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

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

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

Scott Juds
Chief SectorSurfer
 

Quality Stocks Momentum Screener

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

See ETF Screener

Stock Screening SectorSurfer Style:

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


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

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

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

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

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

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

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

Sorting ...   Please Wait...

Quality Stocks Screener

(See Parameter Definitions Below Table)

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

 > $20M/day Volume

 > 1% Dividend Yield

Total Qualified Stocks Listed: 688

12/15/2017 2:02:35 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 19% 0% 1.00
 
 
 
 
98% 5167.5 2.1% 14.0
MMM 3M 20.9 74% 24% 1.25
 
 
 
 
91% 409.3 2.0% 26.6
ABB ABB ADR 8.7 32% 30% 1.51
 
 
 
 
93% 78.1 2.9% 24.1
ABT Abbott Laboratories 0.7 3% 29% 1.64
 
 
 
 
90% 316.4 1.9% 42.7
ABBV AbbVie 8.9 36% 45% 2.12
 
 
 
 
94% 361.1 3.0% 23.4
ANF Abercrombie&Fitch 0.6 5% 67% 4.14
 
 
 
 
85% 43.4 4.7% 0.0
ABM ABM Industries 9.1 29% 41% 1.72
 
 
 
 
18% 93.9 1.8% 636.3
ACN Accenture Cl A 26.2 78% 37% 1.52
 
 
 
 
96% 235.7 1.8% 27.8
AES AES -9.8 -75% 24% 2.13
 
 
 
 
30% 57.3 4.9% 0.0
AET Aetna 27.5 88% 51% 1.99
 
 
 
 
82% 618.6 1.1% 33.1
AFL AFLAC 10.3 37% 24% 1.27
 
 
 
 
97% 125.6 2.0% 12.8
AEM Agnico-Eagle Mines 7.4 32% 106% 3.61
 
 
 
 
46% 56.6 1.0% 36.6
AGU Agrium -5.0 -26% 29% 1.87
 
 
 
 
94% 29.2 3.1% 42.7
APD Air Products&Chemicals 1.6 12% 15% 1.52
 
 
 
 
87% 110.3 2.4% 29.1
ALK Alaska Air Group 6.5 23% 62% 2.37
 
 
 
 
21% 77.6 1.7% 11.1
ARE Alexandria Real Estate Equities 3.8 15% 28% 1.49
 
 
 
 
98% 77.3 2.7% 149.4
AGN Allergan -0.6 -5% 25% 2.34
 
 
 
 
11% 613.2 1.6% 0.0
LNT Alliant Energy 17.2 59% 29% 1.40
 
 
 
 
83% 46.0 2.9% 23.6
ALSN Allison Transmission Holdings 12.6 54% 31% 1.73
 
 
 
 
62% 69.9 1.5% 18.0
ALL Allstate 19.6 80% 22% 1.32
 
 
 
 
95% 140.7 1.4% 15.2
ALLY Ally Financial -0.1 0% 36% 2.12
 
 
 
 
92% 139.8 1.7% 13.2
MO Altria Group 9.5 28% 32% 1.36
 
 
 
 
66% 618.9 3.7% 9.0
AMC AMC Entertainment Holding 0.7 5% 52% 3.15
 
 
 
 
20% 35.4 5.1% 0.0
AEE Ameren 16.2 53% 29% 1.38
 
 
 
 
72% 76.3 3.0% 24.0
AMX America Movil ADR 6.5 43% 34% 2.38
 
 
 
 
71% 35.8 1.8% 31.8
AEO American Eagle Outfitters 2.5 16% 52% 3.00
 
 
 
 
91% 126.4 2.9% 18.7
AEP American Electric Power 9.0 34% 24% 1.32
 
 
 
 
90% 138.9 3.3% 20.0
AXP American Express 9.9 53% 23% 1.64
 
 
 
 
90% 321.0 1.4% 18.7
AFG American Financial Group 37.7 87% 36% 1.23
 
 
 
 
84% 21.5 1.4% 13.3
AIG American International Group -0.7 -4% 24% 1.59
 
 
 
 
3% 384.0 2.2% 0.0
AMT American Tower REIT 3.9 13% 33% 1.53
 
 
 
 
78% 278.9 2.0% 54.6
AWK American Water Works 26.2 61% 41% 1.38
 
 
 
 
91% 98.6 1.8% 34.1
AMP Ameriprise Financial 16.4 78% 38% 2.09
 
 
 
 
92% 103.1 2.0% 15.4
ABC AmerisourceBergen -5.4 -33% 26% 1.95
 
 
 
 
67% 246.3 1.7% 48.3
ANDV Andeavor 9.2 38% 62% 2.62
 
 
 
 
91% 214.4 2.2% 22.1
AU AngloGold Ashanti ADR -6.1 -33% 130% 4.47
 
 
 
 
6% 45.0 4.1% 0.0
BUD Anheuser-Busch InBev ADR -6.1 -39% 20% 1.66
 
 
 
 
38% 137.3 3.4% 55.6
NLY Annaly Capital Management 11.3 31% 29% 1.19
 
 
 
 
80% 67.5 9.9% 4.9
ANTM Anthem 23.4 62% 57% 1.87
 
 
 
 
90% 400.9 1.2% 20.5
AON Aon 12.0 40% 27% 1.30
 
 
 
 
62% 184.8 1.1% 0.0
APA Apache 1.5 11% 57% 3.32
 
 
 
 
4% 121.4 2.5% 22.7
APO Apollo Global Management Cl A 20.0 58% 65% 2.17
 
 
 
 
91% 20.6 4.9% 10.5
ATR Aptargroup 10.5 44% 22% 1.33
 
 
 
 
77% 25.2 1.5% 25.3
WTR Aqua America 11.9 44% 27% 1.40
 
 
 
 
93% 21.5 2.2% 28.2
ADM Archer Daniels Midland -5.7 -47% 19% 1.94
 
 
 
 
11% 156.3 3.2% 18.5
AGX Argan 10.6 40% 89% 3.00
 
 
 
 
0% 23.6 2.4% 7.7
AJG Arthur J. Gallagher 10.7 38% 23% 1.20
 
 
 
 
79% 78.9 2.5% 25.5
ASH Ashland Global Holdings 5.4 31% 20% 1.58
 
 
 
 
79% 28.4 1.3% 0.0
AHL Aspen Insurance Holdings 6.0 35% 21% 1.64
 
 
 
 
27% 29.8 2.3% 0.0
ASB Associated Banc-Corp. -2.0 -9% 36% 1.95
 
 
 
 
70% 20.3 2.2% 17.1
AIZ Assurant 15.7 53% 41% 1.77
 
 
 
 
56% 36.3 2.3% 23.4
AGO Assured Guaranty 10.3 37% 47% 2.02
 
 
 
 
3% 46.5 1.7% 4.9
AZN AstraZeneca ADR -5.7 -38% 24% 1.93
 
 
 
 
75% 104.9 2.7% 24.9
ATO Atmos Energy 19.8 49% 39% 1.37
 
 
 
 
81% 60.0 2.2% 24.1
T AT&T 0.2 1% 24% 1.27
 
 
 
 
50% 1154.4 5.2% 18.2
ALV Autoliv -4.0 -17% 41% 2.09
 
 
 
 
87% 75.7 1.9% 21.7
AVB Avalonbay Communities 3.5 25% 14% 1.41
 
 
 
 
45% 57.7 3.1% 28.5
AVY Avery Dennison 35.0 77% 55% 1.62
 
 
 
 
97% 61.4 1.6% 25.5
AVT Avnet -11.3 -105% 15% 1.79
 
 
 
 
22% 37.6 1.9% 16.9
AXS AXIS Capital Holdings 9.5 45% 21% 1.40
 
 
 
 
1% 45.2 3.1% 0.0
BLL Ball -3.2 -21% 20% 1.73
 
 
 
 
35% 83.1 1.0% 59.8
CIB BanColombia ADR 5.0 28% 43% 2.49
 
 
 
 
24% 20.9 3.3% 9.8
SAN Banco Santander ADR 4.9 36% 38% 2.73
 
 
 
 
78% 24.9 2.8% 13.4
BAC Bank of America 7.7 25% 59% 2.15
 
 
 
 
90% 1698.2 1.7% 16.4
BOH Bank of Hawaii 9.3 34% 34% 1.66
 
 
 
 
58% 23.0 2.5% 19.3
BMO Bank of Montreal 9.3 40% 24% 1.42
 
 
 
 
97% 33.2 3.7% 13.0
BK Bank of New York Mellon 2.2 10% 29% 1.73
 
 
 
 
88% 167.0 1.8% 15.8
BNS Bank of Nova Scotia 11.0 40% 32% 1.56
 
 
 
 
84% 33.9 3.8% 13.0
BKU BankUnited -0.5 -2% 41% 2.01
 
 
 
 
75% 38.5 2.2% 16.3
BCS Barclays ADR -1.6 -14% 33% 2.80
 
 
 
 
57% 30.4 2.0% 0.0
BBT BB&T 2.9 13% 29% 1.67
 
 
 
 
78% 165.1 2.7% 18.2
BFR BBVA Banco Frances ADR 2.4 12% 71% 3.18
 
 
 
 
99% 28.9 1.1% 16.2
BCE BCE -0.1 0% 14% 1.17
 
 
 
 
89% 39.0 4.6% 19.7
BDX Becton Dickinson 11.2 45% 25% 1.42
 
 
 
 
84% 284.7 1.4% 47.1
BMS Bemis 2.6 18% 17% 1.61
 
 
 
 
52% 22.4 2.6% 22.1
BBY Best Buy 10.7 50% 67% 2.89
 
 
 
 
95% 221.0 2.1% 16.1
BGS B&G Foods 8.6 40% 54% 2.56
 
 
 
 
20% 28.3 5.6% 22.0
BBL BHP Billiton ADR 6.3 38% 61% 3.18
 
 
 
 
81% 48.1 4.6% 16.8
BHP BHP Billiton ADR 7.6 44% 55% 2.92
 
 
 
 
80% 97.2 4.1% 19.2
BIG Big Lots -3.7 -19% 45% 2.41
 
 
 
 
55% 69.2 1.9% 13.7
BKH Black Hills 7.4 25% 40% 1.75
 
 
 
 
16% 38.1 3.2% 22.7
BLK BlackRock 10.2 50% 27% 1.69
 
 
 
 
92% 165.3 2.0% 23.7
BX Blackstone Group 4.1 20% 42% 2.25
 
 
 
 
60% 83.3 5.6% 13.7
BXMT Blackstone Mortgage Trust Cl A 6.1 32% 16% 1.25
 
 
 
 
88% 26.2 7.6% 14.5
BA Boeing 34.4 64% 71% 1.72
 
 
 
 
98% 1115.1 2.3% 27.0
BWA BorgWarner 6.5 38% 39% 2.41
 
 
 
 
76% 73.1 1.3% 37.4
BXP Boston Properties -6.0 -45% 15% 1.51
 
 
 
 
43% 74.5 2.4% 39.6
BP BP ADR 1.9 14% 23% 2.05
 
 
 
 
89% 116.2 5.9% 34.5
BDN Brandywine Realty Trust 3.6 19% 22% 1.58
 
 
 
 
97% 30.3 4.0% 113.3
EAT Brinker International -2.2 -26% 16% 2.15
 
 
 
 
37% 35.2 4.0% 13.6
BMY Bristol-Myers Squibb 4.1 25% 29% 2.05
 
 
 
 
80% 333.3 2.6% 24.5
BRS Bristow Group -1.9 -32% 72% 6.02
 
 
 
 
37% 29.7 2.3% 0.0
BTI British American Tobacco ADR -5.2 -23% 26% 1.57
 
 
 
 
57% 185.6 1.8% 11.4
BRX Brixmor Property Group -1.2 -13% 15% 1.92
 
 
 
 
10% 31.2 6.1% 17.1
BR Broadridge Financial Solutions 34.4 75% 47% 1.44
 
 
 
 
89% 26.3 1.6% 31.0
BAM Brookfield Asset Management Cl A 5.7 29% 24% 1.65
 
 
 
 
97% 37.2 1.3% 97.4
BRO Brown&Brown 13.7 44% 27% 1.25
 
 
 
 
88% 24.3 1.2% 27.0
BFB Brown-Forman Cl B 8.0 35% 25% 1.52
 
 
 
 
91% 52.3 1.2% 34.3
BC Brunswick -3.5 -31% 26% 2.46
 
 
 
 
44% 47.0 1.4% 17.7
BPL Buckeye Partners -2.6 -27% 20% 2.27
 
 
 
 
17% 42.5 10.3% 15.0
BG Bunge -5.6 -49% 25% 2.36
 
 
 
 
11% 98.2 2.8% 21.0
CPT Camden Property Trust 5.9 33% 18% 1.45
 
 
 
 
75% 37.1 3.3% 55.8
CPB Campbell Soup 5.4 20% 32% 1.63
 
 
 
 
19% 141.2 2.9% 17.0
CM Canadian Imperial Bank of Commerce 3.1 13% 24% 1.47
 
 
 
 
86% 31.2 4.3% 10.9
CNI Canadian National Railway 7.1 36% 24% 1.61
 
 
 
 
80% 73.0 1.6% 22.9
CNQ Canadian Natural Resources 2.3 14% 60% 3.08
 
 
 
 
66% 77.7 2.6% 20.0
COF Capital One Financial 0.7 4% 29% 2.00
 
 
 
 
86% 181.5 1.7% 13.3
CAH Cardinal Health -9.2 -111% 13% 1.88
 
 
 
 
19% 188.7 3.1% 17.5
CSL Carlisle 5.7 22% 30% 1.60
 
 
 
 
75% 34.2 1.3% 21.8
CCL Carnival 9.0 34% 41% 1.89
 
 
 
 
75% 187.8 2.8% 17.8
CRI Carters -1.3 -6% 37% 1.93
 
 
 
 
96% 32.9 1.3% 21.5
CAT Caterpillar 17.7 54% 53% 1.96
 
 
 
 
95% 634.3 2.1% 102.0
CBL CBL&Associates Properties -5.5 -93% 19% 2.95
 
 
 
 
3% 23.1 14.6% 145.9
CBS CBS Cl B 5.1 22% 35% 1.88
 
 
 
 
31% 258.4 1.2% 80.7
CE Celanese Series A 5.5 17% 60% 2.08
 
 
 
 
89% 92.2 1.7% 18.5
CVE Cenovus Energy -2.6 -24% 44% 3.38
 
 
 
 
22% 41.6 1.8% 3.9
CNP CenterPoint Energy 16.4 51% 37% 1.56
 
 
 
 
72% 85.1 3.9% 20.9
CTL CenturyLink -6.1 -75% 19% 2.48
 
 
 
 
23% 243.9 13.1% 28.4
CF CF Industries Holdings 2.6 17% 63% 3.34
 
 
 
 
95% 137.1 2.9% 0.0
CVX Chevron 7.9 36% 31% 1.81
 
 
 
 
86% 417.9 3.6% 34.8
CHS Chico's Fas -2.0 -19% 33% 2.90
 
 
 
 
17% 26.7 3.9% 12.8
CHL China Mobile ADR -6.0 -43% 19% 1.75
 
 
 
 
4% 26.9 4.2% 12.4
CB Chubb 9.8 56% 15% 1.26
 
 
 
 
66% 371.9 1.9% 17.5
CHD Church&Dwight -1.8 -7% 24% 1.33
 
 
 
 
48% 64.7 1.6% 27.9
CNK Cinemark Holdings 4.5 23% 29% 1.89
 
 
 
 
32% 22.9 3.2% 17.1
CIT CIT Group 5.2 35% 26% 2.09
 
 
 
 
79% 53.7 1.3% 0.0
C Citigroup 10.5 45% 40% 2.03
 
 
 
 
82% 1667.4 1.7% 14.2
CFG Citizens Financial Group 11.0 36% 57% 2.17
 
 
 
 
85% 140.4 1.8% 16.6
CLX Clorox 6.2 18% 28% 1.22
 
 
 
 
97% 107.5 2.3% 26.9
CMS CMS Energy 12.7 41% 29% 1.35
 
 
 
 
83% 57.4 2.7% 25.4
CNO CNO Financial Group 2.8 12% 45% 2.20
 
 
 
 
78% 24.5 1.5% 8.8
KO Coca-Cola 4.0 22% 12% 1.04
 
 
 
 
80% 393.2 3.2% 43.8
CCE Coca-Cola European Partners -0.6 -4% 30% 2.05
 
 
 
 
59% 88.0 2.5% 25.1
CL Colgate-Palmolive 0.4 5% 8% 1.31
 
 
 
 
71% 133.6 2.2% 28.3
CLNS Colony NorthStar 1.8 13% 35% 2.55
 
 
 
 
1% 45.5 8.9% 0.0
CMA Comerica 14.9 47% 64% 2.25
 
 
 
 
87% 117.3 1.4% 18.9
CAG Conagra Brands 2.0 14% 26% 2.09
 
 
 
 
51% 135.5 2.3% 26.1
COP ConocoPhillips 1.5 13% 32% 2.70
 
 
 
 
84% 311.8 2.0% 0.0
ED Consolidated Edison 11.8 37% 29% 1.32
 
 
 
 
89% 111.9 3.2% 21.9
CVG Convergys 4.3 18% 39% 1.93
 
 
 
 
54% 27.9 1.7% 18.2
CTB Cooper Tire&Rubber -8.7 -35% 55% 2.35
 
 
 
 
20% 24.4 1.2% 8.8
CPA Copa Holdings Cl A 4.5 18% 100% 3.32
 
 
 
 
89% 56.0 2.3% 15.5
CLB Core Laboratories -6.4 -69% 29% 2.91
 
 
 
 
34% 42.1 2.2% 57.4
COR CoreSite Realty 39.6 62% 99% 1.90
 
 
 
 
93% 47.2 3.3% 63.9
GLW Corning 17.9 56% 45% 1.79
 
 
 
 
88% 190.9 2.0% 13.5
OFC Corporate Office Properties Trust 3.3 10% 33% 1.47
 
 
 
 
16% 22.8 3.7% 53.4
COTY Coty Cl A 1.2 8% 43% 2.85
 
 
 
 
80% 66.6 2.6% 0.0
CUZ Cousins Properties -4.1 -42% 17% 2.07
 
 
 
 
89% 23.1 2.6% 110.5
CR Crane 11.7 40% 47% 1.97
 
 
 
 
87% 30.2 1.6% 38.0
BAP Credicorp 18.9 57% 57% 2.05
 
 
 
 
71% 158.2 2.5% 13.1
CS Credit Suisse Group ADR 5.5 36% 41% 2.66
 
 
 
 
96% 51.9 4.1% 0.0
CRH CRH ADR 9.1 40% 41% 2.12
 
 
 
 
22% 23.5 1.3% 19.5
CCI Crown Castle International 5.1 17% 29% 1.38
 
 
 
 
86% 262.6 3.8% 91.9
CUBE CubeSmart 16.3 56% 40% 1.75
 
 
 
 
94% 49.6 3.7% 44.3
CFR Cullen/Frost Bankers 6.3 25% 52% 2.26
 
 
 
 
55% 40.3 2.4% 17.9
CMI Cummins 10.3 39% 40% 1.90
 
 
 
 
72% 172.4 2.6% 17.1
CVS CVS Health -3.6 -32% 14% 1.68
 
 
 
 
24% 524.4 2.8% 14.6
DRI Darden Restaurants 17.0 45% 52% 1.75
 
 
 
 
66% 120.2 2.9% 22.5
DCT DCT Industrial Trust 23.1 51% 47% 1.46
 
 
 
 
88% 24.3 2.4% 54.0
DDR DDR Corp -3.2 -42% 13% 1.99
 
 
 
 
8% 48.5 9.6% 0.0
DE Deere 22.5 75% 44% 1.83
 
 
 
 
93% 205.9 1.6% 22.5
DK Delek US Holdings 7.6 35% 97% 3.52
 
 
 
 
88% 50.1 1.9% 20.5
DAL Delta Air Lines 6.3 37% 37% 2.33
 
 
 
 
96% 736.8 2.2% 11.1
DB Deutsche Bank -3.7 -38% 37% 3.17
 
 
 
 
93% 49.2 1.1% 0.0
DEO Diageo ADR -2.4 -14% 17% 1.42
 
 
 
 
98% 43.0 2.9% 26.4
DRH Diamondrock Hospitality 1.5 16% 17% 2.14
 
 
 
 
55% 30.5 4.4% 25.2
DKS Dick's Sporting Goods 4.0 26% 46% 2.84
 
 
 
 
15% 87.6 2.3% 10.8
DBD Diebold Nixdorf -9.8 -131% 22% 2.84
 
 
 
 
7% 28.3 2.3% 0.0
DLR Digital Realty Trust 12.7 31% 55% 1.73
 
 
 
 
65% 82.7 3.2% 93.0
DFS Discover Financial Services 3.8 20% 26% 1.74
 
 
 
 
90% 94.6 1.9% 12.7
DG Dollar General 8.9 40% 38% 2.04
 
 
 
 
81% 220.2 1.2% 20.1
D Dominion Energy 0.4 3% 11% 1.27
 
 
 
 
97% 180.2 3.7% 24.9
DPZ Domino's Pizza 23.4 67% 60% 2.02
 
 
 
 
40% 250.1 1.0% 34.8
DEI Douglas Emmett 3.5 15% 25% 1.50
 
 
 
 
96% 33.8 2.4% 76.9
DOV Dover 7.2 39% 29% 1.93
 
 
 
 
86% 65.7 2.0% 22.3
DPS Dr Pepper Snapple Group 9.8 35% 26% 1.35
 
 
 
 
60% 109.2 2.5% 23.3
DSW DSW Cl A -7.4 -107% 22% 2.96
 
 
 
 
52% 32.3 3.9% 19.2
DTE DTE Energy 12.1 50% 22% 1.33
 
 
 
 
85% 80.9 3.1% 20.8
DUK Duke Energy 0.4 2% 17% 1.29
 
 
 
 
75% 198.8 4.1% 28.9
DRE Duke Realty 16.9 46% 40% 1.52
 
 
 
 
62% 54.4 2.9% 37.8
DNB Dun&Bradstreet 1.7 8% 32% 1.91
 
 
 
 
77% 24.5 1.7% 22.6
EMN Eastman Chemical -1.3 -7% 28% 1.86
 
 
 
 
80% 109.1 2.5% 13.1
ETN Eaton 5.7 28% 29% 1.78
 
 
 
 
63% 119.0 2.0% 12.0
EV Eaton Vance 12.7 55% 34% 1.86
 
 
 
 
91% 49.4 2.2% 23.0
ECL Ecolab 1.4 10% 14% 1.40
 
 
 
 
83% 113.3 1.2% 30.2
EIX Edison International 8.1 36% 25% 1.53
 
 
 
 
12% 272.0 3.5% 15.7
LLY Eli Lilly -1.7 -10% 25% 1.82
 
 
 
 
87% 370.1 2.6% 41.6
EMR Emerson Electric 5.4 34% 20% 1.68
 
 
 
 
89% 165.5 2.9% 30.5
ENB Enbridge -1.0 -7% 25% 2.21
 
 
 
 
42% 146.0 5.5% 25.9
EEP Enbridge Energy Partners Cl A -2.1 -22% 31% 2.97
 
 
 
 
17% 26.1 9.6% 23.9
ETE Energy Transfer Equity 0.6 4% 117% 5.16
 
 
 
 
33% 122.1 7.1% 20.5
ETP Energy Transfer Partners -5.1 -70% 27% 3.14
 
 
 
 
19% 295.5 13.0% 8.7
ESV ENSCO -0.8 -21% 32% 4.91
 
 
 
 
15% 70.4 1.0% 0.0
ETM Entercom Communications Cl A 2.6 18% 45% 2.93
 
 
 
 
25% 39.0 3.2% 43.3
ETR Entergy 1.4 8% 18% 1.43
 
 
 
 
71% 98.4 4.3% 0.0
EPD Enterprise Products Partners -1.4 -18% 18% 2.42
 
 
 
 
37% 129.9 6.5% 20.9
EQM EQT Midstream Partners -1.5 -26% 13% 2.45
 
 
 
 
44% 29.1 5.4% 13.9
EFX Equifax 8.4 29% 44% 1.88
 
 
 
 
50% 150.4 1.3% 26.7
EQR Equity Residential -0.7 -5% 15% 1.49
 
 
 
 
54% 103.9 3.1% 57.3
ESS Essex Property Trust 1.4 7% 21% 1.49
 
 
 
 
60% 101.6 2.8% 31.2
EL Estee Lauder Cl A 34.0 93% 45% 1.64
 
 
 
 
99% 192.0 1.2% 34.5
EVR Evercore Cl A 8.3 31% 53% 2.24
 
 
 
 
90% 25.5 1.8% 21.1
RE Everest Re Group 12.0 41% 30% 1.43
 
 
 
 
13% 260.9 2.4% 34.4
ES Eversource Energy 7.0 31% 22% 1.35
 
 
 
 
90% 96.8 2.9% 21.0
EXC Exelon 5.4 28% 25% 1.69
 
 
 
 
80% 172.7 3.2% 18.3
STAY Extended Stay America / ESH Hospit 5.7 39% 30% 2.28
 
 
 
 
39% 22.7 4.8% 45.1
EXR Extra Space Storage 18.3 61% 40% 1.75
 
 
 
 
89% 67.3 3.6% 33.1
XOM Exxon Mobil 1.1 8% 13% 1.48
 
 
 
 
44% 668.3 3.7% 27.1
FDS FactSet Research Systems 10.3 35% 32% 1.51
 
 
 
 
92% 52.3 1.1% 31.1
FRT Federal Realty Investment Trust -0.1 0% 17% 1.44
 
 
 
 
43% 52.7 3.1% 41.8
FII Federated Investors 1.5 10% 23% 1.88
 
 
 
 
97% 26.4 2.9% 16.3
FNF Fidelity National Financial -7.4 -32% 39% 1.97
 
 
 
 
93% 62.0 2.7% 17.9
FIS Fidelity National Information Servi 15.1 53% 35% 1.62
 
 
 
 
86% 135.8 1.2% 57.8
FAF First American Financial 17.6 47% 45% 1.62
 
 
 
 
95% 21.9 2.7% 22.0
FE FirstEnergy -4.5 -38% 16% 1.72
 
 
 
 
57% 114.7 4.5% 0.0
FHN First Horizon National 9.2 33% 45% 1.97
 
 
 
 
78% 91.5 1.8% 17.6
FR First Industrial Realty Trust 23.1 63% 41% 1.52
 
 
 
 
91% 22.9 2.6% 30.1
FLO Flowers Foods 0.5 2% 43% 2.25
 
 
 
 
71% 26.1 3.4% 49.5
FLS Flowserve -1.6 -22% 15% 2.30
 
 
 
 
18% 36.1 1.9% 49.6
FLR Fluor -3.1 -35% 18% 2.27
 
 
 
 
60% 56.6 1.7% 34.9
FNB F.N.B. -1.0 -6% 27% 1.93
 
 
 
 
36% 28.7 3.5% 17.6
FMX Fomento Economico Mexicano ADR -8.3 -45% 28% 1.90
 
 
 
 
75% 55.7 1.4% 13.4
FL Foot Locker 2.2 17% 43% 2.99
 
 
 
 
32% 172.3 2.8% 11.1
F Ford Motor -2.3 -34% 10% 1.80
 
 
 
 
71% 419.7 4.8% 11.3
FCEA Forest City Realty Trust Cl A 0.5 3% 29% 1.83
 
 
 
 
68% 26.6 2.3% 72.9
FBHS Fortune Brands Home&Security 13.0 54% 33% 1.74
 
 
 
 
82% 60.5 1.2% 23.2
FNV Franco-Nevada 4.2 18% 70% 2.85
 
 
 
 
72% 65.7 1.2% 97.4
BEN Franklin Resources 0.8 8% 15% 1.94
 
 
 
 
47% 94.8 2.1% 14.4
GME GameStop Cl A -5.0 -47% 33% 2.85
 
 
 
 
23% 51.6 8.3% 5.4
GPS Gap 9.3 68% 41% 2.84
 
 
 
 
91% 226.5 2.8% 15.3
GATX GATX 9.4 49% 40% 2.29
 
 
 
 
36% 23.3 2.8% 12.3
BGC General Cable 1.3 8% 116% 4.51
 
 
 
 
98% 54.6 2.4% 0.0
GD General Dynamics 13.9 47% 28% 1.36
 
 
 
 
57% 220.1 1.7% 19.6
GE General Electric -2.6 -14% 22% 1.60
 
 
 
 
1% 819.2 2.7% 21.8
GIS General Mills 6.5 32% 19% 1.37
 
 
 
 
46% 144.5 3.5% 20.1
GM General Motors 9.3 32% 46% 1.91
 
 
 
 
60% 366.6 3.7% 9.2
GPC Genuine Parts 1.6 16% 12% 1.55
 
 
 
 
55% 63.9 3.0% 20.5
GGP GGP -2.7 -29% 16% 2.04
 
 
 
 
60% 109.5 3.8% 33.0
GSK GlaxoSmithKline ADR -7.1 -53% 13% 1.42
 
 
 
 
7% 254.9 5.7% 29.2
GS Goldman Sachs Group 13.9 47% 43% 1.86
 
 
 
 
90% 639.3 1.2% 13.3
GPK Graphic Packaging Holding 3.3 24% 20% 1.84
 
 
 
 
85% 25.9 2.0% 29.4
GXP Great Plains Energy 6.7 25% 26% 1.40
 
 
 
 
84% 26.1 3.3% 32.1
BSMX Grupo Financiero Santander Mexico A -19.6 -93% 51% 2.49
 
 
 
 
10% 22.8 4.9% 10.6
HAL Halliburton 0.2 1% 52% 2.48
 
 
 
 
30% 313.5 1.6% 185.0
HBI Hanesbrands -0.6 -7% 24% 2.52
 
 
 
 
35% 119.5 2.8% 13.1
HOG Harley-Davidson -1.3 -12% 25% 2.40
 
 
 
 
29% 62.3 2.9% 15.6
HRS Harris Corp. 28.1 64% 52% 1.59
 
 
 
 
92% 73.4 1.6% 31.4
HIG Hartford Financial Services Group 7.8 33% 28% 1.63
 
 
 
 
72% 139.8 1.8% 42.2
HE Hawaiian Electric Industries 3.0 16% 18% 1.36
 
 
 
 
71% 20.7 3.4% 22.5
HCP HCP -5.7 -74% 13% 2.01
 
 
 
 
20% 104.8 5.5% 18.5
HTA Healthcare Trust of America -1.9 -8% 27% 1.55
 
 
 
 
65% 31.4 3.9% 129.6
HLS HealthSouth 1.1 6% 34% 2.11
 
 
 
 
92% 47.6 2.0% 18.0
HP Helmerich&Payne -2.8 -18% 59% 3.20
 
 
 
 
37% 58.5 4.9% 0.0
HLF Herbalife -3.8 -17% 90% 3.29
 
 
 
 
70% 44.3 1.7% 15.9
HSY Hershey 5.2 34% 19% 1.65
 
 
 
 
82% 83.7 2.3% 33.7
HES Hess Corp. -5.3 -50% 38% 3.15
 
 
 
 
20% 303.5 2.3% 0.0
HIW Highwoods Properties 3.6 16% 21% 1.38
 
 
 
 
65% 26.2 3.4% 34.9
HFC HollyFrontier -1.5 -7% 75% 3.16
 
 
 
 
98% 84.6 2.8% 25.2
HD Home Depot 22.5 68% 33% 1.43
 
 
 
 
92% 602.9 2.0% 25.3
HON Honeywell International 16.6 74% 21% 1.33
 
 
 
 
92% 449.9 1.9% 23.2
HRL Hormel Foods 6.7 19% 45% 1.70
 
 
 
 
83% 71.2 2.1% 23.2
HST Host Hotels&Resorts 0.3 3% 19% 2.07
 
 
 
 
85% 90.2 4.0% 24.7
HPQ HP 10.2 44% 48% 2.30
 
 
 
 
77% 165.3 2.7% 13.9
HRB H&R Block -4.6 -29% 40% 2.54
 
 
 
 
59% 48.7 3.6% 14.3
HSBC HSBC Holdings ADR 12.0 41% 37% 1.69
 
 
 
 
93% 72.3 3.9% 77.4
HPP Hudson Pacific Properties 0.9 5% 24% 1.60
 
 
 
 
54% 31.6 2.9% 83.7
HII Huntington Ingalls Industries 36.1 75% 77% 1.95
 
 
 
 
75% 44.6 1.2% 17.7
HUN Huntsman 10.1 45% 98% 3.45
 
 
 
 
88% 71.8 1.6% 14.5
IEX IDEX 16.1 44% 36% 1.39
 
 
 
 
86% 24.9 1.2% 33.1
ITW Illinois Tool Works 26.8 72% 35% 1.34
 
 
 
 
86% 136.7 1.9% 24.9
INFY Infosys ADR -7.5 -50% 25% 2.00
 
 
 
 
91% 73.2 2.5% 16.5
IR Ingersoll-Rand 9.1 30% 38% 1.67
 
 
 
 
53% 97.5 2.1% 21.4
ING ING Groep ADR 10.5 40% 59% 2.39
 
 
 
 
86% 28.8 3.1% 0.0
INGR Ingredion 19.5 51% 45% 1.58
 
 
 
 
93% 79.6 1.7% 19.9
ICE Intercontinental Exchange 8.1 41% 25% 1.63
 
 
 
 
84% 204.9 1.1% 25.6
IBM International Business Machines -0.3 -2% 19% 1.54
 
 
 
 
34% 624.2 3.9% 12.9
IFF International Flavors&Fragrances 12.9 45% 36% 1.67
 
 
 
 
88% 28.3 1.8% 29.1
IP International Paper 7.5 37% 29% 1.82
 
 
 
 
60% 115.1 3.4% 25.5
IPG Interpublic Group -1.0 -8% 20% 1.88
 
 
 
 
25% 75.4 3.6% 14.0
IVZ INVESCO 4.9 52% 17% 2.12
 
 
 
 
83% 91.1 3.2% 15.9
IVR Invesco Mortgage Capital 13.1 41% 34% 1.50
 
 
 
 
97% 23.5 8.9% 4.9
IRM Iron Mountain 2.5 8% 45% 1.84
 
 
 
 
65% 148.2 6.2% 48.5
JBL Jabil 6.1 20% 61% 2.28
 
 
 
 
58% 147.3 1.2% 39.8
SJM J.M. Smucker -0.1 0% 32% 1.61
 
 
 
 
43% 116.6 2.6% 23.9
JCI Johnson Controls International 2.0 13% 21% 1.78
 
 
 
 
28% 109.2 2.8% 21.9
JNJ Johnson&Johnson 12.9 50% 20% 1.13
 
 
 
 
92% 702.2 2.4% 24.6
JWA John Wiley&Sons Cl A 3.6 25% 20% 1.79
 
 
 
 
97% 20.6 2.0% 22.7
JPM JPMorgan Chase 18.7 56% 44% 1.72
 
 
 
 
86% 1340.4 2.1% 15.1
JNPR Juniper Networks 5.1 23% 43% 2.20
 
 
 
 
70% 86.6 1.4% 17.0
KSU Kansas City Southern 1.2 8% 28% 2.13
 
 
 
 
86% 127.9 1.3% 21.6
KAR KAR Auction Services 10.0 40% 27% 1.48
 
 
 
 
90% 31.1 2.8% 29.6
KBR KBR -4.4 -27% 53% 2.96
 
 
 
 
65% 22.6 1.7% 35.3
K Kellogg 3.1 17% 18% 1.41
 
 
 
 
35% 179.8 3.3% 29.0
KMT Kennametal 13.6 61% 70% 2.90
 
 
 
 
87% 49.7 1.7% 34.5
KW Kennedy-Wilson Holdings -7.1 -125% 11% 2.17
 
 
 
 
1% 25.9 4.3% 132.0
KEY KeyCorp 9.8 38% 48% 2.13
 
 
 
 
84% 154.7 2.2% 17.1
KRC Kilroy Realty 0.9 6% 19% 1.62
 
 
 
 
69% 21.0 2.3% 49.2
KMB Kimberly-Clark 2.0 7% 24% 1.29
 
 
 
 
29% 219.7 3.3% 19.4
KIM Kimco Realty 0.4 3% 21% 1.80
 
 
 
 
15% 56.6 6.1% 35.1
KMI Kinder Morgan -2.1 -25% 24% 2.79
 
 
 
 
18% 219.7 2.8% 31.9
KGC Kinross Gold 0.9 5% 136% 4.79
 
 
 
 
58% 31.3 3.9% 40.6
KKR KKR 6.1 41% 30% 2.26
 
 
 
 
85% 29.8 3.4% 10.1
KSS Kohl's 8.6 54% 53% 2.99
 
 
 
 
70% 149.7 4.4% 13.2
PHG Koninklijke Philips ADR 4.3 20% 30% 1.77
 
 
 
 
70% 40.4 2.4% 22.8
KR Kroger 1.6 12% 25% 2.17
 
 
 
 
37% 311.4 1.9% 15.4
LLL L3 Technologies 17.6 59% 33% 1.55
 
 
 
 
87% 84.0 1.6% 26.5
LHO LaSalle Hotel Properties 0.9 8% 21% 2.17
 
 
 
 
18% 48.2 6.4% 32.6
LVS Las Vegas Sands 8.4 46% 45% 2.51
 
 
 
 
96% 156.7 4.1% 26.6
LAZ Lazard 3.9 25% 40% 2.61
 
 
 
 
91% 33.0 3.2% 14.6
LB L Brands 2.1 20% 26% 2.57
 
 
 
 
62% 283.6 4.1% 17.8
LEA Lear Corp. 11.8 34% 58% 2.01
 
 
 
 
81% 75.5 1.2% 10.7
LEG Leggett&Platt -1.4 -6% 26% 1.58
 
 
 
 
24% 47.8 3.1% 18.7
LM Legg Mason -2.0 -18% 22% 2.19
 
 
 
 
83% 21.7 2.8% 15.6
LDOS Leidos Holdings 28.4 77% 63% 2.03
 
 
 
 
96% 33.7 2.0% 31.5
LUK Leucadia National 9.9 40% 39% 1.93
 
 
 
 
63% 45.5 1.6% 16.5
LSI Life Storage 10.1 39% 32% 1.64
 
 
 
 
93% 26.0 4.4% 44.9
LNC Lincoln National 11.7 47% 54% 2.36
 
 
 
 
82% 68.7 1.7% 11.9
LMT Lockheed Martin 30.6 81% 32% 1.23
 
 
 
 
93% 247.5 2.5% 25.6
LOW Lowe's 3.8 20% 25% 1.72
 
 
 
 
84% 311.8 1.9% 20.5
LYB LyondellBasell Industries -0.5 -2% 57% 2.26
 
 
 
 
91% 218.7 3.4% 11.3
MAC Macerich -1.1 -9% 17% 1.87
 
 
 
 
68% 122.0 4.5% 77.1
MIC Macquarie Infrastructure 6.2 20% 42% 1.76
 
 
 
 
7% 54.4 8.8% 30.7
M Macy's -5.9 -89% 21% 2.95
 
 
 
 
32% 300.4 6.1% 10.9
MMP Magellan Midstream Partners -1.1 -12% 17% 2.16
 
 
 
 
29% 56.9 5.3% 18.6
MGA Magna International 8.0 48% 32% 2.20
 
 
 
 
91% 67.6 2.0% 9.9
MAN ManpowerGroup 23.6 67% 69% 2.21
 
 
 
 
78% 57.1 1.5% 18.2
MFC Manulife Financial 2.5 11% 39% 2.08
 
 
 
 
80% 21.5 3.1% 14.8
MRO Marathon Oil 1.8 15% 72% 4.11
 
 
 
 
54% 136.2 1.3% 0.0
MPC Marathon Petroleum 4.5 21% 60% 2.74
 
 
 
 
96% 272.4 2.5% 20.2
MMC Marsh&McLennan 12.8 52% 20% 1.22
 
 
 
 
82% 215.5 1.8% 22.8
MKC McCormick 4.4 18% 24% 1.38
 
 
 
 
63% 56.5 2.1% 27.7
MCD McDonald's 30.9 63% 44% 1.31
 
 
 
 
98% 431.3 2.3% 25.0
MDU MDU Resources Group 5.4 21% 42% 2.00
 
 
 
 
35% 23.1 3.0% 22.8
MDT Medtronic -2.1 -13% 17% 1.50
 
 
 
 
61% 396.5 2.3% 22.4
MRK Merck&Co -1.5 -14% 13% 1.59
 
 
 
 
18% 520.8 3.4% 54.4
MDP Meredith 4.3 25% 34% 2.23
 
 
 
 
88% 26.5 3.0% 16.9
MET MetLife 7.6 40% 33% 2.06
 
 
 
 
71% 220.7 3.1% 0.0
MFA MFA Financial 7.8 35% 19% 1.28
 
 
 
 
42% 21.3 9.9% 11.1
MGM MGM Resorts International 7.2 38% 50% 2.65
 
 
 
 
81% 235.0 1.3% 32.2
MAA Mid-America Apartment Communities 16.1 54% 33% 1.51
 
 
 
 
54% 63.1 3.6% 48.5
MBT Mobile TeleSystems ADR -1.9 -9% 96% 3.66
 
 
 
 
41% 34.9 7.6% 10.7
TAP Molson Coors Brewing Cl B 3.8 16% 35% 1.83
 
 
 
 
12% 80.5 2.1% 7.7
MON Monsanto 0.0 0% 14% 1.59
 
 
 
 
74% 160.3 1.8% 23.1
MCO Moody's 6.1 19% 40% 1.67
 
 
 
 
93% 80.3 1.0% 54.0
MS Morgan Stanley 15.5 53% 55% 2.16
 
 
 
 
89% 408.4 1.9% 14.6
MSI Motorola Solutions 8.3 28% 36% 1.60
 
 
 
 
85% 89.6 2.3% 23.6
MPLX MPLX -2.0 -22% 43% 3.62
 
 
 
 
83% 74.0 6.2% 41.4
MSCI MSCI 43.2 71% 75% 1.65
 
 
 
 
94% 39.7 1.2% 38.1
MSM MSC Industrial Direct 11.3 38% 44% 1.85
 
 
 
 
59% 24.8 2.2% 22.0
MTB M&T Bank 4.6 21% 31% 1.76
 
 
 
 
79% 78.2 1.8% 19.5
MWA Mueller Water Products -1.8 -10% 40% 2.35
 
 
 
 
50% 28.0 1.3% 36.3
MUR Murphy Oil 0.1 1% 61% 3.86
 
 
 
 
54% 42.1 3.5% 0.0
NBR Nabors Industries -3.1 -22% 115% 4.79
 
 
 
 
2% 104.5 4.3% 0.0
NFG National Fuel Gas 1.4 10% 18% 1.77
 
 
 
 
37% 22.3 3.0% 17.0
NGG National Grid ADR -4.4 -69% 7% 1.44
 
 
 
 
0% 39.8 3.5% 12.2
NNN National Retail Properties 6.0 22% 32% 1.58
 
 
 
 
66% 55.6 4.4% 35.0
NWL Newell Brands 0.9 5% 44% 2.37
 
 
 
 
11% 161.5 3.0% 11.8
NJR New Jersey Resources 6.8 24% 35% 1.66
 
 
 
 
57% 40.0 2.7% 26.6
NRZ New Residential Investment 22.9 62% 65% 2.08
 
 
 
 
98% 39.9 11.0% 5.9
NYCB New York Community Bancorp -3.3 -21% 20% 1.69
 
 
 
 
20% 40.3 5.3% 14.8
NEE NextEra Energy 18.8 55% 32% 1.33
 
 
 
 
97% 346.2 2.5% 17.8
NGL NGL Energy Partners -6.7 -56% 131% 5.64
 
 
 
 
31% 21.1 11.3% 0.0
NLSN Nielsen Holdings -0.6 -6% 14% 1.82
 
 
 
 
21% 188.7 3.7% 25.8
NKE Nike Cl B 1.9 9% 31% 1.79
 
 
 
 
98% 815.6 1.2% 27.5
NI NiSource 22.9 53% 49% 1.54
 
 
 
 
79% 65.5 2.6% 32.3
NBL Noble Energy 0.4 5% 26% 3.02
 
 
 
 
19% 95.6 1.5% 0.0
NOK Nokia ADR -4.1 -39% 26% 2.56
 
 
 
 
5% 36.4 4.1% 0.0
JWN Nordstrom -8.7 -78% 31% 2.72
 
 
 
 
36% 76.5 3.3% 15.8
NSC Norfolk Southern 7.8 33% 40% 1.99
 
 
 
 
93% 135.1 1.7% 22.2
NOC Northrop Grumman 41.7 83% 47% 1.35
 
 
 
 
95% 250.1 1.3% 22.9
NVS Novartis ADR -0.7 -5% 16% 1.41
 
 
 
 
86% 75.1 3.2% 29.8
NUE Nucor 2.0 11% 38% 2.27
 
 
 
 
55% 227.5 2.6% 17.5
OXY Occidental Petroleum -2.5 -23% 16% 1.91
 
 
 
 
82% 361.2 4.4% 542.7
OII Oceaneering International -1.4 -58% 9% 3.15
 
 
 
 
10% 27.8 3.2% 0.0
OGE OGE Energy 5.4 34% 18% 1.53
 
 
 
 
27% 25.8 3.9% 17.7
ORI Old Republic International 11.1 39% 29% 1.46
 
 
 
 
80% 23.6 3.7% 15.0
OLN Olin 13.0 45% 102% 3.09
 
 
 
 
69% 42.9 2.4% 74.9
OHI Omega Healthcare Investors -6.5 -80% 12% 1.86
 
 
 
 
17% 63.5 9.3% 36.8
OMC Omnicom Group 2.4 20% 12% 1.44
 
 
 
 
34% 241.4 3.3% 14.6
OKE ONEOK 6.1 26% 88% 3.21
 
 
 
 
45% 118.5 5.7% 33.1
ORCL Oracle 5.2 29% 22% 1.63
 
 
 
 
80% 937.8 1.5% 21.9
OSK Oshkosh 13.0 42% 79% 2.59
 
 
 
 
80% 49.8 1.1% 23.4
OUT Outfront Media 3.3 22% 25% 2.01
 
 
 
 
46% 41.7 6.0% 28.6
OMI Owens&Minor -3.0 -30% 15% 1.90
 
 
 
 
5% 27.4 5.5% 14.7
PKG Packaging of America 15.9 49% 56% 2.06
 
 
 
 
84% 92.2 2.2% 21.3
PGRE Paramount Group -6.0 -122% 5% 1.50
 
 
 
 
28% 22.0 2.4% 42.6
PH Parker Hannifin 17.6 59% 39% 1.72
 
 
 
 
93% 142.8 1.4% 24.6
PBF PBF Energy -0.8 -5% 74% 3.54
 
 
 
 
91% 70.1 3.7% 15.7
PAG Penske Automotive Group 1.1 7% 42% 2.51
 
 
 
 
50% 20.6 2.8% 11.0
PNR Pentair 7.1 38% 31% 1.97
 
 
 
 
82% 67.4 2.0% 30.9
PEP PepsiCo 2.9 23% 9% 1.06
 
 
 
 
93% 412.2 2.7% 24.4
PFE Pfizer 2.9 15% 19% 1.37
 
 
 
 
93% 494.6 3.5% 22.5
PCG PG&E 4.9 25% 23% 1.55
 
 
 
 
13% 127.0 4.0% 12.1
PM Philip Morris International 4.0 11% 34% 1.33
 
 
 
 
54% 488.8 4.0% 23.8
PSX Phillips 66 12.1 46% 40% 1.87
 
 
 
 
96% 139.2 2.8% 25.0
PSXP Phillips 66 Partners -9.2 -81% 30% 2.62
 
 
 
 
42% 26.7 5.2% 21.1
DOC Physicians Realty Trust 2.9 11% 33% 1.65
 
 
 
 
25% 35.2 5.0% 80.0
PIR Pier 1 Imports -1.5 -16% 78% 4.84
 
 
 
 
3% 70.7 6.8% 14.7
PF Pinnacle Foods 20.4 57% 43% 1.63
 
 
 
 
34% 38.7 2.3% 37.8
PNW Pinnacle West Capital 13.1 42% 29% 1.33
 
 
 
 
81% 27.6 3.1% 19.2
PBI Pitney Bowes -6.0 -140% 11% 2.64
 
 
 
 
19% 20.7 6.9% 23.2
PAA Plains All American Pipeline 2.0 20% 49% 3.74
 
 
 
 
13% 80.8 5.9% 22.3
PAGP Plains GP Holdings -0.7 -8% 63% 4.25
 
 
 
 
13% 26.1 5.7% 0.0
PNC PNC Financial Services Group 12.4 38% 40% 1.65
 
 
 
 
90% 195.5 2.1% 17.5
PNM PNM Resources 19.9 64% 36% 1.56
 
 
 
 
81% 41.9 2.5% 21.8
PII Polaris Industries 8.3 70% 30% 2.57
 
 
 
 
87% 80.8 1.8% 40.1
POR Portland General Electric 8.6 46% 19% 1.42
 
 
 
 
66% 30.4 2.9% 20.5
POT Potash of Saskatchewan -0.8 -10% 18% 2.41
 
 
 
 
93% 71.3 2.0% 36.3
PPG PPG Industries -2.3 -19% 15% 1.63
 
 
 
 
77% 189.0 1.6% 21.5
PPL PPL 6.6 27% 24% 1.36
 
 
 
 
8% 137.3 4.7% 15.3
PX Praxair 8.2 45% 18% 1.37
 
 
 
 
82% 297.2 2.1% 26.5
PFG Principal Financial Group 14.8 59% 39% 1.93
 
 
 
 
85% 63.2 2.8% 11.5
PG Procter&Gamble 6.1 39% 12% 1.11
 
 
 
 
68% 505.5 3.0% 24.3
PGR Progressive Corp 43.0 83% 47% 1.30
 
 
 
 
95% 165.5 1.2% 23.0
PLD Prologis 11.2 32% 41% 1.59
 
 
 
 
92% 125.3 2.7% 19.8
PB Prosperity Bancshares -0.1 0% 45% 2.37
 
 
 
 
60% 41.2 2.1% 17.5
PRU Prudential Financial 1.2 5% 41% 2.01
 
 
 
 
82% 212.1 2.6% 11.5
PEG Public Service Enterprise Group 3.0 16% 20% 1.48
 
 
 
 
88% 208.3 3.3% 58.7
PSA Public Storage 9.4 33% 32% 1.55
 
 
 
 
47% 107.8 3.8% 30.8
PHM PulteGroup 14.3 59% 44% 2.12
 
 
 
 
91% 169.7 1.1% 16.4
QTS QTS Realty Trust Cl A 14.8 45% 49% 1.87
 
 
 
 
61% 34.9 2.8% 136.2
DGX Quest Diagnostics 7.6 22% 40% 1.58
 
 
 
 
31% 116.0 1.9% 20.3
RL Ralph Lauren Cl A -8.2 -104% 22% 2.72
 
 
 
 
83% 88.9 2.1% 99.9
RJF Raymond James Financial 5.7 20% 48% 2.01
 
 
 
 
79% 83.1 1.2% 20.1
RTN Raytheon 29.2 78% 37% 1.38
 
 
 
 
95% 184.7 1.7% 25.4
RLGY Realogy Holdings -0.8 -7% 23% 2.28
 
 
 
 
10% 51.6 1.4% 15.6
O Realty Income -1.9 -6% 38% 1.60
 
 
 
 
38% 111.0 4.5% 46.7
RGC Regal Entertainment Group Cl A -3.0 -25% 22% 2.14
 
 
 
 
91% 88.0 3.9% 26.1
REG Regency Centers 2.0 10% 23% 1.55
 
 
 
 
79% 61.6 3.1% 107.7
RF Regions Financial 5.0 18% 59% 2.29
 
 
 
 
89% 174.7 2.1% 17.6
RGA Reinsurance Group of America 22.2 57% 40% 1.45
 
 
 
 
80% 42.9 1.3% 12.9
RS Reliance Steel&Aluminum 1.8 8% 41% 2.17
 
 
 
 
69% 46.4 2.2% 16.2
RNR RenaissanceRe Holdings 16.3 64% 22% 1.24
 
 
 
 
12% 66.5 1.0% 0.0
RSG Republic Services 26.2 68% 29% 1.12
 
 
 
 
79% 65.8 2.1% 27.5
RMD ResMed 14.6 50% 47% 1.95
 
 
 
 
86% 44.8 1.7% 34.0
QSR Restaurant Brands International 8.5 31% 51% 2.16
 
 
 
 
65% 73.5 1.4% 42.2
RIO Rio Tinto ADR 4.4 24% 56% 2.86
 
 
 
 
79% 157.1 4.6% 14.3
RHI Robert Half International 4.7 33% 25% 2.09
 
 
 
 
77% 45.2 1.8% 21.3
ROK Rockwell Automation 16.4 46% 50% 1.79
 
 
 
 
72% 109.6 1.8% 29.9
ROL Rollins Inc. 34.8 71% 55% 1.54
 
 
 
 
83% 25.6 1.0% 54.4
RY Royal Bank of Canada 11.8 48% 26% 1.47
 
 
 
 
90% 63.9 3.6% 13.8
RCL Royal Caribbean Cruises 13.2 51% 65% 2.55
 
 
 
 
77% 160.0 2.0% 16.4
RDSB Royal Dutch Shell ADR B 11.4 69% 30% 2.11
 
 
 
 
93% 66.6 5.7% 25.8
RDSA Royal Dutch Shell ADR Cl A 7.9 71% 19% 2.03
 
 
 
 
92% 143.5 5.8% 25.1
RPM RPM International -2.4 -16% 18% 1.60
 
 
 
 
41% 36.2 2.5% 38.1
R Ryder System 1.5 10% 35% 2.41
 
 
 
 
81% 38.4 2.3% 22.0
SNY Sanofi ADR -1.6 -10% 23% 1.73
 
 
 
 
38% 93.3 3.8% 21.2
SAP SAP ADR 12.0 39% 35% 1.55
 
 
 
 
91% 69.8 1.2% 33.4
SCG Scana 6.2 27% 30% 1.72
 
 
 
 
5% 81.1 5.7% 13.6
SLB Schlumberger -3.4 -34% 15% 1.87
 
 
 
 
5% 522.7 3.2% 159.9
SAIC Science Applications International 0.8 3% 56% 2.38
 
 
 
 
54% 30.9 1.6% 20.9
SMG Scotts Miracle-Gro 13.6 40% 39% 1.57
 
 
 
 
94% 45.5 2.1% 33.5
SEE Sealed Air 4.0 24% 26% 1.91
 
 
 
 
72% 119.1 1.3% 31.2
SEMG Semgroup Cl A -4.9 -39% 84% 4.36
 
 
 
 
30% 57.7 6.4% 0.0
SRE Sempra Energy 0.2 1% 14% 1.43
 
 
 
 
69% 135.9 2.8% 25.7
SCI Service International 20.4 51% 45% 1.55
 
 
 
 
92% 32.1 1.6% 19.6
SBGL Sibanye-Stillwater ADR -2.2 -13% 151% 5.14
 
 
 
 
22% 46.5 4.8% 0.0
SIG Signet Jewelers -5.1 -72% 26% 3.18
 
 
 
 
14% 74.2 2.3% 8.8
SPG Simon Property Group 2.2 16% 15% 1.58
 
 
 
 
41% 213.4 4.5% 29.5
SIX Six Flags Entertainment 10.8 33% 44% 1.75
 
 
 
 
94% 41.2 4.3% 31.4
SLG SL Green Realty -8.0 -79% 13% 1.72
 
 
 
 
43% 63.0 3.2% 100.2
SNA Snap-On -6.8 -32% 25% 1.61
 
 
 
 
60% 110.1 2.0% 17.0
SQM Sociedad Quimica y Minera De Chile 26.1 75% 121% 3.07
 
 
 
 
69% 44.3 1.6% 39.8
SON Sonoco Products 4.6 22% 21% 1.40
 
 
 
 
70% 25.5 2.9% 19.5
SO Southern 0.2 1% 16% 1.21
 
 
 
 
71% 216.1 4.5% 93.7
SCCO Southern Copper 11.1 52% 50% 2.45
 
 
 
 
86% 31.3 2.3% 27.9
SEP Spectra Energy Partners -3.6 -42% 14% 1.98
 
 
 
 
44% 31.5 6.9% 15.0
SPB Spectrum Brands Holdings 4.2 16% 37% 1.81
 
 
 
 
24% 35.7 1.5% 21.7
SRC Spirit Realty Capital -0.7 -4% 32% 2.18
 
 
 
 
39% 40.1 8.5% 3678.3
SWK Stanley Black&Decker 19.7 57% 36% 1.47
 
 
 
 
89% 99.5 1.5% 20.8
STWD Starwood Property Trust 2.8 15% 16% 1.26
 
 
 
 
23% 22.9 8.9% 13.1
STT State Street 5.7 25% 38% 1.99
 
 
 
 
89% 164.7 1.7% 17.0
STE Steris 2.7 13% 27% 1.68
 
 
 
 
79% 31.2 1.4% 52.1
STL Sterling Bancorp 16.4 53% 51% 1.99
 
 
 
 
70% 56.5 1.1% 20.0
STM STMicroelectronics 27.6 65% 134% 2.91
 
 
 
 
77% 77.6 1.1% 31.0
STOR STORE Capital 6.9 22% 43% 1.77
 
 
 
 
90% 28.9 4.8% 37.3
SYK Stryker 16.1 55% 30% 1.45
 
 
 
 
79% 185.4 1.2% 32.3
SUI Sun Communities 17.5 62% 30% 1.48
 
 
 
 
94% 34.8 2.8% 127.9
SU Suncor Energy 5.7 33% 37% 2.33
 
 
 
 
71% 92.3 3.0% 20.5
SLF Sun Life Financial -7.9 -35% 32% 1.78
 
 
 
 
94% 23.0 3.5% 12.3
SHO Sunstone Hotel Investors 3.1 21% 24% 1.96
 
 
 
 
87% 25.9 1.2% 26.3
STI SunTrust Banks 5.1 20% 41% 1.98
 
 
 
 
85% 315.0 2.5% 16.4
SPN Superior Energy Services -6.4 -63% 76% 4.65
 
 
 
 
9% 28.9 3.7% 0.0
SYF Synchrony Financial -6.1 -32% 37% 2.18
 
 
 
 
91% 197.7 1.6% 14.1
SNV Synovus Financial 19.4 64% 46% 1.88
 
 
 
 
74% 28.2 1.3% 19.2
SYY Sysco 20.3 68% 30% 1.42
 
 
 
 
86% 165.4 2.4% 27.7
TLRD Tailored Brands 0.7 6% 109% 4.99
 
 
 
 
55% 32.5 3.6% 14.7
TSM Taiwan Semiconductor Manufacturing 22.3 61% 51% 1.79
 
 
 
 
75% 145.9 2.9% 18.3
SKT Tanger Factory Outlet Centers -4.4 -33% 17% 1.70
 
 
 
 
26% 37.4 5.3% 41.6
TRGP Targa Resources 2.1 14% 94% 4.21
 
 
 
 
33% 67.1 7.7% 0.0
TGT Target -3.9 -30% 21% 1.99
 
 
 
 
45% 379.1 4.0% 13.0
TCO Taubman Centers -2.6 -31% 12% 1.78
 
 
 
 
59% 76.1 3.9% 60.7
TCF TCF Financial 8.7 40% 42% 2.17
 
 
 
 
83% 24.3 1.5% 17.7
TCP TC PipeLines -3.3 -39% 29% 3.03
 
 
 
 
32% 22.2 7.4% 17.4
TEL TE Connectivity 10.5 38% 33% 1.60
 
 
 
 
96% 126.7 1.7% 20.3
TGNA TEGNA -6.0 -64% 28% 2.83
 
 
 
 
33% 30.4 2.1% 28.6
TS Tenaris ADR 1.5 10% 39% 2.66
 
 
 
 
38% 36.0 1.7% 119.3
TEN Tenneco -1.5 -10% 41% 2.60
 
 
 
 
25% 20.5 1.8% 16.9
TRNO Terreno Realty 16.8 40% 48% 1.57
 
 
 
 
86% 20.2 2.4% 47.8
TEVA Teva Pharmaceutical Industries ADR -1.3 -31% 16% 3.29
 
 
 
 
23% 1966.6 2.0% 0.0
TRI Thomson Reuters 6.9 49% 13% 1.35
 
 
 
 
34% 33.5 3.1% 30.8
TIF Tiffany& -1.5 -9% 31% 2.11
 
 
 
 
94% 229.4 2.0% 26.7
TWX Time Warner 3.7 20% 23% 1.64
 
 
 
 
21% 524.2 1.8% 17.1
TKR Timken 10.5 50% 42% 2.23
 
 
 
 
60% 22.5 2.3% 18.9
TJX TJX 2.8 27% 12% 1.57
 
 
 
 
48% 255.7 1.7% 19.8
TTC Toro 31.5 60% 58% 1.53
 
 
 
 
50% 22.7 1.2% 26.7
TD Toronto-Dominion Bank 11.1 39% 28% 1.40
 
 
 
 
81% 56.0 3.3% 13.3
TOT Total ADR -1.0 -16% 10% 1.96
 
 
 
 
87% 87.2 5.3% 16.3
TRP TransCanada 11.3 46% 35% 1.81
 
 
 
 
52% 55.1 4.1% 31.4
TRV Travelers Cos. 6.3 43% 13% 1.28
 
 
 
 
78% 161.1 2.2% 15.4
TVPT Travelport Worldwide -8.3 -72% 27% 2.48
 
 
 
 
36% 24.2 2.3% 18.2
TRCO Tribune Media Cl A -3.5 -17% 42% 2.30
 
 
 
 
93% 45.7 2.4% 0.0
TRN Trinity Industries 8.9 51% 63% 3.14
 
 
 
 
87% 61.8 1.4% 24.3
TSE Trinseo 31.1 69% 148% 2.98
 
 
 
 
82% 24.6 2.0% 11.3
TSN Tyson Foods Cl A 23.8 66% 64% 2.09
 
 
 
 
86% 227.6 1.5% 16.6
UBS UBS Group 7.9 38% 38% 2.14
 
 
 
 
92% 41.8 3.3% 16.7
UDR UDR 8.5 52% 18% 1.51
 
 
 
 
76% 41.7 3.2% 126.3
UGI UGI 5.1 22% 26% 1.52
 
 
 
 
42% 45.9 2.1% 19.2
UL Unilever ADR 5.5 20% 35% 1.65
 
 
 
 
77% 50.1 3.0% 25.0
UNP Union Pacific 7.6 46% 24% 1.81
 
 
 
 
90% 554.0 2.1% 22.8
UNH UnitedHealth Group 32.6 80% 50% 1.63
 
 
 
 
86% 600.5 1.4% 24.5
UPS United Parcel Service Cl B -1.2 -9% 12% 1.31
 
 
 
 
64% 321.4 2.8% 28.6
UTX United Technologies 5.4 38% 13% 1.36
 
 
 
 
94% 370.1 2.3% 19.2
UNM Unum Group 9.0 29% 47% 1.88
 
 
 
 
77% 117.2 1.7% 12.7
USB U.S. Bancorp 3.5 21% 18% 1.49
 
 
 
 
65% 232.3 2.2% 16.1
MTN Vail Resorts 35.3 65% 70% 1.68
 
 
 
 
75% 71.3 1.9% 37.1
VALE Vale ADR 7.2 40% 147% 4.88
 
 
 
 
81% 231.6 5.2% 10.7
VLO Valero Energy 11.4 36% 66% 2.29
 
 
 
 
97% 287.5 3.2% 18.9
VR Validus Holdings 11.1 61% 19% 1.43
 
 
 
 
28% 41.6 3.3% 0.0
VVC Vectren 17.0 50% 36% 1.48
 
 
 
 
85% 24.0 2.7% 24.7
VTR Ventas -5.1 -22% 29% 1.70
 
 
 
 
34% 88.2 5.0% 37.7
VER VEREIT -3.4 -20% 28% 2.01
 
 
 
 
27% 54.3 7.0% 0.0
VZ Verizon Communications 2.0 9% 20% 1.31
 
 
 
 
79% 977.7 4.5% 13.4
VFC VF -0.6 -5% 20% 1.88
 
 
 
 
94% 153.5 2.5% 30.5
VSH Vishay Intertechnology 17.9 63% 48% 2.01
 
 
 
 
62% 27.2 1.3% 29.9
VNO Vornado Realty Trust -5.9 -65% 12% 1.76
 
 
 
 
30% 94.0 3.1% 18.7
WNC Wabash National 18.9 74% 83% 2.96
 
 
 
 
45% 25.1 1.3% 14.3
WDR Waddell&Reed Financial -2.0 -23% 24% 2.78
 
 
 
 
90% 20.9 4.7% 15.3
WMT Wal-Mart Stores 10.6 48% 25% 1.56
 
 
 
 
91% 815.1 2.1% 25.8
DIS Walt Disney 0.1 0% 27% 1.49
 
 
 
 
72% 3040.1 1.5% 19.4
WPG Washington Prime Group -2.0 -15% 32% 2.50
 
 
 
 
7% 24.4 14.4% 8.2
WM Waste Management 27.6 65% 32% 1.12
 
 
 
 
93% 122.6 2.0% 27.3
WBS Webster Financial 15.0 48% 57% 2.13
 
 
 
 
76% 40.8 1.9% 22.0
WEC WEC Energy Group 13.0 43% 29% 1.38
 
 
 
 
83% 59.5 3.3% 22.3
WFC Wells Fargo -4.1 -31% 17% 1.65
 
 
 
 
88% 848.3 2.6% 15.3
HCN Welltower -5.1 -31% 20% 1.67
 
 
 
 
21% 120.7 5.3% 57.9
WR Westar Energy 16.4 38% 42% 1.37
 
 
 
 
70% 44.0 2.9% 23.1
WES Western Gas Partners -0.5 -3% 47% 2.92
 
 
 
 
21% 23.7 7.5% 36.6
WU Western Union 0.5 3% 25% 1.72
 
 
 
 
22% 115.3 3.6% 42.1
WY Weyerhaeuser -4.8 -35% 18% 1.73
 
 
 
 
82% 69.3 3.6% 31.3
WGL WGL Holdings 14.8 40% 42% 1.55
 
 
 
 
90% 24.1 2.4% 22.9
WPM Wheaton Precious Metals 3.6 20% 78% 3.49
 
 
 
 
74% 41.0 1.7% 46.7
WHR Whirlpool -2.9 -19% 30% 2.21
 
 
 
 
12% 132.1 2.7% 15.4
WMB Williams 2.2 20% 81% 4.53
 
 
 
 
49% 179.0 4.0% 52.1
WPZ Williams Partners 1.0 7% 78% 3.83
 
 
 
 
57% 107.6 6.3% 25.2
WSM Williams-Sonoma -1.2 -13% 19% 2.38
 
 
 
 
56% 96.1 3.1% 14.3
WWE World Wrestling Entertainment Cl A 12.9 54% 90% 3.23
 
 
 
 
97% 38.1 1.5% 71.1
WPC W. P. Carey -1.9 -10% 18% 1.39
 
 
 
 
82% 29.6 5.8% 46.3
GRA W.R. Grace -6.2 -103% 8% 1.68
 
 
 
 
36% 55.2 1.2% 32.9
GWW W.W. Grainger -9.0 -63% 23% 1.92
 
 
 
 
63% 106.1 2.3% 26.5
WYN Wyndham Worldwide 11.0 44% 36% 1.84
 
 
 
 
90% 100.5 2.1% 19.9
XEL Xcel Energy 14.3 43% 30% 1.30
 
 
 
 
86% 162.5 2.9% 21.5
XRX Xerox -6.5 -102% 14% 2.31
 
 
 
 
57% 59.1 3.4% 0.0
XL XL Group 6.7 38% 21% 1.60
 
 
 
 
1% 82.2 2.5% 0.0
XYL Xylem 26.4 58% 50% 1.53
 
 
 
 
86% 62.5 1.1% 38.8
YUM Yum! Brands 14.1 53% 41% 1.89
 
 
 
 
90% 110.3 1.5% 25.3
FOXA 21st Century Fox Cl A -1.6 -17% 16% 1.98
 
 
 
 
97% 1902.5 1.0% 21.7
FOX 21st Century Fox Cl B -1.5 -19% 13% 1.95
 
 
 
 
98% 615.4 1.1% 21.3
AGNC AGNC Investment 5.4 23% 19% 1.19
 
 
 
 
62% 65.1 10.6% 5.0
DOX Amdocs 14.0 52% 23% 1.26
 
 
 
 
71% 40.8 1.4% 21.8
AMGN Amgen -7.4 -59% 20% 1.94
 
 
 
 
65% 462.6 3.0% 15.8
ADI Analog Devices 6.8 27% 44% 2.07
 
 
 
 
63% 190.8 2.1% 41.3
AAPL Apple 19.8 64% 45% 1.84
 
 
 
 
93% 3431.4 1.5% 18.7
ADP Automatic Data Processing 6.6 37% 19% 1.49
 
 
 
 
81% 184.6 2.2% 29.6
OZRK Bank of The Ozarks -0.9 -3% 60% 2.44
 
 
 
 
37% 67.2 1.6% 15.8
BBBY Bed Bath&Beyond 0.1 4% 3% 2.34
 
 
 
 
12% 106.3 2.7% 5.8
BGCP BGC Partners Cl A 30.3 98% 56% 2.11
 
 
 
 
75% 64.3 4.7% 32.4
BOBE Bob Evans Farms -2.2 -6% 83% 2.42
 
 
 
 
99% 25.3 1.7% 0.0
AVGO Broadcom 23.8 75% 81% 2.58
 
 
 
 
77% 958.7 2.7% 63.0
BRKS Brooks Automation 16.8 52% 101% 2.89
 
 
 
 
42% 21.5 1.7% 26.9
CA CA 2.5 19% 17% 1.71
 
 
 
 
45% 40.1 3.1% 19.2
CDW CDW 23.5 65% 50% 1.78
 
 
 
 
81% 44.1 1.2% 25.0
CAKE Cheesecake Factory -0.1 -1% 29% 1.90
 
 
 
 
33% 42.4 2.4% 17.7
PLCE Children's Place 20.0 67% 82% 2.68
 
 
 
 
86% 41.7 1.2% 18.9
CHRW C.H. Robinson Worldwide -5.3 -28% 24% 1.66
 
 
 
 
87% 179.0 2.1% 25.6
CINF Cincinnati Financial 15.8 43% 35% 1.37
 
 
 
 
32% 32.4 2.8% 24.1
CTAS Cintas 31.9 75% 46% 1.51
 
 
 
 
94% 69.2 1.0% 36.1
CSCO Cisco Systems 4.1 21% 24% 1.64
 
 
 
 
95% 614.5 3.1% 19.6
CME CME Group Cl A 25.9 87% 34% 1.54
 
 
 
 
88% 310.0 1.8% 34.1
CMCSA Comcast Cl A 5.0 27% 20% 1.52
 
 
 
 
62% 861.9 1.6% 18.9
CBSH Commerce Bancshares 12.0 48% 30% 1.62
 
 
 
 
58% 31.1 1.7% 20.2
COST Costco Wholesale 13.8 60% 24% 1.45
 
 
 
 
89% 613.0 1.1% 30.7
CBRL Cracker Barrel Old Country Store 1.9 8% 35% 1.80
 
 
 
 
64% 23.9 2.9% 19.7
CSX CSX 20.0 70% 60% 2.31
 
 
 
 
95% 348.9 1.4% 29.5
CY Cypress Semiconductor 6.1 32% 58% 2.84
 
 
 
 
63% 56.7 2.9% 0.0
CONE CyrusOne 21.1 43% 80% 1.98
 
 
 
 
72% 36.2 2.8% 0.0
DNKN Dunkin' Brands Group -6.9 -30% 34% 1.85
 
 
 
 
93% 22.5 2.1% 26.5
EWBC East West Bancorp 8.5 29% 58% 2.22
 
 
 
 
68% 42.7 1.4% 16.2
EQIX Equinix 31.4 71% 60% 1.74
 
 
 
 
76% 175.4 1.7% 150.7
ERIC Ericsson ADR -1.9 -34% 14% 2.55
 
 
 
 
53% 34.1 1.7% 0.0
EXPD Expeditors International of Washing 7.1 60% 13% 1.49
 
 
 
 
86% 84.1 1.3% 26.9
FAST Fastenal -2.6 -13% 31% 1.90
 
 
 
 
82% 93.3 2.4% 28.0
FITB Fifth Third Bancorp 4.8 17% 50% 2.08
 
 
 
 
75% 258.0 2.2% 11.2
FINL Finish Line Cl A -11.1 -158% 32% 3.58
 
 
 
 
28% 25.3 3.8% 0.0
FMBI First Midwest Bancorp 7.0 32% 34% 1.91
 
 
 
 
59% 25.6 1.7% 19.9
FLIR Flir Systems 19.0 94% 29% 1.84
 
 
 
 
94% 53.8 1.3% 29.7
FTR Frontier Communications -3.0 -71% 27% 4.23
 
 
 
 
5% 63.3 27.6% 0.0
GRMN Garmin 15.0 79% 35% 2.14
 
 
 
 
77% 70.8 3.4% 16.2
GNTX Gentex 4.8 30% 23% 1.80
 
 
 
 
65% 23.8 2.0% 16.0
GILD Gilead Sciences -1.0 -8% 23% 2.18
 
 
 
 
47% 652.2 2.8% 8.5
GT Goodyear Tire&Rubber -2.3 -13% 36% 2.22
 
 
 
 
30% 72.9 1.8% 8.1
HBHC Hancock Holding 12.8 46% 63% 2.42
 
 
 
 
62% 22.0 2.0% 19.5
HAS Hasbro 9.2 27% 63% 2.11
 
 
 
 
48% 115.3 2.4% 20.5
HA Hawaiian Holdings 12.0 52% 95% 3.36
 
 
 
 
24% 27.4 1.2% 10.5
HIMX Himax Technologies ADR -0.6 -3% 109% 4.29
 
 
 
 
60% 35.2 2.3% 199.2
HOMB Home BancShares 11.8 45% 51% 2.19
 
 
 
 
20% 27.2 2.0% 20.0
HBAN Huntington Bancshares 8.1 34% 42% 2.08
 
 
 
 
82% 144.5 3.1% 17.4
IBKC IBERIABANK 8.9 36% 45% 2.11
 
 
 
 
41% 42.4 1.9% 21.7
ILG ILG 12.4 37% 72% 2.34
 
 
 
 
78% 38.2 2.2% 27.4
INTC Intel 9.3 37% 33% 1.72
 
 
 
 
71% 749.9 2.5% 15.1
ISBC Investors Bancorp 8.0 36% 25% 1.50
 
 
 
 
53% 21.5 2.6% 21.7
JKHY Jack Henry&Associates 28.9 74% 32% 1.22
 
 
 
 
95% 31.4 1.1% 36.6
JACK Jack in the Box 5.0 21% 51% 2.31
 
 
 
 
40% 98.2 1.6% 22.7
KLAC KLA-Tencor 10.1 32% 57% 2.10
 
 
 
 
83% 122.3 2.3% 16.0
LAMR Lamar Advertising Cl A 8.6 30% 33% 1.56
 
 
 
 
95% 58.9 4.2% 24.8
LRCX Lam Research 14.5 35% 83% 2.22
 
 
 
 
67% 524.8 1.1% 16.7
LECO Lincoln Electric Holdings 13.8 55% 38% 1.88
 
 
 
 
59% 39.6 1.7% 21.6
LPLA LPL Financial Holdings -0.6 -3% 71% 3.19
 
 
 
 
93% 41.8 1.8% 23.4
MAR Marriott International 20.9 75% 40% 1.83
 
 
 
 
95% 300.8 1.0% 34.7
MRVL Marvell Technology Group 18.8 78% 70% 2.79
 
 
 
 
75% 165.8 1.1% 36.6
MXIM Maxim Integrated Products 13.8 53% 42% 1.95
 
 
 
 
76% 66.1 2.8% 25.0
MBFI MB Financial 3.9 18% 36% 2.00
 
 
 
 
49% 27.2 1.9% 18.5
MLCO Melco Resorts&Entertainment ADR 7.4 50% 64% 3.44
 
 
 
 
93% 85.1 1.4% 42.4
MEOH Methanex 4.9 26% 78% 3.33
 
 
 
 
95% 47.6 2.1% 19.1
MCHP Microchip Technology 13.9 36% 62% 1.95
 
 
 
 
69% 163.6 1.7% 34.3
MSFT Microsoft 14.9 47% 45% 1.82
 
 
 
 
94% 1530.6 2.0% 28.8
MDLZ Mondelez International Cl A -5.1 -33% 21% 1.77
 
 
 
 
45% 376.4 2.1% 29.7
NDAQ Nasdaq 22.6 74% 32% 1.47
 
 
 
 
81% 35.8 2.0% 51.0
NAVI Navient -3.1 -24% 41% 2.88
 
 
 
 
20% 54.6 5.1% 7.0
NTAP NetApp 13.0 53% 53% 2.34
 
 
 
 
93% 125.3 1.4% 24.6
NWSA News Corp Cl A 4.0 32% 22% 2.07
 
 
 
 
88% 48.4 1.2% 0.0
NXST Nexstar Media Group Cl A 0.6 4% 47% 2.68
 
 
 
 
98% 68.5 1.6% 28.0
EGOV NIC 0.6 3% 36% 2.23
 
 
 
 
25% 30.5 1.8% 21.6
NTRS Northern Trust 7.3 31% 36% 1.88
 
 
 
 
83% 53.9 1.7% 21.3
PCAR Paccar 6.9 42% 25% 1.89
 
 
 
 
53% 106.9 1.4% 17.8
PACW PacWest Bancorp -4.6 -25% 35% 2.16
 
 
 
 
27% 39.0 4.3% 15.8
PZZA Papa John's International 5.1 18% 55% 2.23
 
 
 
 
7% 32.5 1.6% 19.8
PEGI Pattern Energy Group -4.7 -21% 56% 2.59
 
 
 
 
40% 29.7 7.7% 0.0
PDCO Patterson -3.6 -57% 10% 1.92
 
 
 
 
19% 66.4 3.0% 21.0
PAYX Paychex 8.3 29% 27% 1.35
 
 
 
 
94% 81.5 2.9% 29.8
PBCT People's United Financial -0.4 -2% 27% 1.58
 
 
 
 
65% 63.4 3.7% 20.3
PETS PetMed Express 31.1 88% 103% 2.79
 
 
 
 
78% 28.3 1.8% 29.5
POOL Pool 20.5 52% 48% 1.63
 
 
 
 
90% 26.6 1.2% 32.3
BPOP Popular 5.8 28% 41% 2.24
 
 
 
 
19% 43.9 2.9% 17.6
PCH Potlatch REIT 11.5 43% 40% 1.86
 
 
 
 
69% 32.1 3.1% 23.5
QCOM Qualcomm -0.8 -5% 31% 2.31
 
 
 
 
78% 442.2 3.5% 24.8
GOLD Randgold Resources ADR 0.2 1% 75% 2.92
 
 
 
 
60% 40.6 1.1% 31.5
RCII Rent-A-Center -5.6 -84% 41% 4.20
 
 
 
 
44% 27.9 3.1% 0.0
RGLD Royal Gold 7.9 33% 95% 3.33
 
 
 
 
71% 32.5 1.2% 55.0
SBRA Sabra Healthcare REIT 3.2 17% 39% 2.29
 
 
 
 
7% 40.0 10.8% 16.3
SABR Sabre 8.0 40% 36% 2.11
 
 
 
 
32% 44.3 2.8% 30.3
SNI Scripps Networks Interactive Cl A -1.9 -9% 36% 2.00
 
 
 
 
70% 66.6 1.5% 17.4
STX Seagate Technology 1.0 7% 67% 3.56
 
 
 
 
56% 121.2 6.0% 15.8
SBGI Sinclair Broadcast Group Cl A -7.5 -36% 52% 2.54
 
 
 
 
61% 62.3 2.0% 13.8
SWKS Skyworks Solutions 8.3 35% 72% 2.82
 
 
 
 
46% 315.3 1.4% 17.4
SLM SLM 3.1 14% 58% 2.62
 
 
 
 
38% 52.8 2.0% 16.4
LNCE Snyders-Lance 0.9 6% 29% 2.18
 
 
 
 
93% 216.7 1.4% 0.0
SBUX Starbucks 13.4 43% 37% 1.62
 
 
 
 
58% 500.2 2.0% 30.3
STLD Steel Dynamics 4.8 17% 77% 2.72
 
 
 
 
81% 97.4 1.6% 18.4
SYMC Symantec 12.6 38% 52% 1.93
 
 
 
 
48% 152.3 1.0% 0.0
AMTD TD Ameritrade Holding 2.5 9% 51% 2.20
 
 
 
 
81% 161.8 1.7% 31.0
TXN Texas Instruments 17.7 51% 47% 1.75
 
 
 
 
99% 630.0 2.5% 23.4
TXRH Texas Roadhouse 3.8 16% 45% 2.16
 
 
 
 
85% 41.7 1.6% 29.8
TIVO TiVo -9.8 -68% 83% 4.03
 
 
 
 
2% 20.7 4.9% 0.0
TSCO Tractor Supply 1.3 11% 21% 2.09
 
 
 
 
60% 80.6 1.6% 19.8
TROW T. Rowe Price Group 11.2 49% 27% 1.62
 
 
 
 
93% 124.0 2.2% 16.7
UMPQ Umpqua Holdings 9.5 53% 27% 1.89
 
 
 
 
62% 25.4 3.5% 19.3
UBSI United Bankshares -1.1 -7% 26% 1.96
 
 
 
 
15% 32.5 4.0% 18.0
VIAB Viacom Cl B -4.5 -96% 16% 2.99
 
 
 
 
31% 128.2 2.7% 6.4
VOD Vodafone Group ADR -11.5 -69% 21% 1.65
 
 
 
 
96% 58.2 3.6% 0.0
WBA Walgreens Boots Alliance 2.1 18% 17% 1.82
 
 
 
 
27% 488.5 2.3% 18.6
WEN Wendy's Co 14.6 39% 63% 2.04
 
 
 
 
64% 46.7 1.8% 60.9
WDC Western Digital 8.4 46% 64% 3.11
 
 
 
 
55% 267.7 2.4% 17.3
WLTW Willis Towers Watson 9.8 40% 26% 1.47
 
 
 
 
74% 135.6 1.4% 45.6
WYNN Wynn Resorts 10.0 62% 77% 3.66
 
 
 
 
98% 163.4 1.2% 45.6
XLNX Xilinx 6.2 22% 43% 1.88
 
 
 
 
65% 96.0 2.1% 28.7
XPER Xperi 2.8 23% 37% 2.86
 
 
 
 
26% 32.3 3.3% 0.0
ZION Zions Bancorp 14.8 47% 65% 2.26
 
 
 
 
78% 125.4 1.3% 18.5


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.