 -13% 25% 1.58
 
 
 
 
9% 76.4 2.7% 18.5
CINF Cincinnati Financial 21.5 52% 36% 1.26
 
 
 
 
27% 33.2 2.8% 19.6
CTAS Cintas 29.6 63% 47% 1.43
 
 
 
 
95% 42.4 1.0% 27.7
CSCO Cisco Systems -1.8 -7% 29% 1.57
 
 
 
 
66% 736.0 3.6% 16.1
CME CME Group Cl A 27.4 69% 43% 1.50
 
 
 
 
90% 118.7 2.1% 26.9
CMCSA Comcast Cl A 14.5 60% 24% 1.40
 
 
 
 
78% 1001.1 1.6% 21.0
CBSH Commerce Bancshares 9.5 34% 30% 1.52
 
 
 
 
73% 29.0 1.6% 20.8
COST Costco Wholesale 28.3 69% 37% 1.32
 
 
 
 
37% 1443.0 1.3% 27.2
CSX CSX 31.4 91% 68% 2.21
 
 
 
 
92% 708.3 1.5% 28.8
CY Cypress Semiconductor 5.3 20% 77% 2.82
 
 
 
 
72% 91.3 3.3% 0.0
CONE CyrusOne 24.8 48% 78% 1.86
 
 
 
 
98% 80.6 2.9% 0.0
DNKN Dunkin' Brands Group -0.1 0% 37% 1.79
 
 
 
 
74% 68.5 2.4% 24.6
EWBC East West Bancorp 11.6 35% 61% 2.12
 
 
 
 
87% 93.0 1.4% 16.6
EQIX Equinix 36.1 77% 62% 1.73
 
 
 
 
90% 435.0 1.8% 157.8
EXPD Expeditors International of Washing 4.0 29% 14% 1.43
 
 
 
 
79% 55.4 1.5% 23.7
FAST Fastenal -10.1 -54% 27% 1.81
 
 
 
 
34% 102.1 3.0% 24.5
GSM Ferroglobe -2.4 -30% 39% 3.65
 
 
 
 
70% 77.4 2.9% 0.0
FITB Fifth Third Bancorp -3.7 -14% 43% 2.01
 
 
 
 
66% 175.4 2.3% 12.9
FINL Finish Line Cl A -16.1 -173% 33% 3.12
 
 
 
 
11% 92.1 3.2% 39.5
FMBI First Midwest Bancorp 11.0 48% 33% 1.83
 
 
 
 
69% 36.2 1.8% 19.9
FLIR Flir Systems 6.9 55% 17% 1.77
 
 
 
 
63% 55.3 1.7% 23.1
FTR Frontier Communications -2.7 -29% 38% 3.36
 
 
 
 
3% 116.3 13.1% 0.0
GLPI Gaming&Leisure Properties -1.3 -3% 46% 1.50
 
 
 
 
99% 107.2 6.5% 22.4
GRMN Garmin 5.5 35% 30% 2.13
 
 
 
 
71% 51.1 4.0% 14.7
GNTX Gentex 0.6 2% 37% 1.74
 
 
 
 
50% 24.6 2.2% 14.6
GILD Gilead Sciences 8.2 45% 34% 2.16
 
 
 
 
27% 1158.7 3.0% 7.5
GBCI Glacier Bancorp 4.0 17% 39% 2.00
 
 
 
 
78% 23.9 2.4% 21.6
GT Goodyear Tire&Rubber -6.2 -28% 43% 2.20
 
 
 
 
72% 53.0 1.2% 7.1
HBHC Hancock Holding 6.3 23% 59% 2.30
 
 
 
 
76% 23.7 2.1% 19.2
HAS Hasbro 25.1 63% 63% 1.93
 
 
 
 
96% 100.3 2.0% 24.9
HIMX Himax Technologies ADR -8.3 -48% 99% 4.05
 
 
 
 
54% 29.4 1.6% 35.4
HOMB Home BancShares 14.9 53% 51% 2.12
 
 
 
 
52% 26.7 1.5% 18.6
HBAN Huntington Bancshares 6.0 23% 43% 1.98
 
 
 
 
70% 167.8 2.5% 19.0
IBKC IBERIABANK 4.1 15% 44% 1.99
 
 
 
 
64% 42.5 1.8% 18.0
ILG ILG 20.4 72% 59% 2.30
 
 
 
 
92% 43.1 2.2% 10.4
INTC Intel 1.7 7% 36% 1.74
 
 
 
 
47% 831.2 3.2% 14.9
IDCC InterDigital 20.3 51% 74% 2.16
 
 
 
 
58% 20.3 1.5% 9.1
ISBC Investors Bancorp 5.4 20% 27% 1.41
 
 
 
 
51% 74.2 2.5% 20.2
JCOM j2 Global 17.0 59% 56% 2.19
 
 
 
 
96% 33.9 1.7% 29.7
JKHY Jack Henry&Associates 27.8 69% 32% 1.19
 
 
 
 
97% 36.5 1.2% 31.3
JACK Jack in the Box 17.5 48% 76% 2.29
 
 
 
 
60% 100.2 1.6% 25.0
JBHT J.B. Hunt Transport Services -5.6 -22% 28% 1.51
 
 
 
 
42% 43.6 1.1% 22.5
KALU Kaiser Aluminum -0.6 -3% 26% 1.79
 
 
 
 
63% 20.8 2.3% 15.1
KLAC KLA-Tencor 25.3 61% 67% 1.96
 
 
 
 
73% 121.5 2.2% 16.4
LAMR Lamar Advertising Cl A 14.6 44% 34% 1.45
 
 
 
 
72% 40.2 4.5% 24.9
LRCX Lam Research 26.0 65% 70% 2.06
 
 
 
 
83% 383.1 1.2% 19.4
LECO Lincoln Electric Holdings 14.3 55% 37% 1.81
 
 
 
 
86% 83.2 1.5% 30.9
LPLA LPL Financial Holdings -8.4 -55% 54% 3.08
 
 
 
 
86% 49.5 2.5% 19.4
MAR Marriott International 23.9 75% 44% 1.78
 
 
 
 
87% 438.4 1.3% 37.4
MRVL Marvell Technology Group 12.5 55% 61% 2.66
 
 
 
 
94% 74.2 1.4% 65.4
MAT Mattel 3.2 21% 33% 2.36
 
 
 
 
9% 137.5 2.9% 26.2
MXIM Maxim Integrated Products 6.7 28% 39% 1.96
 
 
 
 
77% 96.4 2.9% 26.4
MBFI MB Financial 14.0 53% 42% 1.93
 
 
 
 
64% 36.9 2.0% 19.0
MLCO Melco Resorts&Entertainment ADR 5.6 46% 49% 3.34
 
 
 
 
97% 45.7 1.5% 47.8
MEOH Methanex -2.8 -17% 64% 3.27
 
 
 
 
58% 34.3 2.9% 27.3
MCHP Microchip Technology 7.7 24% 52% 1.96
 
 
 
 
85% 211.7 1.8% 128.5
MSFT Microsoft 15.7 48% 45% 1.76
 
 
 
 
93% 1648.4 2.2% 31.5
MDLZ Mondelez International Cl A -0.6 -4% 24% 1.71
 
 
 
 
65% 322.6 1.7% 40.5
MTSC MTS Systems -2.4 -25% 20% 2.28
 
 
 
 
63% 27.0 2.3% 43.0
NDAQ Nasdaq 25.8 63% 42% 1.45
 
 
 
 
77% 58.9 2.2% 84.2
NATI National Instruments 6.2 38% 18% 1.54
 
 
 
 
95% 30.4 2.1% 53.8
NAVI Navient 3.4 17% 51% 2.56
 
 
 
 
71% 45.1 4.0% 8.4
NTAP NetApp 5.5 19% 55% 2.12
 
 
 
 
84% 179.6 2.0% 22.0
NTES Netease ADR 30.4 67% 140% 2.87
 
 
 
 
100% 452.3 1.3% 22.9
NXST Nexstar Media Group Cl A -6.0 -25% 67% 2.70
 
 
 
 
45% 46.0 2.1% 24.9
NTRS Northern Trust 9.2 34% 37% 1.77
 
 
 
 
95% 97.6 1.6% 21.5
NTRI Nutrisystem 35.1 98% 135% 3.21
 
 
 
 
85% 25.6 1.3% 38.7
ODP Office Depot 8.7 48% 96% 3.86
 
 
 
 
96% 36.5 1.8% 6.8
PCAR Paccar 2.3 12% 28% 1.82
 
 
 
 
65% 80.7 1.6% 15.4
PACW PacWest Bancorp 1.1 5% 40% 2.05
 
 
 
 
46% 55.1 4.4% 16.3
PZZA Papa John's International 13.4 29% 86% 2.13
 
 
 
 
35% 27.5 1.1% 26.1
PEGI Pattern Energy Group -2.3 -17% 34% 2.58
 
 
 
 
97% 28.4 6.7% 0.0
PDCO Patterson 1.7 9% 23% 1.67
 
 
 
 
84% 76.7 2.2% 26.7
PAYX Paychex 12.1 35% 30% 1.27
 
 
 
 
63% 150.8 3.1% 26.8
PBCT People's United Financial 5.4 23% 25% 1.47
 
 
 
 
54% 58.1 4.0% 18.5
PETS PetMed Express 40.3 107% 70% 2.13
 
 
 
 
95% 31.2 2.0% 34.6
POOL Pool 32.0 66% 53% 1.50
 
 
 
 
96% 22.5 1.2% 34.2
BPOP Popular 9.0 35% 42% 1.99
 
 
 
 
64% 32.2 2.6% 18.3
PCH Potlatch REIT 11.2 40% 37% 1.72
 
 
 
 
96% 22.2 3.1% 71.9
QCOM Qualcomm -0.4 -3% 24% 2.16
 
 
 
 
29% 486.2 4.0% 19.0
GOLD Randgold Resources ADR -7.4 -35% 68% 2.95
 
 
 
 
40% 45.8 1.1% 35.1
ROIC Retail Opportunity Investment 11.6 40% 31% 1.47
 
 
 
 
15% 35.7 3.9% 58.0
ROST Ross Stores 22.6 52% 60% 1.77
 
 
 
 
21% 270.9 1.1% 19.3
RGLD Royal Gold 1.9 9% 85% 3.40
 
 
 
 
64% 41.6 1.2% 49.8
SBRA Sabra Healthcare REIT 2.0 8% 45% 2.15
 
 
 
 
58% 58.8 6.9% 17.3
SABR Sabre 5.7 21% 45% 1.96
 
 
 
 
27% 65.2 2.5% 30.2
SNI Scripps Networks Interactive Cl A -0.7 -5% 22% 1.86
 
 
 
 
35% 86.9 1.8% 15.1
STX Seagate Technology 5.9 31% 74% 3.26
 
 
 
 
73% 152.2 5.9% 17.6
SEIC SEI Investments 6.6 19% 51% 1.88
 
 
 
 
88% 61.2 1.1% 25.0
SNH Senior Housing Properties Trust -5.5 -16% 43% 1.65
 
 
 
 
68% 33.1 7.2% 37.0
SLGN Silgan Holdings 17.1 84% 22% 1.48
 
 
 
 
87% 24.4 1.2% 24.8
SILC Silicom 0.5 3% 91% 3.71
 
 
 
 
75% 23.5 2.1% 26.1
SBGI Sinclair Broadcast Group Cl A -2.5 -11% 56% 2.49
 
 
 
 
49% 43.8 2.2% 11.2
SWKS Skyworks Solutions 17.1 50% 108% 2.91
 
 
 
 
86% 210.9 1.1% 21.5
SLM SLM 12.4 40% 68% 2.38
 
 
 
 
69% 27.1 2.0% 18.4
LNCE Snyders-Lance 5.6 25% 37% 1.97
 
 
 
 
47% 33.9 1.8% 41.6
SONC Sonic 4.8 22% 56% 2.61
 
 
 
 
77% 98.4 2.0% 20.5
SSB South State 10.2 37% 39% 1.79
 
 
 
 
69% 28.4 1.6% 22.2
SPLS Staples 6.4 33% 50% 2.59
 
 
 
 
68% 64.8 5.2% 0.0
SBUX Starbucks 26.0 64% 44% 1.51
 
 
 
 
64% 346.4 1.7% 29.8
STLD Steel Dynamics 5.4 16% 94% 2.68
 
 
 
 
61% 127.1 1.9% 15.8
SYMC Symantec 26.4 61% 59% 1.76
 
 
 
 
65% 288.2 1.1% 0.0
AMTD TD Ameritrade Holding 1.3 6% 44% 2.11
 
 
 
 
68% 71.3 1.8% 25.3
TXN Texas Instruments 16.2 46% 48% 1.74
 
 
 
 
81% 284.7 2.5% 21.6
TXRH Texas Roadhouse 11.1 31% 63% 2.07
 
 
 
 
86% 36.9 1.7% 31.2
TIVO TiVo -9.5 -61% 80% 3.80
 
 
 
 
49% 22.7 3.8% 87.3
TSCO Tractor Supply 2.2 11% 37% 2.07
 
 
 
 
1% 118.5 2.1% 16.3
TROW T. Rowe Price Group -2.1 -28% 8% 1.53
 
 
 
 
67% 167.9 3.1% 14.5
UMBF UMB Financial 6.8 27% 40% 1.95
 
 
 
 
73% 26.1 1.4% 21.6
UMPQ Umpqua Holdings -0.1 -1% 20% 1.81
 
 
 
 
70% 34.4 3.6% 17.2
UBSI United Bankshares 6.4 27% 35% 1.85
 
 
 
 
29% 46.4 3.4% 19.7
VIAB Viacom Cl B -5.4 -93% 16% 2.65
 
 
 
 
5% 187.8 2.4% 11.3
VOD Vodafone Group ADR -8.8 -61% 18% 1.68
 
 
 
 
62% 55.5 7.8% 0.0
WBA Walgreens Boots Alliance -3.7 -18% 31% 1.89
 
 
 
 
9% 670.8 2.0% 19.5
WAFD Washington Federal 13.9 42% 41% 1.64
 
 
 
 
75% 20.3 1.8% 17.3
WEN Wendy's Co 22.6 53% 66% 1.92
 
 
 
 
83% 87.0 1.8% 31.7
WDC Western Digital 17.3 75% 72% 2.89
 
 
 
 
97% 671.2 2.1% 0.0
WFM Whole Foods Market -3.7 -21% 42% 2.48
 
 
 
 
94% 548.8 1.7% 34.1
WLTW Willis Towers Watson 5.9 29% 21% 1.43
 
 
 
 
86% 805.0 1.5% 38.2
WYNN Wynn Resorts 7.9 57% 62% 3.53
 
 
 
 
99% 175.1 1.5% 52.6
XLNX Xilinx 4.4 19% 37% 1.96
 
 
 
 
96% 197.0 2.1% 29.2
BTI British American Tobacco ADR 2.6 11% 23% 1.43
 
 
 
 
84% 66.7 4.4% 10.4


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.