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 500-0.1%relative return
20 days vs S&P 500+7.7%relative return
5-day z-score-1.47σrelative move vs trailing history
Year to date+25.9%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 | -0.3% | +0.2% | +6.1% | +2.5% | +1.1% | +25.9% | +28.4% |
| vs S&P 500 | -0.1% | -3.2% | +7.7% | +3.3% | +0.5% | +10.8% | +12.6% |
| Q5 − Q1 spread | +0.8% | -3.3% | +7.0% | +3.3% | +0.2% | +6.4% | +6.1% |
Inside the factor
Rebalanced 2026-10-30 · 7% 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% | 0.83 | 2023-10-31 | +2.1% | +2.3% | -0.7% | +5.8% | -7.5% | +46.9% | +44.9% |
|---|---|---|---|---|---|---|---|---|---|---|---|
| VZVerizon | Communication Services | 3.99% | 2.57 | 2019-12-31 | -0.0% | +1.0% | +4.9% | -4.2% | +4.2% | +22.0% | +22.1% |
| PEPPepsiCo | Consumer Defensive | 3.95% | 1.62 | 2025-03-31 | -0.8% | +0.0% | +11.2% | +1.2% | +3.9% | +2.5% | +2.4% |
| PFEPfizer | Healthcare | 3.75% | 2.57 | 2019-12-31 | -1.8% | -1.8% | -0.3% | +3.9% | -3.8% | +23.9% | +21.0% |
| TAT&T | Communication Services | 3.12% | 2.24 | 2019-12-31 | -0.4% | +1.6% | -5.7% | -10.8% | +3.5% | -6.5% | -7.8% |
| BXBlackstone Inc. | Financial Services | 3.03% | 1.77 | 2026-02-27 | -2.3% | -0.5% | +10.2% | -17.0% | +1.6% | -19.4% | -14.4% |
| PGRProgressive Corporation | Financial Services | 2.85% | 2.57 | 2026-01-30 | +1.1% | +1.3% | +10.5% | +8.7% | +2.1% | +10.4% | +14.3% |
| MOAltria | Consumer Defensive | 2.75% | 2.44 | 2019-12-31 | +1.1% | +0.8% | +5.9% | +20.3% | +0.2% | +42.2% | +42.9% |
| BMYBristol Myers Squibb | Healthcare | 2.72% | 1.50 | 2023-07-31 | -0.6% | -0.9% | +3.3% | -6.5% | +0.1% | +21.1% | +34.1% |
| PLDPrologis | Real Estate | 2.55% | 1.02 | 2026-08-31 | -0.8% | +0.3% | +1.6% | -8.0% | +0.8% | +3.4% | +5.4% |
| CMECME Group | Financial Services | 2.29% | 1.30 | 2026-03-31 | +0.1% | +2.9% | +9.3% | +19.1% | +4.3% | +19.8% | +17.8% |
| SOSouthern Company | Utilities | 2.27% | 0.96 | 2026-04-30 | -1.1% | -0.6% | +4.0% | +0.6% | -1.0% | +9.0% | +5.1% |
| DUKDuke Energy | Utilities | 2.11% | 1.06 | 2020-04-30 | +0.3% | -0.7% | +8.7% | +4.5% | +1.4% | +13.1% | +8.1% |
| PNCPNC Financial Services | Financial Services | 1.98% | 0.99 | 2026-08-31 | -0.4% | +1.8% | +7.4% | -5.4% | +1.4% | +14.3% | +29.1% |
| UPSUnited Parcel Service | Industrials | 1.97% | 2.57 | 2023-04-28 | -1.1% | +0.2% | +13.7% | +8.1% | +2.8% | +17.5% | +24.7% |
| USBU.S. Bancorp | Financial Services | 1.97% | 1.18 | 2020-03-31 | -0.4% | +1.1% | +5.3% | -2.9% | +1.6% | +16.5% | +31.8% |
| AMTAmerican Tower | Real Estate | 1.84% | 1.32 | 2025-08-29 | +0.1% | -1.9% | +5.0% | +10.3% | +1.4% | +11.8% | +7.2% |
| CMCSAComcast | Communication Services | 1.77% | 2.56 | 2025-01-31 | -0.9% | -0.6% | +13.9% | -5.3% | +6.8% | -6.7% | -4.8% |
| MDLZMondelez International | Consumer Defensive | 1.75% | 0.90 | 2025-11-28 | -0.0% | -0.2% | +5.8% | +4.9% | +2.7% | +27.1% | +20.9% |
| KMIKinder Morgan | Energy | 1.59% | 1.16 | 2026-08-31 | +2.1% | +6.8% | -0.9% | +1.4% | -3.9% | +21.8% | +24.2% |
| SPGSimon Property Group | Real Estate | 1.50% | 1.53 | 2019-12-31 | -0.3% | +3.4% | +15.1% | +6.0% | +7.5% | +30.7% | +32.4% |
| TGTTarget Corporation | Consumer Defensive | 1.49% | 0.82 | 2026-10-30 NEW | -1.1% | +2.6% | +3.5% | +2.0% | +5.0% | +70.4% | +84.2% |
| OKEONEOK | Energy | 1.29% | 1.74 | 2025-02-28 | +1.5% | +3.8% | -0.2% | -5.7% | -6.8% | +27.8% | +36.0% |
| PSAPublic Storage | Real Estate | 1.26% | 1.28 | 2022-07-29 | -0.5% | -1.9% | +13.1% | +3.8% | +2.8% | +32.6% | +25.2% |
| TFCTruist Financial | Financial Services | 1.25% | 1.65 | 2019-12-31 | -0.5% | +0.4% | +7.4% | -1.9% | +2.5% | +4.8% | +15.1% |
| DDominion Energy | Utilities | 1.24% | 1.48 | 2019-12-31 | -0.0% | -2.3% | +8.2% | +0.6% | +2.1% | +19.8% | +15.9% |
| NKENike, Inc. | Consumer Cyclical | 1.22% | 1.63 | 2026-04-30 | -1.6% | -4.7% | +1.6% | -7.1% | -2.5% | -39.2% | -38.3% |
| SRESempra | Utilities | 1.20% | 0.86 | 2026-08-31 | +1.3% | -0.8% | -3.3% | -6.7% | -8.0% | -8.2% | -12.7% |
| ORealty Income | Real Estate | 1.14% | 2.57 | 2019-12-31 | -0.4% | -0.3% | +7.3% | -4.4% | +4.2% | +10.0% | +9.5% |
| FITBFifth Third Bancorp | Financial Services | 1.04% | 0.84 | 2026-08-31 | -0.6% | +1.2% | +7.4% | -0.8% | +0.4% | +18.4% | +30.0% |
| FFord Motor Company | Consumer Cyclical | 1.03% | 2.09 | 2022-08-31 | -2.6% | -3.6% | -1.9% | -16.8% | -1.4% | -4.8% | -6.1% |
| EXCExelon | Utilities | 1.01% | 1.22 | 2026-09-30 | +0.4% | -1.5% | +7.9% | +2.1% | -0.7% | +8.0% | +3.6% |
| ARESAres Management Corporation | Financial Services | 0.92% | 1.50 | 2026-02-27 | -2.8% | +0.2% | +17.6% | -5.3% | +4.6% | -14.2% | -9.3% |
| EDConsolidated Edison | Utilities | 0.92% | 0.84 | 2026-04-30 | +0.2% | -1.6% | +8.7% | +10.6% | +2.4% | +23.2% | +23.9% |
| PAYXPaychex | Industrials | 0.85% | 2.19 | 2025-09-30 | -0.4% | -3.8% | +4.8% | -5.2% | +2.5% | +7.0% | +7.5% |
| CCICrown Castle | Real Estate | 0.82% | 1.99 | 2020-12-31 | +0.7% | -1.4% | +12.1% | +21.9% | +1.1% | +4.9% | +0.1% |
| PRUPrudential Financial | Financial Services | 0.80% | 1.97 | 2019-12-31 | -0.3% | +0.1% | +5.4% | +1.5% | +5.3% | +12.9% | +21.0% |
| WECWEC Energy Group | Utilities | 0.80% | 0.98 | 2026-04-30 | +0.4% | -0.3% | +11.3% | +7.9% | +1.7% | +14.8% | +8.5% |
| PEGPublic Service Enterprise Group | Utilities | 0.79% | 1.19 | 2026-03-31 | +1.0% | +2.7% | +6.9% | +0.5% | +1.0% | -4.1% | -7.3% |
| KVUE | — | 0.79% | 2.38 | 2024-05-31 | -1.3% | -1.3% | +12.3% | +3.0% | +9.3% | +17.2% | +43.1% |
| KMBKimberly-Clark | Consumer Defensive | 0.77% | 1.94 | 2023-07-31 | -1.4% | -2.8% | +3.1% | -1.2% | -0.6% | +10.5% | +9.5% |
| IRMIron Mountain | Real Estate | 0.74% | 0.81 | 2026-10-30 NEW | +1.6% | +8.2% | +1.3% | -5.8% | -2.0% | +40.8% | +16.7% |
| ZTSZoetis | Healthcare | 0.71% | 1.02 | 2026-10-30 NEW | +0.4% | +0.9% | +6.4% | +8.8% | +4.0% | -32.6% | -29.4% |
| HSYHershey Company (The) | Consumer Defensive | 0.69% | 1.13 | 2026-06-30 | -1.0% | -1.5% | +3.6% | -7.5% | +5.5% | -1.9% | +4.2% |
| EXRExtra Space Storage | Real Estate | 0.67% | 1.66 | 2022-10-31 | -0.5% | -1.1% | +15.0% | +8.3% | +4.7% | +25.9% | +23.9% |
| HBANHuntington Bancshares | Financial Services | 0.67% | 1.43 | 2019-12-31 | -0.9% | +0.8% | +2.5% | -7.4% | -0.2% | -6.6% | +3.4% |
| KHCThe Kraft Heinz Company | Consumer Defensive | 0.62% | 2.57 | 2023-06-30 | +1.8% | -2.4% | +6.1% | -2.2% | +1.5% | +7.2% | +7.1% |
| DTEDTE Energy | Utilities | 0.60% | 1.12 | 2026-07-31 | +0.3% | +3.9% | +9.2% | +1.6% | +3.4% | +11.4% | +3.7% |
| FEFirstEnergy | Utilities | 0.57% | 1.42 | 2020-06-30 | +0.2% | -0.1% | +3.3% | -0.4% | +0.3% | +8.3% | +4.8% |
| CFGCitizens Financial Group | Financial Services | 0.57% | 0.82 | 2026-10-30 NEW | -0.7% | +1.7% | +3.2% | -7.5% | +1.8% | +14.4% | +27.9% |
| PPLPPL Corporation | Utilities | 0.57% | 0.94 | 2026-07-31 | -0.4% | -2.1% | +2.2% | +0.2% | -1.1% | +3.1% | -1.2% |
| VICIVici Properties | Real Estate | 0.57% | 2.57 | 2022-06-30 | -0.2% | -1.2% | +6.1% | -3.8% | +1.8% | -6.8% | -13.1% |
| HPQHP Inc. | Technology | 0.56% | 1.59 | 2024-11-29 | -0.2% | -1.8% | -6.3% | -2.5% | +0.4% | +34.7% | +22.8% |
| ESEversource Energy | Utilities | 0.55% | 1.83 | 2024-03-28 | +1.1% | -0.8% | +8.1% | +0.2% | +4.0% | +9.6% | +1.8% |
| DOWDow Inc. | Basic Materials | 0.53% | 1.50 | 2019-12-31 | +2.7% | +4.5% | +12.6% | +6.4% | -3.7% | +47.7% | +57.1% |
| RFRegions Financial Corporation | Financial Services | 0.52% | 1.37 | 2025-03-31 | -0.3% | +0.5% | +4.6% | -5.7% | -0.0% | +8.5% | +18.6% |
| VMRKVivmark Residential | Real Estate | 0.51% | 1.81 | 2025-01-31 | -0.6% | -1.5% | +5.1% | +1.1% | +3.8% | +6.7% | +11.2% |
| LVSLas Vegas Sands | Consumer Cyclical | 0.50% | 0.92 | 2026-10-30 NEW | -2.1% | -3.7% | +3.6% | -14.7% | +7.4% | -37.9% | -39.7% |
| STZConstellation Brands | Consumer Defensive | 0.49% | 0.86 | 2026-07-31 | +0.5% | +0.2% | +12.7% | +9.4% | +7.1% | +8.1% | +13.2% |
| EIXEdison International | Utilities | 0.49% | 2.57 | 2025-01-31 | +0.4% | -1.2% | +8.1% | -16.8% | +2.3% | +5.8% | +9.8% |
| KEYKeyCorp | Financial Services | 0.48% | 1.40 | 2026-06-30 | -0.7% | +1.6% | +6.8% | -2.7% | +0.8% | +6.2% | +22.6% |
| SWSmurfit WestRock | Consumer Cyclical | 0.48% | 1.57 | 2025-08-29 | -1.3% | -2.4% | +5.4% | -10.8% | +0.8% | +15.7% | +26.4% |
| OMCOmnicom Group | Communication Services | 0.47% | 1.44 | 2025-01-31 | -1.7% | +0.3% | +8.2% | +0.9% | +7.5% | +11.5% | +23.1% |
| AMCRAmcor | Consumer Cyclical | 0.47% | 2.43 | 2020-05-29 | -0.8% | -3.9% | +0.7% | -5.8% | -7.0% | +10.4% | +10.5% |
| LYBLyondellBasell | Basic Materials | 0.47% | 2.13 | 2019-12-31 | +3.0% | +4.6% | +2.9% | -1.4% | -6.1% | +53.8% | +56.4% |
| TROWT. Rowe Price | Financial Services | 0.47% | 2.10 | 2021-06-30 | -1.5% | +0.3% | +7.6% | -1.6% | +5.0% | +10.8% | +10.7% |
| CMSCMS Energy | Utilities | 0.46% | 0.99 | 2026-07-31 | -0.1% | -0.8% | +4.8% | -0.7% | +0.1% | +2.7% | -4.1% |
| NINiSource | Utilities | 0.45% | 1.04 | 2026-10-30 NEW | +1.0% | +3.6% | +12.3% | +11.3% | +3.3% | +13.2% | +7.6% |
| BBYBest Buy | Consumer Cyclical | 0.43% | 1.48 | 2021-12-31 | -1.7% | +4.0% | +9.8% | +17.1% | +8.1% | +60.6% | +40.2% |
| FISFidelity National Information Services | Technology | 0.43% | 1.77 | 2026-02-27 | -5.6% | -3.0% | -21.1% | -29.1% | -26.0% | -55.7% | -55.4% |
| EVRGEvergy | Utilities | 0.42% | 0.98 | 2020-11-30 | +0.4% | +1.4% | +8.7% | +6.1% | +3.2% | +25.4% | +19.2% |
| IPInternational Paper | Consumer Cyclical | 0.41% | 2.18 | 2019-12-31 | -1.6% | -0.4% | +0.0% | -16.9% | -6.2% | -10.2% | -7.0% |
| LNTAlliant Energy | Utilities | 0.40% | 1.28 | 2026-07-31 | -0.4% | -0.2% | +10.1% | +5.3% | +2.3% | +16.3% | +11.1% |
| GISGeneral Mills | Consumer Defensive | 0.39% | 2.57 | 2023-12-29 | -1.0% | -7.1% | +3.0% | -13.7% | -1.2% | -22.1% | -22.4% |
| HSTHost Hotels & Resorts | Real Estate | 0.37% | 2.57 | 2023-02-28 | -1.3% | +3.3% | +6.7% | +10.9% | +0.6% | +51.9% | +53.0% |
| ESSEssex Property Trust | Real Estate | 0.36% | 1.42 | 2025-01-31 | -0.3% | +0.7% | +1.3% | -4.0% | +3.4% | +8.6% | +8.5% |
| GPCGenuine Parts Company | Consumer Cyclical | 0.35% | 1.15 | 2026-02-27 | -1.0% | -1.6% | -8.2% | -8.2% | +1.3% | +2.4% | -0.3% |
| BENFranklin Resources | Financial Services | 0.35% | 1.59 | 2024-01-31 | -1.5% | +11.0% | +13.9% | +6.3% | +13.0% | +54.9% | +64.4% |
| KIMKimco Realty | Real Estate | 0.34% | 1.68 | 2022-05-31 | -0.2% | -0.2% | +12.8% | +6.4% | +4.3% | +30.4% | +29.4% |
| TSNTyson Foods | Consumer Defensive | 0.34% | 1.20 | 2026-09-30 | -1.1% | -1.5% | +9.6% | +2.1% | +3.8% | +3.6% | +10.4% |
| SWKStanley Black & Decker | Industrials | 0.33% | 0.97 | 2024-10-31 | -2.1% | -1.8% | +22.1% | +14.5% | +9.5% | +57.1% | +74.7% |
| INVHInvitation Homes | Real Estate | 0.33% | 1.81 | 2024-09-30 | -0.6% | -3.0% | -0.3% | -10.5% | +0.6% | -0.5% | -2.4% |
| WYWeyerhaeuser | Real Estate | 0.31% | 1.56 | 2026-09-30 | -0.4% | -4.9% | +6.1% | -15.7% | +1.1% | -10.9% | -6.3% |
| SJMJ.M. Smucker Company (The) | Consumer Defensive | 0.30% | 1.09 | 2024-03-28 | -0.7% | -0.8% | +4.9% | +7.6% | +1.7% | +39.3% | +26.8% |
| REGRegency Centers | Real Estate | 0.29% | 1.51 | 2021-09-30 | -0.6% | -0.7% | +3.7% | +0.1% | +1.5% | +12.9% | +10.6% |
| MAAMid-America Apartment Communities | Real Estate | 0.29% | 2.26 | 2023-04-28 | -1.0% | -3.8% | +0.7% | -9.8% | -0.2% | -11.6% | -6.7% |
| DOCHealthpeak Properties | Real Estate | 0.28% | 2.57 | 2019-12-31 | -0.8% | +0.5% | +7.2% | -1.6% | +6.3% | +32.7% | +20.7% |
| BF-BBrown–Forman | Consumer Defensive | 0.28% | 0.97 | 2025-12-31 | -0.6% | -3.3% | +4.7% | +6.2% | +4.2% | +17.9% | +11.3% |
| PNWPinnacle West | Utilities | 0.27% | 1.13 | 2025-05-30 | -0.1% | +3.8% | +7.0% | +9.3% | +2.3% | +26.0% | +25.9% |
| MKCMcCormick & Company | Consumer Defensive | 0.27% | 1.51 | 2026-03-31 | -0.8% | -7.0% | +1.9% | -16.7% | -1.5% | -29.6% | -26.6% |
| IVZInvesco | Financial Services | 0.27% | 0.87 | 2026-10-30 NEW | -0.1% | +5.7% | -0.6% | -11.2% | +3.1% | +11.4% | +23.7% |
| HRLHormel Foods | Consumer Defensive | 0.26% | 2.44 | 2024-05-31 | -0.4% | -3.3% | +8.2% | -9.1% | +2.7% | -2.7% | +2.5% |
| UDRUDR, Inc. | Real Estate | 0.25% | 1.52 | 2022-07-29 | -0.4% | -1.6% | +6.9% | -2.1% | +2.5% | +3.3% | +8.1% |
| CLXClorox | Consumer Defensive | 0.23% | 2.54 | 2025-02-28 | +1.1% | +8.3% | +27.1% | +1.5% | +22.7% | +12.6% | +8.1% |
| AESAES Corporation | Utilities | 0.23% | 2.57 | 2024-08-30 | +0.0% | +0.2% | +0.9% | +2.7% | +0.6% | +9.2% | +9.7% |
| CPTCamden Property Trust | Real Estate | 0.22% | 1.61 | 2023-09-29 | -0.1% | -4.6% | +0.8% | -7.7% | -1.7% | -7.3% | -0.6% |
| BXPBXP, Inc. | Real Estate | 0.21% | 1.77 | 2020-04-30 | -0.4% | -3.2% | +5.8% | -5.0% | +0.6% | -3.0% | -8.7% |
| FRTFederal Realty Investment Trust | Real Estate | 0.20% | 1.56 | 2025-01-31 | -0.4% | -0.6% | +6.6% | -3.2% | +2.2% | +16.5% | +18.5% |
| AREAlexandria Real Estate Equities | Real Estate | 0.14% | 2.57 | 2023-03-31 | -1.4% | -1.6% | +5.0% | -10.8% | +10.5% | -5.2% | -14.1% |
| MOSMosaic Company (The) | Basic Materials | 0.12% | 1.98 | 2025-11-28 | -3.2% | -1.1% | +16.5% | +0.2% | +20.1% | -5.8% | -11.0% |
Bottom quintile: the lowest-scoring stocks, used as the equal-weighted short leg of the spread.
| ABNBAirbnb | Consumer Cyclical | -1.10 | 2023-09-29 | -0.2% | +6.2% | +3.7% | -3.0% | +10.0% | +33.2% | +47.5% |
|---|---|---|---|---|---|---|---|---|---|---|
| ACGLArch Capital Group | Financial Services | -1.10 | 2025-11-28 | +0.6% | -0.7% | +10.6% | +11.5% | +3.2% | +14.5% | +21.1% |
| ADBEAdobe Inc. | Technology | -1.10 | 2019-12-31 | +0.8% | -2.8% | -4.8% | -12.1% | -4.3% | -31.6% | -28.1% |
| ADSKAutodesk | Technology | -1.10 | 2019-12-31 | -0.2% | -3.6% | +5.9% | +3.3% | +4.0% | -12.3% | -14.0% |
| AKAMAkamai Technologies | Technology | -1.10 | 2019-12-31 | +0.1% | +11.5% | -6.0% | -23.1% | -6.4% | -0.5% | -4.2% |
| ALGNAlign Technology | Healthcare | -1.10 | 2019-12-31 | -2.4% | +5.4% | +12.5% | +3.0% | +12.1% | +7.6% | +16.3% |
| AMDAdvanced Micro Devices | Technology | -1.10 | 2019-12-31 | +6.2% | +45.1% | +4.4% | +25.8% | +16.3% | +174.0% | +147.1% |
| AMZNAmazon | Consumer Cyclical | -1.10 | 2019-12-31 | +0.7% | +3.0% | +5.2% | +0.8% | +11.5% | +16.1% | +7.6% |
| ANETArista Networks | Technology | -1.10 | 2019-12-31 | +4.9% | +29.6% | +11.2% | +10.7% | +22.2% | +57.5% | +52.9% |
| APPAppLovin Corporation | Technology | -1.10 | 2025-09-30 | -2.1% | +11.2% | +41.8% | +27.4% | +73.3% | -41.2% | -33.4% |
| APTVAptiv | Consumer Cyclical | -1.10 | 2021-02-26 | -1.5% | -5.0% | -14.1% | -20.7% | -11.7% | -49.0% | -52.4% |
| AXONAxon Enterprise | Industrials | -1.10 | 2023-05-31 | -2.7% | -19.8% | -26.4% | -52.5% | -28.2% | -46.0% | -46.4% |
| AZOAutoZone | Consumer Cyclical | -1.10 | 2019-12-31 | +0.7% | -1.4% | +6.6% | +6.0% | +2.9% | -3.8% | -13.2% |
| BABoeing | Industrials | -1.10 | 2021-02-26 | -1.4% | -0.2% | -8.8% | -22.5% | +0.3% | -20.7% | -11.8% |
| BEBloom Energy Corporation | Industrials | -1.10 | 2026-09-30 | -2.9% | +21.4% | -13.9% | -1.6% | +0.1% | +134.1% | +60.0% |
| BIIBBiogen | Healthcare | -1.10 | 2019-12-31 | -0.9% | +2.9% | +6.7% | +13.3% | -1.0% | +42.7% | +57.4% |
| BRK-BBerkshire Hathaway | Financial Services | -1.10 | 2019-12-31 | +0.4% | +3.2% | +12.3% | +18.2% | +8.8% | +17.5% | +18.8% |
| BSXBoston Scientific | Healthcare | -1.10 | 2019-12-31 | -2.3% | -1.2% | -0.1% | -15.2% | +5.0% | -53.8% | -57.0% |
| CBRECBRE Group | Real Estate | -1.10 | 2019-12-31 | -1.2% | -2.5% | -1.9% | -14.3% | +3.1% | -17.3% | -14.2% |
| CDNSCadence Design Systems | Technology | -1.10 | 2019-12-31 | +0.8% | +6.5% | +2.3% | +5.3% | +1.2% | +6.1% | +4.2% |
| CHTRCharter Communications | Communication Services | -1.10 | 2019-12-31 | -2.5% | +5.5% | +20.8% | -12.9% | +19.1% | -36.4% | -36.5% |
| CIENCiena Corporation | Technology | -1.10 | 2026-02-27 | -0.3% | +27.8% | -17.2% | -26.1% | -8.0% | +26.2% | +42.2% |
| CMGChipotle Mexican Grill | Consumer Cyclical | -1.10 | 2019-12-31 | -3.4% | -0.1% | +15.7% | +2.1% | +10.9% | -4.4% | +18.7% |
| CNCCentene Corporation | Healthcare | -1.10 | 2019-12-31 | -0.5% | -5.4% | -0.5% | +8.4% | +2.5% | +70.5% | +98.4% |
| COHRCoherent, Inc. | Technology | -1.10 | 2026-03-31 | -0.2% | +37.9% | -6.6% | -18.6% | +11.3% | +26.8% | +48.1% |
| COINCoinbase Global | Financial Services | -1.10 | 2025-05-30 | -3.1% | -3.5% | -28.2% | -17.6% | -8.0% | -41.6% | -56.6% |
| COOCooper Companies (The) | Healthcare | -1.10 | 2023-12-29 | -0.9% | -1.8% | +8.6% | -18.8% | +4.7% | -23.9% | -13.1% |
| CPAYCorpay | Technology | -1.10 | 2019-12-31 | -0.9% | +2.4% | +12.7% | +12.4% | +14.1% | +52.1% | +57.5% |
| CPRTCopart | Consumer Cyclical | -1.10 | 2019-12-31 | -0.9% | -1.8% | +14.9% | -5.8% | +5.9% | -18.5% | -22.9% |
| CRLCharles River Laboratories | Healthcare | -1.10 | 2021-05-28 | -0.4% | +9.1% | +11.5% | +17.8% | -5.0% | +71.2% | +96.8% |
| CRWDCrowdStrike | Technology | -1.10 | 2024-06-28 | -0.0% | +5.5% | -6.3% | +13.6% | -8.5% | +95.5% | +64.6% |
| CSGPCoStar Group | Real Estate | -1.10 | 2022-09-30 | -0.2% | -5.7% | -5.6% | -10.4% | +0.1% | -55.1% | -55.8% |
| CVNACarvana Co. | Consumer Cyclical | -1.10 | 2025-12-31 | -4.3% | -1.9% | +16.6% | +0.4% | +3.5% | -16.2% | +8.2% |
| DASHDoorDash | Communication Services | -1.10 | 2025-03-31 | -3.0% | -3.9% | -10.5% | -21.5% | -3.4% | -23.7% | -13.9% |
| DDOGDatadog | Technology | -1.10 | 2025-07-31 | -0.0% | +5.6% | -30.8% | -21.1% | -21.7% | +35.5% | -6.8% |
| DECKDeckers Brands | Consumer Cyclical | -1.10 | 2024-03-28 | -4.2% | -3.5% | -2.2% | -7.6% | +3.2% | -18.4% | +2.3% |
| DLTRDollar Tree | Consumer Defensive | -1.10 | 2019-12-31 | -1.1% | +2.5% | +13.7% | +7.2% | +5.6% | +14.9% | +33.4% |
| DVADaVita | Healthcare | -1.10 | 2019-12-31 | -3.6% | -9.2% | -6.5% | -0.2% | -5.6% | +55.7% | +44.7% |
| DXCMDexcom | Healthcare | -1.10 | 2020-05-29 | +1.7% | -3.2% | -6.8% | -9.1% | -0.7% | +23.1% | +40.6% |
| ECHOEchoStar Corporation | Communication Services | -1.10 | 2019-12-31 | -1.1% | +12.4% | +16.4% | +14.3% | +4.3% | -7.0% | +41.8% |
| EWEdwards Lifesciences | Healthcare | -1.10 | 2019-12-31 | -0.2% | +4.8% | +19.9% | +14.5% | +14.8% | +23.9% | +24.1% |
| FDXFFedEx Freight Holding Company, Inc. | Industrials | -1.10 | 2026-06-30 | -1.5% | +5.0% | +18.3% | -5.4% | +3.7% | -13.5% | — |
| FFIVF5, Inc. | Technology | -1.10 | 2019-12-31 | -0.3% | +2.4% | -30.1% | -16.6% | -5.7% | +25.0% | +33.8% |
| FICOFair Isaac | Technology | -1.10 | 2023-03-31 | -1.8% | +1.2% | -7.1% | -38.4% | +0.6% | -57.7% | -60.2% |
| FISVFiserv, Inc. | Technology | -1.10 | 2019-12-31 | -2.9% | -1.1% | +31.5% | +19.2% | +24.1% | -7.6% | -3.4% |
| FLEXFlex Ltd. | Technology | -1.10 | 2026-06-30 | -0.9% | +17.3% | -20.5% | -30.7% | -9.5% | +29.6% | +27.3% |
| FSLRFirst Solar | Energy | -1.10 | 2022-12-30 | -2.4% | -11.2% | -2.8% | -21.9% | -0.4% | -33.5% | -34.2% |
| FTNTFortinet | Technology | -1.10 | 2019-12-31 | +1.2% | +5.9% | -28.7% | -15.2% | -4.7% | +63.3% | +55.0% |
| GDDYGoDaddy | Technology | -1.10 | 2024-06-28 | -0.9% | -6.3% | +4.9% | +16.2% | -4.0% | -9.3% | -14.6% |
| GNRCGenerac | Industrials | -1.10 | 2021-03-31 | -0.2% | +12.4% | -2.4% | -8.1% | -2.2% | +42.0% | +22.6% |
| HONAHoneywell Aerospace Inc | Technology | -1.10 | 2026-06-30 | -1.5% | +11.7% | +2.4% | -2.0% | +8.3% | -16.5% | — |
| HOODRobinhood Markets, Inc. | Financial Services | -1.10 | 2025-09-30 | -2.4% | +5.3% | -20.6% | -13.8% | -2.9% | -27.0% | -37.4% |
| HSICHenry Schein | Healthcare | -1.10 | 2019-12-31 | -2.3% | +1.2% | -0.7% | -3.3% | +1.7% | +14.2% | +17.9% |
| IDXXIdexx Laboratories | Healthcare | -1.10 | 2019-12-31 | -0.4% | +4.4% | +27.9% | +24.5% | +27.0% | +3.5% | -1.7% |
| ILMNIllumina, Inc. | Healthcare | -1.10 | 2026-09-30 | -1.2% | +1.1% | -21.5% | +2.6% | -10.9% | +60.3% | +71.5% |
| INCYIncyte | Healthcare | -1.10 | 2019-12-31 | -0.4% | +3.2% | +7.5% | -5.2% | +1.2% | +23.3% | +12.6% |
| INTCIntel | Technology | -1.10 | 2025-08-29 | -0.9% | +18.5% | -35.1% | -33.3% | -5.9% | +67.8% | +63.4% |
| IQVIQVIA | Healthcare | -1.10 | 2019-12-31 | -1.1% | +2.5% | +0.2% | +8.9% | +1.6% | +20.4% | +24.2% |
| ISRGIntuitive Surgical | Healthcare | -1.10 | 2019-12-31 | -1.7% | -5.6% | +3.3% | +11.2% | +2.3% | -21.9% | -22.7% |
| ITGartner | Technology | -1.10 | 2019-12-31 | -0.4% | -2.9% | -7.2% | -0.3% | -16.0% | -23.8% | -17.0% |
| KEYSKeysight Technologies | Technology | -1.10 | 2019-12-31 | -0.0% | +17.3% | -10.7% | -4.3% | -0.5% | +50.4% | +67.5% |
| LITELumentum Holdings Inc. | Technology | -1.10 | 2026-03-31 | -3.0% | +23.4% | -27.7% | -24.0% | -25.2% | +70.6% | +149.1% |
| LULULululemon Athletica | Consumer Cyclical | -1.10 | 2023-10-31 | -2.8% | -6.5% | +5.5% | -12.5% | -2.6% | -49.7% | -38.5% |
| LYVLive Nation Entertainment | Communication Services | -1.10 | 2019-12-31 | +0.3% | -0.3% | +4.7% | -1.9% | +1.6% | +26.8% | +27.4% |
| MGMMGM Resorts | Consumer Cyclical | -1.10 | 2023-12-29 | -0.9% | +2.0% | +12.6% | -23.2% | +10.8% | -9.1% | +0.9% |
| MNSTMonster Beverage | Consumer Defensive | -1.10 | 2019-12-31 | +0.5% | -4.6% | +0.6% | -3.8% | -3.6% | +19.0% | +26.9% |
| MRNAModerna | Healthcare | -1.10 | 2021-07-30 | -6.3% | -3.5% | -1.5% | +33.6% | +5.1% | +690.1% | +782.2% |
| MTDMettler Toledo | Healthcare | -1.10 | 2019-12-31 | -0.9% | +3.2% | +5.8% | +21.6% | +3.5% | +24.3% | +20.0% |
| NCLHNorwegian Cruise Line Holdings | Consumer Cyclical | -1.10 | 2019-12-31 | -3.2% | +2.6% | +18.4% | +5.1% | +3.7% | -18.4% | -3.2% |
| NFLXNetflix | Communication Services | -1.10 | 2019-12-31 | -2.1% | -3.6% | -13.0% | -21.2% | +1.8% | -32.6% | -44.4% |
| NOWServiceNow | Technology | -1.10 | 2019-12-31 | -1.8% | -1.4% | -32.0% | -20.6% | -4.0% | -34.1% | -41.3% |
| NVRNVR, Inc. | Consumer Cyclical | -1.10 | 2019-12-31 | -1.4% | -9.3% | -2.1% | -9.4% | -2.4% | -20.3% | -20.4% |
| ONON Semiconductor | Technology | -1.10 | 2022-06-30 | +0.1% | +16.9% | -0.0% | -3.8% | +2.8% | +36.0% | +52.1% |
| ORLYO'Reilly Auto Parts | Consumer Cyclical | -1.10 | 2019-12-31 | +1.2% | +0.1% | +3.5% | +0.4% | +4.0% | +0.4% | -7.7% |
| PEverpure, Inc. | Technology | -1.10 | 2026-09-30 | +3.1% | +17.5% | -17.7% | -2.0% | -13.5% | +63.9% | +25.5% |
| PANWPalo Alto Networks | Technology | -1.10 | 2023-06-30 | -3.5% | +2.6% | -12.8% | -10.3% | -11.8% | +75.2% | +47.9% |
| PLTRPalantir Technologies | Technology | -1.10 | 2024-09-30 | -0.6% | +10.6% | -14.5% | -2.1% | -6.9% | -3.5% | -10.2% |
| PODDInsulet Corporation | Healthcare | -1.10 | 2023-03-31 | +0.0% | -3.9% | +8.2% | -0.9% | +0.3% | -47.2% | -54.0% |
| PTCPTC Inc. | Technology | -1.10 | 2021-04-30 | +0.0% | +0.8% | +1.6% | +28.7% | +0.3% | +12.6% | +10.2% |
| RDDTReddit, Inc. | Communication Services | -1.10 | 2026-08-31 | -5.4% | +6.5% | -37.3% | -34.1% | +8.9% | -56.5% | -52.0% |
| SMCISupermicro | Technology | -1.10 | 2024-03-28 | -9.3% | +1.9% | -21.3% | -24.6% | -16.2% | -5.7% | -28.9% |
| SNDKSandisk Corporation | Technology | -1.10 | 2025-11-28 | -4.7% | +15.6% | -33.2% | -40.6% | -19.0% | +292.6% | +243.2% |
| SNPSSynopsys | Technology | -1.10 | 2019-12-31 | +0.1% | +5.1% | -1.1% | +15.3% | -1.0% | -1.5% | +17.0% |
| SOLVSolventum | Healthcare | -1.10 | 2024-04-30 | +0.4% | +2.0% | +1.2% | +1.3% | +9.4% | +12.2% | +20.4% |
| TDGTransDigm Group | Industrials | -1.10 | 2026-09-30 | -3.1% | +1.4% | +6.3% | -1.4% | +5.1% | -9.3% | -6.8% |
| TDYTeledyne Technologies | Technology | -1.10 | 2020-06-30 | -0.2% | +9.8% | +4.8% | +0.2% | -1.3% | +27.2% | +26.2% |
| TRMBTrimble Inc. | Technology | -1.10 | 2021-08-31 | -0.4% | +4.9% | -7.8% | -5.1% | -13.4% | -28.2% | -29.3% |
| TSLATesla, Inc. | Consumer Cyclical | -1.10 | 2021-08-31 | -0.1% | +13.6% | +7.7% | +11.2% | -2.3% | -13.2% | -11.2% |
| TTWOTake-Two Interactive | Technology | -1.10 | 2021-08-31 | -1.4% | +6.9% | +8.9% | -3.8% | +19.9% | -11.0% | -5.3% |
| TWLOTwilio Inc. | Technology | -1.10 | 2026-10-30 NEW | -2.5% | +6.5% | -21.8% | -3.6% | +4.3% | +50.4% | +63.7% |
| TYLTyler Technologies | Technology | -1.10 | 2021-11-30 | -0.4% | -1.6% | +16.5% | +22.1% | +7.4% | -6.7% | -9.9% |
| UALUnited Airlines Holdings | Industrials | -1.10 | 2021-11-30 | -5.6% | +1.1% | +10.3% | -3.5% | +7.2% | -0.1% | +17.7% |
| UBERUber | Technology | -1.10 | 2023-12-29 | -2.1% | +0.6% | -2.9% | -11.4% | +6.0% | -15.3% | -26.1% |
| ULTAUlta Beauty | Consumer Cyclical | -1.10 | 2021-11-30 | -1.3% | +0.1% | +6.8% | +23.3% | +1.6% | +7.6% | +24.5% |
| VEEVVeeva Systems Inc. | Healthcare | -1.10 | 2026-05-29 | -0.8% | -2.5% | -3.4% | +20.5% | -3.4% | +35.4% | +1.1% |
| VRTXVertex Pharmaceuticals | Healthcare | -1.10 | 2022-05-31 | -0.5% | +0.3% | +7.0% | -1.4% | -2.6% | +20.0% | +26.8% |
| VYLRVylor Inc. | Basic Materials | -1.10 | 2026-10-30 NEW | -0.0% | +5.2% | -1.7% | — | -0.4% | +5.6% | — |
| WATWaters Corporation | Healthcare | -1.10 | 2022-06-30 | -1.5% | +2.3% | +4.4% | +11.5% | +0.2% | +22.1% | +20.1% |
| WDAYWorkday, Inc. | Technology | -1.10 | 2024-12-31 | -0.6% | -5.1% | -3.3% | -4.2% | -3.9% | -11.5% | -16.3% |
| XYZBlock, Inc. | Technology | -1.10 | 2025-07-31 | -3.4% | -1.4% | +3.8% | +2.4% | +8.7% | +27.3% | +25.7% |
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
Financial Services19.5% / 10.9%
Utilities15.3% / 2.4%
Real Estate15.2% / 1.7%
Consumer Defensive14.6% / 5.5%
Communication Services9.3% / 9.3%
Energy7.9% / 3.9%
Healthcare7.2% / 10.3%
Consumer Cyclical4.9% / 9.7%
Industrials3.2% / 7.5%
Basic Materials1.1% / 1.6%
Technology1.0% / 37.2%
Unknown0.8% / 0.1%
Monthly portfolio changes
The last 12 rebalances of the long book. Turnover is the share of names newly added.
2026-10-30 7 added · 7 dropped
Added CFG, IRM, IVZ, LVS, NI, TGT, ZTS
Dropped ACN, AEP, HD, MCD, MDT, NEE, XEL
2026-09-30 6 added · 6 dropped
Added EXC, HD, MCD, NEE, TSN, WY
Dropped HAS, PG, PM, SWKS, TAP, TDG
2026-08-31 9 added · 9 dropped
Added AEP, FITB, HAS, KMI, PG, PLD, PNC, SRE, XEL
Dropped AVB, DRI, EXC, EXE, IBM, TGT, TSCO, TSN, WY
2026-07-31 8 added · 8 dropped
Added CMS, DRI, DTE, IBM, LNT, PPL, STZ, TSCO
Dropped APA, COP, CTSH, EOG, HAS, IVZ, KMI, PLD
2026-06-30 9 added · 9 dropped
Added APA, COP, CTSH, EXC, HAS, HSY, IVZ, KEY, PLD
Dropped ABBV, CAG, CMS, CPB, DTE, FITB, KDP, PNC, PPL
2026-05-29 6 added · 6 dropped
Added CMS, DTE, EOG, KMI, PNC, PPL
Dropped CVS, EXC, IVZ, KEY, PFG, VTRS
2026-04-30 6 added · 6 dropped
Added ABBV, ED, EXE, NKE, SO, WEC
Dropped ADP, 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, BX, FIS, GPC, IVZ, MET, NEE, PNC
Dropped AEP, EXC, IRM, LNT, PLD, STZ, TAP, TXN
2026-01-30 6 added · 6 dropped
Added AEP, LNT, PGR, PLD, STZ, TXN
Dropped ADM, COP, GPC, WMB, XEL, XOM
2025-12-31 7 added · 7 dropped
Added BF-B, DTE, GPC, LW, SO, WEC, XEL
Dropped BAX, CME, IVZ, LKQ, MCHP, PCAR, PNC
2025-11-28 6 added · 6 dropped
Added ADM, IRM, KDP, MCHP, MDLZ, MOS
Dropped ACGL, CTRA, EMN, IPG, MRK, STZ