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: 682

7/19/2018 3:04:27 AM

Download CSV Spreadsheet File

Symbol Company Name Stk. Rank TrendQual 3YrExcess Volatility Sig.  1YrRange Vol.$M/d DivYield P/E Ratio
SP500 Standard & Poors 500 0.0 24% 0% 1.00
 
 
 
 
93% 5546.9 2.1% 14.0
MMM 3M 8.2 31% 24% 1.31
 
 
 
 
16% 370.2 2.7% 30.0
ABB ABB ADR 7.7 32% 25% 1.46
 
 
 
 
10% 39.8 3.8% 22.6
ABT Abbott Laboratories 0.1 0% 28% 1.62
 
 
 
 
96% 659.3 1.7% 251.4
ABBV AbbVie 11.4 46% 49% 2.21
 
 
 
 
44% 464.6 4.1% 23.8
ANF Abercrombie&Fitch 10.3 46% 131% 4.08
 
 
 
 
87% 27.9 3.0% 76.0
ACN Accenture Cl A 15.6 60% 28% 1.49
 
 
 
 
94% 350.8 1.6% 26.7
AES AES -2.9 -15% 33% 2.05
 
 
 
 
78% 117.2 4.1% 54.6
AET Aetna 9.1 39% 33% 1.78
 
 
 
 
93% 205.9 1.1% 18.2
AFL AFLAC 4.2 15% 23% 1.25
 
 
 
 
63% 93.4 2.4% 7.2
APD Air Products&Chemicals -0.3 -2% 13% 1.44
 
 
 
 
42% 111.1 2.8% 30.0
ALK Alaska Air Group 2.6 15% 36% 2.28
 
 
 
 
17% 157.8 2.0% 8.4
ALB Albemarle 18.1 49% 81% 2.38
 
 
 
 
17% 133.0 1.4% 22.4
ARE Alexandria Real Estate Equities 0.1 1% 23% 1.44
 
 
 
 
57% 61.7 3.0% 48.2
ALLE Allegion -0.5 -3% 22% 1.61
 
 
 
 
34% 45.6 1.1% 27.4
AGN Allergan -5.4 -87% 13% 2.33
 
 
 
 
29% 209.1 1.6% 0.0
ADS Alliance Data Systems -4.5 -62% 15% 2.26
 
 
 
 
40% 139.3 1.0% 15.6
LNT Alliant Energy 13.5 43% 28% 1.32
 
 
 
 
67% 31.7 3.1% 20.6
ALSN Allison Transmission Holdings 12.8 47% 36% 1.73
 
 
 
 
70% 32.3 1.4% 10.5
ALL Allstate 10.2 41% 23% 1.31
 
 
 
 
51% 174.0 1.9% 10.4
ALLY Ally Financial 8.5 37% 38% 1.99
 
 
 
 
68% 64.5 2.1% 13.0
MO Altria Group 5.1 20% 24% 1.38
 
 
 
 
17% 283.7 4.9% 10.3
AMC AMC Entertainment Holding -4.2 -35% 44% 3.17
 
 
 
 
53% 23.4 4.9% 0.0
AEE Ameren 17.0 52% 29% 1.30
 
 
 
 
71% 53.6 3.0% 25.9
AMX America Movil ADR 6.1 33% 37% 2.25
 
 
 
 
51% 50.3 2.0% 90.0
ACC American Campus Communities -0.1 0% 31% 1.50
 
 
 
 
53% 23.6 4.4% 98.4
AEO American Eagle Outfitters 5.2 23% 72% 2.94
 
 
 
 
91% 104.0 2.3% 20.0
AEP American Electric Power 2.7 10% 21% 1.24
 
 
 
 
49% 163.7 3.5% 19.6
AXP American Express 11.7 52% 27% 1.61
 
 
 
 
99% 560.0 1.4% 30.1
AFG American Financial Group 24.5 70% 30% 1.26
 
 
 
 
54% 44.1 1.3% 21.2
AIG American International Group -7.6 -74% 12% 1.54
 
 
 
 
31% 141.2 2.3% 0.0
AMT American Tower REIT 3.6 11% 33% 1.46
 
 
 
 
44% 260.1 2.2% 53.8
AWK American Water Works 21.8 49% 41% 1.33
 
 
 
 
71% 49.1 2.1% 35.9
AMP Ameriprise Financial 11.1 48% 40% 2.05
 
 
 
 
28% 149.6 2.5% 13.4
ABC AmerisourceBergen -8.1 -70% 21% 2.10
 
 
 
 
42% 69.3 1.8% 21.2
APH Amphenol Cl A 11.6 40% 27% 1.35
 
 
 
 
77% 73.0 1.0% 40.9
APC Anadarko Petroleum 7.3 34% 71% 3.00
 
 
 
 
86% 191.2 1.4% 9533.3
ANDV Andeavor 13.1 53% 59% 2.48
 
 
 
 
76% 267.8 1.7% 13.0
ANDX Andeavor Logistics -2.1 -25% 21% 2.54
 
 
 
 
17% 49.7 9.4% 18.2
BUD Anheuser-Busch InBev ADR -7.5 -72% 12% 1.54
 
 
 
 
31% 84.0 4.7% 25.5
NLY Annaly Capital Management 10.1 27% 29% 1.17
 
 
 
 
17% 56.7 11.5% 5.1
AM Antero Midstream Partners 2.3 14% 48% 2.80
 
 
 
 
61% 20.2 5.1% 22.5
ANTM Anthem 13.9 45% 43% 1.79
 
 
 
 
78% 259.6 1.2% 15.9
AON Aon 13.1 45% 25% 1.26
 
 
 
 
75% 90.5 1.1% 49.9
AOS A.O. Smith 11.6 37% 42% 1.75
 
 
 
 
43% 111.4 1.2% 33.7
APA Apache 0.1 1% 54% 3.22
 
 
 
 
62% 153.2 2.3% 13.8
AIV Apartment Investment&Management 1.5 12% 13% 1.45
 
 
 
 
45% 24.6 3.6% 247.3
APO Apollo Global Management Cl A 20.9 55% 70% 2.12
 
 
 
 
90% 25.3 4.2% 18.0
ARMK Aramark 1.2 9% 15% 1.54
 
 
 
 
28% 68.4 1.1% 19.7
ABR Arbor Realty Trust 26.9 80% 37% 1.52
 
 
 
 
87% 41.9 8.9% 9.1
MT ArcelorMittal ADR 6.7 35% 105% 3.93
 
 
 
 
49% 70.6 1.3% 6.3
ADM Archer Daniels Midland -0.7 -4% 22% 1.82
 
 
 
 
90% 121.5 2.8% 16.3
ARNC Arconic -12.9 -145% 39% 3.49
 
 
 
 
22% 114.9 1.2% 0.0
AJG Arthur J. Gallagher 14.0 43% 28% 1.25
 
 
 
 
86% 61.6 2.3% 19.0
ASH Ashland Global Holdings 6.3 31% 24% 1.60
 
 
 
 
96% 26.0 1.2% 0.0
ASB Associated Banc-Corp. 2.7 12% 35% 1.91
 
 
 
 
92% 21.3 2.1% 19.2
AIZ Assurant 8.3 39% 29% 1.74
 
 
 
 
99% 78.6 2.1% 12.3
AGO Assured Guaranty 13.1 41% 48% 1.85
 
 
 
 
28% 20.6 1.8% 7.2
AZN AstraZeneca ADR -3.7 -18% 29% 1.81
 
 
 
 
100% 133.9 5.1% 33.3
T AT&T -3.3 -17% 17% 1.32
 
 
 
 
6% 1324.0 6.3% 6.4
ALV Autoliv -9.5 -50% 44% 2.43
 
 
 
 
76% 73.6 2.3% 22.6
AVB Avalonbay Communities 2.5 24% 10% 1.32
 
 
 
 
46% 127.0 3.4% 30.2
AVY Avery Dennison 12.4 32% 45% 1.58
 
 
 
 
42% 55.7 2.0% 32.1
BLL Ball -8.2 -57% 17% 1.62
 
 
 
 
40% 68.3 1.1% 29.8
BBVA Banco Bilbao Vizcaya Argentaria ADR 2.4 18% 29% 2.36
 
 
 
 
10% 58.7 10.6% 10.8
CIB BanColombia ADR 5.7 25% 51% 2.39
 
 
 
 
80% 31.5 2.9% 13.2
SAN Banco Santander ADR 5.5 34% 39% 2.51
 
 
 
 
6% 75.0 5.6% 11.3
BAC Bank of America 10.9 31% 62% 2.07
 
 
 
 
72% 1750.8 1.6% 15.5
BOH Bank of Hawaii 2.3 12% 23% 1.59
 
 
 
 
67% 28.0 2.8% 19.1
BMO Bank of Montreal 10.7 39% 24% 1.27
 
 
 
 
57% 20.9 3.8% 14.1
BK Bank of New York Mellon 4.0 21% 25% 1.71
 
 
 
 
65% 408.0 1.7% 13.9
BNS Bank of Nova Scotia 12.9 43% 30% 1.42
 
 
 
 
17% 24.4 4.4% 10.8
BKU BankUnited 1.0 5% 31% 1.96
 
 
 
 
68% 27.0 2.1% 7.0
BCS Barclays ADR -3.7 -32% 31% 2.64
 
 
 
 
23% 23.5 2.2% 0.0
BAX Baxter International 8.5 21% 44% 1.48
 
 
 
 
95% 128.0 1.0% 49.7
BBT BB&T 14.8 59% 31% 1.63
 
 
 
 
75% 297.4 2.8% 16.5
BCE BCE -3.7 -19% 14% 1.06
 
 
 
 
24% 23.5 5.6% 17.7
BDX Becton Dickinson 10.5 42% 25% 1.41
 
 
 
 
96% 136.8 1.2% 0.0
BBY Best Buy 20.0 67% 85% 2.74
 
 
 
 
87% 135.1 2.4% 22.5
BHP BHP Billiton ADR 10.7 49% 62% 2.74
 
 
 
 
83% 107.0 4.4% 28.2
BBL BHP Billiton ADR 10.1 49% 67% 2.98
 
 
 
 
74% 68.5 5.0% 25.0
BIG Big Lots -4.8 -29% 36% 2.35
 
 
 
 
23% 36.8 2.8% 10.8
BLK BlackRock 8.3 32% 33% 1.70
 
 
 
 
55% 238.5 2.3% 15.4
BX Blackstone Group 3.2 26% 23% 2.15
 
 
 
 
84% 256.7 3.9% 17.9
BXMT Blackstone Mortgage Trust Cl A 6.0 33% 14% 1.13
 
 
 
 
85% 26.6 7.6% 14.2
BA Boeing 29.7 53% 79% 1.81
 
 
 
 
91% 1088.4 1.9% 23.6
BAH Booz Allen Hamilton Holding 14.4 59% 36% 1.85
 
 
 
 
97% 39.7 1.6% 22.6
BWA BorgWarner 3.6 25% 31% 2.34
 
 
 
 
24% 83.5 1.5% 20.4
BXP Boston Properties -8.3 -89% 10% 1.46
 
 
 
 
67% 54.2 2.6% 36.4
BP BP ADR 4.7 32% 23% 1.92
 
 
 
 
74% 327.8 5.4% 33.2
EAT Brinker International 9.0 45% 40% 2.24
 
 
 
 
82% 49.0 3.1% 17.9
BMY Bristol-Myers Squibb -6.2 -48% 21% 1.99
 
 
 
 
34% 204.4 2.8% 101.6
BTI British American Tobacco ADR -2.6 -14% 21% 1.58
 
 
 
 
9% 52.4 5.4% 1.0
BRX Brixmor Property Group 1.9 19% 16% 1.92
 
 
 
 
51% 51.4 6.4% 18.1
BR Broadridge Financial Solutions 38.0 67% 54% 1.36
 
 
 
 
96% 152.9 1.2% 34.7
BRO Brown&Brown 17.2 49% 30% 1.23
 
 
 
 
100% 23.4 1.0% 20.1
BFB Brown-Forman Cl B 8.5 31% 32% 1.58
 
 
 
 
64% 55.1 1.2% 35.0
BC Brunswick -2.4 -16% 32% 2.34
 
 
 
 
93% 33.6 1.1% 40.1
BPL Buckeye Partners -2.4 -31% 16% 2.27
 
 
 
 
1% 129.7 15.2% 10.5
BG Bunge -1.3 -10% 27% 2.31
 
 
 
 
23% 43.6 2.7% 171.3
CBT Cabot 6.5 23% 49% 2.07
 
 
 
 
84% 33.6 2.0% 0.0
CPT Camden Property Trust 0.9 5% 16% 1.38
 
 
 
 
62% 36.7 3.4% 42.1
CCJ Cameco -12.8 -101% 42% 3.01
 
 
 
 
71% 39.8 2.9% 0.0
CPB Campbell Soup 3.3 18% 25% 1.82
 
 
 
 
35% 126.2 3.5% 25.3
CNI Canadian National Railway 3.3 14% 26% 1.51
 
 
 
 
95% 111.4 1.7% 24.2
CNQ Canadian Natural Resources 3.8 20% 59% 2.84
 
 
 
 
72% 69.4 2.9% 20.3
CP Canadian Pacific Railway 2.1 17% 21% 1.99
 
 
 
 
84% 160.9 1.1% 15.2
COF Capital One Financial 3.9 22% 30% 1.99
 
 
 
 
68% 174.3 1.7% 21.4
CAH Cardinal Health -10.7 -190% 11% 2.16
 
 
 
 
4% 108.9 3.9% 9.2
CSL Carlisle -1.2 -6% 22% 1.56
 
 
 
 
78% 45.5 1.3% 22.7
CCL Carnival 2.5 14% 26% 1.82
 
 
 
 
19% 269.8 3.4% 15.2
CRI Carters -7.6 -41% 28% 1.87
 
 
 
 
72% 72.8 1.6% 18.7
CAT Caterpillar 16.0 42% 62% 1.98
 
 
 
 
53% 607.7 2.4% 38.4
CBS CBS Cl B 2.3 12% 29% 1.91
 
 
 
 
50% 118.8 1.2% 19.1
CE Celanese Series A 6.2 20% 48% 1.88
 
 
 
 
73% 91.3 2.0% 14.9
CVE Cenovus Energy -8.8 -62% 55% 3.26
 
 
 
 
74% 27.1 1.5% 11.1
CNP CenterPoint Energy 12.9 37% 36% 1.45
 
 
 
 
50% 81.5 4.0% 6.8
CTL CenturyLink -5.5 -44% 30% 2.50
 
 
 
 
60% 87.6 11.1% 12.4
CF CF Industries Holdings 6.0 40% 59% 3.28
 
 
 
 
82% 82.9 2.8% 22.6
CC Chemours 14.6 51% 246% 4.96
 
 
 
 
20% 91.0 1.5% 9.7
CVX Chevron 10.9 41% 36% 1.76
 
 
 
 
60% 698.5 3.7% 22.8
CHL China Mobile ADR -0.9 -13% 7% 1.42
 
 
 
 
1% 28.7 4.6% 10.6
CB Chubb 5.1 27% 16% 1.25
 
 
 
 
33% 180.9 2.2% 16.5
CHD Church&Dwight -5.8 -31% 18% 1.39
 
 
 
 
83% 122.0 1.6% 17.7
CNK Cinemark Holdings -0.9 -5% 26% 1.85
 
 
 
 
30% 24.7 3.6% 16.9
CIT CIT Group 9.0 51% 30% 2.02
 
 
 
 
73% 47.5 1.9% 32.6
C Citigroup 8.4 40% 34% 1.95
 
 
 
 
34% 1098.2 1.8% 0.0
CFG Citizens Financial Group 12.0 37% 61% 2.17
 
 
 
 
57% 172.6 2.1% 11.9
CLX Clorox 0.5 2% 22% 1.35
 
 
 
 
43% 375.4 3.0% 21.2
CMS CMS Energy 13.0 42% 26% 1.22
 
 
 
 
67% 97.6 3.0% 26.6
KO Coca-Cola 3.1 20% 10% 1.00
 
 
 
 
51% 308.1 3.5% 141.0
CCE Coca-Cola European Partners -4.6 -25% 29% 1.93
 
 
 
 
65% 36.3 3.1% 30.8
CL Colgate-Palmolive -0.9 -10% 8% 1.28
 
 
 
 
21% 236.3 2.6% 27.5
CMA Comerica 22.1 57% 72% 2.14
 
 
 
 
77% 264.9 1.5% 17.5
CAG Conagra Brands -2.2 -32% 11% 1.96
 
 
 
 
49% 249.5 2.4% 18.0
COP ConocoPhillips 10.0 49% 52% 2.60
 
 
 
 
93% 389.8 1.6% 0.0
ED Consolidated Edison 8.9 30% 25% 1.24
 
 
 
 
40% 71.3 3.6% 15.6
STZ Constellation Brands Cl A 23.3 57% 47% 1.59
 
 
 
 
50% 508.5 1.4% 17.8
CVG Convergys -4.9 -33% 24% 1.96
 
 
 
 
70% 28.2 1.8% 22.0
CPA Copa Holdings Cl A 7.4 28% 92% 3.06
 
 
 
 
15% 28.7 3.5% 10.4
CLB Core Laboratories -4.2 -28% 39% 2.63
 
 
 
 
65% 52.1 1.9% 57.1
GLW Corning 12.7 47% 37% 1.74
 
 
 
 
37% 152.3 2.4% 0.0
COTY Coty Cl A -16.6 -208% 21% 2.63
 
 
 
 
10% 69.7 3.6% 0.0
CUZ Cousins Properties -6.7 -51% 20% 1.91
 
 
 
 
73% 40.1 2.8% 42.2
CR Crane 13.9 48% 43% 1.87
 
 
 
 
38% 28.7 1.7% 28.5
BAP Credicorp 24.6 63% 63% 1.96
 
 
 
 
80% 32.5 1.9% 13.9
CS Credit Suisse Group ADR 3.9 30% 31% 2.49
 
 
 
 
16% 25.0 1.6% 0.0
CCI Crown Castle International 3.5 15% 23% 1.40
 
 
 
 
79% 234.1 3.8% 122.7
CUBE CubeSmart 17.7 59% 37% 1.64
 
 
 
 
73% 48.9 3.9% 38.1
CFR Cullen/Frost Bankers 12.8 43% 57% 2.16
 
 
 
 
82% 39.2 2.4% 19.7
CMI Cummins 7.6 28% 41% 1.87
 
 
 
 
12% 125.5 3.3% 24.9
CVS CVS Health -2.0 -127% 2% 1.82
 
 
 
 
33% 341.8 3.0% 10.4
DAN Dana 9.9 30% 79% 2.51
 
 
 
 
12% 30.9 1.9% 23.2
DRI Darden Restaurants 17.5 67% 39% 1.88
 
 
 
 
99% 134.8 2.7% 23.8
DCP DCP Midstream 8.9 41% 79% 3.14
 
 
 
 
96% 48.9 7.4% 424.3
DCT DCT Industrial Trust 36.2 72% 52% 1.45
 
 
 
 
78% 52.0 2.2% 43.7
DDR DDR Corp -0.6 -7% 72% 5.16
 
 
 
 
42% 39.4 9.1% 0.0
DE Deere 17.6 54% 51% 1.94
 
 
 
 
42% 327.8 2.0% 25.1
DK Delek US Holdings 18.4 63% 120% 3.37
 
 
 
 
68% 66.2 2.1% 17.3
DAL Delta Air Lines 7.6 38% 37% 2.14
 
 
 
 
51% 519.4 2.7% 11.3
DNR Denbury Resources 6.1 49% 259% 7.86
 
 
 
 
76% 63.6 5.6% 10.1
DB Deutsche Bank -6.6 -74% 31% 3.05
 
 
 
 
17% 62.5 1.1% 0.0
DEO Diageo ADR 0.0 0% 17% 1.25
 
 
 
 
97% 43.5 1.9% 22.4
DKS Dick's Sporting Goods 4.2 27% 55% 3.04
 
 
 
 
71% 80.0 2.6% 11.3
DLR Digital Realty Trust 13.3 33% 52% 1.69
 
 
 
 
61% 129.8 3.5% 113.0
DIN Dine Brands Global 2.2 8% 59% 2.34
 
 
 
 
73% 24.7 3.6% 0.0
DFS Discover Financial Services 1.2 4% 36% 1.70
 
 
 
 
60% 92.7 1.9% 12.4
DG Dollar General 7.1 30% 40% 2.02
 
 
 
 
81% 212.5 1.2% 16.5
D Dominion Energy -1.5 -15% 9% 1.22
 
 
 
 
35% 134.5 4.8% 15.0
DOV Dover 8.3 44% 28% 1.84
 
 
 
 
37% 164.2 2.5% 15.1
DHI D.R. Horton 6.6 22% 52% 2.03
 
 
 
 
45% 123.1 1.2% 14.5
DSW DSW Cl A -6.6 -49% 42% 2.92
 
 
 
 
99% 33.7 3.6% 32.6
DTE DTE Energy 9.3 42% 19% 1.22
 
 
 
 
53% 72.4 3.3% 17.4
DUK Duke Energy -5.7 -30% 16% 1.22
 
 
 
 
43% 245.1 4.6% 19.1
DRE Duke Realty 24.8 64% 39% 1.43
 
 
 
 
69% 87.8 2.8% 36.8
DNB Dun&Bradstreet 9.9 53% 28% 1.86
 
 
 
 
83% 26.6 1.6% 25.4
EMN Eastman Chemical 4.6 19% 33% 1.75
 
 
 
 
64% 67.2 2.2% 9.9
ETN Eaton 6.7 36% 24% 1.70
 
 
 
 
43% 145.4 1.9% 11.5
EV Eaton Vance 12.6 48% 36% 1.79
 
 
 
 
55% 22.2 2.3% 20.1
ECL Ecolab 4.8 33% 13% 1.33
 
 
 
 
74% 103.1 1.1% 28.1
EC Ecopetrol ADR 16.1 55% 106% 3.15
 
 
 
 
82% 20.7 3.1% 15.0
EIX Edison International 2.3 10% 24% 1.49
 
 
 
 
29% 83.9 3.7% 51.1
EDR Education Realty Trust 8.6 23% 41% 1.53
 
 
 
 
87% 25.1 3.8% 66.9
LLY Eli Lilly -8.2 -93% 12% 1.72
 
 
 
 
99% 258.1 2.5% 79.4
EMR Emerson Electric 9.1 45% 25% 1.66
 
 
 
 
72% 191.3 2.8% 25.1
ESRT Empire State Realty Trust -5.5 -35% 15% 1.38
 
 
 
 
19% 23.3 2.5% 43.5
ENB Enbridge -3.1 -26% 22% 2.15
 
 
 
 
39% 92.8 6.2% 31.4
EEP Enbridge Energy Partners Cl A -1.4 -15% 31% 3.05
 
 
 
 
22% 22.6 13.2% 20.9
EHC Encompass Health 17.7 66% 42% 1.93
 
 
 
 
98% 37.4 1.4% 24.6
ENR Energizer Holdings 6.9 21% 70% 2.31
 
 
 
 
95% 53.7 1.8% 30.9
ETE Energy Transfer Equity 1.1 9% 101% 4.88
 
 
 
 
67% 59.6 7.1% 18.2
ETP Energy Transfer Partners -6.8 -66% 36% 3.05
 
 
 
 
66% 81.8 11.7% 18.0
ENLK EnLink Midstream Partners -2.2 -14% 60% 3.30
 
 
 
 
46% 25.4 10.1% 111.5
ETR Entergy 1.6 8% 20% 1.35
 
 
 
 
54% 152.6 4.4% 31.6
EPD Enterprise Products Partners -1.1 -9% 24% 2.24
 
 
 
 
84% 143.4 6.0% 21.2
EPR EPR Properties 4.6 13% 38% 1.50
 
 
 
 
61% 26.5 6.6% 22.9
EQM EQT Midstream Partners -3.0 -66% 10% 2.34
 
 
 
 
19% 35.1 7.7% 10.2
EFX Equifax 0.4 2% 29% 1.84
 
 
 
 
64% 98.4 1.2% 29.2
EQNR Equinor ADR 12.4 50% 52% 2.29
 
 
 
 
82% 25.6 3.5% 18.0
ELS Equity Lifestyle Properties 18.6 46% 35% 1.28
 
 
 
 
89% 34.0 2.4% 41.8
EQR Equity Residential -1.2 -11% 11% 1.40
 
 
 
 
59% 129.9 3.4% 58.0
ESS Essex Property Trust -0.8 -5% 15% 1.43
 
 
 
 
31% 70.5 3.2% 44.2
EL Estee Lauder Cl A 22.5 54% 50% 1.60
 
 
 
 
72% 259.7 1.1% 46.0
EVR Evercore Cl A 15.4 47% 63% 2.19
 
 
 
 
98% 57.5 1.8% 36.6
RE Everest Re Group 5.5 18% 33% 1.47
 
 
 
 
40% 51.8 2.2% 25.7
ES Eversource Energy 7.4 35% 19% 1.28
 
 
 
 
43% 84.4 3.5% 18.6
EXC Exelon 8.1 31% 29% 1.53
 
 
 
 
83% 192.3 3.3% 12.1
EXR Extra Space Storage 15.0 53% 36% 1.68
 
 
 
 
73% 138.6 3.6% 24.6
XOM Exxon Mobil -1.3 -9% 14% 1.47
 
 
 
 
59% 667.4 4.0% 17.3
FDS FactSet Research Systems -0.2 -1% 22% 1.56
 
 
 
 
82% 34.0 1.2% 31.6
FRT Federal Realty Investment Trust 0.2 1% 13% 1.38
 
 
 
 
57% 41.4 3.3% 42.7
FDX FedEx 9.2 36% 33% 1.70
 
 
 
 
46% 439.0 1.1% 14.1
FNF Fidelity National Financial -13.4 -75% 28% 1.91
 
 
 
 
68% 95.0 3.1% 15.5
FIS Fidelity National Information Servi 20.1 67% 34% 1.56
 
 
 
 
99% 120.1 1.2% 26.9
FAF First American Financial 6.2 18% 39% 1.54
 
 
 
 
47% 37.1 2.8% 13.7
FE FirstEnergy -2.9 -17% 21% 1.66
 
 
 
 
83% 121.0 4.0% 0.0
FHN First Horizon National 5.0 23% 33% 1.90
 
 
 
 
24% 197.2 2.8% 28.4
FR First Industrial Realty Trust 14.8 36% 41% 1.42
 
 
 
 
70% 25.5 2.7% 17.9
FLS Flowserve -1.6 -20% 17% 2.27
 
 
 
 
39% 61.1 1.8% 0.0
FLR Fluor -4.8 -28% 38% 2.37
 
 
 
 
48% 41.1 1.7% 61.4
FMX Fomento Economico Mexicano ADR -9.1 -62% 22% 1.85
 
 
 
 
66% 31.4 1.5% 15.9
FL Foot Locker -5.1 -33% 56% 3.15
 
 
 
 
79% 97.0 2.6% 24.2
F Ford Motor -7.5 -103% 10% 1.76
 
 
 
 
22% 386.0 5.5% 5.7
FCEA Forest City Realty Trust Cl A -4.6 -39% 17% 1.78
 
 
 
 
49% 27.2 3.2% 19.0
FBHS Fortune Brands Home&Security 6.3 24% 33% 1.65
 
 
 
 
19% 92.1 1.4% 18.7
FNV Franco-Nevada 4.8 18% 67% 2.54
 
 
 
 
43% 30.8 1.3% 65.0
BEN Franklin Resources -2.1 -22% 15% 1.91
 
 
 
 
8% 75.8 2.8% 26.9
GME GameStop Cl A -0.7 -60% 4% 2.88
 
 
 
 
23% 29.4 10.4% 291.6
GPS Gap 2.0 12% 53% 2.94
 
 
 
 
60% 106.8 3.2% 13.7
GATX GATX 14.2 62% 45% 2.21
 
 
 
 
95% 27.4 2.3% 5.8
GD General Dynamics 7.9 29% 27% 1.40
 
 
 
 
25% 291.7 1.9% 20.1
GE General Electric 1.1 10% 16% 1.75
 
 
 
 
8% 547.0 3.5% 0.0
GIS General Mills -3.8 -28% 14% 1.47
 
 
 
 
11% 182.6 4.6% 11.8
GM General Motors 0.5 2% 42% 1.96
 
 
 
 
44% 355.0 3.8% 0.0
GEL Genesis Energy -2.7 -29% 29% 2.90
 
 
 
 
32% 28.9 9.4% 107.3
GPC Genuine Parts -0.3 -2% 15% 1.51
 
 
 
 
53% 134.2 3.0% 22.0
GEO GEO Group -9.6 -41% 86% 3.16
 
 
 
 
61% 22.8 7.2% 22.8
GGB Gerdau ADR 7.8 34% 178% 4.71
 
 
 
 
54% 31.5 2.0% 0.0
GGP GGP -2.9 -35% 13% 1.93
 
 
 
 
30% 891.9 4.3% 32.4
GSK GlaxoSmithKline ADR -4.5 -27% 16% 1.34
 
 
 
 
77% 85.2 4.9% 73.1
GS Goldman Sachs Group 12.5 47% 38% 1.83
 
 
 
 
27% 1418.4 1.4% 18.6
GGG Graco Inc. 14.7 37% 56% 1.79
 
 
 
 
81% 26.7 1.1% 29.4
GPT Gramercy Property Trust 9.1 30% 43% 1.81
 
 
 
 
61% 25.4 5.5% 83.0
GPK Graphic Packaging Holding 1.9 19% 13% 1.77
 
 
 
 
54% 31.5 2.0% 15.6
GBX Greenbrier 7.2 51% 52% 3.18
 
 
 
 
94% 21.5 1.8% 12.2
GPI Group 1 Automotive -5.1 -36% 41% 2.79
 
 
 
 
45% 20.6 1.6% 6.6
HAL Halliburton 1.6 7% 51% 2.33
 
 
 
 
34% 300.1 1.6% 0.0
HBI Hanesbrands -2.5 -45% 14% 2.53
 
 
 
 
59% 114.2 2.7% 122.9
HOG Harley-Davidson -6.8 -54% 26% 2.31
 
 
 
 
16% 88.4 3.5% 14.2
HRS Harris Corp. 20.2 43% 51% 1.50
 
 
 
 
69% 86.5 1.5% 28.9
HIG Hartford Financial Services Group 1.5 11% 17% 1.58
 
 
 
 
42% 77.7 1.9% 71.4
HCA HCA Healthcare -5.5 -25% 34% 1.90
 
 
 
 
94% 148.7 1.3% 14.4
HCP HCP -13.2 -125% 17% 1.93
 
 
 
 
37% 67.1 5.8% 0.0
HTA Healthcare Trust of America -1.9 -9% 23% 1.47
 
 
 
 
30% 28.4 4.6% 91.1
HP Helmerich&Payne 4.2 21% 64% 2.93
 
 
 
 
57% 164.6 4.7% 15.1
HLF Herbalife Nutrition 7.0 24% 79% 2.64
 
 
 
 
87% 40.9 2.3% 42.9
HSY Hershey -0.6 -4% 16% 1.59
 
 
 
 
9% 98.5 2.9% 19.3
HES Hess Corp. 0.1 1% 60% 3.09
 
 
 
 
79% 178.0 1.6% 0.0
HIW Highwoods Properties -4.3 -17% 23% 1.31
 
 
 
 
71% 21.2 3.7% 28.0
HFC HollyFrontier 9.6 31% 103% 3.01
 
 
 
 
79% 200.7 1.8% 11.4
HD Home Depot 19.1 57% 33% 1.39
 
 
 
 
90% 706.6 2.1% 26.1
HON Honeywell International 8.9 43% 18% 1.30
 
 
 
 
49% 401.3 2.0% 66.0
HRL Hormel Foods 7.8 22% 43% 1.63
 
 
 
 
81% 81.9 2.1% 20.8
HST Host Hotels&Resorts 0.7 5% 25% 1.98
 
 
 
 
74% 105.7 3.8% 24.0
HPQ HP 7.2 51% 49% 3.06
 
 
 
 
81% 148.1 2.4% 9.1
HRB H&R Block -2.6 -18% 39% 2.65
 
 
 
 
21% 62.6 4.1% 8.5
HSBC HSBC Holdings ADR 11.7 40% 34% 1.58
 
 
 
 
12% 72.0 4.2% 19.8
HPP Hudson Pacific Properties -2.2 -10% 24% 1.50
 
 
 
 
75% 20.5 2.9% 55.9
HII Huntington Ingalls Industries 18.3 46% 62% 1.94
 
 
 
 
40% 90.8 1.3% 20.1
HUN Huntsman 8.4 33% 102% 3.31
 
 
 
 
60% 198.0 2.1% 9.2
IEX IDEX 18.4 44% 40% 1.38
 
 
 
 
71% 36.8 1.2% 30.0
ITW Illinois Tool Works 14.5 40% 36% 1.41
 
 
 
 
19% 240.4 2.2% 27.5
INFY Infosys ADR 7.9 40% 31% 1.91
 
 
 
 
93% 53.6 3.1% 17.7
IR Ingersoll-Rand 11.0 42% 34% 1.69
 
 
 
 
64% 88.0 2.3% 17.9
ING ING Groep ADR 7.5 37% 38% 2.14
 
 
 
 
5% 352.2 7.1% 9.6
INGR Ingredion 9.4 25% 44% 1.60
 
 
 
 
3% 74.8 2.5% 13.2
ICE Intercontinental Exchange 7.1 36% 23% 1.56
 
 
 
 
99% 122.5 1.3% 18.3
IBM International Business Machines 0.3 3% 15% 1.51
 
 
 
 
21% 805.5 4.4% 23.8
IFF International Flavors&Fragrances 2.5 12% 26% 1.63
 
 
 
 
17% 71.6 2.2% 33.0
IGT International Game Technology 6.0 19% 80% 2.56
 
 
 
 
51% 54.1 3.2% 0.0
IP International Paper 4.8 23% 30% 1.81
 
 
 
 
18% 92.9 3.6% 8.3
IPG Interpublic Group -6.2 -33% 29% 1.87
 
 
 
 
55% 124.2 3.7% 16.3
IVZ INVESCO 2.0 24% 15% 2.09
 
 
 
 
6% 68.4 4.6% 9.3
IRM Iron Mountain -9.5 -29% 42% 1.71
 
 
 
 
36% 80.6 6.8% 55.4
JBL Jabil 1.1 4% 54% 2.22
 
 
 
 
65% 33.9 1.1% 27.3
JEF Jefferies Financial Group 5.0 25% 33% 1.96
 
 
 
 
17% 33.8 1.8% 758.0
SJM J.M. Smucker -4.4 -17% 31% 1.63
 
 
 
 
35% 100.7 3.1% 9.3
JCI Johnson Controls International 1.8 13% 20% 1.82
 
 
 
 
22% 143.6 2.9% 15.8
JNJ Johnson&Johnson 7.4 30% 20% 1.17
 
 
 
 
31% 829.2 2.8% 297.2
JPM JPMorgan Chase 13.3 41% 41% 1.68
 
 
 
 
75% 1454.3 2.0% 14.9
JNPR Juniper Networks -7.4 -47% 28% 2.08
 
 
 
 
70% 86.1 2.6% 47.1
KSU Kansas City Southern -1.2 -7% 30% 2.02
 
 
 
 
46% 99.5 1.4% 11.5
KS KapStone Paper&Packaging 9.7 45% 99% 3.56
 
 
 
 
98% 23.3 1.2% 12.7
KAR KAR Auction Services 7.1 27% 27% 1.47
 
 
 
 
92% 107.7 2.3% 21.4
KBR KBR -2.1 -17% 38% 2.89
 
 
 
 
62% 20.3 1.7% 5.0
K Kellogg 1.5 9% 18% 1.45
 
 
 
 
79% 152.1 3.1% 16.6
KMPR Kemper Corp 9.4 23% 91% 2.40
 
 
 
 
85% 39.3 1.3% 22.5
KMT Kennametal 11.8 49% 72% 2.80
 
 
 
 
26% 27.3 2.1% 19.9
KEY KeyCorp 12.7 49% 46% 2.07
 
 
 
 
66% 184.0 3.4% 16.5
KRC Kilroy Realty -3.8 -22% 19% 1.52
 
 
 
 
75% 24.8 2.5% 46.0
KMB Kimberly-Clark 6.2 26% 21% 1.30
 
 
 
 
24% 205.9 3.9% 20.4
KIM Kimco Realty 3.0 20% 22% 1.82
 
 
 
 
42% 55.1 6.8% 30.4
KMI Kinder Morgan -0.5 -6% 21% 2.71
 
 
 
 
47% 130.0 4.5% 355.6
KSS Kohl's 10.3 45% 76% 2.97
 
 
 
 
83% 175.1 3.4% 13.9
PHG Koninklijke Philips ADR 9.9 34% 37% 1.64
 
 
 
 
95% 26.3 2.2% 22.6
KR Kroger -2.5 -19% 27% 2.27
 
 
 
 
72% 218.3 2.0% 6.8
LLL L3 Technologies 12.2 39% 35% 1.54
 
 
 
 
68% 92.1 1.6% 22.6
LHO LaSalle Hotel Properties 1.6 8% 37% 2.20
 
 
 
 
88% 21.7 2.6% 51.9
LVS Las Vegas Sands 5.2 20% 54% 2.28
 
 
 
 
70% 193.5 4.0% 15.6
LB L Brands -10.4 -99% 30% 2.76
 
 
 
 
5% 106.0 7.4% 9.9
LEA Lear Corp. 5.3 16% 54% 1.97
 
 
 
 
76% 118.3 1.5% 9.8
LEG Leggett&Platt -4.4 -33% 15% 1.54
 
 
 
 
42% 33.5 3.3% 21.8
LM Legg Mason -3.0 -34% 17% 2.17
 
 
 
 
5% 20.6 4.1% 9.0
LDOS Leidos Holdings 27.7 62% 68% 1.89
 
 
 
 
63% 45.3 2.0% 24.7
LII Lennox International 21.6 57% 46% 1.62
 
 
 
 
87% 79.1 1.2% 30.5
LSI Life Storage 10.4 34% 35% 1.54
 
 
 
 
78% 51.4 4.3% 39.9
LNC Lincoln National 12.8 52% 51% 2.29
 
 
 
 
19% 74.6 2.0% 7.3
LAD Lithia Motors Cl A -9.0 -66% 34% 2.53
 
 
 
 
8% 49.9 1.2% 9.8
LYG Lloyds Banking Group ADR -0.2 -3% 16% 2.49
 
 
 
 
4% 61.8 6.7% 14.7
LMT Lockheed Martin 13.9 44% 28% 1.30
 
 
 
 
44% 251.6 2.5% 38.8
LPX Louisiana-Pacific 7.9 36% 47% 2.31
 
 
 
 
52% 51.2 1.9% 9.4
LOW Lowe's 5.2 22% 34% 1.80
 
 
 
 
79% 279.8 1.9% 22.0
LYB LyondellBasell Industries 4.4 23% 34% 2.09
 
 
 
 
64% 146.5 3.7% 8.1
MAC Macerich -6.7 -55% 16% 1.74
 
 
 
 
29% 31.2 5.2% 92.8
MIC Macquarie Infrastructure 2.0 26% 20% 2.54
 
 
 
 
21% 26.7 9.0% 8.1
M Macy's -0.8 -4% 61% 2.99
 
 
 
 
85% 157.9 4.0% 7.2
MMP Magellan Midstream Partners -2.6 -22% 20% 2.01
 
 
 
 
63% 108.9 5.5% 18.1
MGA Magna International 9.6 48% 37% 2.13
 
 
 
 
72% 56.2 2.2% 9.9
MAN ManpowerGroup 1.0 5% 40% 2.17
 
 
 
 
5% 52.4 2.3% 10.3
MFC Manulife Financial 5.0 24% 33% 1.95
 
 
 
 
12% 21.1 3.8% 24.0
MPC Marathon Petroleum 3.8 17% 58% 2.58
 
 
 
 
68% 356.8 2.5% 10.6
VAC Marriott Vacations Worldwide 13.0 39% 74% 2.39
 
 
 
 
27% 32.2 1.3% 14.4
MMC Marsh&McLennan 14.5 62% 19% 1.19
 
 
 
 
100% 134.1 1.9% 28.1
MAS Masco 8.4 27% 46% 1.87
 
 
 
 
25% 104.2 1.1% 22.7
MKC McCormick 3.9 19% 21% 1.42
 
 
 
 
91% 68.4 1.8% 18.7
MCD McDonald's 23.0 51% 41% 1.30
 
 
 
 
35% 594.9 2.6% 23.9
MCK McKesson -11.1 -142% 16% 2.27
 
 
 
 
6% 169.4 1.0% 598.9
MPW Medical Properties Trust -6.1 -25% 33% 1.75
 
 
 
 
83% 22.0 7.1% 16.4
MDT Medtronic -7.3 -43% 17% 1.43
 
 
 
 
93% 426.4 2.3% 38.9
MRK Merck&Co 2.8 20% 16% 1.55
 
 
 
 
74% 370.4 3.1% 110.4
MDP Meredith -5.7 -29% 41% 2.27
 
 
 
 
24% 30.7 4.1% 19.7
MET MetLife 3.3 22% 26% 2.02
 
 
 
 
15% 168.8 3.7% 11.0
MFA MFA Financial 8.6 33% 22% 1.25
 
 
 
 
48% 25.6 10.3% 9.8
MGM MGM Resorts International 6.1 25% 54% 2.40
 
 
 
 
30% 249.9 1.6% 9.1
MAA Mid-America Apartment Communities 13.1 47% 29% 1.44
 
 
 
 
53% 33.9 3.8% 33.7
MBT Mobile TeleSystems ADR -3.5 -16% 74% 2.99
 
 
 
 
14% 28.6 16.7% 8.4
TAP Molson Coors Brewing Cl B 6.8 31% 33% 1.90
 
 
 
 
16% 213.4 2.6% 9.5
MS Morgan Stanley 15.8 53% 55% 2.13
 
 
 
 
43% 922.9 2.0% 14.3
MSI Motorola Solutions 26.0 58% 49% 1.51
 
 
 
 
100% 108.4 1.7% 0.0
MPLX MPLX 0.7 11% 27% 3.32
 
 
 
 
42% 96.9 7.1% 18.3
MSM MSC Industrial Direct 7.9 22% 54% 1.85
 
 
 
 
51% 81.4 2.8% 14.9
MTB M&T Bank 8.9 34% 34% 1.71
 
 
 
 
59% 300.1 1.8% 19.8
MUR Murphy Oil 4.0 27% 75% 3.74
 
 
 
 
73% 64.3 3.1% 0.0
NBR Nabors Industries -2.1 -16% 91% 4.47
 
 
 
 
19% 70.5 4.0% 0.0
NFG National Fuel Gas 3.0 21% 18% 1.68
 
 
 
 
53% 24.5 3.1% 11.9
NGG National Grid ADR -2.8 -33% 8% 1.35
 
 
 
 
28% 20.4 7.4% 8.1
NNN National Retail Properties 6.7 23% 32% 1.50
 
 
 
 
84% 35.7 4.6% 33.1
NWL Newell Brands -2.8 -26% 29% 2.65
 
 
 
 
14% 139.8 3.4% 6.1
NEM Newmont Mining 1.9 7% 91% 2.98
 
 
 
 
42% 148.7 1.5% 457.3
NRZ New Residential Investment 20.4 68% 47% 1.91
 
 
 
 
89% 31.2 10.9% 4.1
NYCB New York Community Bancorp -4.2 -57% 9% 1.69
 
 
 
 
17% 38.1 5.9% 12.9
NEE NextEra Energy 22.4 59% 32% 1.24
 
 
 
 
96% 191.4 2.6% 9.8
NLSN Nielsen Holdings -0.8 -11% 11% 1.88
 
 
 
 
9% 71.9 4.6% 25.4
NKE Nike Cl B 5.4 22% 35% 1.84
 
 
 
 
86% 450.8 1.0% 66.6
NI NiSource -31.3 -72% 42% 1.39
 
 
 
 
65% 59.3 3.0% 47.1
NBL Noble Energy 2.3 18% 39% 2.89
 
 
 
 
77% 106.8 1.3% 0.0
NOK Nokia ADR -5.2 -27% 43% 2.39
 
 
 
 
74% 172.8 3.7% 0.0
JWN Nordstrom -9.2 -66% 40% 2.76
 
 
 
 
94% 66.4 2.8% 19.5
NSC Norfolk Southern 7.7 26% 48% 1.98
 
 
 
 
98% 339.2 1.8% 8.3
NOC Northrop Grumman 27.0 62% 43% 1.41
 
 
 
 
64% 276.0 1.5% 26.9
NVS Novartis ADR -3.0 -30% 9% 1.35
 
 
 
 
40% 245.5 3.6% 23.7
NVO Novo Nordisk ADR -7.7 -42% 30% 1.97
 
 
 
 
53% 36.3 1.6% 20.3
NUE Nucor 8.4 35% 47% 2.20
 
 
 
 
74% 162.2 2.3% 16.0
NUS Nu Skin Enterprises Cl A 15.7 58% 86% 2.92
 
 
 
 
70% 23.0 2.0% 29.9
OXY Occidental Petroleum 5.4 23% 33% 1.82
 
 
 
 
84% 285.2 3.7% 33.5
OII Oceaneering International -6.9 -94% 26% 3.12
 
 
 
 
90% 27.5 2.3% 21.0
OGE OGE Energy 2.7 13% 22% 1.45
 
 
 
 
76% 45.9 3.8% 11.1
OLN Olin 13.1 53% 77% 2.90
 
 
 
 
15% 39.8 2.7% 8.9
OHI Omega Healthcare Investors -13.6 -99% 19% 1.77
 
 
 
 
62% 42.5 8.7% 86.5
OMC Omnicom Group 1.0 8% 14% 1.52
 
 
 
 
29% 282.0 3.4% 14.2
OKE ONEOK 15.9 50% 101% 2.92
 
 
 
 
92% 179.2 4.5% 45.0
ORCL Oracle 3.3 23% 17% 1.62
 
 
 
 
56% 924.4 1.6% 55.3
OSK Oshkosh 11.8 38% 74% 2.46
 
 
 
 
20% 30.3 1.3% 14.4
OC Owens Corning 15.2 47% 50% 1.91
 
 
 
 
12% 162.5 1.3% 26.3
PKG Packaging of America 11.9 32% 58% 1.93
 
 
 
 
37% 75.2 2.7% 15.8
PH Parker Hannifin 13.5 42% 43% 1.73
 
 
 
 
16% 257.6 1.9% 22.0
PBF PBF Energy 7.5 32% 91% 3.29
 
 
 
 
74% 51.2 2.8% 10.1
PEB Pebblebrook Hotel Trust 4.2 23% 33% 2.13
 
 
 
 
76% 23.7 3.9% 29.0
PAG Penske Automotive Group -3.0 -16% 42% 2.39
 
 
 
 
64% 38.6 2.9% 6.6
PNR Pentair -12.0 -102% 26% 2.35
 
 
 
 
39% 40.9 1.6% 16.0
PFE Pfizer -2.3 -19% 11% 1.36
 
 
 
 
75% 563.6 3.6% 10.5
PM Philip Morris International 3.8 13% 30% 1.46
 
 
 
 
13% 520.6 5.6% 21.3
PSX Phillips 66 17.8 58% 38% 1.67
 
 
 
 
72% 265.6 2.9% 11.1
PSXP Phillips 66 Partners -6.1 -69% 20% 2.43
 
 
 
 
65% 24.8 5.5% 19.3
PDM Piedmont Office Realty Trust Cl A 3.2 18% 16% 1.32
 
 
 
 
62% 21.8 4.3% 45.1
PF Pinnacle Foods 5.4 23% 29% 1.63
 
 
 
 
71% 314.2 2.0% 13.8
PNW Pinnacle West Capital 12.6 44% 25% 1.26
 
 
 
 
35% 64.0 3.5% 19.2
PAA Plains All American Pipeline 3.7 30% 57% 3.61
 
 
 
 
61% 114.8 5.1% 33.1
PAGP Plains GP Holdings 1.3 13% 62% 4.07
 
 
 
 
50% 32.4 5.1% 0.0
PNC PNC Financial Services Group 10.2 30% 41% 1.64
 
 
 
 
52% 285.2 2.7% 12.4
PII Polaris Industries 5.0 34% 37% 2.57
 
 
 
 
72% 61.4 1.9% 34.4
POR Portland General Electric 5.8 31% 17% 1.33
 
 
 
 
44% 48.2 3.1% 21.9
PPG PPG Industries -3.0 -27% 13% 1.61
 
 
 
 
29% 305.5 1.7% 17.2
PPL PPL 6.6 28% 22% 1.35
 
 
 
 
18% 106.9 5.9% 16.5
PX Praxair 10.0 47% 22% 1.44
 
 
 
 
91% 247.3 2.0% 36.2
PG Procter&Gamble 0.2 1% 12% 1.11
 
 
 
 
38% 706.3 3.6% 21.2
PGR Progressive Corp 41.6 74% 51% 1.31
 
 
 
 
79% 488.0 1.9% 16.0
PLD Prologis 9.1 25% 42% 1.54
 
 
 
 
51% 292.9 3.1% 18.1
PB Prosperity Bancshares 6.7 29% 48% 2.26
 
 
 
 
56% 24.9 2.1% 17.2
PRU Prudential Financial 3.9 18% 35% 1.95
 
 
 
 
16% 171.0 3.7% 5.4
PEG Public Service Enterprise Group 1.7 7% 23% 1.33
 
 
 
 
75% 130.6 3.5% 13.0
PSA Public Storage 10.2 37% 30% 1.48
 
 
 
 
71% 202.7 3.7% 32.4
PHM PulteGroup 8.3 31% 45% 2.01
 
 
 
 
62% 139.6 1.2% 17.7
DGX Quest Diagnostics 5.9 19% 33% 1.46
 
 
 
 
89% 73.0 1.8% 20.2
RL Ralph Lauren Cl A 0.5 2% 50% 2.60
 
 
 
 
83% 106.6 1.9% 67.8
RJF Raymond James Financial 8.5 29% 49% 2.00
 
 
 
 
79% 45.4 1.3% 19.3
RYN Rayonier 12.8 45% 33% 1.60
 
 
 
 
73% 65.2 3.0% 30.4
RTN Raytheon 28.4 58% 47% 1.38
 
 
 
 
55% 226.3 1.7% 27.2
RLGY Realogy Holdings -1.6 -17% 19% 2.27
 
 
 
 
7% 28.3 1.6% 8.1
O Realty Income -0.2 -1% 33% 1.51
 
 
 
 
60% 93.5 4.8% 48.8
REG Regency Centers 0.0 0% 21% 1.46
 
 
 
 
37% 57.2 3.7% 47.4
RF Regions Financial 20.7 59% 69% 2.21
 
 
 
 
70% 201.0 2.0% 16.1
RGA Reinsurance Group of America 11.8 37% 33% 1.46
 
 
 
 
36% 41.0 1.4% 5.2
RS Reliance Steel&Aluminum 10.1 39% 45% 2.06
 
 
 
 
83% 26.4 2.2% 10.2
RSG Republic Services 22.2 61% 27% 1.10
 
 
 
 
80% 99.1 2.0% 17.3
RMD ResMed 17.9 54% 46% 1.78
 
 
 
 
97% 69.3 1.3% 50.7
QSR Restaurant Brands International 11.9 43% 43% 1.92
 
 
 
 
68% 47.2 2.8% 38.2
RPAI Retail Properties of America -0.6 -5% 14% 1.57
 
 
 
 
60% 22.9 5.3% 0.0
RIO Rio Tinto ADR 11.1 49% 63% 2.71
 
 
 
 
67% 119.9 6.6% 11.2
RLJ RLJ Lodging Trust -12.2 -103% 20% 2.02
 
 
 
 
75% 24.8 5.8% 53.9
RHI Robert Half International 8.3 36% 40% 2.05
 
 
 
 
93% 82.2 1.6% 27.6
ROK Rockwell Automation 11.6 38% 40% 1.73
 
 
 
 
27% 109.2 2.2% 53.8
RCI Rogers Communications Cl B 8.8 25% 35% 1.40
 
 
 
 
66% 23.8 3.0% 18.3
ROL Rollins Inc. 21.7 57% 42% 1.51
 
 
 
 
96% 20.1 1.0% 64.5
RY Royal Bank of Canada 12.1 47% 24% 1.33
 
 
 
 
31% 44.1 3.8% 12.6
RCL Royal Caribbean Cruises 6.9 30% 52% 2.39
 
 
 
 
34% 277.2 2.1% 14.9
RDSB Royal Dutch Shell ADR B 16.2 66% 39% 1.92
 
 
 
 
79% 186.5 5.2% 19.5
RDSA Royal Dutch Shell ADR Cl A 10.9 63% 26% 1.86
 
 
 
 
75% 154.0 5.5% 18.6
RES RPC 7.1 40% 76% 3.43
 
 
 
 
10% 27.2 2.7% 15.4
RPM RPM International -2.4 -15% 19% 1.57
 
 
 
 
93% 81.2 2.1% 21.7
R Ryder System 0.5 3% 32% 2.42
 
 
 
 
37% 28.0 2.9% 5.1
SNY Sanofi ADR -0.9 -9% 12% 1.58
 
 
 
 
35% 90.1 4.3% 25.1
SC Santander Consumer USA Holdings 6.9 45% 54% 3.07
 
 
 
 
89% 27.4 1.0% 5.5
SAP SAP ADR 15.5 46% 34% 1.42
 
 
 
 
97% 211.7 1.4% 31.3
SCG Scana 6.1 48% 24% 2.18
 
 
 
 
15% 22.2 1.3% 0.0
SLB Schlumberger -3.4 -38% 13% 1.82
 
 
 
 
31% 406.7 3.0% 0.0
SMG Scotts Miracle-Gro 11.4 39% 38% 1.70
 
 
 
 
14% 33.7 2.6% 22.0
SEE Sealed Air -3.2 -53% 8% 1.73
 
 
 
 
24% 49.1 1.5% 0.0
SEAS SeaWorld Entertainment 2.4 10% 66% 2.68
 
 
 
 
94% 52.5 1.8% 0.0
SRE Sempra Energy -3.8 -28% 15% 1.51
 
 
 
 
62% 154.8 3.1% 193.2
SCI Service International 5.3 24% 24% 1.49
 
 
 
 
62% 26.4 1.8% 15.9
SHLX Shell Midstream Partners -4.2 -84% 13% 2.64
 
 
 
 
30% 30.6 6.1% 20.3
SIG Signet Jewelers -6.9 -79% 36% 3.40
 
 
 
 
57% 65.8 2.5% 0.0
SPG Simon Property Group 0.1 1% 14% 1.51
 
 
 
 
90% 245.3 4.6% 27.2
SIX Six Flags Entertainment 0.6 2% 40% 1.71
 
 
 
 
84% 81.6 4.5% 22.5
SLG SL Green Realty -12.2 -128% 12% 1.64
 
 
 
 
67% 111.1 3.2% 53.2
SNA Snap-On -12.1 -92% 16% 1.62
 
 
 
 
39% 201.0 2.1% 15.9
SQM Sociedad Quimica y Minera De Chile 25.2 59% 130% 2.84
 
 
 
 
39% 30.8 1.8% 28.4
SO Southern 0.0 0% 14% 1.16
 
 
 
 
46% 138.5 5.1% 43.2
SCCO Southern Copper 14.3 49% 62% 2.31
 
 
 
 
41% 38.6 2.6% 39.7
LUV Southwest Airlines 8.2 24% 63% 2.11
 
 
 
 
24% 376.6 1.2% 8.9
SEP Spectra Energy Partners -9.4 -111% 15% 2.07
 
 
 
 
29% 44.0 8.7% 36.5
SRC Spirit Realty Capital 2.4 14% 32% 2.15
 
 
 
 
84% 33.3 8.8% 91.0
SWK Stanley Black&Decker 1.4 5% 30% 1.51
 
 
 
 
17% 256.4 1.8% 21.1
STWD Starwood Property Trust 4.7 20% 19% 1.18
 
 
 
 
86% 24.8 8.7% 14.7
STT State Street 9.3 38% 39% 1.96
 
 
 
 
24% 180.9 1.8% 16.7
STE Steris 18.6 61% 35% 1.58
 
 
 
 
98% 24.4 1.1% 32.5
STL Sterling Bancorp 14.6 54% 44% 1.96
 
 
 
 
40% 27.4 1.2% 25.5
STM STMicroelectronics 23.5 54% 124% 2.76
 
 
 
 
74% 55.9 1.0% 22.2
STOR STORE Capital 13.2 38% 43% 1.64
 
 
 
 
88% 38.2 4.5% 38.2
SYK Stryker 17.2 55% 32% 1.44
 
 
 
 
86% 155.2 1.1% 65.2
SUI Sun Communities 15.6 63% 22% 1.30
 
 
 
 
89% 23.4 2.9% 104.0
SU Suncor Energy 9.2 39% 43% 2.11
 
 
 
 
89% 147.7 2.7% 22.0
STI SunTrust Banks 6.8 24% 45% 1.91
 
 
 
 
84% 232.3 2.3% 14.4
SPN Superior Energy Services -4.8 -54% 62% 4.48
 
 
 
 
41% 25.5 3.3% 0.0
SYF Synchrony Financial -10.3 -54% 36% 2.15
 
 
 
 
41% 167.7 1.8% 12.7
SNX SYNNEX 3.7 14% 52% 2.21
 
 
 
 
12% 25.2 1.4% 14.1
SNV Synovus Financial 14.0 49% 41% 1.81
 
 
 
 
80% 51.1 1.9% 22.0
SYY Sysco 34.1 79% 42% 1.38
 
 
 
 
95% 156.5 2.1% 28.9
TLRD Tailored Brands 6.9 41% 145% 4.98
 
 
 
 
49% 31.0 3.2% 10.3
TSM Taiwan Semiconductor Manufacturing 25.6 67% 50% 1.72
 
 
 
 
27% 393.9 3.4% 17.3
SKT Tanger Factory Outlet Centers -1.7 -13% 18% 1.80
 
 
 
 
43% 21.4 6.0% 32.8
TPR Tapestry 5.2 17% 58% 2.20
 
 
 
 
51% 91.7 2.9% 40.4
TRGP Targa Resources 4.6 27% 95% 3.95
 
 
 
 
94% 85.6 7.0% 207.0
TGT Target -3.0 -15% 33% 2.01
 
 
 
 
89% 315.6 3.3% 14.1
TCO Taubman Centers -6.2 -47% 18% 1.75
 
 
 
 
67% 44.9 4.4% 64.7
TCF TCF Financial 19.1 52% 66% 2.10
 
 
 
 
85% 31.5 2.4% 16.1
TEL TE Connectivity 7.1 25% 33% 1.57
 
 
 
 
49% 127.9 1.9% 24.9
TGNA TEGNA -5.1 -98% 15% 2.78
 
 
 
 
19% 23.4 2.5% 8.9
TDS Telephone&Data Systems -9.7 -94% 21% 2.22
 
 
 
 
20% 21.1 2.6% 18.2
TS Tenaris ADR 6.4 27% 58% 2.51
 
 
 
 
76% 53.3 3.0% 30.6
TEN Tenneco -0.3 -2% 36% 2.57
 
 
 
 
15% 38.2 2.2% 11.4
TRNO Terreno Realty 18.4 42% 45% 1.45
 
 
 
 
74% 35.8 2.4% 36.3
TEVA Teva Pharmaceutical Industries ADR -0.2 -2% 40% 3.33
 
 
 
 
57% 175.9 1.4% 0.0
THO Thor Industries 14.0 36% 84% 2.32
 
 
 
 
15% 67.0 1.5% 11.6
TIF Tiffany& 14.5 57% 46% 2.09
 
 
 
 
93% 125.5 1.6% 40.1
TKR Timken 6.9 32% 44% 2.26
 
 
 
 
21% 21.2 2.5% 14.4
TJX TJX 10.3 50% 23% 1.52
 
 
 
 
99% 261.8 1.6% 22.2
TOL Toll Brothers 5.5 32% 32% 2.16
 
 
 
 
13% 63.9 1.2% 10.6
TTC Toro 22.0 49% 51% 1.56
 
 
 
 
19% 23.6 1.3% 25.6
TD Toronto-Dominion Bank 13.6 43% 27% 1.25
 
 
 
 
70% 45.8 3.6% 13.0
TRP TransCanada 7.4 29% 34% 1.72
 
 
 
 
29% 24.8 5.0% 15.7
TRV Travelers Cos. 3.6 23% 14% 1.27
 
 
 
 
44% 175.6 2.4% 17.2
TRCO Tribune Media Cl A -1.2 -7% 36% 2.28
 
 
 
 
21% 127.8 2.9% 7.1
TRN Trinity Industries 10.9 55% 56% 2.75
 
 
 
 
71% 29.3 1.5% 7.9
TSN Tyson Foods Cl A 15.8 42% 61% 1.98
 
 
 
 
17% 170.0 1.9% 8.4
UBS UBS Group 0.4 3% 19% 2.02
 
 
 
 
8% 62.6 4.4% 40.7
UDR UDR 3.6 27% 13% 1.41
 
 
 
 
55% 44.5 3.5% 160.3
UGI UGI 8.9 28% 30% 1.38
 
 
 
 
88% 35.7 2.0% 14.8
UL Unilever ADR 1.4 6% 30% 1.57
 
 
 
 
43% 44.7 3.3% 22.4
UNP Union Pacific 15.1 57% 36% 1.78
 
 
 
 
85% 705.2 2.1% 10.2
UNH UnitedHealth Group 26.5 68% 44% 1.54
 
 
 
 
95% 821.2 1.4% 21.3
UPS United Parcel Service Cl B -4.9 -27% 16% 1.31
 
 
 
 
31% 305.4 3.3% 19.2
UTX United Technologies 6.8 45% 14% 1.35
 
 
 
 
75% 457.9 2.1% 23.6
UNM Unum Group 7.8 32% 41% 2.01
 
 
 
 
9% 54.9 2.7% 8.3
USB U.S. Bancorp 3.4 22% 16% 1.44
 
 
 
 
22% 563.6 2.4% 13.9
MTN Vail Resorts 40.6 77% 63% 1.61
 
 
 
 
97% 44.1 2.0% 29.8
VLO Valero Energy 19.7 53% 67% 2.10
 
 
 
 
68% 314.6 3.0% 11.1
VLP Valero Energy Partners -5.6 -78% 15% 2.34
 
 
 
 
36% 20.4 5.5% 14.0
VVC Vectren 24.6 56% 42% 1.37
 
 
 
 
98% 20.4 2.5% 26.5
VTR Ventas -10.4 -47% 30% 1.76
 
 
 
 
46% 115.9 5.5% 36.6
VER VEREIT -7.9 -42% 24% 1.67
 
 
 
 
40% 49.4 7.4% 0.0
VZ Verizon Communications 1.8 9% 18% 1.35
 
 
 
 
69% 568.2 4.6% 6.7
VFC VF 4.4 21% 32% 1.85
 
 
 
 
97% 180.1 2.1% 49.8
VSH Vishay Intertechnology 17.5 59% 59% 2.22
 
 
 
 
94% 36.0 1.3% 0.0
VNO Vornado Realty Trust -5.3 -64% 11% 1.69
 
 
 
 
47% 52.0 3.5% 144.5
WMT Walmart 4.1 15% 32% 1.59
 
 
 
 
36% 433.7 2.4% 29.5
DIS Walt Disney -8.6 -79% 11% 1.45
 
 
 
 
85% 674.2 1.5% 14.8
WM Waste Management 22.5 57% 28% 1.07
 
 
 
 
56% 115.2 2.3% 17.8
WSO Watsco 6.7 29% 26% 1.57
 
 
 
 
81% 40.1 3.2% 31.4
WBS Webster Financial 15.8 54% 50% 2.04
 
 
 
 
92% 39.0 2.0% 22.9
WEC WEC Energy Group 9.5 33% 25% 1.26
 
 
 
 
54% 72.2 3.4% 16.6
WFC Wells Fargo -4.3 -33% 17% 1.69
 
 
 
 
43% 975.8 2.8% 14.4
WELL Welltower -4.1 -21% 23% 1.65
 
 
 
 
47% 65.0 5.6% 152.2
WES Western Gas Partners -1.6 -9% 51% 2.81
 
 
 
 
55% 37.3 7.6% 26.6
WU Western Union 1.9 20% 11% 1.62
 
 
 
 
46% 100.7 3.8% 0.0
WRK WestRock 7.1 42% 35% 2.28
 
 
 
 
21% 42.3 3.0% 7.9
WY Weyerhaeuser -6.1 -37% 21% 1.65
 
 
 
 
57% 161.5 3.6% 38.7
WPM Wheaton Precious Metals 8.9 40% 82% 3.15
 
 
 
 
76% 41.9 1.7% 155.5
WHR Whirlpool -7.4 -56% 24% 2.10
 
 
 
 
14% 139.7 3.1% 39.6
WMB Williams -1.7 -16% 62% 4.16
 
 
 
 
39% 245.3 4.9% 11.8
WPZ Williams Partners 0.8 5% 79% 3.48
 
 
 
 
81% 92.8 5.9% 67.6
WSM Williams-Sonoma 0.1 1% 19% 2.38
 
 
 
 
82% 80.8 2.8% 19.8
GRA W.R. Grace -1.3 -36% 5% 1.81
 
 
 
 
85% 28.7 1.3% 438.9
GWW W.W. Grainger 1.3 4% 63% 2.18
 
 
 
 
98% 1126.4 1.6% 30.4
WYND Wyndham Destinations 6.5 26% 36% 1.82
 
 
 
 
26% 47.1 3.5% 6.3
XRX Xerox -12.3 -174% 15% 2.29
 
 
 
 
13% 44.6 4.0% 40.6
XL XL Group 20.4 65% 55% 2.06
 
 
 
 
100% 57.6 1.6% 0.0
XYL Xylem 25.3 48% 58% 1.51
 
 
 
 
50% 46.6 1.2% 34.8
YUM Yum! Brands 7.7 38% 27% 1.76
 
 
 
 
45% 125.8 1.8% 18.5
ADTN Adtran -1.7 -9% 37% 2.17
 
 
 
 
19% 23.6 2.2% 114.6
AGNC AGNC Investment 4.6 16% 22% 1.13
 
 
 
 
29% 106.2 11.3% 6.8
ALGT Allegiant Travel -4.4 -27% 39% 2.54
 
 
 
 
45% 25.9 2.0% 11.1
DOX Amdocs 3.5 40% 7% 1.23
 
 
 
 
69% 32.1 1.5% 22.5
AAL American Airlines Group 3.1 18% 44% 2.57
 
 
 
 
12% 384.7 1.0% 10.0
AMGN Amgen -2.8 -19% 21% 1.83
 
 
 
 
78% 391.0 2.7% 63.6
ADI Analog Devices 13.2 58% 37% 1.97
 
 
 
 
83% 153.3 1.9% 35.0
AAPL Apple 23.0 76% 41% 1.75
 
 
 
 
92% 2805.9 1.5% 18.4
AMAT Applied Materials 21.7 47% 101% 2.37
 
 
 
 
31% 727.1 1.7% 16.2
SHLM A. Schulman 2.8 17% 63% 3.23
 
 
 
 
91% 20.1 1.9% 47.5
ADP Automatic Data Processing 13.3 51% 28% 1.50
 
 
 
 
90% 276.9 2.0% 34.5
AVT Avnet -14.3 -94% 21% 1.74
 
 
 
 
93% 31.0 1.7% 0.0
BBBY Bed Bath&Beyond 0.0 -5% 2% 2.60
 
 
 
 
15% 72.9 3.4% 6.6
BLMN Bloomin' Brands -7.4 -38% 40% 2.26
 
 
 
 
58% 32.3 1.7% 17.0
AVGO Broadcom 10.5 43% 56% 2.42
 
 
 
 
13% 1646.6 3.4% 8.2
BPY Brookfield Property Partners -5.3 -39% 15% 1.48
 
 
 
 
17% 24.4 6.5% 40.1
CA CA 3.8 30% 18% 1.82
 
 
 
 
99% 330.1 2.3% 39.0
CASY Casey's General Stores 4.8 30% 23% 1.84
 
 
 
 
48% 38.7 1.1% 13.0
CBOE Cboe Global Markets 19.0 43% 48% 1.50
 
 
 
 
30% 50.6 1.0% 23.9
CAKE Cheesecake Factory 2.9 14% 32% 1.89
 
 
 
 
93% 40.5 2.0% 18.7
PLCE Children's Place 12.8 41% 85% 2.67
 
 
 
 
40% 83.2 1.6% 27.9
CHRW C.H. Robinson Worldwide -7.1 -21% 38% 1.58
 
 
 
 
69% 68.3 2.1% 23.9
CINF Cincinnati Financial 13.3 43% 30% 1.37
 
 
 
 
32% 28.1 3.0% 14.6
CSCO Cisco Systems 12.3 37% 40% 1.62
 
 
 
 
74% 807.9 3.1% 0.0
CME CME Group Cl A 25.6 71% 39% 1.51
 
 
 
 
94% 170.3 1.6% 13.7
CMCSA Comcast Cl A -1.8 -14% 15% 1.63
 
 
 
 
27% 502.2 2.2% 7.0
CBSH Commerce Bancshares 12.9 45% 33% 1.58
 
 
 
 
93% 25.7 1.4% 19.8
COST Costco Wholesale 15.2 52% 29% 1.41
 
 
 
 
97% 392.8 1.1% 31.5
CBRL Cracker Barrel Old Country Store -1.8 -9% 25% 1.67
 
 
 
 
24% 102.6 3.3% 15.1
CSX CSX 29.9 85% 72% 2.28
 
 
 
 
99% 1142.9 1.3% 10.7
CY Cypress Semiconductor 6.1 29% 59% 2.75
 
 
 
 
71% 55.2 2.6% 0.0
CONE CyrusOne 10.0 21% 71% 1.90
 
 
 
 
82% 43.5 3.0% 0.0
DNKN Dunkin' Brands Group 6.8 29% 31% 1.71
 
 
 
 
96% 97.3 1.9% 18.6
EWBC East West Bancorp 11.2 39% 54% 2.16
 
 
 
 
66% 83.8 1.2% 18.7
EQIX Equinix 16.2 46% 46% 1.71
 
 
 
 
51% 140.4 2.1% 135.4
EXPD Expeditors International of Washing 13.6 60% 24% 1.48
 
 
 
 
79% 60.3 1.2% 24.9
FAST Fastenal -3.1 -12% 41% 1.91
 
 
 
 
88% 160.2 2.8% 23.7
FITB Fifth Third Bancorp 7.5 26% 51% 2.06
 
 
 
 
56% 305.3 2.4% 8.8
FFBC First Financial Bancorp (Ohio) 10.6 33% 52% 1.97
 
 
 
 
82% 21.9 2.4% 19.1
FLIR Flir Systems 25.4 79% 44% 1.75
 
 
 
 
92% 55.0 1.2% 72.2
FULT Fulton Financial 4.1 18% 32% 1.79
 
 
 
 
42% 22.6 2.8% 16.8
GLPI Gaming&Leisure Properties -3.9 -10% 35% 1.31
 
 
 
 
53% 57.1 7.0% 20.3
GRMN Garmin 16.4 68% 38% 1.92
 
 
 
 
88% 47.4 3.3% 20.7
GNTX Gentex 5.2 20% 37% 1.81
 
 
 
 
82% 36.3 1.9% 16.1
GILD Gilead Sciences -1.1 -13% 14% 1.99
 
 
 
 
51% 340.6 3.0% 29.7
GT Goodyear Tire&Rubber -12.7 -98% 23% 2.09
 
 
 
 
6% 52.2 2.5% 22.0
GOV Government Properties Income Trust -1.4 -4% 50% 1.91
 
 
 
 
46% 20.6 11.2% 103.4
GRFS Grifols ADR -1.4 -6% 31% 1.72
 
 
 
 
19% 23.6 2.3% 11.3
HWC Hancock Whitney 15.2 50% 62% 2.26
 
 
 
 
63% 53.9 1.9% 18.4
HAS Hasbro 0.4 2% 33% 1.98
 
 
 
 
39% 71.9 2.7% 55.7
HA Hawaiian Holdings 9.9 38% 83% 2.92
 
 
 
 
37% 31.3 1.3% 5.6
HCSG Healthcare Services Group 5.1 25% 28% 1.77
 
 
 
 
16% 205.6 2.0% 41.4
HOMB Home BancShares 7.5 43% 31% 2.10
 
 
 
 
48% 24.1 1.9% 23.2
HOPE Hope Bancorp 4.9 22% 39% 2.09
 
 
 
 
39% 35.0 3.3% 14.9
HBAN Huntington Bancshares 2.9 12% 40% 2.01
 
 
 
 
65% 121.7 2.9% 13.6
IBKC IBERIABANK 9.2 38% 40% 1.99
 
 
 
 
46% 33.7 2.0% 28.1
ILG ILG 23.5 70% 70% 2.27
 
 
 
 
94% 51.7 2.0% 26.1
INTC Intel 14.9 39% 55% 1.83
 
 
 
 
75% 660.9 2.3% 22.5
ISBC Investors Bancorp -0.4 -3% 16% 1.48
 
 
 
 
3% 32.8 2.9% 26.3
JCOM j2 Global 8.1 41% 38% 2.18
 
 
 
 
80% 26.5 1.9% 32.5
JKHY Jack Henry&Associates 28.2 71% 32% 1.18
 
 
 
 
97% 50.6 1.1% 29.6
JACK Jack in the Box -1.7 -9% 37% 2.24
 
 
 
 
21% 43.8 1.9% 28.0
KLAC KLA-Tencor 14.5 42% 64% 2.12
 
 
 
 
62% 186.7 2.7% 24.6
KHC Kraft Heinz 1.2 11% 13% 1.58
 
 
 
 
21% 305.7 4.1% 6.8
LAMR Lamar Advertising Cl A -7.2 -30% 27% 1.57
 
 
 
 
56% 23.7 5.1% 24.2
LRCX Lam Research 14.9 38% 86% 2.37
 
 
 
 
38% 572.7 2.4% 17.6
LTXB Legacy Texas Financial Group 6.5 22% 70% 2.46
 
 
 
 
62% 53.4 1.5% 20.5
LECO Lincoln Electric Holdings 12.6 48% 38% 1.81
 
 
 
 
46% 23.6 1.7% 23.9
LOGM LogMeIn 10.3 36% 77% 2.66
 
 
 
 
29% 40.4 1.1% 39.6
LPLA LPL Financial Holdings 7.8 32% 85% 3.09
 
 
 
 
89% 69.3 1.4% 22.8
MAR Marriott International 18.0 50% 50% 1.77
 
 
 
 
69% 275.6 1.2% 35.5
MRVL Marvell Technology Group 16.2 61% 75% 2.73
 
 
 
 
65% 133.9 1.1% 23.6
MXIM Maxim Integrated Products 11.0 37% 51% 2.04
 
 
 
 
58% 60.5 2.7% 40.7
MBFI MB Financial -4.1 -19% 35% 1.97
 
 
 
 
78% 41.0 2.0% 13.3
MLCO Melco Resorts&Entertainment ADR 2.9 14% 78% 3.15
 
 
 
 
37% 103.4 2.2% 30.8
MCHP Microchip Technology 13.9 38% 61% 2.00
 
 
 
 
67% 98.5 1.5% 97.7
MSFT Microsoft 22.5 54% 54% 1.70
 
 
 
 
96% 2878.3 1.6% 58.4
MDLZ Mondelez International Cl A -2.2 -35% 8% 1.70
 
 
 
 
52% 302.4 2.1% 20.1
NDAQ Nasdaq 27.9 73% 37% 1.40
 
 
 
 
98% 43.8 1.8% 21.8
NATI National Instruments 10.2 33% 43% 1.77
 
 
 
 
32% 25.6 2.1% 101.1
NTAP NetApp 24.3 53% 92% 2.24
 
 
 
 
98% 174.0 2.0% 357.5
NWSA News Corp Cl A -7.0 -46% 25% 1.98
 
 
 
 
61% 29.0 1.3% 0.0
NXST Nexstar Media Group Cl A -5.1 -26% 51% 2.62
 
 
 
 
61% 51.7 2.0% 7.1
NTRS Northern Trust 12.0 56% 31% 1.84
 
 
 
 
99% 253.3 2.0% 20.4
PCAR Paccar 4.2 25% 25% 1.87
 
 
 
 
18% 159.3 1.8% 11.9
PACW PacWest Bancorp -1.0 -4% 39% 2.07
 
 
 
 
60% 67.3 4.7% 15.2
PZZA Papa John's International -0.7 -4% 36% 2.34
 
 
 
 
17% 301.9 1.7% 20.9
PDCO Patterson -2.4 -82% 6% 2.26
 
 
 
 
8% 49.8 4.7% 10.3
PAYX Paychex 7.3 23% 29% 1.35
 
 
 
 
83% 96.9 3.2% 27.1
PBCT People's United Financial -2.3 -12% 21% 1.54
 
 
 
 
55% 42.8 3.8% 17.5
PEP PepsiCo 3.6 31% 8% 1.06
 
 
 
 
71% 573.9 3.2% 35.8
PETS PetMed Express 20.7 66% 100% 2.93
 
 
 
 
34% 20.5 2.5% 22.4
POOL Pool 24.8 53% 55% 1.59
 
 
 
 
97% 31.1 1.1% 33.2
PCH PotlatchDeltic 9.9 39% 39% 1.91
 
 
 
 
35% 22.7 3.3% 24.4
PFG Principal Financial Group 9.7 40% 37% 1.89
 
 
 
 
15% 101.3 3.7% 6.9
QCOM Qualcomm -4.8 -26% 38% 2.28
 
 
 
 
49% 299.6 4.2% 0.0
GOLD Randgold Resources ADR 0.3 1% 64% 2.70
 
 
 
 
2% 24.4 2.8% 25.9
ROST Ross Stores 17.4 58% 46% 1.89
 
 
 
 
99% 167.7 1.0% 22.7
RGLD Royal Gold 13.9 49% 97% 3.04
 
 
 
 
66% 29.1 1.1% 0.0
SBRA Sabra Healthcare REIT 4.0 18% 43% 2.22
 
 
 
 
75% 20.8 8.2% 17.0
SABR Sabre 5.8 38% 29% 2.17
 
 
 
 
98% 49.7 2.1% 28.6
SAFM Sanderson Farms 17.4 52% 70% 2.29
 
 
 
 
2% 36.3 1.3% 8.0
STX Seagate Technology 10.4 40% 113% 3.45
 
 
 
 
86% 88.9 4.3% 20.3
SHPG Shire ADR -3.7 -39% 20% 2.36
 
 
 
 
91% 77.0 1.0% 11.7
SIMO Silicon Motion Technology ADR 12.2 45% 79% 2.78
 
 
 
 
71% 23.9 2.3% 25.0
SBGI Sinclair Broadcast Group Cl A -7.0 -36% 49% 2.57
 
 
 
 
7% 147.7 2.6% 5.0
SWKS Skyworks Solutions 0.7 5% 40% 2.67
 
 
 
 
50% 196.1 1.3% 21.7
SONC Sonic -5.7 -36% 39% 2.54
 
 
 
 
96% 22.6 1.8% 19.3
SBUX Starbucks -2.0 -19% 12% 1.58
 
 
 
 
26% 684.4 2.8% 16.8
STLD Steel Dynamics 17.5 50% 88% 2.56
 
 
 
 
79% 50.3 1.6% 13.7
SHOO Steven Madden 2.2 13% 30% 2.07
 
 
 
 
99% 34.8 1.4% 25.2
SYMC Symantec 11.5 48% 53% 2.36
 
 
 
 
18% 130.6 1.4% 12.6
AMTD TD Ameritrade Holding 11.3 34% 63% 2.18
 
 
 
 
78% 161.7 1.4% 31.9
ERIC Telefon L.M. Ericsson ADR 1.2 11% 28% 2.62
 
 
 
 
96% 171.6 1.5% 0.0
TXN Texas Instruments 23.8 57% 59% 1.80
 
 
 
 
88% 610.3 2.1% 29.1
TXRH Texas Roadhouse 13.3 47% 50% 2.08
 
 
 
 
95% 48.6 1.5% 32.6
TSCO Tractor Supply -6.8 -44% 28% 2.07
 
 
 
 
88% 148.0 1.6% 23.1
TROW T. Rowe Price Group 15.1 41% 46% 1.65
 
 
 
 
89% 84.4 2.3% 19.7
UMPQ Umpqua Holdings 15.8 74% 31% 1.85
 
 
 
 
80% 47.4 3.4% 18.3
UBSH Union Bankshares 13.3 40% 48% 1.82
 
 
 
 
91% 45.2 2.0% 28.1
UBSI United Bankshares -6.7 -58% 17% 1.86
 
 
 
 
53% 27.3 3.8% 21.2
UNIT Uniti Group -4.7 -18% 72% 2.67
 
 
 
 
40% 227.6 12.7% 0.0
VIAB Viacom Cl B -11.2 -129% 28% 2.96
 
 
 
 
44% 88.3 2.8% 5.3
VOD Vodafone Group ADR -11.0 -101% 13% 1.59
 
 
 
 
1% 132.6 10.3% 23.1
WBA Walgreens Boots Alliance -0.1 -17% 1% 1.84
 
 
 
 
29% 599.5 2.7% 15.5
WEN Wendy's Co 11.9 36% 52% 1.92
 
 
 
 
90% 130.4 1.9% 23.1
WDC Western Digital 11.1 51% 73% 3.02
 
 
 
 
9% 191.1 2.5% 135.8
WLTW Willis Towers Watson 5.2 29% 18% 1.43
 
 
 
 
72% 123.8 1.5% 48.2
WYNN Wynn Resorts 6.3 28% 96% 3.42
 
 
 
 
51% 275.1 1.8% 38.5
XEL Xcel Energy 10.0 32% 26% 1.22
 
 
 
 
38% 107.6 3.3% 19.3
XLNX Xilinx 9.2 35% 40% 1.91
 
 
 
 
48% 112.0 2.1% 34.9
ZION Zions Bancorp 19.3 56% 64% 2.16
 
 
 
 
72% 153.8 1.8% 17.6


Definition of Parameters:

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


Trend Quality

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


3-Yr Excess

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


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


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

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

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


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


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


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


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


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

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