Momentum ↗
Stocks with the strongest prior price performance, excluding the most recent month.
Systematic factor / S&P 500
Dividend yield
Stocks with the highest dividend yields over the past twelve months.
1 day vs S&P 500-0.4%relative return
20 days vs S&P 500-6.9%relative return
5-day z-score-2.36σrelative move vs trailing history
Year to date+15.8%long portfolio return
Performance
Dividend yield vs S&P 500
Daily long-portfolio return minus the benchmark return, compounded over the selected period. Positive means the factor led the market.
| Return | 1 day | 5 days | 20 days | 60 days | MTD | YTD | 1 year |
|---|---|---|---|---|---|---|---|
| Long portfolio | -0.5% | -2.8% | -5.4% | +1.3% | -4.1% | +15.8% | +19.7% |
| vs S&P 500 | -0.4% | -5.0% | -6.9% | -4.6% | -5.2% | +0.5% | +0.7% |
| Q5 − Q1 spread | -0.7% | -4.7% | -5.7% | -6.2% | -2.8% | -1.3% | -0.4% |
Inside the factor
Rebalanced 2026-08-31 · 9% of the long book is new.
Top quintile: the highest-scoring stocks. Weights below are for the cap-weighted long portfolio.
| CVXChevron Corporation | Energy | 5.00% | 1.12 | 2023-10-31 | -0.6% | -7.0% | -0.3% | +19.4% | -1.8% | +36.5% | +34.7% |
|---|---|---|---|---|---|---|---|---|---|---|---|
| PMPhilip Morris International | Consumer Defensive | 5.00% | 0.94 | 2025-10-31 | +1.5% | -2.0% | -0.6% | +5.2% | +1.6% | +20.6% | +21.0% |
| VZVerizon | Communication Services | 4.00% | 2.54 | 2019-12-31 | -2.6% | -9.7% | -7.4% | +1.5% | -7.1% | +19.8% | +14.1% |
| PEPPepsiCo | Consumer Defensive | 3.62% | 1.59 | 2025-03-31 | +1.2% | -3.2% | -8.3% | -6.2% | -5.5% | -5.8% | -3.7% |
| TAT&T | Communication Services | 3.43% | 1.69 | 2019-12-31 | -1.4% | -6.1% | -2.3% | +11.9% | -3.0% | +4.7% | -9.4% |
| BXBlackstone Inc. | Financial Services | 3.28% | 1.27 | 2026-05-29 | -1.9% | -2.1% | -13.7% | +8.6% | -13.4% | -17.0% | -31.2% |
| NEENextEra Energy | Utilities | 3.27% | 0.82 | 2026-08-31 NEW | -0.5% | -2.2% | -5.0% | -9.8% | -3.7% | +0.9% | +14.7% |
| PFEPfizer | Healthcare | 3.12% | 2.63 | 2022-07-29 | +0.7% | +1.4% | -0.1% | +17.0% | -1.9% | +17.9% | +24.4% |
| BMYBristol Myers Squibb | Healthcare | 2.60% | 1.34 | 2023-07-31 | -0.6% | -2.3% | -7.5% | +9.4% | -6.8% | +19.3% | +44.9% |
| PLDPrologis | Real Estate | 2.46% | 0.85 | 2026-08-31 NEW | +0.0% | +0.8% | -4.5% | -2.1% | -2.1% | +8.9% | +23.5% |
| ACNAccenture | Technology | 2.33% | 1.13 | 2026-03-31 | -1.3% | -5.0% | -1.5% | +44.1% | -3.2% | -29.7% | -20.8% |
| MDTMedtronic | Healthcare | 2.21% | 0.94 | 2026-03-31 | -1.1% | -3.2% | -2.3% | +12.1% | +0.1% | -3.9% | -1.4% |
| MOAltria | Consumer Defensive | 2.16% | 2.63 | 2019-12-31 | +0.2% | -1.7% | +1.8% | -5.5% | +1.8% | +24.8% | +12.9% |
| CMECME Group | Financial Services | 1.94% | 1.47 | 2026-03-31 | -3.0% | -2.9% | -3.8% | +21.5% | -6.0% | +1.2% | +6.1% |
| SOSouthern Company | Utilities | 1.90% | 1.12 | 2026-04-30 | -0.4% | -0.9% | -5.5% | -11.6% | -3.2% | +0.1% | -4.2% |
| PNCPNC Financial Services | Financial Services | 1.84% | 0.82 | 2026-08-31 NEW | -2.3% | -5.3% | -6.5% | -6.2% | -4.9% | +11.8% | +14.6% |
| CMCSAComcast | Communication Services | 1.82% | 2.13 | 2025-04-30 | -2.2% | -8.2% | -17.0% | -1.9% | -15.8% | -16.9% | -25.6% |
| USBU.S. Bancorp | Financial Services | 1.80% | 1.09 | 2020-04-30 | -1.7% | -4.5% | -4.8% | -1.6% | -3.5% | +13.5% | +22.6% |
| DUKDuke Energy | Utilities | 1.78% | 1.22 | 2020-04-30 | -0.4% | -1.2% | -4.6% | -8.6% | -3.0% | +1.8% | -0.6% |
| UPSUnited Parcel Service | Industrials | 1.70% | 2.63 | 2023-04-28 | +1.2% | -6.3% | -6.7% | -9.9% | -8.0% | +1.2% | +21.5% |
| AMTAmerican Tower | Real Estate | 1.54% | 1.48 | 2025-08-29 | +0.4% | -1.4% | -1.8% | -0.2% | -0.3% | +0.8% | -6.8% |
| MDLZMondelez International | Consumer Defensive | 1.51% | 0.99 | 2025-11-28 | +1.5% | -1.6% | -5.6% | +1.3% | -1.6% | +15.4% | -0.8% |
| KMIKinder Morgan | Energy | 1.37% | 1.28 | 2026-08-31 NEW | -1.4% | +1.6% | +0.9% | -4.9% | -3.0% | +17.0% | +18.6% |
| SPGSimon Property Group | Real Estate | 1.30% | 1.63 | 2019-12-31 | +0.5% | +0.9% | -5.7% | -8.2% | -2.0% | +15.0% | +19.2% |
| TDGTransDigm Group | Industrials | 1.28% | 2.63 | 2024-10-31 | +0.2% | +2.5% | -7.2% | -16.0% | -5.1% | -16.4% | -13.3% |
| AEPAmerican Electric Power | Utilities | 1.27% | 0.92 | 2026-08-31 NEW | +0.2% | -0.3% | -1.4% | -12.6% | -1.8% | +6.7% | +15.8% |
| TFCTruist Financial | Financial Services | 1.16% | 1.63 | 2019-12-31 | -1.9% | -4.7% | -5.4% | -3.8% | -3.0% | +0.7% | +9.0% |
| OKEONEOK | Energy | 1.16% | 1.77 | 2025-02-28 | -1.9% | -4.9% | -3.1% | +2.2% | -6.2% | +27.2% | +32.7% |
| DDominion Energy | Utilities | 1.09% | 1.56 | 2019-12-31 | -0.6% | -2.2% | -5.3% | -9.1% | -4.5% | +9.9% | +8.8% |
| NKENike, Inc. | Consumer Cyclical | 1.09% | 1.64 | 2026-04-30 | +0.0% | -0.3% | -10.5% | -10.5% | -6.6% | -41.8% | -47.4% |
| ORealty Income | Real Estate | 1.09% | 2.63 | 2019-12-31 | -0.2% | -3.7% | -10.1% | -9.3% | -7.8% | +3.8% | +0.8% |
| FFord Motor Company | Consumer Cyclical | 1.06% | 1.70 | 2022-08-31 | -0.5% | -3.0% | -6.0% | -6.3% | -6.0% | +3.2% | +17.9% |
| PSAPublic Storage | Real Estate | 1.02% | 1.47 | 2022-07-29 | -2.4% | -2.4% | -9.9% | -9.8% | -4.7% | +15.0% | +8.1% |
| SRESempra | Utilities | 1.01% | 0.97 | 2026-08-31 NEW | -0.3% | -0.3% | -4.2% | -14.1% | -0.9% | -7.0% | +0.1% |
| FITBFifth Third Bancorp | Financial Services | 0.92% | 0.83 | 2026-08-31 NEW | -1.0% | -3.5% | -3.9% | -5.6% | -1.9% | +14.5% | +18.4% |
| PAYXPaychex | Industrials | 0.92% | 1.22 | 2025-10-31 | -0.4% | -3.2% | -9.1% | +15.8% | -10.1% | +5.6% | -8.0% |
| ARESAres Management Corporation | Financial Services | 0.91% | 1.17 | 2026-02-27 | -1.5% | -2.4% | -10.0% | +15.5% | -12.0% | -20.2% | -29.0% |
| XELXcel Energy | Utilities | 0.89% | 0.91 | 2026-08-31 NEW | +0.3% | -0.6% | -6.1% | -11.7% | -4.0% | -0.2% | +3.0% |
| EDConsolidated Edison | Utilities | 0.75% | 1.03 | 2026-04-30 | -0.0% | -1.3% | -3.6% | -6.6% | -3.0% | +7.1% | +11.4% |
| PRUPrudential Financial | Financial Services | 0.73% | 1.97 | 2019-12-31 | -0.7% | -1.4% | -3.0% | +10.0% | +0.1% | +8.3% | +19.6% |
| PEGPublic Service Enterprise Group | Utilities | 0.69% | 1.23 | 2026-03-31 | -0.3% | -1.8% | -5.1% | -16.6% | -4.9% | -11.7% | -12.4% |
| KVUEKenvue | Consumer Defensive | 0.69% | 1.80 | 2024-05-31 | +1.1% | +0.9% | -7.0% | -4.5% | -4.3% | +8.4% | +3.3% |
| KMBKimberly-Clark | Consumer Defensive | 0.68% | 2.00 | 2023-07-31 | +1.2% | +0.2% | -10.1% | -8.5% | -7.3% | +1.8% | -16.6% |
| HSYHershey Company (The) | Consumer Defensive | 0.68% | 1.01 | 2026-06-30 | +0.3% | -1.1% | -11.3% | -5.2% | -4.4% | -5.4% | -8.8% |
| WECWEC Energy Group | Utilities | 0.66% | 1.20 | 2026-04-30 | -0.6% | -0.7% | -4.4% | -12.7% | -3.1% | +0.0% | -3.4% |
| PPLPPL Corporation | Utilities | 0.65% | 1.04 | 2026-07-31 | -0.5% | -1.1% | -5.4% | -10.5% | -2.9% | -3.9% | -4.9% |
| CCICrown Castle | Real Estate | 0.62% | 2.59 | 2020-12-31 | -1.2% | -1.2% | -3.9% | -11.1% | -3.6% | -15.4% | -18.7% |
| HBANHuntington Bancshares | Financial Services | 0.61% | 1.34 | 2019-12-31 | -2.2% | -5.4% | -7.0% | -10.9% | -5.0% | -6.9% | -8.0% |
| KHCKraft Heinz | Consumer Defensive | 0.57% | 1.99 | 2023-06-30 | -1.5% | -2.9% | -5.0% | +2.9% | -5.0% | +4.1% | -2.9% |
| EXRExtra Space Storage | Real Estate | 0.56% | 1.92 | 2022-10-31 | -1.8% | -1.7% | -6.6% | -8.5% | -3.2% | +7.2% | +1.5% |
| DTEDTE Energy | Utilities | 0.53% | 1.12 | 2026-07-31 | -0.6% | -2.9% | -6.7% | -18.1% | -6.7% | -0.3% | -4.4% |
| VICIVici Properties | Real Estate | 0.53% | 2.63 | 2022-06-30 | -0.3% | -1.3% | -8.8% | -10.2% | -4.7% | -10.2% | -19.4% |
| HPQHP Inc. | Technology | 0.52% | 1.50 | 2024-11-29 | -2.8% | -5.3% | +13.2% | +41.4% | +7.8% | +49.4% | +19.6% |
| FEFirstEnergy | Utilities | 0.51% | 1.48 | 2020-06-30 | -0.5% | -1.3% | -4.0% | -6.8% | -2.5% | +2.9% | +7.7% |
| ESEversource Energy | Utilities | 0.50% | 1.79 | 2024-03-28 | -0.8% | -0.1% | -5.7% | -8.6% | -4.2% | +2.0% | +4.8% |
| RFRegions Financial Corporation | Financial Services | 0.48% | 1.23 | 2023-03-31 | -2.2% | -6.0% | -8.0% | -6.2% | -5.7% | +6.0% | +6.9% |
| VMRKEquity Residential | Real Estate | 0.47% | 1.69 | 2025-01-31 | +1.6% | -5.0% | -8.5% | -7.9% | -4.3% | +2.3% | +0.2% |
| SWSmurfit WestRock | Consumer Cyclical | 0.47% | 1.38 | 2025-08-29 | +2.3% | +6.3% | -4.6% | -0.2% | -1.0% | +23.7% | +10.5% |
| TROWT. Rowe Price | Financial Services | 0.45% | 1.94 | 2021-06-30 | -0.4% | -0.1% | -6.1% | -4.3% | -5.2% | +5.8% | +3.5% |
| KEYKeyCorp | Financial Services | 0.44% | 1.39 | 2026-06-30 | -1.9% | -5.6% | -5.5% | -11.1% | -4.3% | +2.1% | +11.7% |
| GISGeneral Mills | Consumer Defensive | 0.42% | 2.63 | 2024-05-31 | +0.1% | -3.1% | -13.4% | +0.1% | -14.0% | -20.0% | -25.2% |
| STZConstellation Brands | Consumer Defensive | 0.42% | 0.94 | 2026-07-31 | -0.7% | -4.9% | -14.5% | -19.0% | -10.0% | -13.0% | -8.9% |
| DOWDow Inc. | Basic Materials | 0.41% | 1.89 | 2019-12-31 | -0.2% | -5.5% | -9.3% | -1.8% | -7.6% | +24.7% | +25.9% |
| AMCRAmcor | Consumer Cyclical | 0.40% | 2.63 | 2020-05-29 | +2.6% | +1.8% | -8.5% | +1.9% | -4.4% | +8.3% | +11.1% |
| LYBLyondellBasell | Basic Materials | 0.40% | 2.34 | 2019-12-31 | -1.7% | -9.5% | -9.1% | +7.4% | -9.0% | +41.3% | +21.1% |
| EIXEdison International | Utilities | 0.40% | 2.63 | 2025-01-31 | +0.2% | +0.9% | -25.6% | -26.4% | +2.0% | -4.7% | +4.4% |
| FISFidelity National Information Services | Technology | 0.40% | 1.61 | 2026-02-27 | -0.6% | -6.3% | -14.5% | -8.3% | -13.2% | -45.7% | -44.2% |
| CMSCMS Energy | Utilities | 0.39% | 1.05 | 2026-07-31 | -0.7% | -2.5% | -6.1% | -17.8% | -5.6% | -5.9% | -5.5% |
| IPInternational Paper | Consumer Cyclical | 0.38% | 2.08 | 2019-12-31 | +1.1% | +5.1% | -13.0% | -6.8% | -5.9% | -6.0% | -19.3% |
| EVRGEvergy | Utilities | 0.36% | 1.13 | 2020-11-30 | +0.0% | -1.2% | -2.6% | -8.3% | -2.2% | +12.1% | +13.5% |
| GPCGenuine Parts Company | Consumer Cyclical | 0.35% | 0.92 | 2026-02-27 | +2.5% | -1.1% | -3.8% | +12.6% | -3.7% | +8.3% | -2.2% |
| ESSEssex Property Trust | Real Estate | 0.34% | 1.27 | 2025-03-31 | +1.2% | -0.5% | -6.4% | -6.2% | -2.9% | +8.1% | +6.8% |
| OMCOmnicom Group | Communication Services | 0.34% | 1.23 | 2025-01-31 | -0.3% | -4.7% | -14.4% | +4.1% | -13.0% | -3.8% | +4.6% |
| LNTAlliant Energy | Utilities | 0.33% | 0.92 | 2026-08-31 NEW | -0.5% | -2.1% | -5.5% | -15.7% | -4.9% | +1.7% | +3.8% |
| BENFranklin Resources | Financial Services | 0.33% | 1.39 | 2024-01-31 | -1.5% | -0.5% | -4.3% | +0.8% | -3.0% | +42.1% | +42.9% |
| INVHInvitation Homes | Real Estate | 0.33% | 1.56 | 2025-06-30 | +0.2% | -1.8% | -10.9% | -10.9% | -6.9% | -0.1% | -4.4% |
| BBYBest Buy | Consumer Cyclical | 0.32% | 2.04 | 2021-12-31 | +1.7% | +2.8% | +9.5% | +23.3% | +19.5% | +47.3% | +38.3% |
| KIMKimco Realty | Real Estate | 0.30% | 1.76 | 2022-05-31 | +0.0% | -2.0% | -5.9% | -11.9% | -3.8% | +14.9% | +7.6% |
| HSTHost Hotels & Resorts | Real Estate | 0.29% | 2.63 | 2023-02-28 | -0.1% | +0.7% | -3.9% | -7.7% | +1.6% | +31.8% | +38.4% |
| MAAMid-America Apartment Communities | Real Estate | 0.29% | 1.98 | 2023-06-30 | +0.2% | -4.3% | -10.5% | -14.3% | -7.5% | -11.2% | -11.4% |
| SWKStanley Black & Decker | Industrials | 0.28% | 1.16 | 2024-10-31 | +3.9% | +4.0% | -5.7% | +1.0% | -3.6% | +27.9% | +25.3% |
| DOCHealthpeak Properties | Real Estate | 0.27% | 2.63 | 2019-12-31 | -0.6% | +2.2% | -4.3% | -3.0% | -0.6% | +34.4% | +19.0% |
| MKCMcCormick & Company | Consumer Defensive | 0.27% | 1.17 | 2026-03-31 | +1.1% | -0.9% | -12.1% | -2.3% | -8.8% | -26.1% | -22.1% |
| SJMJ.M. Smucker Company (The) | Consumer Defensive | 0.27% | 1.09 | 2024-03-28 | +1.0% | -0.5% | -3.8% | +5.7% | -7.7% | +27.7% | +15.9% |
| REGRegency Centers | Real Estate | 0.26% | 1.51 | 2021-09-30 | +0.8% | -0.7% | -3.1% | -9.2% | -0.7% | +9.7% | +8.9% |
| HASHasbro | Consumer Cyclical | 0.25% | 0.83 | 2026-06-30 | -0.9% | -3.7% | -8.9% | +2.6% | -7.6% | +8.4% | +21.0% |
| HRLHormel Foods | Consumer Defensive | 0.23% | 2.38 | 2024-05-31 | -0.6% | -2.2% | -15.6% | -22.4% | -6.9% | -10.8% | -13.8% |
| BF-BBrown–Forman | Consumer Defensive | 0.23% | 1.17 | 2025-12-31 | +1.6% | +1.5% | -6.8% | -4.2% | +0.8% | +4.6% | +0.0% |
| UDRUDR, Inc. | Real Estate | 0.23% | 1.70 | 2022-07-29 | +0.6% | -2.3% | -10.8% | -13.7% | -7.3% | -3.6% | -4.8% |
| CLXClorox | Consumer Defensive | 0.23% | 2.21 | 2025-03-31 | +2.7% | -0.0% | -18.7% | -9.6% | -10.8% | -10.5% | -25.0% |
| PNWPinnacle West | Utilities | 0.22% | 1.32 | 2025-05-30 | -0.2% | -1.8% | -4.7% | -13.0% | -4.6% | +8.0% | +11.8% |
| BXPBXP, Inc. | Real Estate | 0.20% | 1.58 | 2020-05-29 | +0.3% | +0.7% | -8.1% | -3.6% | -5.4% | -2.4% | -12.1% |
| CPTCamden Property Trust | Real Estate | 0.20% | 1.49 | 2023-09-29 | +0.5% | -3.4% | -9.0% | -13.8% | -6.1% | -8.0% | -4.2% |
| AESAES Corporation | Utilities | 0.20% | 2.01 | 2024-08-30 | -0.1% | +0.1% | +0.5% | +2.3% | +0.5% | +7.2% | +19.2% |
| FRTFederal Realty Investment Trust | Real Estate | 0.19% | 1.43 | 2025-01-31 | -0.1% | -3.0% | -6.0% | -10.9% | -4.8% | +13.1% | +15.7% |
| SWKSSkyworks Solutions | Technology | 0.19% | 0.96 | 2025-02-28 | +1.4% | -0.0% | +34.5% | +32.3% | +34.2% | +44.8% | +17.6% |
| AREAlexandria Real Estate Equities | Real Estate | 0.18% | 2.63 | 2023-03-31 | +1.0% | +1.7% | -0.4% | -1.2% | +5.0% | +13.2% | -33.7% |
| MOSMosaic Company (The) | Basic Materials | 0.14% | 1.29 | 2025-11-28 | +2.7% | -2.9% | +3.9% | +11.5% | +3.4% | +5.5% | -24.5% |
| TAP | — | 0.14% | 2.63 | 2026-03-31 | -1.8% | -6.1% | -13.2% | -10.1% | -7.2% | -18.3% | -17.2% |
| PGRProgressive Corporation | Financial Services | — | 2.63 | 2026-01-30 | -2.5% | -6.5% | -7.6% | -7.7% | -5.1% | -3.3% | -9.1% |
Bottom quintile: the lowest-scoring stocks, used as the equal-weighted short leg of the spread.
| ABNBAirbnb | Consumer Cyclical | -1.11 | 2023-09-29 | -3.0% | -3.9% | -14.9% | +11.2% | -11.7% | +19.2% | +27.4% |
|---|---|---|---|---|---|---|---|---|---|---|
| ACGLArch Capital Group | Financial Services | -1.11 | 2025-11-28 | -0.9% | -2.1% | -6.1% | -2.7% | -3.2% | -1.0% | +7.4% |
| ADBEAdobe Inc. | Technology | -1.11 | 2019-12-31 | -4.5% | -7.6% | -13.8% | +17.5% | -18.6% | -31.9% | -34.9% |
| ADSKAutodesk | Technology | -1.11 | 2019-12-31 | +0.4% | -3.0% | -13.7% | +11.9% | -15.0% | -25.8% | -31.9% |
| AKAMAkamai Technologies | Technology | -1.11 | 2019-12-31 | +0.8% | +12.3% | +12.0% | +4.5% | +8.9% | +35.6% | +55.1% |
| ALGNAlign Technology | Healthcare | -1.11 | 2019-12-31 | +4.4% | +4.3% | -4.0% | -14.1% | -4.1% | -1.8% | +16.7% |
| AMDAdvanced Micro Devices | Technology | -1.11 | 2019-12-31 | +1.3% | +23.7% | +36.6% | +19.6% | +32.5% | +191.3% | +296.3% |
| AMZNAmazon | Consumer Cyclical | -1.11 | 2019-12-31 | -1.3% | +2.6% | -2.7% | +9.6% | -1.8% | +10.5% | +10.2% |
| ANETArista Networks | Technology | -1.11 | 2019-12-31 | -0.1% | +6.4% | +9.1% | +30.2% | +4.9% | +56.6% | +37.1% |
| APPAppLovin Corporation | Technology | -1.11 | 2025-09-30 | -0.4% | -0.8% | +10.1% | -31.1% | +5.3% | -51.2% | -49.4% |
| APTVAptiv | Consumer Cyclical | -1.11 | 2020-11-30 | +2.4% | +2.0% | -5.8% | -26.0% | -0.3% | -41.4% | -47.7% |
| AXONAxon Enterprise | Industrials | -1.11 | 2023-05-31 | +1.6% | +3.9% | -23.1% | -1.2% | -18.9% | -19.1% | -40.7% |
| AZOAutoZone | Consumer Cyclical | -1.11 | 2019-12-31 | +3.3% | +1.2% | -3.8% | -7.5% | -3.2% | -14.6% | -30.1% |
| BABoeing | Industrials | -1.11 | 2021-02-26 | -1.7% | -5.7% | -6.0% | -9.0% | -4.8% | -8.9% | -8.3% |
| BIIBBiogen | Healthcare | -1.11 | 2019-12-31 | +2.9% | +4.2% | +3.3% | +4.3% | +4.0% | +28.1% | +58.1% |
| BLDR | — | -1.11 | 2023-12-29 | +4.0% | +1.1% | -13.3% | -31.7% | -8.3% | -40.8% | -51.0% |
| BRK-BBerkshire Hathaway | Financial Services | -1.11 | 2019-12-31 | +0.3% | -2.6% | -0.2% | +1.0% | -0.1% | +0.2% | +2.2% |
| BSXBoston Scientific | Healthcare | -1.11 | 2019-12-31 | +2.7% | +2.4% | -8.3% | +1.6% | -7.0% | -52.9% | -54.1% |
| CBRECBRE Group | Real Estate | -1.11 | 2019-12-31 | -1.5% | +0.7% | -7.1% | +2.7% | -3.2% | -12.2% | -14.0% |
| CDNSCadence Design Systems | Technology | -1.11 | 2019-12-31 | +2.7% | +10.6% | -4.1% | -19.7% | -10.6% | -3.1% | -18.9% |
| CHTRCharter Communications | Communication Services | -1.11 | 2019-12-31 | -4.9% | -17.0% | -22.0% | -12.3% | -23.1% | -43.8% | -55.3% |
| CIENCiena Corporation | Technology | -1.11 | 2026-02-27 | +0.7% | +10.2% | -0.9% | -23.1% | -3.7% | +57.6% | +166.4% |
| CMGChipotle Mexican Grill | Consumer Cyclical | -1.11 | 2019-12-31 | -1.5% | -6.3% | -14.2% | -2.1% | -14.2% | -11.8% | -17.0% |
| CNCCentene Corporation | Healthcare | -1.11 | 2019-12-31 | -2.6% | -6.5% | -3.6% | -3.7% | -1.7% | +53.8% | +99.2% |
| COHRCoherent, Inc. | Technology | -1.11 | 2026-03-31 | -3.5% | +14.5% | +12.7% | -18.4% | +11.7% | +68.2% | +184.5% |
| COINCoinbase Global | Financial Services | -1.11 | 2025-05-30 | +0.0% | +16.8% | +12.0% | +34.9% | +6.9% | -11.1% | -41.3% |
| COOCooper Companies (The) | Healthcare | -1.11 | 2023-12-29 | +2.2% | +3.8% | -27.1% | -22.1% | -21.1% | -32.5% | -18.9% |
| CPAYCorpay | Technology | -1.11 | 2019-12-31 | -1.1% | -3.6% | -5.1% | +18.2% | -2.8% | +30.6% | +30.1% |
| CPRTCopart | Consumer Cyclical | -1.11 | 2019-12-31 | -0.4% | -7.2% | -13.4% | -5.7% | -12.7% | -26.4% | -37.2% |
| CRLCharles River Laboratories | Healthcare | -1.11 | 2021-05-28 | +2.2% | +4.5% | -4.5% | +32.1% | -1.1% | +42.9% | +83.5% |
| CRWDCrowdStrike | Technology | -1.11 | 2024-06-28 | +0.3% | +3.1% | +31.1% | +42.7% | +8.2% | +113.4% | +99.0% |
| CSGPCoStar Group | Real Estate | -1.11 | 2022-09-30 | -0.9% | -8.8% | -12.4% | -4.9% | -10.3% | -57.2% | -67.0% |
| CVNACarvana Co. | Consumer Cyclical | -1.11 | 2025-12-31 | -2.6% | -2.2% | -9.6% | +4.9% | -11.0% | -22.5% | -16.6% |
| DASHDoorDash | Communication Services | -1.11 | 2025-03-31 | -0.8% | -3.0% | -16.1% | +5.0% | -17.1% | -15.1% | -27.6% |
| DDOGDatadog | Technology | -1.11 | 2025-07-31 | +1.0% | +7.5% | +9.6% | +3.2% | +4.4% | +82.0% | +78.3% |
| DECKDeckers Brands | Consumer Cyclical | -1.11 | 2024-03-28 | -0.5% | +3.0% | -13.3% | -23.6% | -8.3% | -23.0% | -29.8% |
| DLTRDollar Tree | Consumer Defensive | -1.11 | 2019-12-31 | +2.4% | +2.0% | -15.9% | -7.1% | -9.1% | -6.5% | +20.8% |
| DVADaVita | Healthcare | -1.11 | 2019-12-31 | +0.8% | -3.8% | +4.1% | -15.3% | +4.4% | +61.7% | +41.1% |
| DXCMDexcom | Healthcare | -1.11 | 2020-05-29 | +0.4% | +3.6% | -1.7% | +27.6% | -1.7% | +34.9% | +32.7% |
| ECHOEchoStar Corporation | Communication Services | -1.11 | 2019-12-31 | +0.1% | +3.6% | +11.9% | -1.9% | +10.4% | -12.2% | +31.7% |
| EWEdwards Lifesciences | Healthcare | -1.11 | 2019-12-31 | +0.5% | +3.5% | -1.9% | -2.2% | -2.2% | +4.1% | +19.3% |
| FDXFFedEx Freight Holding Company, Inc. | Industrials | -1.11 | 2026-06-30 | +1.2% | -6.2% | -9.3% | -22.7% | -11.0% | -21.2% | — |
| FFIVF5, Inc. | Technology | -1.11 | 2019-12-31 | +0.7% | +5.2% | +19.6% | +14.9% | +11.3% | +77.6% | +37.9% |
| FICOFair Isaac | Technology | -1.11 | 2023-03-31 | -1.1% | -7.2% | -21.6% | -22.7% | -20.3% | -45.9% | -38.1% |
| FISVFiserv, Inc. | Technology | -1.11 | 2019-12-31 | -0.8% | -7.8% | -13.0% | -6.8% | -13.5% | -31.4% | -65.0% |
| FLEXFlex Ltd. | Technology | -1.11 | 2026-06-30 | +2.5% | +6.0% | +7.3% | -22.0% | +4.8% | +89.4% | +95.1% |
| FSLRFirst Solar | Energy | -1.11 | 2022-12-30 | +0.5% | -0.8% | -3.6% | -16.0% | -0.5% | -23.1% | -5.5% |
| FTNTFortinet | Technology | -1.11 | 2019-12-31 | -0.5% | +1.1% | +14.6% | +15.1% | +1.9% | +119.4% | +106.9% |
| GDDYGoDaddy | Technology | -1.11 | 2024-06-28 | -6.2% | -4.0% | -2.3% | +16.2% | +0.4% | -20.8% | -32.1% |
| GNRCGenerac | Industrials | -1.11 | 2021-03-31 | +0.6% | +17.8% | +1.3% | -26.0% | +11.2% | +51.2% | +13.1% |
| HONAHoneywell Aerospace Inc | Technology | -1.11 | 2026-06-30 | -1.0% | +5.6% | +3.8% | -24.3% | +5.8% | -16.3% | — |
| HOODRobinhood Markets, Inc. | Financial Services | -1.11 | 2025-09-30 | +0.8% | +12.5% | +19.9% | +25.9% | +18.6% | +9.9% | -0.4% |
| HSICHenry Schein | Healthcare | -1.11 | 2019-12-31 | +2.6% | -0.1% | -2.3% | +2.9% | -2.6% | +15.7% | +28.8% |
| IDXXIdexx Laboratories | Healthcare | -1.11 | 2019-12-31 | +1.2% | +2.1% | -6.8% | -5.4% | -6.3% | -22.9% | -20.5% |
| INCYIncyte | Healthcare | -1.11 | 2019-12-31 | +1.8% | +4.3% | -0.8% | +11.6% | +3.0% | +28.5% | +46.7% |
| INTCIntel | Technology | -1.11 | 2025-08-29 | +1.7% | +27.5% | +41.9% | -3.5% | +38.4% | +235.7% | +318.7% |
| IQVIQVIA | Healthcare | -1.11 | 2019-12-31 | +0.1% | +0.2% | +3.8% | +41.3% | +3.4% | +19.8% | +44.3% |
| ISRGIntuitive Surgical | Healthcare | -1.11 | 2019-12-31 | +0.1% | +6.6% | +7.6% | -0.6% | +6.7% | -29.0% | -8.3% |
| ITGartner | Technology | -1.11 | 2019-12-31 | -2.5% | -8.6% | -11.8% | +32.5% | -9.8% | -29.1% | -30.3% |
| KEYSKeysight Technologies | Technology | -1.11 | 2019-12-31 | +1.6% | +10.8% | +11.8% | +5.7% | +7.6% | +70.9% | +95.0% |
| LITELumentum Holdings Inc. | Technology | -1.11 | 2026-03-31 | -0.9% | +12.7% | +13.9% | +15.8% | +3.4% | +156.6% | +460.5% |
| LULULululemon Athletica | Consumer Cyclical | -1.11 | 2023-10-31 | +2.4% | +5.5% | -15.5% | -11.8% | -13.8% | -50.1% | -38.9% |
| LYVLive Nation Entertainment | Communication Services | -1.11 | 2019-12-31 | +0.4% | -0.2% | -8.0% | -5.4% | -5.6% | +19.2% | +3.7% |
| MGMMGM Resorts | Consumer Cyclical | -1.11 | 2023-12-29 | +0.4% | -0.8% | -11.0% | -20.9% | -5.9% | +6.6% | +8.7% |
| MNSTMonster Beverage | Consumer Defensive | -1.11 | 2019-12-31 | +0.6% | -0.8% | -9.5% | -8.1% | -3.6% | +15.5% | +38.0% |
| MRNAModerna | Healthcare | -1.11 | 2021-07-30 | +5.6% | +27.0% | +31.4% | +171.4% | +30.1% | +519.1% | +623.3% |
| MTDMettler Toledo | Healthcare | -1.11 | 2019-12-31 | +4.2% | +12.0% | +6.6% | +18.0% | +6.1% | +6.9% | +17.8% |
| NCLHNorwegian Cruise Line Holdings | Consumer Cyclical | -1.11 | 2019-12-31 | -0.1% | -0.4% | -17.4% | -33.1% | -11.9% | -36.3% | -43.6% |
| NFLXNetflix | Communication Services | -1.11 | 2019-12-31 | -1.6% | -7.4% | -9.8% | -2.2% | -11.0% | -23.0% | -41.2% |
| NOWServiceNow | Technology | -1.11 | 2019-12-31 | -0.5% | -3.5% | +7.0% | +39.3% | -7.4% | -10.6% | -28.7% |
| NVRNVR, Inc. | Consumer Cyclical | -1.11 | 2019-12-31 | +2.4% | +1.3% | -0.9% | -7.2% | +0.4% | -13.1% | -21.7% |
| ONON Semiconductor | Technology | -1.11 | 2022-06-30 | +2.6% | +0.5% | +2.3% | -18.8% | -0.7% | +35.9% | +44.1% |
| ORLYO'Reilly Auto Parts | Consumer Cyclical | -1.11 | 2019-12-31 | +3.5% | +0.8% | -5.4% | -4.2% | -3.4% | -5.9% | -17.4% |
| PANWPalo Alto Networks | Technology | -1.11 | 2023-06-30 | +0.8% | -0.1% | +6.8% | +23.1% | -2.0% | +103.4% | +79.9% |
| PLTRPalantir Technologies | Technology | -1.11 | 2024-09-30 | +1.0% | +7.2% | +5.2% | +63.8% | -0.8% | +4.1% | +1.4% |
| PODDInsulet Corporation | Healthcare | -1.11 | 2023-03-31 | -0.8% | +0.1% | -4.2% | -11.9% | -6.2% | -51.0% | -57.9% |
| PTCPTC Inc. | Technology | -1.11 | 2021-04-30 | +3.5% | +5.5% | -9.3% | +21.0% | -10.1% | -19.6% | -32.0% |
| RDDTReddit, Inc. | Communication Services | -1.11 | 2026-08-31 NEW | -2.0% | -2.5% | +1.9% | -6.8% | +5.3% | -32.3% | -41.2% |
| SMCISupermicro | Technology | -1.11 | 2024-03-28 | +0.8% | +16.6% | +18.1% | +35.6% | +11.4% | +41.9% | -9.3% |
| SNDKSandisk Corporation | Technology | -1.11 | 2025-11-28 | +6.8% | +23.3% | +26.4% | -9.7% | +20.4% | +694.9% | +1746.2% |
| SNPSSynopsys | Technology | -1.11 | 2019-12-31 | +1.8% | +11.3% | +3.7% | -9.9% | -6.9% | -12.9% | -17.4% |
| SOLVSolventum | Healthcare | -1.11 | 2024-04-30 | -0.1% | -1.5% | -2.7% | +11.6% | -2.5% | +12.0% | +20.4% |
| TDYTeledyne Technologies | Technology | -1.11 | 2020-06-30 | +0.6% | +2.4% | -2.0% | -1.8% | -0.0% | +20.0% | +8.4% |
| TRMBTrimble Inc. | Technology | -1.11 | 2021-08-31 | +2.7% | +0.9% | -2.3% | +17.0% | -1.1% | -24.3% | -28.4% |
| TSLATesla, Inc. | Consumer Cyclical | -1.11 | 2021-08-31 | +1.0% | +6.3% | +8.6% | -0.2% | +3.0% | -15.8% | -11.1% |
| TTD | — | -1.11 | 2025-07-31 | -5.0% | -12.1% | -0.7% | -28.2% | -3.9% | -65.3% | -70.4% |
| TTWOTake-Two Interactive | Technology | -1.11 | 2021-08-31 | -2.1% | -3.0% | -12.0% | -13.8% | -6.5% | -19.7% | -18.1% |
| TYLTyler Technologies | Technology | -1.11 | 2021-09-30 | -0.4% | -6.2% | -7.0% | +12.4% | -11.1% | -27.1% | -38.0% |
| UALUnited Airlines Holdings | Industrials | -1.11 | 2021-11-30 | +0.7% | +7.8% | +1.4% | -15.4% | +6.7% | +3.0% | +8.4% |
| UBERUber | Technology | -1.11 | 2023-12-29 | -1.3% | -2.2% | -11.9% | -8.3% | -7.6% | -14.5% | -29.0% |
| ULTAUlta Beauty | Consumer Cyclical | -1.11 | 2021-11-30 | -0.7% | +1.8% | +2.8% | +13.4% | +3.1% | -8.5% | +6.2% |
| VEEVVeeva Systems Inc. | Healthcare | -1.11 | 2026-05-29 | -0.1% | -2.1% | +5.0% | +52.3% | -8.7% | +16.9% | -6.1% |
| VRTXVertex Pharmaceuticals | Healthcare | -1.11 | 2022-05-31 | +0.8% | +0.1% | -5.9% | +4.8% | -5.4% | +13.6% | +34.4% |
| WATWaters Corporation | Healthcare | -1.11 | 2022-06-30 | +0.4% | +2.1% | +3.6% | +13.7% | +2.7% | +12.1% | +41.5% |
| WBDWarner Bros. Discovery | Communication Services | -1.11 | 2023-05-31 | +0.1% | +10.0% | +7.4% | +15.3% | +8.1% | +7.0% | +59.5% |
| WDAYWorkday, Inc. | Technology | -1.11 | 2024-12-31 | -1.9% | -1.3% | -5.5% | +51.5% | -4.7% | -12.4% | -19.4% |
| XYZBlock, Inc. | Technology | -1.11 | 2025-07-31 | -0.5% | -1.0% | -4.7% | -0.4% | -5.5% | +19.1% | +0.7% |
| ZBRAZebra Technologies | Technology | -1.11 | 2023-11-30 | +3.1% | +5.5% | -0.5% | +43.8% | +2.3% | +48.9% | +13.5% |
| MUMicron Technology | Technology | -1.08 | 2026-04-30 | +5.0% | +18.2% | +20.4% | -3.2% | +14.3% | +284.3% | +574.7% |
| PWRQuanta Services | Industrials | -1.07 | 2024-12-31 | +0.0% | +4.8% | +4.2% | -6.6% | +5.9% | +52.3% | +65.5% |
Score is the cross-sectional z-score at rebalance. “Since” marks the start of the stock’s current uninterrupted run in that book. A missing long weight means no usable market cap at rebalance; the name remains in the equal-weighted spread leg. Individual stock returns are descriptive, not portfolio attribution.
How Dividend yield is defined
Ranked by trailing-twelve-month dividends per share, dated by ex-dividend date, divided by price.
Raw metrics are winsorized at the 2.5th and 97.5th percentiles, then standardized within the point-in-time universe. Stocks are split into five groups at each month-end rebalance.
The long portfolio holds the top quintile, weighted by market capitalization with a 5% name cap at rebalance. The Q5 − Q1 spread uses equal weights on both sides. Holdings drift with prices between rebalances.
First rebalance: 2019-12-31. The 5-day z-score compares the latest relative move with the prior 252 overlapping 5-day moves.
Read the full methodology →Sector exposure
Long portfolio / S&P 500 benchmark
Utilities17.4% / 2.3%
Consumer Defensive17.0% / 5.0%
Financial Services14.9% / 12.6%
Real Estate12.7% / 1.7%
Communication Services9.6% / 10.2%
Healthcare7.9% / 9.2%
Energy7.5% / 3.4%
Consumer Cyclical4.3% / 9.5%
Industrials4.2% / 7.4%
Technology3.4% / 37.1%
Basic Materials1.0% / 1.6%
Unknown0.1% / 0.0%
Monthly portfolio changes
The last 12 rebalances of the long book. Turnover is the share of names newly added.
2026-08-31 9 added · 9 dropped
Added AEP, FITB, KMI, LNT, NEE, PLD, PNC, SRE, XEL
Dropped AVB, DRI, EXC, EXE, IBM, TGT, TSCO, TSN, WY
2026-07-31 7 added · 7 dropped
Added CMS, DRI, DTE, IBM, PPL, STZ, TSCO
Dropped APA, COP, CTSH, EOG, IVZ, KMI, PLD
2026-06-30 10 added · 10 dropped
Added APA, COP, CTSH, EOG, EXC, HAS, HSY, IVZ, KEY, PLD
Dropped ABBV, CAG, CMS, CPB, DTE, FITB, KDP, PFG, PNC, PPL
2026-05-29 6 added · 6 dropped
Added BX, CMS, DTE, KMI, PNC, PPL
Dropped ADP, CVS, EXC, IVZ, KEY, VTRS
2026-04-30 6 added · 6 dropped
Added ABBV, ED, EXE, NKE, SO, WEC
Dropped BX, IRM, KMI, MET, PNC, UNH
2026-03-31 10 added · 10 dropped
Added ACN, ADP, CME, EXC, IRM, MDT, MKC, PEG, TAP, UNH
Dropped APA, DTE, ED, EOG, HAS, LW, NEE, PSX, SO, WEC
2026-02-27 8 added · 8 dropped
Added ARES, FIS, FITB, GPC, IVZ, MET, NEE, PNC
Dropped AEP, EXC, IRM, LNT, PLD, STZ, TAP, TXN
2026-01-30 7 added · 7 dropped
Added AEP, BX, LNT, PGR, PLD, STZ, TXN
Dropped ADM, COP, CTRA, GPC, WMB, XEL, XOM
2025-12-31 8 added · 8 dropped
Added BF-B, CTRA, DTE, GPC, LW, SO, WEC, XEL
Dropped BAX, CME, FITB, IVZ, LKQ, MCHP, PCAR, PNC
2025-11-28 6 added · 6 dropped
Added ADM, IRM, KMI, MCHP, MDLZ, MOS
Dropped ACGL, CTRA, EMN, IPG, MRK, STZ
2025-10-31 7 added · 7 dropped
Added BAX, COP, PAYX, PM, PNC, STZ, WMB
Dropped ADM, AEP, AMGN, BF-B, BG, KMI, PLD
2025-09-30 6 added · 6 dropped
Added ADM, BF-B, EOG, FITB, KDP, KEY
Dropped BAX, EXE, IRM, NEE, WEC, WMB