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: 680

8/20/2017 3:03:16 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 20% 0% 1.00
 
 
 
 
88% 4696.2 2.1% 14.0
MMM 3M 19.8 59% 28% 1.22
 
 
 
 
78% 359.2 2.3% 23.2
ABB ABB ADR 2.8 11% 28% 1.48
 
 
 
 
44% 39.0 3.4% 21.1
ABT Abbott Laboratories -0.7 -4% 23% 1.60
 
 
 
 
83% 212.0 2.2% 67.8
ABBV AbbVie 8.2 36% 39% 2.05
 
 
 
 
75% 275.3 3.5% 17.2
ANF Abercrombie&Fitch -6.1 -73% 43% 3.79
 
 
 
 
6% 22.1 8.3% 0.0
ACN Accenture Cl A 22.0 72% 33% 1.48
 
 
 
 
85% 154.1 1.9% 22.6
AES AES -7.0 -53% 24% 2.11
 
 
 
 
17% 47.0 4.3% 0.0
AET Aetna 27.7 77% 54% 1.87
 
 
 
 
87% 249.0 1.3% 33.7
AFL AFLAC 2.2 9% 20% 1.24
 
 
 
 
87% 110.1 2.2% 12.1
AGU Agrium -1.1 -7% 22% 1.85
 
 
 
 
39% 52.4 3.6% 17.4
APD Air Products&Chemicals -0.6 -5% 15% 1.54
 
 
 
 
78% 201.5 2.6% 28.1
ALK Alaska Air Group 11.3 28% 81% 2.26
 
 
 
 
38% 127.8 1.5% 12.7
ALB Albemarle 21.3 63% 74% 2.34
 
 
 
 
77% 97.1 1.1% 26.1
ARE Alexandria Real Estate Equities 2.7 8% 37% 1.45
 
 
 
 
83% 60.6 2.9% 300.8
AGN Allergan 9.4 47% 40% 2.26
 
 
 
 
55% 446.4 1.3% 8.0
LNT Alliant Energy 17.3 48% 35% 1.37
 
 
 
 
99% 59.3 3.0% 24.9
ALSN Allison Transmission Holdings 8.8 34% 32% 1.67
 
 
 
 
61% 97.5 1.7% 19.7
ALL Allstate 19.8 65% 26% 1.24
 
 
 
 
92% 203.4 1.6% 13.7
ALLY Ally Financial -0.7 -6% 22% 2.07
 
 
 
 
77% 45.5 2.2% 11.2
MO Altria Group 28.8 57% 45% 1.30
 
 
 
 
21% 616.1 3.8% 8.4
AMC AMC Entertainment Holding 3.8 18% 59% 2.73
 
 
 
 
4% 92.3 6.2% 0.0
AEE Ameren 17.1 50% 33% 1.37
 
 
 
 
96% 103.7 3.0% 20.7
AMX America Movil ADR 6.4 48% 28% 2.29
 
 
 
 
99% 35.8 1.8% 25.7
ACC American Campus Communities 6.1 21% 31% 1.47
 
 
 
 
33% 26.2 3.7% 96.4
AEO American Eagle Outfitters 5.4 30% 60% 2.99
 
 
 
 
6% 60.9 4.5% 10.3
AEP American Electric Power 7.1 21% 31% 1.32
 
 
 
 
95% 205.6 3.3% 62.1
AXP American Express 5.5 36% 18% 1.62
 
 
 
 
92% 353.3 1.5% 17.5
AFG American Financial Group 41.4 87% 37% 1.15
 
 
 
 
88% 30.7 1.2% 11.4
AIG American International Group 2.2 10% 24% 1.54
 
 
 
 
39% 267.7 2.1% 0.0
AMT American Tower REIT 1.8 6% 29% 1.44
 
 
 
 
96% 149.6 1.8% 67.6
AWK American Water Works 23.8 54% 41% 1.34
 
 
 
 
89% 56.5 2.0% 30.7
AMP Ameriprise Financial 15.8 86% 32% 2.04
 
 
 
 
82% 209.5 2.4% 15.8
ABC AmerisourceBergen 3.7 13% 41% 1.81
 
 
 
 
35% 151.8 1.9% 20.5
AU AngloGold Ashanti ADR 0.6 4% 118% 4.68
 
 
 
 
8% 40.1 3.9% 63.2
BUD Anheuser-Busch InBev ADR -4.9 -32% 18% 1.63
 
 
 
 
48% 166.3 3.8% 58.5
NLY Annaly Capital Management 18.1 51% 27% 1.14
 
 
 
 
87% 122.9 9.7% 4.3
ANTM Anthem 19.9 49% 58% 1.81
 
 
 
 
95% 191.0 1.5% 18.1
AON Aon 13.9 40% 30% 1.26
 
 
 
 
86% 162.3 1.1% 34.2
AOS A.O. Smith 35.7 75% 65% 1.77
 
 
 
 
72% 51.7 1.0% 27.4
APA Apache -0.4 -3% 47% 3.22
 
 
 
 
2% 121.0 2.5% 0.0
AIV Apartment Investment&Management 5.7 28% 23% 1.55
 
 
 
 
67% 35.2 3.2% 249.9
ARI Apollo Commercial Real Estate Finan 11.3 52% 17% 1.20
 
 
 
 
54% 24.1 10.3% 8.6
APO Apollo Global Management Cl A 16.3 53% 57% 2.13
 
 
 
 
89% 39.0 7.1% 11.4
ARMK Aramark 10.4 42% 27% 1.54
 
 
 
 
71% 47.4 1.1% 28.5
ADM Archer Daniels Midland -6.7 -50% 21% 1.90
 
 
 
 
14% 93.3 3.1% 17.3
AJG Arthur J. Gallagher 5.0 20% 20% 1.17
 
 
 
 
86% 33.3 2.7% 23.4
ASH Ashland Global Holdings 2.0 8% 26% 1.51
 
 
 
 
57% 38.5 1.5% 0.0
AIZ Assurant 22.6 70% 41% 1.67
 
 
 
 
76% 26.8 2.1% 13.2
AGO Assured Guaranty 15.6 45% 54% 1.91
 
 
 
 
84% 23.3 1.3% 4.8
AZN AstraZeneca ADR -11.6 -78% 23% 1.88
 
 
 
 
36% 121.8 3.1% 20.5
ATO Atmos Energy 25.0 56% 42% 1.35
 
 
 
 
92% 25.3 2.1% 23.5
T AT&T 2.5 9% 21% 1.14
 
 
 
 
22% 848.1 5.2% 17.6
ATW Atwood Oceanics -2.8 -39% 73% 5.43
 
 
 
 
4% 24.0 4.8% 0.0
ALV Autoliv -14.8 -65% 38% 1.98
 
 
 
 
50% 31.8 2.3% 16.7
AVB Avalonbay Communities 10.3 49% 20% 1.38
 
 
 
 
74% 104.0 3.0% 26.0
AVY Avery Dennison 26.8 61% 51% 1.58
 
 
 
 
87% 38.1 1.9% 21.8
AVA Avista 14.8 48% 39% 1.69
 
 
 
 
92% 42.9 2.8% 24.5
AVT Avnet -7.6 -69% 15% 1.79
 
 
 
 
0% 44.1 2.0% 15.3
AXS AXIS Capital Holdings 14.0 49% 24% 1.22
 
 
 
 
56% 33.1 2.4% 14.1
BBVA Banco Bilbao Vizcaya Argentaria ADR 4.9 38% 31% 2.46
 
 
 
 
84% 25.1 6.5% 13.4
SAN Banco Santander ADR 7.9 56% 38% 2.65
 
 
 
 
82% 27.3 4.4% 13.0
BAC Bank of America 10.2 30% 60% 2.08
 
 
 
 
80% 1403.1 2.0% 14.1
BMO Bank of Montreal 10.3 44% 23% 1.40
 
 
 
 
67% 23.8 3.6% 12.1
BK Bank of New York Mellon 4.2 18% 29% 1.68
 
 
 
 
84% 275.6 1.8% 15.4
BNS Bank of Nova Scotia 10.9 44% 28% 1.54
 
 
 
 
85% 29.0 3.7% 13.6
BAX Baxter International 11.4 33% 36% 1.45
 
 
 
 
89% 139.1 1.1% 37.0
BBT BB&T 2.9 12% 28% 1.60
 
 
 
 
71% 196.1 2.9% 17.2
BCE BCE -4.7 -26% 14% 1.15
 
 
 
 
76% 33.8 4.9% 19.2
BDX Becton Dickinson 14.8 41% 35% 1.38
 
 
 
 
80% 185.4 1.5% 56.5
BMS Bemis -4.6 -19% 25% 1.46
 
 
 
 
6% 29.1 2.9% 19.0
BBY Best Buy 14.9 53% 84% 2.81
 
 
 
 
90% 185.4 2.3% 16.0
BGS B&G Foods 9.8 40% 55% 2.36
 
 
 
 
3% 38.9 5.9% 20.7
BHP BHP Billiton ADR 6.0 42% 44% 2.86
 
 
 
 
87% 69.1 4.0% 43.7
BBL BHP Billiton ADR 4.8 38% 45% 3.12
 
 
 
 
79% 58.4 4.6% 37.8
BIG Big Lots -4.0 -27% 35% 2.47
 
 
 
 
50% 40.7 2.0% 13.5
BLK BlackRock 5.9 29% 26% 1.66
 
 
 
 
75% 415.1 2.4% 20.0
BX Blackstone Group 7.1 30% 46% 2.19
 
 
 
 
70% 101.4 6.9% 14.2
BA Boeing 24.9 66% 48% 1.68
 
 
 
 
91% 623.8 2.4% 20.7
BAH Booz Allen Hamilton Holding 15.2 53% 48% 2.00
 
 
 
 
41% 29.0 2.0% 19.3
BWA BorgWarner 2.7 24% 25% 2.40
 
 
 
 
75% 85.0 1.3% 49.8
BXP Boston Properties -6.4 -32% 21% 1.46
 
 
 
 
20% 97.2 2.5% 40.8
BP BP ADR -0.8 -12% 11% 2.05
 
 
 
 
27% 161.0 7.0% 31.5
BRC Brady Cl A 5.3 19% 55% 2.22
 
 
 
 
11% 21.3 2.5% 17.8
EAT Brinker International 4.0 21% 30% 1.93
 
 
 
 
2% 32.8 4.5% 11.3
BMY Bristol-Myers Squibb 6.0 28% 36% 2.00
 
 
 
 
72% 256.8 2.8% 20.5
BTI British American Tobacco ADR -2.0 -9% 24% 1.51
 
 
 
 
39% 168.1 2.4% 10.5
BRX Brixmor Property Group -2.4 -20% 17% 1.79
 
 
 
 
12% 84.1 5.6% 19.1
BR Broadridge Financial Solutions 30.9 67% 45% 1.39
 
 
 
 
91% 46.0 1.9% 28.0
BAM Brookfield Asset Management Cl A 4.2 24% 21% 1.63
 
 
 
 
88% 29.7 1.4% 23.3
BRO Brown&Brown 9.6 36% 21% 1.19
 
 
 
 
78% 22.3 1.2% 23.5
BFB Brown-Forman Cl B -0.2 -2% 15% 1.45
 
 
 
 
45% 163.0 1.4% 29.9
BC Brunswick 1.8 10% 37% 2.28
 
 
 
 
41% 126.0 1.3% 16.1
BPL Buckeye Partners -2.7 -28% 20% 2.25
 
 
 
 
2% 30.4 9.1% 15.3
BG Bunge 0.2 1% 31% 2.25
 
 
 
 
66% 73.3 2.5% 22.1
CPT Camden Property Trust 6.0 36% 17% 1.41
 
 
 
 
84% 32.6 3.4% 19.7
CCJ Cameco -5.2 -66% 27% 3.04
 
 
 
 
38% 31.1 3.3% 0.0
CPB Campbell Soup 9.6 28% 32% 1.37
 
 
 
 
23% 81.1 2.6% 33.8
CM Canadian Imperial Bank of Commerce -1.5 -7% 22% 1.44
 
 
 
 
63% 38.7 4.4% 7.1
CNI Canadian National Railway 7.8 44% 22% 1.63
 
 
 
 
79% 120.7 1.7% 22.5
CNQ Canadian Natural Resources 2.7 19% 49% 3.07
 
 
 
 
42% 59.7 2.9% 22.6
CP Canadian Pacific Railway -2.6 -30% 16% 2.18
 
 
 
 
45% 137.9 1.2% 13.6
COF Capital One Financial -2.9 -17% 27% 1.92
 
 
 
 
47% 195.5 2.0% 11.9
CAH Cardinal Health -5.9 -41% 20% 1.76
 
 
 
 
8% 91.2 2.9% 15.9
CSL Carlisle 3.5 14% 30% 1.60
 
 
 
 
3% 34.8 1.6% 26.2
CCL Carnival 16.5 50% 50% 1.89
 
 
 
 
93% 187.2 2.4% 17.9
CRI Carters -0.9 -4% 31% 1.86
 
 
 
 
28% 41.4 1.8% 16.6
CAT Caterpillar 11.1 48% 36% 1.94
 
 
 
 
96% 438.2 2.7% 759.5
CBL CBL&Associates Properties -7.7 -88% 21% 2.50
 
 
 
 
12% 28.4 13.2% 0.0
CBS CBS Cl B 3.4 14% 35% 1.78
 
 
 
 
75% 123.6 1.1% 196.4
CE Celanese Series A 1.7 6% 53% 2.06
 
 
 
 
89% 103.4 1.9% 16.3
CVE Cenovus Energy -3.5 -63% 22% 3.26
 
 
 
 
7% 32.8 2.1% 3.1
CNP CenterPoint Energy 14.8 50% 33% 1.55
 
 
 
 
94% 93.0 3.7% 20.9
CTL CenturyLink -7.2 -74% 19% 2.18
 
 
 
 
5% 451.7 11.3% 27.8
CF CF Industries Holdings -1.6 -14% 42% 3.18
 
 
 
 
46% 96.9 4.1% 0.0
CVX Chevron 3.2 19% 24% 1.81
 
 
 
 
42% 507.7 4.1% 34.5
CHS Chico's Fas -3.3 -24% 36% 2.63
 
 
 
 
1% 21.9 4.2% 11.0
CHL China Mobile ADR 1.1 9% 16% 1.78
 
 
 
 
33% 25.0 3.8% 13.9
CB Chubb 14.1 61% 18% 1.18
 
 
 
 
83% 144.6 2.0% 12.8
CHD Church&Dwight 11.7 30% 33% 1.24
 
 
 
 
64% 56.0 1.5% 29.6
CNK Cinemark Holdings 3.5 15% 32% 1.78
 
 
 
 
2% 78.4 3.4% 14.8
CIT CIT Group 5.1 32% 26% 1.97
 
 
 
 
65% 60.3 1.3% 0.0
C Citigroup 16.6 72% 38% 1.97
 
 
 
 
87% 887.2 1.9% 13.3
CLX Clorox 13.9 30% 38% 1.20
 
 
 
 
87% 99.7 2.4% 25.9
MYCC ClubCorp Holdings -8.1 -43% 59% 2.91
 
 
 
 
91% 26.7 3.1% 0.0
CMS CMS Energy 19.8 49% 37% 1.33
 
 
 
 
97% 126.1 2.8% 24.2
CNO CNO Financial Group 0.8 4% 36% 2.14
 
 
 
 
83% 37.8 1.6% 9.7
COH Coach Inc. 10.6 39% 53% 2.23
 
 
 
 
43% 150.4 3.3% 19.3
KO Coca-Cola 2.2 13% 12% 1.06
 
 
 
 
89% 488.9 3.2% 47.6
CCE Coca-Cola European Partners 0.0 0% 28% 1.99
 
 
 
 
93% 42.6 2.3% 27.2
CL Colgate-Palmolive 0.3 3% 10% 1.24
 
 
 
 
55% 233.7 2.3% 26.4
CMA Comerica 10.7 35% 58% 2.17
 
 
 
 
79% 103.5 1.7% 17.3
CMC Commercial Metals -3.5 -20% 50% 2.79
 
 
 
 
27% 32.6 2.8% 26.7
CAG Conagra Brands 7.1 34% 34% 2.00
 
 
 
 
17% 89.2 2.5% 23.4
COP ConocoPhillips 0.1 1% 22% 2.64
 
 
 
 
29% 308.2 2.5% 0.0
ED Consolidated Edison 17.1 41% 37% 1.30
 
 
 
 
90% 167.9 3.3% 20.2
STZ Constellation Brands Cl A 32.2 65% 61% 1.64
 
 
 
 
96% 141.6 1.1% 27.6
CLB Core Laboratories -6.5 -70% 28% 2.87
 
 
 
 
5% 70.6 2.5% 54.6
COR CoreSite Realty 50.8 70% 101% 1.79
 
 
 
 
93% 33.7 3.3% 63.3
GLW Corning 11.4 34% 46% 1.76
 
 
 
 
57% 137.8 2.2% 12.6
OFC Corporate Office Properties Trust 6.6 19% 35% 1.44
 
 
 
 
71% 32.5 3.4% 127.7
COTY Coty Cl A 0.1 1% 55% 2.60
 
 
 
 
18% 201.4 2.6% 0.0
BAP Credicorp 19.0 66% 47% 1.98
 
 
 
 
98% 51.6 1.9% 14.6
CS Credit Suisse Group ADR 7.1 50% 36% 2.58
 
 
 
 
70% 46.4 4.8% 0.0
CCI Crown Castle International 8.9 36% 23% 1.36
 
 
 
 
96% 347.8 3.7% 83.2
CUBE CubeSmart 13.8 38% 46% 1.66
 
 
 
 
12% 41.8 4.6% 40.6
CFR Cullen/Frost Bankers 1.6 6% 49% 2.17
 
 
 
 
55% 32.9 2.7% 16.9
CMI Cummins 11.0 44% 39% 1.90
 
 
 
 
64% 207.9 2.9% 17.0
CVS CVS Health 5.0 22% 25% 1.51
 
 
 
 
29% 332.7 2.6% 15.5
DAN Dana 5.1 24% 55% 2.62
 
 
 
 
80% 20.8 1.1% 4.9
DRI Darden Restaurants 26.9 49% 70% 1.67
 
 
 
 
68% 137.6 3.0% 22.0
DCT DCT Industrial Trust 29.2 62% 48% 1.43
 
 
 
 
96% 21.5 2.2% 57.7
DDR DDR Corp -2.9 -30% 14% 1.78
 
 
 
 
14% 37.6 7.9% 0.0
DF Dean Foods -5.3 -32% 42% 2.57
 
 
 
 
5% 23.2 3.1% 19.5
DE Deere 19.9 69% 40% 1.78
 
 
 
 
71% 1330.6 2.1% 21.1
DK Delek US Holdings 3.2 16% 82% 3.40
 
 
 
 
48% 23.7 2.8% 0.0
DLPH Delphi Automotive 5.7 27% 42% 2.22
 
 
 
 
93% 137.5 1.3% 19.6
DAL Delta Air Lines 8.0 33% 53% 2.36
 
 
 
 
59% 393.1 2.6% 9.5
DLX Deluxe Corp. 9.0 47% 26% 1.76
 
 
 
 
53% 35.2 1.8% 14.6
DB Deutsche Bank -3.0 -28% 36% 3.06
 
 
 
 
69% 65.6 1.2% 0.0
DEO Diageo ADR -1.7 -17% 10% 1.40
 
 
 
 
93% 44.0 3.1% 24.6
DRH Diamondrock Hospitality 5.3 35% 27% 2.07
 
 
 
 
60% 35.3 4.7% 21.9
DKS Dick's Sporting Goods 6.6 32% 55% 2.66
 
 
 
 
2% 184.2 2.5% 9.6
DBD Diebold Nixdorf -12.7 -154% 21% 2.61
 
 
 
 
2% 21.3 2.1% 0.0
DLR Digital Realty Trust 22.2 47% 55% 1.59
 
 
 
 
81% 89.4 3.2% 45.8
DIN DineEquity -4.1 -21% 27% 1.81
 
 
 
 
8% 26.2 9.5% 9.2
DFS Discover Financial Services -2.0 -10% 25% 1.68
 
 
 
 
27% 120.8 2.4% 10.3
DG Dollar General 6.4 27% 37% 1.94
 
 
 
 
30% 141.2 1.4% 16.7
D Dominion Energy 0.1 1% 15% 1.27
 
 
 
 
76% 171.6 3.8% 22.7
UFS Domtar -4.4 -32% 29% 2.27
 
 
 
 
54% 20.8 4.2% 15.2
DEI Douglas Emmett 2.1 9% 26% 1.47
 
 
 
 
54% 72.8 2.5% 64.2
DOV Dover 3.9 32% 19% 1.90
 
 
 
 
83% 51.7 2.2% 21.0
DOW Dow Chemical -0.6 -3% 30% 1.90
 
 
 
 
74% 312.5 2.9% 29.3
DHI D.R. Horton 6.4 22% 51% 2.10
 
 
 
 
84% 90.7 1.1% 13.4
DPS Dr Pepper Snapple Group 21.0 49% 39% 1.32
 
 
 
 
54% 108.2 2.6% 21.9
DST DST Systems -14.1 -56% 36% 1.81
 
 
 
 
22% 29.4 1.4% 10.4
DSW DSW Cl A -6.6 -47% 36% 2.60
 
 
 
 
2% 47.6 5.1% 11.1
DTE DTE Energy 18.0 62% 26% 1.31
 
 
 
 
97% 137.6 3.0% 19.0
DUK Duke Energy 5.7 20% 25% 1.28
 
 
 
 
93% 237.3 4.1% 25.6
DRE Duke Realty 19.0 46% 45% 1.49
 
 
 
 
94% 110.2 2.6% 31.2
DNB Dun&Bradstreet 5.7 31% 27% 1.86
 
 
 
 
24% 55.6 1.8% 35.9
EMN Eastman Chemical -2.2 -13% 25% 1.90
 
 
 
 
85% 78.8 2.5% 13.1
ETN Eaton 4.5 23% 27% 1.78
 
 
 
 
54% 149.2 2.1% 16.3
EV Eaton Vance 15.9 67% 39% 1.98
 
 
 
 
79% 21.7 2.4% 20.6
ECL Ecolab -1.6 -13% 12% 1.43
 
 
 
 
80% 90.8 1.1% 29.7
EIX Edison International 16.5 48% 32% 1.34
 
 
 
 
75% 237.1 2.8% 18.5
DD E.I. DuPont de Nemours 16.5 64% 36% 1.78
 
 
 
 
75% 156.5 1.9% 31.7
LLY Eli Lilly 2.6 10% 34% 1.78
 
 
 
 
57% 297.1 2.7% 33.8
EMR Emerson Electric 3.3 24% 17% 1.65
 
 
 
 
58% 118.6 3.3% 27.9
ESRT Empire State Realty Trust -8.8 -36% 24% 1.39
 
 
 
 
50% 26.8 2.1% 52.4
ENB Enbridge -3.7 -28% 25% 2.21
 
 
 
 
24% 58.3 5.0% 28.6
EEP Enbridge Energy Partners Cl A -1.6 -13% 38% 2.86
 
 
 
 
1% 20.1 9.7% 0.0
ETE Energy Transfer Equity 2.6 21% 114% 5.06
 
 
 
 
46% 48.3 6.8% 21.0
ETP Energy Transfer Partners -4.1 -59% 26% 3.16
 
 
 
 
1% 85.3 12.1% 9.9
ETR Entergy 1.8 7% 27% 1.41
 
 
 
 
74% 67.5 4.5% 0.0
EPD Enterprise Products Partners -0.6 -8% 18% 2.40
 
 
 
 
20% 86.1 6.7% 19.9
EPR EPR Properties 11.5 31% 39% 1.48
 
 
 
 
13% 36.8 6.1% 19.9
EFX Equifax 25.5 57% 47% 1.48
 
 
 
 
80% 73.6 1.1% 29.6
ELS Equity Lifestyle Properties 25.9 48% 52% 1.38
 
 
 
 
96% 30.3 2.2% 43.5
EQR Equity Residential 6.0 28% 22% 1.44
 
 
 
 
84% 179.3 3.0% 59.3
ESS Essex Property Trust 3.0 12% 26% 1.45
 
 
 
 
88% 162.6 2.7% 33.6
EL Estee Lauder Cl A 19.8 74% 30% 1.55
 
 
 
 
98% 928.7 1.3% 35.4
EVR Evercore Partners Cl A 7.1 28% 49% 2.19
 
 
 
 
74% 28.3 1.8% 18.9
RE Everest Re Group 25.9 68% 31% 1.22
 
 
 
 
85% 168.8 1.9% 9.0
ES Eversource Energy 17.5 50% 33% 1.33
 
 
 
 
98% 92.2 3.0% 20.4
EXC Exelon 1.3 6% 30% 1.69
 
 
 
 
91% 145.3 3.5% 19.9
EXR Extra Space Storage 19.0 53% 46% 1.68
 
 
 
 
45% 61.1 4.2% 26.6
XOM Exxon Mobil 0.7 7% 11% 1.48
 
 
 
 
3% 858.9 4.0% 27.7
FDS FactSet Research Systems 9.0 31% 31% 1.45
 
 
 
 
25% 40.1 1.4% 18.6
FRT Federal Realty Investment Trust -0.4 -2% 22% 1.37
 
 
 
 
16% 162.3 3.2% 40.6
FCH Felcor Lodging Trust -2.9 -33% 22% 2.53
 
 
 
 
33% 69.8 3.4% 0.0
FNF Fidelity National Financial 17.4 37% 49% 1.46
 
 
 
 
89% 31.1 2.1% 21.8
FIS Fidelity National Information Servi 17.2 55% 36% 1.58
 
 
 
 
85% 263.5 1.3% 44.9
FAF First American Financial 22.4 53% 49% 1.57
 
 
 
 
91% 26.1 3.2% 14.6
FE FirstEnergy -1.4 -8% 21% 1.68
 
 
 
 
70% 99.2 4.4% 0.0
FHN First Horizon National 10.8 32% 51% 1.88
 
 
 
 
37% 26.5 2.1% 15.2
FR First Industrial Realty Trust 22.6 54% 45% 1.50
 
 
 
 
82% 21.8 2.8% 30.6
FLS Flowserve -2.3 -40% 12% 2.27
 
 
 
 
0% 52.3 2.0% 47.1
FLR Fluor -2.0 -30% 14% 2.26
 
 
 
 
1% 62.2 2.2% 47.7
FNB F.N.B. 3.9 19% 29% 1.85
 
 
 
 
20% 29.2 3.8% 16.4
FMX Fomento Economico Mexicano ADR -1.4 -9% 23% 1.85
 
 
 
 
91% 26.7 1.3% 32.8
FL Foot Locker 7.4 36% 49% 2.48
 
 
 
 
0% 1242.9 3.6% 7.0
F Ford Motor -3.5 -92% 5% 1.81
 
 
 
 
3% 453.4 5.7% 11.0
FBHS Fortune Brands Home&Security 17.1 63% 36% 1.72
 
 
 
 
68% 82.5 1.2% 22.2
FNV Franco-Nevada 0.1 0% 61% 2.98
 
 
 
 
94% 41.7 1.2% 76.6
BEN Franklin Resources 1.8 18% 15% 1.88
 
 
 
 
60% 72.7 1.9% 13.7
GME GameStop Cl A -7.7 -93% 24% 2.80
 
 
 
 
9% 44.9 7.2% 6.3
GPS Gap -2.8 -26% 30% 2.72
 
 
 
 
17% 417.5 4.1% 10.8
GD General Dynamics 23.6 61% 37% 1.36
 
 
 
 
87% 293.2 1.7% 20.5
GE General Electric 0.7 3% 22% 1.43
 
 
 
 
1% 812.9 3.9% 28.2
GIS General Mills 7.2 31% 20% 1.24
 
 
 
 
21% 260.5 3.4% 20.6
GM General Motors -1.3 -6% 31% 1.88
 
 
 
 
56% 246.6 4.4% 5.5
GPC Genuine Parts 2.6 13% 21% 1.43
 
 
 
 
7% 56.6 3.3% 17.6
GGP GGP -0.7 -4% 24% 1.74
 
 
 
 
1% 181.4 4.3% 17.4
GSK GlaxoSmithKline ADR -3.1 -29% 10% 1.36
 
 
 
 
21% 95.2 5.1% 38.8
GFI Gold Fields ADR -3.3 -25% 113% 5.00
 
 
 
 
45% 48.7 1.4% 22.0
GS Goldman Sachs Group 17.0 51% 46% 1.79
 
 
 
 
66% 694.7 1.4% 11.7
GPT Gramercy Property Trust 9.8 39% 36% 1.79
 
 
 
 
68% 23.6 5.2% 0.0
GPK Graphic Packaging Holding 2.2 15% 21% 1.81
 
 
 
 
54% 78.3 2.2% 24.5
GXP Great Plains Energy 4.1 15% 26% 1.37
 
 
 
 
92% 50.0 3.5% 30.0
HAL Halliburton 2.2 13% 43% 2.59
 
 
 
 
4% 326.2 1.9% 0.0
HBI Hanesbrands 4.1 36% 26% 2.39
 
 
 
 
50% 84.9 2.6% 15.5
HOG Harley-Davidson -2.1 -16% 28% 2.31
 
 
 
 
5% 107.1 3.1% 13.6
HRS Harris Corp. 24.0 69% 40% 1.55
 
 
 
 
92% 61.9 1.8% 28.0
HIG Hartford Financial Services Group 11.2 36% 35% 1.56
 
 
 
 
91% 247.0 1.7% 31.0
HCP HCP -7.8 -71% 17% 1.93
 
 
 
 
13% 76.0 5.1% 19.9
HR Healthcare Realty Trust 3.8 9% 45% 1.47
 
 
 
 
60% 44.5 3.7% 30.8
HTA Healthcare Trust of America -2.2 -7% 32% 1.52
 
 
 
 
48% 63.7 4.0% 144.4
HLS HealthSouth 0.2 1% 29% 2.06
 
 
 
 
54% 26.6 2.3% 16.1
HP Helmerich&Payne -1.8 -15% 45% 3.20
 
 
 
 
2% 68.0 6.4% 0.0
HLF Herbalife 1.5 7% 88% 3.52
 
 
 
 
53% 47.7 1.9% 13.0
HSY Hershey 6.4 31% 24% 1.57
 
 
 
 
59% 110.7 2.4% 34.2
HES Hess Corp. -6.2 -68% 31% 3.06
 
 
 
 
3% 244.8 2.6% 0.0
HIW Highwoods Properties 4.3 16% 25% 1.36
 
 
 
 
60% 25.3 3.5% 40.7
HFC HollyFrontier -12.2 -97% 42% 3.02
 
 
 
 
41% 50.2 4.8% 35.0
HD Home Depot 25.9 58% 45% 1.43
 
 
 
 
68% 981.8 2.4% 21.2
HON Honeywell International 13.2 64% 19% 1.34
 
 
 
 
85% 340.3 2.0% 20.9
HRL Hormel Foods 13.6 33% 50% 1.62
 
 
 
 
24% 60.3 2.0% 20.8
HST Host Hotels&Resorts 5.6 47% 20% 2.01
 
 
 
 
50% 144.5 4.6% 21.8
HPQ HP 9.1 41% 45% 2.26
 
 
 
 
82% 209.4 2.9% 13.0
HRB H&R Block -2.3 -13% 38% 2.34
 
 
 
 
83% 70.3 3.2% 14.8
HSBC HSBC Holdings ADR 10.1 38% 33% 1.65
 
 
 
 
77% 59.4 2.1% 64.7
HPP Hudson Pacific Properties 6.2 23% 32% 1.58
 
 
 
 
21% 30.4 3.1% 90.6
HII Huntington Ingalls Industries 31.8 70% 69% 1.89
 
 
 
 
79% 42.8 1.2% 16.8
HUN Huntsman 7.5 36% 86% 3.40
 
 
 
 
79% 42.8 2.0% 14.4
ITW Illinois Tool Works 21.9 56% 36% 1.32
 
 
 
 
62% 147.4 2.3% 22.0
INFY Infosys ADR 4.7 25% 30% 1.95
 
 
 
 
42% 495.3 3.1% 15.6
IR Ingersoll-Rand 8.6 25% 41% 1.62
 
 
 
 
71% 109.3 2.1% 21.2
ING ING Groep ADR 15.7 62% 57% 2.38
 
 
 
 
86% 49.8 3.2% 13.5
INGR Ingredion 12.4 30% 46% 1.54
 
 
 
 
32% 42.2 1.6% 18.3
ICE Intercontinental Exchange 15.0 52% 34% 1.59
 
 
 
 
81% 116.4 1.2% 23.9
IBM International Business Machines -2.4 -15% 18% 1.48
 
 
 
 
0% 569.5 4.3% 11.6
IFF International Flavors&Fragrances 6.4 24% 33% 1.64
 
 
 
 
71% 47.1 2.1% 27.2
IP International Paper 5.3 20% 37% 1.80
 
 
 
 
70% 111.1 3.4% 27.6
IPG Interpublic Group -2.3 -13% 23% 1.74
 
 
 
 
0% 47.3 3.5% 14.8
IVZ INVESCO 3.8 41% 16% 2.07
 
 
 
 
58% 97.3 3.5% 14.8
IRM Iron Mountain -1.7 -5% 49% 1.80
 
 
 
 
68% 29.8 6.0% 51.6
ITUB Itau Unibanco Holding ADR 5.6 33% 75% 3.53
 
 
 
 
78% 103.7 12.1% 11.5
JBL Jabil 9.6 33% 57% 2.19
 
 
 
 
82% 86.7 1.1% 46.5
JEC Jacobs Engineering Group 3.1 16% 31% 1.95
 
 
 
 
5% 45.4 1.2% 26.7
SJM J.M. Smucker 7.1 23% 31% 1.39
 
 
 
 
18% 82.1 2.6% 23.9
JNJ Johnson&Johnson 12.5 46% 20% 1.11
 
 
 
 
84% 607.7 2.5% 22.4
JPM JPMorgan Chase 23.8 71% 42% 1.67
 
 
 
 
85% 1131.4 2.2% 13.4
JNPR Juniper Networks 6.7 30% 42% 2.16
 
 
 
 
56% 74.1 1.5% 15.9
KSU Kansas City Southern -4.5 -31% 27% 2.11
 
 
 
 
89% 99.0 1.4% 21.2
KS KapStone Paper&Packaging 6.1 44% 61% 3.50
 
 
 
 
79% 31.3 1.8% 29.6
KAR KAR Auction Services 5.8 18% 35% 1.52
 
 
 
 
65% 55.5 2.9% 26.9
KBR KBR -9.9 -96% 31% 2.86
 
 
 
 
37% 25.8 2.1% 0.0
K Kellogg 4.3 19% 19% 1.28
 
 
 
 
25% 136.2 3.1% 31.7
KMT Kennametal 9.3 45% 60% 2.79
 
 
 
 
43% 38.0 2.4% 55.7
KEY KeyCorp 8.7 31% 49% 2.06
 
 
 
 
75% 283.5 2.2% 17.8
KRC Kilroy Realty 0.0 0% 28% 1.57
 
 
 
 
21% 26.8 2.5% 49.2
KMB Kimberly-Clark 6.8 20% 29% 1.23
 
 
 
 
41% 120.0 3.2% 20.3
KIM Kimco Realty -2.0 -9% 29% 1.68
 
 
 
 
17% 64.1 5.6% 100.7
KMI Kinder Morgan -0.1 -1% 25% 2.73
 
 
 
 
6% 212.6 2.7% 59.8
KND Kindred Healthcare -7.3 -68% 61% 4.03
 
 
 
 
33% 23.9 6.2% 0.0
KGC Kinross Gold 2.5 15% 132% 4.83
 
 
 
 
64% 60.7 3.8% 62.1
KRG Kite Realty Group Trust 1.7 12% 18% 1.68
 
 
 
 
19% 27.1 6.1% 0.0
KKR KKR 4.3 29% 29% 2.21
 
 
 
 
68% 63.6 3.8% 7.5
KSS Kohl's 5.9 38% 47% 2.86
 
 
 
 
9% 145.2 5.9% 9.6
PHG Koninklijke Philips ADR 3.8 22% 23% 1.73
 
 
 
 
86% 23.6 2.4% 21.4
KR Kroger 7.6 29% 41% 1.95
 
 
 
 
15% 177.7 2.2% 13.7
LLL L3 Technologies 14.9 47% 37% 1.59
 
 
 
 
87% 73.3 1.7% 20.1
LHO LaSalle Hotel Properties 3.2 18% 31% 2.11
 
 
 
 
54% 29.3 6.5% 27.5
LVS Las Vegas Sands 4.4 26% 41% 2.51
 
 
 
 
62% 164.1 4.9% 23.3
LAZ Lazard 2.4 16% 38% 2.54
 
 
 
 
58% 31.0 3.9% 12.0
LB L Brands 9.1 42% 46% 2.33
 
 
 
 
3% 251.4 6.6% 10.6
LEA Lear Corp. 3.2 12% 44% 2.01
 
 
 
 
74% 73.3 1.4% 9.4
LEG Leggett&Platt 10.9 27% 43% 1.49
 
 
 
 
22% 32.7 3.1% 18.4
LM Legg Mason 1.8 14% 24% 2.13
 
 
 
 
66% 23.6 3.0% 15.5
LDOS Leidos Holdings 22.7 58% 69% 2.08
 
 
 
 
87% 42.4 2.3% 24.1
LII Lennox International 33.6 63% 59% 1.51
 
 
 
 
45% 37.6 1.2% 23.6
LUK Leucadia National 8.5 35% 36% 1.89
 
 
 
 
64% 43.5 1.7% 14.2
LSI Life Storage 5.7 20% 32% 1.55
 
 
 
 
10% 42.2 5.6% 62.3
LNC Lincoln National 14.4 55% 55% 2.30
 
 
 
 
75% 171.9 1.7% 10.4
LAD Lithia Motors Cl A -0.1 -1% 55% 2.86
 
 
 
 
80% 21.8 1.1% 12.4
LMT Lockheed Martin 30.0 75% 33% 1.22
 
 
 
 
88% 357.5 2.4% 23.0
LOW Lowe's 15.9 42% 47% 1.63
 
 
 
 
41% 370.0 2.2% 23.2
LYB LyondellBasell Industries -12.5 -89% 31% 2.38
 
 
 
 
56% 227.8 4.1% 9.8
MAC Macerich -2.0 -8% 32% 1.73
 
 
 
 
1% 111.8 5.3% 60.1
MIC Macquarie Infrastructure 8.9 32% 37% 1.74
 
 
 
 
6% 46.0 7.7% 34.3
M Macy's -6.3 -66% 26% 2.69
 
 
 
 
1% 202.1 7.8% 8.9
MMP Magellan Midstream Partners -0.5 -6% 16% 2.20
 
 
 
 
3% 34.0 5.5% 17.6
MGA Magna International 0.5 4% 22% 2.19
 
 
 
 
77% 77.5 2.4% 6.3
MAN ManpowerGroup 11.3 37% 58% 2.18
 
 
 
 
75% 44.9 1.7% 16.3
MFC Manulife Financial 5.7 29% 34% 2.05
 
 
 
 
82% 48.7 3.3% 10.6
MRO Marathon Oil -1.1 -11% 56% 4.00
 
 
 
 
4% 309.9 1.8% 0.0
MPC Marathon Petroleum 5.8 31% 51% 2.71
 
 
 
 
62% 181.2 3.2% 29.7
MMC Marsh&McLennan 15.6 54% 23% 1.17
 
 
 
 
81% 135.1 1.9% 21.4
MAS Masco 27.1 79% 52% 1.90
 
 
 
 
70% 72.0 1.1% 22.5
MATX Matson -4.0 -19% 66% 2.86
 
 
 
 
5% 52.2 3.5% 13.1
MKC McCormick 4.6 15% 27% 1.28
 
 
 
 
42% 64.8 2.0% 25.5
MCD McDonald's 28.6 63% 39% 1.26
 
 
 
 
96% 389.7 2.4% 25.8
MPW Medical Properties Trust -3.6 -14% 36% 1.80
 
 
 
 
23% 28.8 7.7% 15.1
MDT Medtronic 7.3 27% 28% 1.45
 
 
 
 
69% 349.5 2.2% 28.9
MRK Merck&Co 4.9 41% 13% 1.53
 
 
 
 
38% 496.5 3.1% 33.6
MCY Mercury General 2.2 11% 25% 1.61
 
 
 
 
54% 25.2 4.3% 40.3
MET MetLife 1.4 8% 29% 2.06
 
 
 
 
70% 322.3 3.0% 522.4
MGM MGM Resorts International 9.0 48% 47% 2.56
 
 
 
 
66% 195.1 1.4% 18.2
MAA Mid-America Apartment Communities 18.8 57% 34% 1.46
 
 
 
 
80% 51.8 3.3% 47.3
TAP Molson Coors Brewing Cl B 3.2 14% 34% 1.84
 
 
 
 
16% 84.0 1.8% 9.0
MON Monsanto 1.3 11% 15% 1.57
 
 
 
 
90% 241.8 1.9% 25.3
MCO Moody's 6.1 23% 32% 1.65
 
 
 
 
89% 185.9 1.2% 53.3
MS Morgan Stanley 18.7 59% 58% 2.10
 
 
 
 
81% 326.5 2.2% 13.0
MOS Mosaic -5.9 -76% 21% 2.71
 
 
 
 
2% 83.2 3.0% 47.6
MSI Motorola Solutions 4.6 14% 37% 1.55
 
 
 
 
72% 103.1 2.2% 23.1
MPLX MPLX -0.1 -1% 43% 3.63
 
 
 
 
30% 20.2 6.8% 39.3
MSCI MSCI 42.0 77% 65% 1.60
 
 
 
 
94% 47.3 1.4% 35.9
MSM MSC Industrial Direct 7.4 25% 40% 1.75
 
 
 
 
1% 48.8 2.7% 16.9
MTB M&T Bank 2.1 9% 32% 1.69
 
 
 
 
67% 91.1 2.0% 18.0
MUR Murphy Oil -1.4 -13% 51% 3.72
 
 
 
 
4% 57.5 4.2% 0.0
NBR Nabors Industries -1.9 -15% 91% 4.64
 
 
 
 
3% 58.2 3.7% 0.0
NNN National Retail Properties 3.8 13% 32% 1.54
 
 
 
 
27% 37.0 4.7% 35.4
NWL Newell Brands 12.5 43% 45% 1.90
 
 
 
 
53% 139.1 1.9% 19.9
NJR New Jersey Resources 8.4 23% 45% 1.62
 
 
 
 
91% 29.4 2.4% 19.3
NRZ New Residential Investment 24.4 63% 65% 2.01
 
 
 
 
71% 31.5 12.1% 6.0
NYCB New York Community Bancorp -0.3 -2% 20% 1.58
 
 
 
 
1% 71.4 5.7% 13.0
NEE NextEra Energy 12.2 34% 32% 1.31
 
 
 
 
98% 204.3 2.6% 17.2
NLSN Nielsen Holdings -0.4 -4% 14% 1.75
 
 
 
 
15% 74.2 3.4% 29.0
NKE Nike Cl B 16.8 53% 45% 1.80
 
 
 
 
52% 1246.4 1.3% 21.9
NI NiSource 28.4 65% 49% 1.55
 
 
 
 
96% 69.4 2.6% 31.2
NBL Noble Energy 0.3 5% 19% 2.99
 
 
 
 
3% 150.6 1.7% 0.0
NOK Nokia ADR -5.1 -37% 30% 2.33
 
 
 
 
82% 61.8 3.1% 0.0
JWN Nordstrom -1.9 -12% 41% 2.52
 
 
 
 
21% 53.9 3.3% 21.1
NSC Norfolk Southern 3.4 16% 35% 1.97
 
 
 
 
81% 168.5 2.1% 19.3
NOC Northrop Grumman 41.3 78% 50% 1.36
 
 
 
 
90% 146.2 1.5% 20.4
NWE NorthWestern 7.4 25% 28% 1.36
 
 
 
 
54% 44.6 3.5% 17.0
NVS Novartis ADR -0.7 -4% 19% 1.38
 
 
 
 
79% 104.9 3.3% 30.1
NVO Novo Nordisk ADR -1.6 -7% 40% 2.06
 
 
 
 
84% 65.3 1.1% 19.9
NUE Nucor 2.6 13% 38% 2.19
 
 
 
 
40% 122.7 2.8% 15.7
NUS Nu Skin Enterprises Cl A 5.8 27% 89% 3.37
 
 
 
 
46% 53.4 2.6% 18.8
OXY Occidental Petroleum -2.3 -41% 9% 1.95
 
 
 
 
9% 234.4 5.2% 455.0
OII Oceaneering International -0.2 -7% 7% 2.92
 
 
 
 
16% 20.5 2.7% 0.0
OGE OGE Energy 6.4 39% 18% 1.51
 
 
 
 
77% 29.1 3.4% 18.6
OLN Olin 7.3 28% 85% 2.99
 
 
 
 
75% 41.3 2.7% 120.1
OHI Omega Healthcare Investors -6.3 -54% 16% 1.77
 
 
 
 
29% 79.9 8.3% 17.1
OMC Omnicom Group 2.6 14% 17% 1.31
 
 
 
 
0% 101.9 2.9% 15.5
OGS ONE Gas 27.2 62% 50% 1.56
 
 
 
 
94% 31.7 2.3% 25.7
OKE ONEOK 6.4 29% 83% 3.18
 
 
 
 
39% 105.4 5.9% 31.9
ORCL Oracle 4.7 27% 20% 1.57
 
 
 
 
77% 487.2 1.6% 22.1
OSK Oshkosh 5.8 22% 64% 2.53
 
 
 
 
86% 35.3 1.1% 21.9
OC Owens Corning 23.8 75% 51% 1.96
 
 
 
 
92% 57.0 1.2% 19.4
OMI Owens&Minor -3.8 -27% 15% 1.51
 
 
 
 
4% 34.5 3.7% 17.6
PKG Packaging of America 21.6 58% 65% 2.05
 
 
 
 
89% 73.9 2.3% 21.2
PH Parker Hannifin 13.6 46% 39% 1.74
 
 
 
 
75% 129.7 1.7% 21.5
PBF PBF Energy -6.3 -47% 56% 3.42
 
 
 
 
15% 39.3 5.9% 0.0
PEI Pennsylvania Real Estate Investment -2.1 -16% 26% 2.26
 
 
 
 
3% 22.9 8.2% 0.0
PAG Penske Automotive Group -0.1 0% 45% 2.48
 
 
 
 
8% 20.1 3.2% 9.5
PNR Pentair 2.8 19% 23% 1.95
 
 
 
 
47% 43.4 2.3% 26.5
PEP PepsiCo 7.5 49% 10% 1.02
 
 
 
 
91% 421.9 2.7% 24.9
PFE Pfizer -1.1 -5% 21% 1.34
 
 
 
 
51% 476.2 3.9% 23.9
PCG PG&E 16.8 48% 33% 1.34
 
 
 
 
91% 126.7 3.1% 17.1
PM Philip Morris International 10.5 26% 36% 1.28
 
 
 
 
78% 340.6 3.6% 25.6
PSX Phillips 66 1.6 10% 25% 1.96
 
 
 
 
47% 146.1 3.4% 24.4
DOC Physicians Realty Trust 1.8 5% 42% 1.62
 
 
 
 
17% 22.0 5.1% 78.0
PF Pinnacle Foods 27.7 67% 48% 1.57
 
 
 
 
70% 71.2 2.1% 39.6
PNW Pinnacle West Capital 30.7 67% 42% 1.31
 
 
 
 
97% 55.6 2.9% 19.8
PAA Plains All American Pipeline 1.7 18% 45% 3.63
 
 
 
 
1% 76.1 11.6% 14.4
PAGP Plains GP Holdings -1.5 -17% 56% 4.17
 
 
 
 
1% 41.1 11.1% 0.0
PNC PNC Financial Services Group 17.4 51% 40% 1.59
 
 
 
 
87% 187.5 2.4% 16.2
PNM PNM Resources 12.7 36% 39% 1.52
 
 
 
 
94% 30.7 2.3% 23.7
PII Polaris Industries -2.7 -52% 11% 2.36
 
 
 
 
66% 45.6 2.6% 37.4
POR Portland General Electric 13.8 50% 27% 1.38
 
 
 
 
79% 24.1 2.9% 20.7
POT Potash of Saskatchewan -2.3 -43% 12% 2.37
 
 
 
 
33% 68.6 2.3% 22.0
PPG PPG Industries -7.4 -43% 21% 1.63
 
 
 
 
52% 180.8 1.8% 45.5
PPL PPL 10.7 38% 26% 1.34
 
 
 
 
84% 86.3 4.1% 16.3
PX Praxair 3.1 22% 13% 1.32
 
 
 
 
74% 121.7 2.4% 24.7
PRI Primerica 16.8 54% 59% 2.15
 
 
 
 
70% 20.4 1.1% 15.6
PFG Principal Financial Group 13.0 52% 39% 1.90
 
 
 
 
77% 73.3 3.0% 14.3
PG Procter&Gamble 8.2 41% 14% 1.07
 
 
 
 
96% 602.1 3.0% 25.6
PGR Progressive Corp 43.5 83% 43% 1.22
 
 
 
 
98% 158.9 1.4% 20.6
PLD Prologis 10.4 31% 38% 1.54
 
 
 
 
90% 113.6 2.9% 27.6
PB Prosperity Bancshares -1.5 -7% 44% 2.26
 
 
 
 
32% 22.8 2.3% 15.2
PRU Prudential Financial -0.5 -2% 40% 1.99
 
 
 
 
67% 323.6 2.9% 11.4
PEG Public Service Enterprise Group -0.3 -1% 26% 1.49
 
 
 
 
96% 93.7 3.7% 52.8
PSA Public Storage 12.2 35% 36% 1.47
 
 
 
 
10% 151.6 4.1% 28.0
PHM PulteGroup 2.1 10% 38% 2.10
 
 
 
 
91% 90.2 1.4% 14.0
QTS QTS Realty Trust Cl A 21.3 58% 52% 1.80
 
 
 
 
69% 27.0 3.0% 131.2
DGX Quest Diagnostics 16.6 44% 42% 1.53
 
 
 
 
76% 80.8 1.7% 21.1
RL Ralph Lauren Cl A -3.7 -79% 12% 2.59
 
 
 
 
38% 99.5 2.4% 0.0
RPT Ramco-Gershenson Properties Trust 3.8 21% 20% 1.55
 
 
 
 
16% 21.3 6.7% 32.0
RJF Raymond James Financial 6.1 20% 48% 1.94
 
 
 
 
73% 51.8 1.1% 18.5
RTN Raytheon 29.7 77% 37% 1.36
 
 
 
 
91% 191.7 1.8% 24.4
RLGY Realogy Holdings 5.7 40% 27% 2.16
 
 
 
 
90% 24.4 1.1% 19.8
O Realty Income 0.9 2% 42% 1.56
 
 
 
 
25% 79.8 4.5% 48.6
RBC Regal Beloit 6.0 28% 32% 1.87
 
 
 
 
63% 24.2 1.4% 16.8
RGC Regal Entertainment Group Cl A 0.2 2% 22% 1.84
 
 
 
 
0% 81.4 5.8% 14.1
REG Regency Centers 12.4 42% 31% 1.47
 
 
 
 
25% 55.1 3.3% 256.6
RF Regions Financial 0.6 2% 56% 2.21
 
 
 
 
70% 193.9 2.6% 14.8
RGA Reinsurance Group of America 20.8 58% 35% 1.39
 
 
 
 
88% 35.9 1.5% 11.7
RS Reliance Steel&Aluminum 2.4 11% 39% 2.10
 
 
 
 
18% 24.7 2.6% 15.6
RSG Republic Services 27.4 70% 28% 1.07
 
 
 
 
90% 54.7 2.2% 32.8
RMD ResMed 15.8 50% 48% 1.89
 
 
 
 
72% 38.2 1.9% 30.3
RIO Rio Tinto ADR 4.0 29% 41% 2.83
 
 
 
 
82% 85.1 4.9% 13.4
RBA Ritchie Bros. Auctioneers 5.0 21% 53% 2.35
 
 
 
 
13% 21.9 2.4% 45.2
RLJ RLJ Lodging Trust -3.2 -24% 22% 2.01
 
 
 
 
11% 87.9 2.2% 18.2
RHI Robert Half International 4.9 27% 30% 2.00
 
 
 
 
54% 33.9 2.2% 16.8
ROK Rockwell Automation 10.4 36% 39% 1.75
 
 
 
 
88% 88.1 1.9% 26.0
COL Rockwell Collins 4.3 14% 34% 1.51
 
 
 
 
92% 315.7 1.1% 24.6
RY Royal Bank of Canada 10.1 46% 22% 1.44
 
 
 
 
83% 71.5 3.5% 10.0
RCL Royal Caribbean Cruises 17.0 56% 75% 2.55
 
 
 
 
93% 199.8 1.6% 16.7
RDSB Royal Dutch Shell ADR B 5.0 47% 19% 2.11
 
 
 
 
67% 90.4 6.7% 30.1
RDSA Royal Dutch Shell ADR Cl A 3.0 47% 11% 2.02
 
 
 
 
72% 215.3 6.9% 29.2
RES RPC 5.9 40% 71% 3.64
 
 
 
 
48% 28.2 1.3% 0.0
RPM RPM International -1.4 -8% 21% 1.58
 
 
 
 
21% 65.7 2.5% 36.7
R Ryder System 0.3 2% 26% 2.37
 
 
 
 
42% 28.8 2.6% 17.3
SNY Sanofi ADR -1.8 -12% 21% 1.78
 
 
 
 
85% 27.6 3.4% 12.2
SAP SAP ADR 10.3 36% 33% 1.57
 
 
 
 
86% 51.2 1.3% 33.6
SCG Scana 13.4 37% 40% 1.50
 
 
 
 
5% 76.5 4.0% 14.4
SLB Schlumberger -2.7 -35% 12% 1.89
 
 
 
 
2% 566.3 3.2% 487.1
SMG Scotts Miracle-Gro 19.2 48% 44% 1.52
 
 
 
 
75% 40.7 2.2% 25.4
SEE Sealed Air 6.8 25% 41% 1.90
 
 
 
 
36% 80.3 1.4% 23.4
SEAS SeaWorld Entertainment -22.9 -109% 49% 2.45
 
 
 
 
26% 25.1 3.0% 0.0
SEMG Semgroup Cl A -3.6 -30% 77% 4.23
 
 
 
 
4% 20.6 7.7% 778.3
SRE Sempra Energy -0.1 -1% 15% 1.39
 
 
 
 
94% 98.1 2.8% 17.3
SCI Service International 19.0 47% 43% 1.49
 
 
 
 
95% 39.7 1.7% 19.1
SHW Sherwin-Williams 3.4 10% 45% 1.67
 
 
 
 
73% 181.5 1.0% 27.1
SIG Signet Jewelers -1.6 -12% 32% 2.60
 
 
 
 
14% 61.6 2.3% 8.6
SPG Simon Property Group 3.2 17% 20% 1.47
 
 
 
 
5% 298.8 4.7% 28.4
SIX Six Flags Entertainment 11.6 30% 53% 1.77
 
 
 
 
36% 59.5 4.8% 50.4
SLG SL Green Realty -14.1 -79% 22% 1.66
 
 
 
 
10% 56.6 3.2% 101.1
SNA Snap-On -0.3 -1% 30% 1.56
 
 
 
 
8% 110.4 1.9% 15.3
SON Sonoco Products 3.9 15% 26% 1.37
 
 
 
 
11% 22.9 3.2% 18.4
SO Southern 3.3 12% 22% 1.18
 
 
 
 
28% 232.4 4.8% 74.3
SCCO Southern Copper 5.4 32% 38% 2.41
 
 
 
 
93% 27.2 1.4% 30.6
SWX Southwest Gas Holdings 15.5 37% 45% 1.50
 
 
 
 
63% 22.3 2.5% 24.3
SPB Spectrum Brands Holdings 7.8 24% 40% 1.62
 
 
 
 
2% 31.0 1.6% 21.9
SPGI S&P Global 22.0 49% 55% 1.66
 
 
 
 
84% 238.6 1.1% 17.5
SRC Spirit Realty Capital -0.3 -2% 28% 2.09
 
 
 
 
24% 106.9 8.6% 3656.5
SWK Stanley Black&Decker 15.3 48% 32% 1.42
 
 
 
 
70% 205.4 1.8% 17.6
SFR Starwood Waypoint Homes 8.3 30% 33% 1.62
 
 
 
 
97% 52.3 2.3% 0.0
STT State Street 10.9 46% 38% 1.94
 
 
 
 
86% 153.9 1.8% 17.1
STO Statoil ADR 2.5 23% 28% 2.62
 
 
 
 
80% 34.2 4.8% 0.0
STE Steris 15.4 55% 35% 1.68
 
 
 
 
90% 31.0 1.5% 60.8
STM STMicroelectronics 20.3 54% 111% 2.81
 
 
 
 
91% 54.2 1.5% 38.9
SYK Stryker 24.9 64% 37% 1.35
 
 
 
 
89% 233.3 1.2% 32.2
SUI Sun Communities 24.5 66% 40% 1.48
 
 
 
 
88% 21.2 3.0% 126.8
SU Suncor Energy 1.8 17% 24% 2.38
 
 
 
 
71% 55.8 3.3% 19.3
SHO Sunstone Hotel Investors 4.5 20% 35% 1.92
 
 
 
 
69% 36.6 1.3% 19.9
STI SunTrust Banks 4.8 17% 44% 1.89
 
 
 
 
71% 132.5 2.9% 15.0
SPN Superior Energy Services -2.5 -30% 58% 4.49
 
 
 
 
2% 71.4 3.8% 0.0
SYF Synchrony Financial -4.8 -17% 52% 2.08
 
 
 
 
34% 165.4 2.0% 11.4
SNV Synovus Financial 19.6 57% 49% 1.82
 
 
 
 
73% 32.3 1.4% 18.8
SYY Sysco 23.3 71% 31% 1.35
 
 
 
 
41% 106.3 2.6% 24.5
TSM Taiwan Semiconductor Manufacturing 20.8 59% 48% 1.77
 
 
 
 
87% 131.9 3.2% 16.6
SKT Tanger Factory Outlet Centers -6.7 -35% 21% 1.53
 
 
 
 
2% 57.6 5.7% 15.9
TRGP Targa Resources 2.0 14% 90% 4.18
 
 
 
 
14% 83.9 8.4% 0.0
TGT Target 0.9 3% 37% 1.79
 
 
 
 
23% 261.0 4.5% 11.2
TCO Taubman Centers -3.2 -26% 14% 1.57
 
 
 
 
2% 51.9 4.8% 40.5
TEL TE Connectivity 5.2 21% 29% 1.62
 
 
 
 
70% 108.6 2.1% 16.6
TGNA TEGNA -6.6 -68% 27% 2.73
 
 
 
 
18% 24.6 2.3% 15.2
TS Tenaris ADR 2.5 16% 38% 2.57
 
 
 
 
17% 35.6 4.1% 107.6
TEN Tenneco -2.0 -14% 36% 2.54
 
 
 
 
3% 22.7 1.9% 10.3
TEVA Teva Pharmaceutical Industries ADR -0.6 -7% 21% 2.61
 
 
 
 
1% 157.3 2.0% 0.0
TRI Thomson Reuters 11.2 66% 15% 1.30
 
 
 
 
71% 61.5 3.0% 25.8
THO Thor Industries 18.1 45% 67% 1.99
 
 
 
 
69% 33.5 1.3% 16.1
TIF Tiffany& -1.6 -8% 33% 2.03
 
 
 
 
70% 95.8 2.3% 24.5
TWX Time Warner 7.6 33% 28% 1.60
 
 
 
 
93% 325.4 1.6% 18.8
TJX TJX 12.4 49% 29% 1.56
 
 
 
 
27% 460.2 1.8% 20.0
TD Toronto-Dominion Bank 5.4 26% 20% 1.39
 
 
 
 
67% 52.0 3.5% 10.0
TOT Total ADR -0.8 -23% 6% 1.99
 
 
 
 
56% 110.4 5.5% 16.8
TRP TransCanada 12.2 53% 34% 1.84
 
 
 
 
75% 32.6 4.0% 43.1
TRV Travelers Cos. 2.9 12% 20% 1.19
 
 
 
 
91% 151.2 2.3% 12.8
TRCO Tribune Media Cl A 0.6 4% 40% 2.39
 
 
 
 
80% 23.4 2.5% 0.0
TRN Trinity Industries 0.5 4% 45% 3.25
 
 
 
 
79% 24.2 1.8% 17.4
TWO Two Harbors Investment 5.7 22% 22% 1.23
 
 
 
 
84% 25.7 10.3% 6.6
TSN Tyson Foods Cl A 16.5 49% 59% 2.06
 
 
 
 
44% 139.9 1.4% 13.5
UDR UDR 9.2 43% 23% 1.48
 
 
 
 
78% 31.1 3.2% 111.3
UGI UGI 7.1 24% 32% 1.49
 
 
 
 
69% 24.1 2.1% 22.4
UL Unilever ADR 5.3 20% 30% 1.58
 
 
 
 
97% 33.4 2.9% 25.7
UN Unilever ADR 2.5 9% 35% 1.64
 
 
 
 
97% 47.4 2.8% 26.3
UNP Union Pacific 7.8 40% 27% 1.79
 
 
 
 
60% 321.9 2.3% 18.8
UNH UnitedHealth Group 38.6 76% 60% 1.58
 
 
 
 
92% 511.2 1.6% 22.3
UPS United Parcel Service Cl B -5.4 -31% 15% 1.26
 
 
 
 
61% 243.0 2.9% 27.9
UTX United Technologies 5.1 26% 18% 1.30
 
 
 
 
66% 299.6 2.4% 17.6
UNM Unum Group 4.6 16% 41% 1.84
 
 
 
 
80% 76.4 1.9% 11.6
USB U.S. Bancorp 4.1 21% 20% 1.43
 
 
 
 
66% 266.0 2.2% 15.5
MTN Vail Resorts 44.5 77% 76% 1.71
 
 
 
 
97% 44.6 1.9% 48.6
VALE Vale ADR 6.1 37% 130% 4.74
 
 
 
 
76% 304.7 5.7% 14.4
VLO Valero Energy 8.3 33% 51% 2.28
 
 
 
 
67% 194.7 4.3% 16.0
VLY Valley National Bancorp 7.0 30% 29% 1.68
 
 
 
 
53% 20.3 4.0% 15.9
VTR Ventas -3.8 -12% 39% 1.64
 
 
 
 
54% 99.5 4.7% 39.5
VER VEREIT -2.1 -19% 23% 2.28
 
 
 
 
28% 92.5 6.6% 0.0
VZ Verizon Communications -2.6 -14% 15% 1.23
 
 
 
 
41% 794.9 4.8% 12.2
VFC VF 1.9 14% 20% 1.81
 
 
 
 
86% 164.5 2.7% 23.8
VSH Vishay Intertechnology 7.9 40% 33% 1.99
 
 
 
 
66% 25.6 1.5% 32.9
VNO Vornado Realty Trust -9.4 -66% 18% 1.69
 
 
 
 
20% 79.5 3.3% 15.9
WMT Wal-Mart Stores 6.4 26% 25% 1.44
 
 
 
 
84% 767.9 2.6% 19.1
DIS Walt Disney 5.1 17% 30% 1.42
 
 
 
 
40% 682.5 1.6% 17.8
WPG Washington Prime Group -1.3 -10% 30% 2.33
 
 
 
 
15% 21.6 12.0% 9.1
WM Waste Management 30.8 66% 33% 1.05
 
 
 
 
93% 112.9 2.3% 25.9
WSO Watsco 13.7 37% 42% 1.56
 
 
 
 
54% 38.8 3.4% 27.3
WBS Webster Financial 20.9 61% 59% 2.04
 
 
 
 
46% 56.3 2.2% 19.4
WEC WEC Energy Group 11.0 27% 39% 1.37
 
 
 
 
97% 215.8 3.2% 21.3
WRI Weingarten Realty Investors -3.3 -18% 19% 1.51
 
 
 
 
23% 39.7 4.8% 46.5
WFC Wells Fargo 0.0 0% 19% 1.58
 
 
 
 
49% 810.7 3.0% 12.7
HCN Welltower 0.5 2% 32% 1.63
 
 
 
 
60% 89.2 4.9% 49.5
WR Westar Energy 17.5 34% 47% 1.34
 
 
 
 
22% 40.9 3.1% 21.4
WU Western Union 1.7 9% 25% 1.69
 
 
 
 
11% 74.1 3.7% 48.4
WLK Westlake Chemical 0.2 1% 41% 2.67
 
 
 
 
93% 45.2 1.1% 20.1
WY Weyerhaeuser -6.6 -41% 20% 1.68
 
 
 
 
37% 84.5 4.0% 25.6
WGL WGL Holdings 26.3 49% 61% 1.55
 
 
 
 
88% 21.1 2.4% 23.8
WHR Whirlpool 3.8 15% 47% 2.12
 
 
 
 
42% 100.3 2.6% 17.0
WMB Williams 2.8 26% 74% 4.42
 
 
 
 
38% 126.7 4.1% 47.7
WPZ Williams Partners 2.1 13% 79% 3.74
 
 
 
 
51% 20.8 6.4% 22.6
WSM Williams-Sonoma -1.7 -14% 22% 2.19
 
 
 
 
2% 98.7 3.6% 12.7
WGO Winnebago Industries 2.2 12% 63% 3.00
 
 
 
 
71% 20.4 1.2% 17.2
GRA W.R. Grace -7.9 -147% 7% 1.63
 
 
 
 
25% 26.0 1.2% 34.0
GWW W.W. Grainger -7.0 -62% 15% 1.71
 
 
 
 
1% 158.9 3.2% 18.6
WYN Wyndham Worldwide 14.0 53% 38% 1.81
 
 
 
 
78% 153.8 2.4% 18.0
XEL Xcel Energy 17.1 43% 36% 1.30
 
 
 
 
98% 95.9 2.9% 21.6
XRX Xerox -3.7 -105% 7% 2.28
 
 
 
 
36% 58.2 3.2% 0.0
XL XL Group 12.8 56% 23% 1.40
 
 
 
 
76% 71.5 2.0% 0.0
XYL Xylem 11.7 34% 38% 1.55
 
 
 
 
89% 36.9 1.2% 38.2
YPF YPF ADR -12.0 -81% 52% 3.10
 
 
 
 
45% 22.3 1.1% 0.0
YUM Yum! Brands 16.7 64% 38% 1.84
 
 
 
 
90% 154.1 1.6% 20.8
FOXA 21st Century Fox Cl A -1.0 -9% 15% 1.78
 
 
 
 
42% 120.7 1.3% 17.1
FOX 21st Century Fox Cl B -1.3 -15% 12% 1.76
 
 
 
 
36% 65.1 1.3% 16.9
AGNC AGNC Investment 7.1 30% 18% 1.14
 
 
 
 
82% 77.0 10.1% 4.4
DOX Amdocs 18.1 66% 23% 1.23
 
 
 
 
57% 21.5 1.4% 21.7
AMGN Amgen 0.6 3% 31% 1.93
 
 
 
 
67% 282.0 2.8% 15.3
ADI Analog Devices 5.0 17% 49% 2.04
 
 
 
 
59% 138.8 2.3% 29.3
AAPL Apple 20.7 62% 48% 1.80
 
 
 
 
92% 4256.2 1.6% 17.9
ADP Automatic Data Processing 12.3 48% 27% 1.46
 
 
 
 
52% 536.2 2.2% 27.2
OZRK Bank of The Ozarks 6.1 20% 69% 2.37
 
 
 
 
27% 32.0 1.7% 14.6
BBBY Bed Bath&Beyond 1.7 20% 14% 2.00
 
 
 
 
1% 52.6 2.2% 6.3
TECH Bio-Techne 5.7 25% 27% 1.60
 
 
 
 
85% 25.3 1.1% 60.8
BLMN Bloomin' Brands -12.3 -47% 53% 2.23
 
 
 
 
30% 27.4 1.8% 19.7
AVGO Broadcom 33.5 85% 105% 2.64
 
 
 
 
91% 494.4 1.6% 0.0
BRCD Brocade Communications Systems 13.9 62% 55% 2.51
 
 
 
 
89% 77.8 1.8% 87.7
CA CA 0.3 1% 22% 1.68
 
 
 
 
36% 79.2 3.2% 18.1
CBOE CBOE Holdings 29.8 62% 47% 1.38
 
 
 
 
94% 116.4 1.1% 53.2
CDW CDW 18.9 46% 55% 1.73
 
 
 
 
74% 38.0 1.1% 23.0
CAKE Cheesecake Factory 2.8 12% 33% 1.78
 
 
 
 
3% 58.0 2.7% 15.1
CHFC Chemical Financial 25.7 74% 50% 1.81
 
 
 
 
29% 22.2 2.5% 19.9
PLCE Children's Place 18.0 53% 86% 2.56
 
 
 
 
54% 39.4 1.6% 14.4
CHRW C.H. Robinson Worldwide -6.2 -36% 20% 1.59
 
 
 
 
19% 182.4 2.7% 19.6
CINF Cincinnati Financial 26.7 63% 37% 1.28
 
 
 
 
67% 52.4 2.6% 22.2
CSCO Cisco Systems -1.7 -7% 28% 1.59
 
 
 
 
23% 1048.2 3.8% 15.9
CME CME Group Cl A 27.4 71% 42% 1.50
 
 
 
 
91% 130.0 2.1% 25.6
COLB Columbia Banking System 14.5 43% 53% 1.93
 
 
 
 
36% 21.4 2.4% 18.6
CMCSA Comcast Cl A 9.6 45% 21% 1.40
 
 
 
 
86% 784.7 1.6% 20.4
CBSH Commerce Bancshares 10.8 40% 30% 1.55
 
 
 
 
59% 35.5 1.7% 19.7
COST Costco Wholesale 18.7 52% 34% 1.35
 
 
 
 
36% 427.1 1.3% 27.2
CBRL Cracker Barrel Old Country Store 17.1 36% 62% 1.71
 
 
 
 
45% 33.3 3.2% 18.2
CSX CSX 26.7 76% 71% 2.25
 
 
 
 
76% 333.8 1.6% 25.5
CY Cypress Semiconductor -0.6 -2% 79% 2.87
 
 
 
 
64% 66.1 3.4% 0.0
CONE CyrusOne 20.1 39% 77% 1.88
 
 
 
 
92% 42.0 2.8% 0.0
DNKN Dunkin' Brands Group -2.9 -11% 36% 1.78
 
 
 
 
45% 52.0 2.5% 22.9
EWBC East West Bancorp 12.1 34% 65% 2.14
 
 
 
 
78% 26.7 1.5% 15.6
EQIX Equinix 30.1 65% 62% 1.75
 
 
 
 
94% 203.4 1.8% 167.2
EXPD Expeditors International of Washing 5.8 35% 17% 1.42
 
 
 
 
60% 49.5 1.5% 23.8
FAST Fastenal -8.5 -44% 28% 1.83
 
 
 
 
20% 135.6 3.2% 22.4
FITB Fifth Third Bancorp 0.3 1% 45% 2.01
 
 
 
 
73% 197.5 2.1% 13.5
FINL Finish Line Cl A -13.9 -151% 34% 3.18
 
 
 
 
4% 37.1 4.0% 34.9
FLIR Flir Systems 5.0 40% 18% 1.78
 
 
 
 
90% 28.2 1.6% 24.3
FTR Frontier Communications -3.0 -52% 25% 3.51
 
 
 
 
1% 34.2 17.7% 0.0
GLPI Gaming&Leisure Properties 5.0 11% 48% 1.49
 
 
 
 
92% 42.9 6.6% 21.4
GRMN Garmin 8.3 51% 30% 2.14
 
 
 
 
53% 35.6 4.0% 14.4
GNTX Gentex -0.9 -3% 36% 1.79
 
 
 
 
17% 32.0 2.3% 13.5
GILD Gilead Sciences 3.8 41% 17% 2.14
 
 
 
 
46% 411.6 2.9% 7.8
GT Goodyear Tire&Rubber -2.6 -11% 44% 2.20
 
 
 
 
28% 54.6 1.3% 6.5
HBHC Hancock Holding 6.1 22% 61% 2.34
 
 
 
 
57% 24.1 2.2% 18.1
HAS Hasbro 24.3 58% 69% 1.98
 
 
 
 
48% 130.9 2.4% 20.7
HPT Hospitality Properties Trust 5.0 23% 27% 1.64
 
 
 
 
19% 23.3 7.6% 23.2
HSNI HSN 3.4 30% 30% 2.63
 
 
 
 
32% 26.4 4.0% 15.8
HBAN Huntington Bancshares 5.8 22% 43% 1.99
 
 
 
 
61% 87.6 2.5% 17.9
IBKC IBERIABANK 3.6 14% 44% 2.00
 
 
 
 
47% 26.1 1.9% 18.5
INTC Intel -4.7 -25% 24% 1.69
 
 
 
 
34% 517.5 3.1% 13.4
IDCC InterDigital 8.2 21% 76% 2.18
 
 
 
 
5% 20.0 1.7% 7.5
INTU Intuit 14.5 58% 33% 1.71
 
 
 
 
76% 165.9 1.0% 38.5
ISBC Investors Bancorp 6.5 24% 27% 1.43
 
 
 
 
37% 25.1 2.5% 20.5
JCOM j2 Global 13.2 50% 52% 2.24
 
 
 
 
38% 33.6 2.1% 24.7
JKHY Jack Henry&Associates 30.1 68% 36% 1.20
 
 
 
 
63% 81.7 1.3% 31.4
JACK Jack in the Box 12.8 35% 73% 2.24
 
 
 
 
26% 70.1 1.7% 22.2
KLAC KLA-Tencor 12.5 34% 62% 2.03
 
 
 
 
55% 100.7 2.6% 15.4
LAMR Lamar Advertising Cl A 11.3 36% 34% 1.48
 
 
 
 
27% 43.7 5.2% 21.1
LRCX Lam Research 19.9 51% 72% 2.12
 
 
 
 
88% 307.0 1.1% 17.4
LANC Lancaster Colony 13.7 45% 38% 1.66
 
 
 
 
9% 23.8 1.9% 27.7
LECO Lincoln Electric Holdings 12.0 46% 38% 1.83
 
 
 
 
68% 26.7 1.6% 24.7
LPLA LPL Financial Holdings -4.9 -30% 58% 3.09
 
 
 
 
88% 39.0 2.2% 20.0
MAR Marriott International 18.8 63% 42% 1.79
 
 
 
 
72% 153.3 1.4% 33.8
MRVL Marvell Technology Group 11.0 46% 64% 2.67
 
 
 
 
61% 72.0 1.5% 57.9
MAT Mattel 6.1 42% 33% 2.41
 
 
 
 
0% 84.5 3.6% 24.4
MXIM Maxim Integrated Products 9.1 36% 40% 1.93
 
 
 
 
53% 95.6 3.3% 22.1
MCHP Microchip Technology 5.9 18% 55% 1.99
 
 
 
 
80% 109.4 1.8% 43.7
MSFT Microsoft 15.8 53% 41% 1.76
 
 
 
 
90% 1316.2 2.2% 26.9
MDLZ Mondelez International Cl A -1.9 -10% 24% 1.72
 
 
 
 
36% 287.5 2.1% 37.8
NDAQ Nasdaq 25.0 69% 37% 1.43
 
 
 
 
80% 105.7 2.0% 58.5
NAVI Navient 1.9 9% 54% 2.61
 
 
 
 
18% 21.0 4.7% 7.1
NTAP NetApp 5.1 21% 45% 2.16
 
 
 
 
60% 191.7 2.0% 19.0
NTES Netease ADR 28.5 69% 132% 2.92
 
 
 
 
50% 299.5 1.2% 18.4
NWSA News Corp Cl A -0.1 -1% 17% 2.01
 
 
 
 
62% 26.3 1.5% 0.0
NXST Nexstar Media Group Cl A -0.7 -3% 60% 2.63
 
 
 
 
48% 57.9 2.0% 24.4
NTRS Northern Trust 6.0 24% 36% 1.82
 
 
 
 
65% 99.5 1.9% 20.0
ODP Office Depot 10.5 58% 105% 4.05
 
 
 
 
34% 25.0 2.4% 8.8
PCAR Paccar 7.2 37% 28% 1.82
 
 
 
 
57% 114.6 1.6% 16.8
PACW PacWest Bancorp 0.3 1% 42% 2.07
 
 
 
 
17% 43.7 4.6% 15.2
PZZA Papa John's International 10.8 23% 88% 2.15
 
 
 
 
40% 28.5 1.2% 27.4
PEGI Pattern Energy Group -1.0 -6% 41% 2.58
 
 
 
 
86% 21.6 6.9% 0.0
PDCO Patterson 0.9 5% 24% 1.72
 
 
 
 
0% 37.6 2.9% 20.4
PAYX Paychex 9.4 29% 29% 1.30
 
 
 
 
22% 108.2 3.6% 24.3
PBCT People's United Financial 4.2 18% 25% 1.49
 
 
 
 
28% 33.2 4.2% 18.7
PETS PetMed Express 52.4 117% 96% 2.33
 
 
 
 
79% 53.5 1.8% 34.1
POOL Pool 24.2 53% 53% 1.57
 
 
 
 
50% 22.4 1.4% 27.9
QCOM Qualcomm 0.9 7% 24% 2.16
 
 
 
 
4% 335.9 4.4% 19.9
GOLD Randgold Resources ADR -3.3 -16% 67% 2.97
 
 
 
 
67% 55.0 1.0% 32.1
ROST Ross Stores 25.9 64% 60% 1.85
 
 
 
 
36% 827.9 1.1% 20.2
RGLD Royal Gold 4.2 20% 88% 3.41
 
 
 
 
94% 45.4 1.1% 55.3
SBRA Sabra Healthcare REIT 1.5 6% 45% 2.19
 
 
 
 
14% 51.5 7.0% 17.6
SABR Sabre 6.8 26% 45% 2.04
 
 
 
 
1% 54.7 3.2% 36.2
SNI Scripps Networks Interactive Cl A 0.2 1% 26% 1.97
 
 
 
 
90% 113.7 1.4% 17.7
STX Seagate Technology -2.5 -15% 69% 3.38
 
 
 
 
2% 89.8 8.0% 12.2
SNH Senior Housing Properties Trust -3.0 -9% 43% 1.68
 
 
 
 
28% 22.3 8.2% 37.6
SLGN Silgan Holdings 11.4 55% 22% 1.50
 
 
 
 
74% 26.9 1.2% 24.3
SIMO Silicon Motion Technology ADR 9.1 34% 98% 3.19
 
 
 
 
28% 20.9 1.9% 14.1
SBGI Sinclair Broadcast Group Cl A -3.6 -17% 49% 2.44
 
 
 
 
29% 36.5 2.4% 10.2
SWKS Skyworks Solutions 12.5 40% 96% 2.85
 
 
 
 
79% 115.6 1.3% 19.6
SLM SLM 11.3 41% 63% 2.43
 
 
 
 
54% 22.0 2.1% 16.7
SPLS Staples 11.3 58% 51% 2.61
 
 
 
 
98% 61.2 4.7% 0.0
SBUX Starbucks 13.6 36% 43% 1.57
 
 
 
 
13% 535.6 1.9% 26.8
STLD Steel Dynamics 1.5 6% 74% 2.66
 
 
 
 
66% 78.4 1.8% 15.8
SYMC Symantec 20.8 57% 52% 1.80
 
 
 
 
54% 204.0 1.1% 0.0
AMTD TD Ameritrade Holding 5.3 20% 48% 2.13
 
 
 
 
70% 98.5 1.7% 26.5
TXN Texas Instruments 11.1 32% 48% 1.76
 
 
 
 
74% 287.3 2.5% 20.2
TSCO Tractor Supply 7.9 38% 38% 2.12
 
 
 
 
13% 162.7 2.0% 16.5
TROW T. Rowe Price Group 2.2 18% 14% 1.56
 
 
 
 
86% 87.3 2.8% 14.1
UMPQ Umpqua Holdings 1.9 14% 21% 1.82
 
 
 
 
52% 27.7 3.7% 16.3
UBSI United Bankshares 4.4 20% 34% 1.88
 
 
 
 
6% 37.3 4.0% 17.2
VIAB Viacom Cl B -3.7 -69% 15% 2.77
 
 
 
 
1% 194.3 2.8% 7.9
VOD Vodafone Group ADR -8.4 -49% 22% 1.67
 
 
 
 
58% 91.8 8.2% 0.0
WBA Walgreens Boots Alliance -4.2 -17% 34% 1.75
 
 
 
 
38% 367.0 2.0% 20.2
WEN Wendy's Co 21.0 49% 69% 1.95
 
 
 
 
79% 31.3 1.8% 40.3
WDC Western Digital 11.1 52% 69% 2.95
 
 
 
 
75% 248.1 2.4% 65.0
WFM Whole Foods Market 1.5 6% 56% 2.46
 
 
 
 
87% 87.1 1.7% 34.2
WLTW Willis Towers Watson 5.7 23% 25% 1.44
 
 
 
 
91% 77.3 1.4% 42.0
WPPGY WPP ADR -6.5 -48% 17% 1.68
 
 
 
 
3% 20.6 4.8% 14.3
WYNN Wynn Resorts 5.6 38% 67% 3.56
 
 
 
 
92% 217.5 1.5% 50.5
XLNX Xilinx 4.9 18% 41% 1.89
 
 
 
 
62% 96.8 2.3% 26.2
ZION Zions Bancorp 16.0 49% 62% 2.16
 
 
 
 
77% 64.9 1.1% 17.5


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.