Investment Common Sense

Supplimental Information for Top 10%    October 20, 2017



The following data and explanations may help you to further evaluate the stocks listed in the Weekly Table and/or the Top 10% table. Use the "Find" function on your browser to find the stock you are interested in. Stocks are listed in order of Total Rank.

  • The three momentum columns are intended to show if there is a discernable trend in the stock price
  • Free Cash Flow/Annual Revenue shows what percentage of gross revenue makes it to free cash flow after capital expenditures, expenses etc. Bigger is better
  • Five Year Growth of FCF shows by what percentage free cash flow has increased or decreased in the most recent five years. Bigger is better. If free cash flow grows faster than the capital accounts, that is a sign of a business that has a strong "franchise". I'll try to find the data to add a column for that ratio.
  • Annual Accruals are non-cash net income in millions of dollars. There may be a good way to compare this number to the size of the enterprise, but I don't have that figured out yet. For now, (negative) is good and postive is bad and the more negative the better. If the number is highly postive, the earnings quality may not be good.
  • The Altman Z Score Anything under 1.8 is suspect. The score is the result of a complex formula that may forcast financial difficulties or wierd accounting practices. I think it is useful, but make your own judgment. There is a good explanation in the book "Quantitative Value" by Gray and Carlisle.
  • The Beneish M Score A Beneish score of 1 or greater means certainty that earnings are being manipulated. Between zero and one, the score is a percentage guesstimate that the earnings are being manipulated - 0.3 means there is a 30% chance. This is a complex formula that correctly forecast Enron's collapse, but it makes my head hurt when I try to understand how it is caculated. The explanation is also in the book cited above.

  • SupplimentalData
    Symbol Name TotalRank 6 mo Momentum 3 Month Momentum 20 Day Momentum Free Cash Flow/ Annual Revenues 5 Year Growth FCF Accruals (Annual) Altman Z Score (Annual) Beneish M-Score (Annual)
    GME GameStop 586 - 13.20% -4.60% 0.60% 4.58% -17.26% ($184) 3.3845 -3.7209
    TNMRY Trinity Mirror 584 - 16.14% 0.00% 0.00% 10.52% -7.35% ($13) 0.8188 -2.7727
    HIBB Hibbett Sports 581 - 50.44% -30.54% 3.30% 5.03% 16.74% ($18) 9.0164 None
    BBBY Bed Bath & Beyond 580 - 46.23% -27.32% -4.62% 5.47% -31.95% ($357) 5.7527 -3.5492
    ODP Office Depot 572 - 23.64% -37.93% -13.50% 3.46% 444.29% $37 2.7788 -3.1047
    TOO Teekay Offshore Partners 564 - 53.35% 6.43% 3.52% 11.20% 22.10% ($252) None -2.7861
    LUKOY Lukoil 564 3.09% 6.76% 0.95% 4.83% -51.61% ($8,182) 2.9661 -2.8416
    DDS Dillard's 564 - 1.91% -15.90% -6.30% 6.42% 6.92% ($348) 4.1833 -2.8993
    SPRHY Springland International 562 0.00% 0.00% 0.00% 6.38% 6.13% ($96) 0.6569 -2.6836
    INCPY Inchcape 561 - 0.58% -1.53% -7.96% 2.27% 58.14% ($118) None -2.3368
    FPHHF First Philippine Holdings 559 - 16.62% -13.10% -5.08% 20.82% 227.85% ($552) None -3.7697
    SGHIF Shanghai Industrial Hldgs 553 21.07% 2.27% 12.06% 39.15% 452.11% ($819) 1.0632 -2.0317
    M Macy's 553 - 29.46% -8.24% -1.67% 3.45% -36.91% ($1,182) 2.4168 -3.7356
    IMKTA Ingles Markets 552 - 46.97% -18.47% 0.65% 0.56% -35.70% ($105) 3.4068 -3.6975
    PIR Pier 1 Imports 551 - 38.01% -8.58% 7.04% 3.91% -10.45% ($86) 4.6804 -2.9547
    FL Foot Locker 548 - 59.14% -34.81% -5.99% 7.08% 59.42% ($152) 9.1335 None
    DKS Dick's Sporting Goods 546 - 48.55% -28.36% -0.74% 4.25% 61.57% ($472) 4.7858 None
    CHS Chico's FAS 546 - 44.99% -11.53% -3.89% 8.04% 61.31% ($139) 5.6091 -2.6295
    ITOCY ITOCHU 546 20.35% 8.32% 0.36% 6.21% 281.64% ($483) 1.9255 -2.3753
    KSS Kohl's 543 9.15% 11.25% -3.43% 7.39% 13.86% ($1,592) 3.6519 -3.9910
    FSUGY Fortescue Metals Group 542 - 3.13% -5.85% -5.27% 41.75% 179.22% ($2,120) 2.4596 -4.1214
    NC NACCO Industries 540 122.63% 160.70% 109.21% 9.08% -42.38% ($64) 3.0921 -3.1248
    KACPF Koa 538

    1.85% 3.92% 624.14% ($20) None -3.1663
    RNLSY Renault 536 13.53% 1.55% 0.87% 2.52% 14.20% ($1,074) 0.9444 -3.3743
    REPYY Repsol 532 17.16% 11.66% -2.67% 5.44% -71.87% ($2,384) None None
    VEON VEON 532 - 2.20% -0.25% -2.44% 2.52% -88.14% $453 0.7251 None
    FRAN Francescas Holdings 531 - 55.29% -31.13% -0.57% 10.33% 70.13% ($30) 10.6120 None
    MNK Mallinckrodt 530 - 27.84% -30.59% -6.92% 29.63% 301.00% ($541) 0.8711 -2.6754
    BKE Buckle 530 - 12.40% -1.78% 5.77% 12.02% -32.11% ($51) 7.9808 None
    DEIPY Rio Paranapanema Energia 529 - 20.69% 0.00% 0.00% 53.22% -18.91% ($118) None -2.8657
    CATO Cato 529 - 39.89% -20.25% 4.46% 4.69% -1.36% ($25) 4.8713 None
    AVH Avianca Holdings 529 1.21% 5.19% -4.82% 8.11% 209.21% ($551) 0.9258 -2.8210
    DSITF Dixons Carphone 529 - 36.90% -27.70% 10.22% 1.15% 6694.54% ($89) 2.3621 None
    ARLP Alliance Resource 529 - 3.73% 2.74% 11.32% 31.71% 142.99% ($364) None -3.0241
    ESRX Express Scripts Holding 525 - 11.25% -5.00% -4.46% 4.58% 124.00% ($1,515) 3.1936 -3.5633
    CPLP Capital Product Partners 525 6.57% -7.51% 0.28% 26.61% 117.71% ($114) None -2.8615
    ASOZF Asseco Poland 525 - 0.08% 1.06% 9.68% 8.48% 63.87% ($148) 1.5327 -2.6165
    JBSAY JBS 523 - 21.89% 9.95% -6.16% -0.07%
    ($949) None -2.5353
    SIG Signet Jewelers 521 - 2.15% 12.22% 2.44% 6.25% 76.03% ($135) 3.6906 -2.5181
    SEC.TO Senvest Capital 521 36.88% 19.00% 8.93% -2.45%
    $105 0.5727 None
    AEG Aegon 520 18.29% 7.98% -2.02% 6.07% 17.75% ($3,190) 0.2381 None
    ROSYY Rostelecom 519 - 8.54% 3.06% -1.81% 1.79% 9.99% ($831) 1.6847 None
    CJR.B.TO Corus Entertainment 519 - 5.17% -10.50% -3.58% 15.77% 89.48% ($106) 1.0097 -2.3600
    WEF.TO Western Forest Products 517 25.24% 1.94% -4.71% 6.05% 195.47% ($34) 4.1276 -3.5752
    TYHOF Toyota Tsusho 517 0.00% 0.00% 0.00% 1.28%
    ($668) None -3.1148
    CCGDF China Cinda Asset Mgmt Co 517 2.70% 26.67% -19.15% 60.06%
    ($6,133) 1.0515 -2.5726
    LNTEF LINTEC 515 1.64% 0.00% 0.00% 5.40% 18.74% ($166) 3.4835 None
    AHGP Alliance Holdings 515 2.03% 10.78% 5.39% 31.57% 139.85% ($515) None -3.0253
    TOIPF Thai Oil 515 14.48% 14.48% 0.00% 5.88% 3.36% ($55) 3.5141 -2.3531
    MCK McKesson 514 9.53% -8.66% -2.10% 2.11% 63.87% $326 4.3514 -2.3765
    THO.TO Tahoe Resources 514 - 46.02% -11.52% -8.70% 7.47%
    ($174) 3.9693 -2.4451
    NGLOY Anglo American 513 31.59% 34.56% 4.61% 13.84% -6.33% ($3,805) 1.9813 None
    MSBHY Mitsubishi 513 8.21% 5.67% -1.78% 6.58% 124.17% ($1,320) 1.2381 -3.4700
    MG.TO Magna International 512 26.10% 13.72% 7.31% 4.33% 86.48% ($1,795) 3.3097 -2.5139
    LM Legg Mason 511 2.78% -4.22% 2.95% 17.31% 7.50% ($313) 1.4523 None
    MFRSY Magnesita Refratarios 511 57.83% 18.11% 0.00% 6.65% -67.51% $4 1.2132 -2.5563
    DO Diamond Offshore Drilling 511 2.55% 29.05% 15.15% -0.38%
    ($1,019) 1.0697 -3.4654
    BKS Barnes & Noble 511 - 17.88% -1.34% 3.37% 1.26% -44.69% ($123) 2.3598 -2.9534
    ADRNY Koninklijke Ahold 510 - 4.57% -5.25% 4.60% 5.82% 124.91% ($2,283) None -3.1099
    CHA China Telecom Corp 509 4.36% 7.85% 3.53% 1.27% -82.33% ($12,486) 1.0081 -3.1528
    SCGLY Societe Generale 509 16.70% 0.53% -1.97% 47.56% -59.86% ($20,869) 0.1898 None
    TMKXY TMK 507 - 5.28% -5.80% 17.12% 9.00% -21.90% ($309) None -2.5077
    DSW DSW 507 - 2.53% 19.16% -0.49% 4.62% -10.53% ($88) 5.1517 None
    SSL Sasol 507 - 3.90% -0.93% 1.76% -9.44%
    ($1,742) 2.1537 -2.6392
    BNPQY BNP Paribas 506 22.79% 6.86% -0.52% 33.98% -50.04% ($19,876) 0.2758 None
    DVA DaVita 506 - 13.27% -10.64% 3.24% 7.69% 45.45% ($1,084) 2.0130 -2.6104
    SOUHY South32 506 18.75% 12.37% -3.44% 25.73% 443.47% ($901) 2.4021 -2.7304
    PETFF Ptt 505 11.79% 16.69% 0.00% 9.42% 115.20% ($4,974) None -2.8241
    AXAHY AXA 505 20.13% 4.04% 0.97% 9.89% -33.10% ($8,074) 0.1318 None
    POW.TO Power Corp of Canada 503 5.74% 8.79% 6.46% 13.28% 27.83% ($5,608) None None
    VLGEA Village Super Market 503 - 11.82% -2.09% 0.39% 1.15% -30.99% ($23) 6.0846 -3.7757
    WJX.TO Wajax 502 - 4.11% -1.10% 22.41% 4.42% -1.91% ($47) 3.3489 -2.6055
    DISCA Discovery Communications 501 - 30.80% -23.72% -5.23% 19.78% 23.32% ($179) 1.9853 -3.4336
    MITSY Mitsui & Co 500 6.21% 0.81% -2.87% 4.87% 286.94% ($907) 1.2855 -3.4239
    TGT Target 500 13.03% 13.16% 4.70% 5.60% 264.82% ($2,699) 3.3044 -3.9041
    AUO AU Optronics 499 0.25% 3.54% -1.68% -2.95%
    ($825) 1.3268 None
    UFS Domtar 498 19.27% 13.13% 4.10% 2.31% -84.03% ($337) 1.9845 -2.7742
    MIXIF mixi 498 5.85% -20.41% 0.00% 19.61% 30716.68% $239 15.5591 None
    CBL CBL & Associates 498 - 15.85% -6.05% 1.08% 21.45% -1.95% ($296) 0.4299 -2.5916
    SDLP Seadrill Partners 497 21.59% 6.09% -1.61% 53.78% 726.80% ($593) None -2.9766
    CAS.TO Cascades 496 4.30% -8.77% -2.79% 4.75% 118.39% ($237) 1.8173 -2.7900
    PNNT Pennant Park Investment 496 - 2.43% 1.87% 1.87% 111.01%
    ($139) 0.8277 None
    SEOTF Seino Holdings 496

    0.00% 3.30% 83.98% ($215) None -2.5223
    AGPYF Agile Group Holdings 495 109.02% 56.18% 0.00% 12.56% 133.47% ($691) 1.3819 -3.4821
    FUJHY Subaru 495 - 4.95% -2.06% -2.36% 10.39% 13395.76% ($813) 4.8214 None
    SUEZF Suedzucker 495 - 23.14% -2.21% -3.96% 3.39% -21.69% ($354) None -2.4665
    DR.TO Medical Facilities 495 - 13.08% 5.05% -3.20% 10.19% -20.05% ($91) 1.1962 -2.7627
    BLSFY BlueScope Steel 495 11.51% -12.48% 5.06% 7.05% 1345.20% ($314) 2.6577 -3.4861
    JSCPY JSR 494 13.32% 9.08% 0.05% 12.16% 66.64% ($224) 3.6508 -3.3006
    SGAMY Sega Sammy Holdings 494 10.80% 10.80% 8.46% 9.14% 2249.20% ($406) 3.3700 -3.2317
    VLO Valero Energy 494 20.97% 14.84% 4.37% 4.68% 110.46% ($2,531) 3.6253 None
    QUAD Quad/Graphics 494 - 8.78% -0.52% 0.71% 5.69% 21.50% ($308) 2.1966 -4.0777
    MZDAY Mazda Motor 493 1.23% -1.76% -6.73% 2.22% -1.50% ($867) 2.8923 None
    GARPY Golden Agri-Resources 493 14.11% 0.14% 0.11% -1.68%
    $298 1.9038 -2.0442
    INDFY Indofood Agri Resources 493 - 7.89% -4.16% -1.00% 5.42% -72.46% ($117) None -2.4196
    KHOLY Koc Holding 492 2.68% -6.10% -4.31% 7.01% 192.57% ($1,612) 2.1041 -2.7986
    CNO CNO Financial Group 492 17.24% 11.27% 5.20% 19.06% -1.97% ($401) None None
    HVT Haverty 492 0.21% 8.72% -0.41% 3.68% 1906.37% ($32) 4.9802 None
    ICAGY Intl Cons Airlines Group 491 24.21% 11.89% 9.41% -1.74%
    ($790) None -2.4879
    CNPAY CNP Assurances 491 26.51% 1.85% -0.16% 19.00% -21.87% ($7,860) 0.9121 None
    AGF.B.TO AGF Management 490 21.49% 12.90% 6.35% 11.62% -71.62% ($14) 1.4453 None
    SUBCY Subsea 7 490 6.72% 9.34% 4.23% 20.78% 100.49% ($610) 2.3234 -4.0293
    CVS CVS Health 490 - 3.70% -0.87% -3.94% 4.42% 96.91% ($4,752) 3.7290 -2.6671
    PCHUY PTT Global Chemical 490 40.82% 40.82% 0.00% 7.45%
    ($534) 3.0391 -2.5328
    PRU Prudential Financial 490 4.67% -0.25% 5.50% 25.14% 19.40% ($10,410) 0.1746 None
    CERV.TO Cervus Equipment 489 16.94% 20.83% 7.95% 0.79% -38.86% $8 3.7753 -2.3626
    JXHLY JXTG Holdings 488 10.70% 18.01% -2.64% 0.29% -73.40% ($976) 2.0069 -3.3597
    SLD Sutherland Asset Management 487 8.53% 7.80% 2.34% 10.77%
    $34 0.3164 None
    KR Kroger 487 - 29.25% -9.63% 4.32% 0.50% -24.61% ($2,297) 4.6150 None
    ABG Asbury Automotive Group 487 - 10.28% -3.04% -6.29% 0.47% -70.08% $25 4.1452 -2.3543
    MRE.TO Martinrea International 487 25.87% 14.55% 9.67% 0.51%
    ($167) 2.1638 -2.8541
    DF Dean Foods 486 - 47.62% -32.01% -0.48% 1.46% -56.73% ($137) 4.0143 -3.5624
    GPI Group 1 Automotive 486 - 2.15% 11.71% 0.43% 2.10% 64.56% ($238) 3.3319 -2.7161
    NRDXF Nordex 486 - 24.54% -22.39% -11.39% 1.16% 5144.46% ($54) 2.2712 -0.8766
    NMR Nomura Holdings 486 - 4.93% -2.85% 3.21% 70.71% 568.66% ($9,852) 0.2059 None
    PSEC Prospect Capital 485 - 31.91% -22.53% -4.08% 53.66% 586.02% ($123) 0.9772 None
    IBDRY Iberdrola 485 14.12% -1.59% -0.38% 5.83% -13.74% ($4,444) 0.7646 None
    ADM Archer-Daniels Midland 485 - 3.14% 5.00% 0.25% 0.95% -58.18% ($196) 3.2894 -2.4049
    GATX GATX 485 - 1.58% -2.83% -0.73% 2.14% -89.64% ($369) 1.0209 -2.5224
    PWF.TO Power Financial 484 4.79% 6.60% 5.61% 14.05% 25.34% ($4,857) None None
    CFX.TO Canfor Pulp Products 484 17.15% 12.76% 3.58% 7.80% 100.47% ($92) 3.1136 -2.5959
    AXS Axis Capital Holdings 484 - 14.20% -11.87% 0.89% 10.15% -65.83% $107 1.2075 None
    TCL.A.TO Transcontinental 483 12.34% 5.24% 0.40% 9.74% -28.33% ($127) 2.7006 -2.8505
    SWRAY Swire Pacific 483 0.31% -5.27% -0.82% 15.35% 100.64% ($457) None None
    FUJIY FUJIFILM Holdings 483 7.31% 6.71% 1.01% 8.25% 946.92% ($1,453) 3.0059 -3.6529
    HNORY Harvey Norman Holdings 482 - 6.56% -3.48% -2.93% 11.56% 165.61% $18 3.8294 -3.2787
    JBLU JetBlue Airways 482 - 4.86% -12.77% 9.29% 11.79% 798.85% ($873) 2.2640 None
    FSGCY First Gen 482 - 15.35% -7.71% 0.00% 21.09% 29.58% ($412) 1.2615 -3.8986
    SMGBY San Miguel 481 - 12.55% -2.34% 1.53% 5.62% 1515.43% ($1,051) 1.2102 -3.7349
    ACGBY Agricultural Bank China 481 3.77% 0.17% 2.99% 137.02% 237.01% ($79,915) 0.4167 None
    UEPS Net 1 UEPS Technologies 481 - 14.61% -5.58% -6.61% 14.09% 68.00% ($24) 2.1442 -2.7331
    SKM SK Telecom 480 6.76% -0.96% 5.67% 6.54% -61.19% ($2,209) 2.1542 -2.8536
    CPGLF CPL Resources 480 27.75% 27.75% 27.75% 3.83% 259.08% ($5) 5.8026 None
    ORRYY Orora 480 0.00% 0.00% 0.00% 4.80%
    ($136) 2.7444 -3.6906
    MTLHY Mitsubishi Chemical 480 29.31% 11.01% 6.03% 5.65% 90.25% ($3,096) 2.0123 -2.6659
    KRYPF Kerry Properties 479 52.08% 52.08% 24.38% 8.43% -40.20% $564 None -1.5972
    TX Ternium 479 28.25% 5.61% 1.56% 9.19% 1363.85% ($504) 3.1717 -2.5840
    ODMTY Old Mutual 479 7.56% 3.14% 0.00% 24.20% 1295.10% ($5,710) 0.2378 None
    MARUY Marubeni 478 9.93% -0.21% -1.33% 2.71% 561.35% ($2,176) 2.0559 -3.0727
    EVNVY EVN 478 25.32% 8.39% -5.11% 7.19% -7.31% ($341) None -3.6850
    CAA CalAtlantic Group 477 3.07% 4.91% 10.26% 5.05% -23.23% $162 2.5054 None
    WN.TO George Weston 477 - 6.63% -6.18% 2.23% 4.78% 145.72% ($3,210) 2.1350 -2.9457
    CLS.TO Celestica 476 - 18.87% -9.40% 1.97% 1.82% 9.18% ($49) 2.5810 None
    POFCY Petrofac 476 - 48.76% -10.78% -6.92% 6.15% -39.27% ($650) 1.6784 -2.9424
    SZLMY Swiss Life Holding 476 10.13% -1.78% -2.38% 10.50% -46.99% ($1,117) 0.1675 None
    TAVHY TAV Havalimanlari Holding 476 17.47% -17.87% -8.76% 42.10% 38.31% ($460) 1.1886 -2.8716
    TECK.B.TO Teck Resources 476 - 1.41% 18.37% 6.54% 12.51% -57.26% ($2,016) 1.4304 -2.6995
    VRA Vera Bradley 476 - 16.99% -20.44% -6.23% 9.14% 35.89% ($45) 5.9349 None
    WPPGY WPP 476 - 16.86% -12.22% -3.35% 10.35% 205.31% ($506) 1.5497 -2.5173
    COF Capital One Financial 475 7.11% 10.69% 9.43% 43.44% 55.14% ($8,105) 0.3757 None
    LEXEA Liberty Expedia Holdings 475 19.57% 1.29% 4.53% 2.59%
    $2,126 0.2566 None
    WNC Wabash National 475 15.83% -0.31% 7.19% 8.58% 777.22% ($59) 4.5563 -2.8015
    QUBSF Qantas Airways 475 63.61% 14.19% 3.96% 8.52% 59.52% ($1,396) 1.3561 -3.9217
    SZNTF Shenzhen Investment 475 - 0.84% -0.84% -0.84% 33.85% 216.52% ($544) 1.2437 -2.9949
    LGGNY Legal & General Group 474 8.41% 2.93% 0.06% 7.56% 228.34% ($6,338) 0.2304 None
    DCP DCP Midstream 474 - 10.20% -3.68% 3.55% 35.94% 17833.33% ($263) None -2.9366
    ALLY Ally Financial 473 24.57% 15.61% 6.73% 84.00% -16.86% ($3,500) 0.0416 None
    BIG Big Lots 472 5.44% 8.78% 6.08% 4.27% 18.68% ($159) 7.3927 -3.8879
    BACHF Bank Of China 472 6.52% 4.26% -1.01% 30.57% -21.02% ($2,629) 0.4201 None
    HMCTF HNA Infrastructure Co 472 6.32% 16.15% 4.99% -24.54%
    ($86) 1.2076 -3.0593
    HMC Honda Motor Co 471 6.14% 9.13% 1.07% 1.77% -65.06% ($2,483) 1.8277 -3.3858
    CCOEY Capcom Co. 471 20.23% 6.64% 4.75% -0.15%
    $73 4.4127 None
    URBN Urban Outfitters 471 4.85% 35.85% 7.70% 7.65% 192.57% ($197) 6.9148 -3.0989
    WEYS Weyco Group 471 0.07% 1.44% -0.07% 13.77% 355.83% ($30) 5.6889 None
    LNR.TO Linamar 471 38.20% 10.37% 6.95% 9.06% 224.92% ($376) 3.2934 None
    DX Dynex Capital 471 3.66% 7.60% 4.51% 364.17% 198.01% ($167) 0.0656 None
    AEO American Eagle Outfitters 471 - 2.17% 11.85% -1.65% 5.61% 75.22% ($153) 7.1599 None
    MGYOY MOL Hungarian Oil and Gas 470 84.15% 63.25% 46.96% 6.47% 10.06% ($910) 1.6651 -3.6058
    NPACY Neopost 470 6.32% -13.78% -3.58% 12.70% -24.70% ($123) 1.0803 -2.7208
    GT Goodyear Tire & Rubber 470 - 5.04% -5.51% 4.21% 3.35% -7.80% ($240) 2.1804 None
    HVRRY Hannover Rueck 470 8.10% 0.40% 4.41% 14.28% -26.65% ($1,284) 0.8106 None
    DII.B.TO Dorel Industries 469 - 3.89% -7.99% 8.62% 5.21% 59.91% ($243) 2.5510 -3.0045
    OFG OFG Bancorp 469 - 24.89% -15.74% -12.05% 19.99%
    ($19) None None
    LFUGY Li & Fung 469 23.64% 43.66% 7.37% 1.92% -60.09% ($166) 3.0069 -3.5847
    CTPCY CITIC 468 1.23% 0.13% -0.67% 67.92%
    ($30,572) 0.7411 None
    AIZ Assurant 468 5.03% -5.51% 5.76% 0.65% -93.99% $431 0.5934 None
    CGO.TO Cogeco 468 25.37% 9.93% 6.43% 12.51% 48.28% ($788) 0.6090 None
    LEA Lear 467 23.49% 17.11% 2.00% 5.88% 136.76% ($644) 3.8557 -2.7993
    CNA CNA Financial 466 15.04% 2.00% 2.37% 13.56% -21.51% ($557) 0.7244 None
    LPNT LifePoint Health 466 - 5.20% -10.92% 2.01% 0.56% -80.34% ($313) 2.0112 -2.5943
    WF Woori Bank 466 23.23% -7.86% -2.99% 73.28% -3.42% ($3,136) 0.2100 None
    RS Reliance Steel & Aluminum 466 0.31% 2.08% 3.73% 5.48% 501.53% ($322) 3.5029 -2.6940
    VALE Vale 466 16.55% 12.60% 1.18% 5.93% -78.54% ($2,599) 1.3628 -1.6214
    SBS Companhia De Saneamento 466 - 0.82% -14.02% -11.89% 6.16% -33.47% ($16) 1.5214 -2.5456
    LSLPF LSL Property Services 465 21.16% 3.26% -7.26% 5.13% -18.68% $39 3.9569 None
    TIPT Tiptree 465 - 2.84% -2.14% 8.73% 5.20% 2461.57% ($11) -0.0885 None
    LCUT Lifetime Brands 465 - 5.64% -1.79% 7.54% 4.45% 264.82% ($14) 3.1794 -2.5450
    VESTF Corporacion Inmobiliaria Vesta 465 5.93% -3.60% 0.00% 74.64% 64.23% ($23) None -1.9504
    TSMRF Tsumura 464 17.49% 17.49% 0.00% 11.11% 102.33% ($110) 4.5562 None
    KGFHY Kingfisher 464 - 4.93% 0.25% -0.12% 3.34% 36.80% ($229) 3.4085 -2.6632
    SMSMY Sims Metal Management 464 21.16% -16.34% -2.52% 2.72% -21.28% ($47) 4.2352 None
    NLY Annaly Capital Management 463 5.04% 4.60% 1.22% 407.71% 183.71% ($5,422) 1.2282 None
    HCI HCI Group 463 - 15.31% -16.91% 1.66% 32.94% 64.70% ($59) 2.2714 None
    CTRN Citi Trends 463 19.32% -1.89% 11.98% 2.27% -17.46% ($26) 4.7212 None
    KANKF Kaneka 463 3.30% 3.30% 0.00% 1.81% 48.37% ($356) 2.9939 None
    GPS Gap 463 6.06% 14.67% -4.18% 7.70% 46.63% ($1,043) 4.5297 None
    RE Everest Re Group 463 0.73% -12.05% 4.60% 23.70% 91.30% ($377) 1.6105 None
    F Ford Motor 463 5.49% 3.42% 3.46% 8.43% 133.11% ($15,196) 1.0654 -3.7017
    BBY Best Buy Co 463 10.49% 3.47% 3.58% 4.98% -22.32% ($1,317) 4.9403 -3.9531
    STC Stewart Information Servs 462 - 17.60% -9.76% 5.48% 5.22% 1737.11% ($67) 3.2835 None
    ORI Old Republic Intl 462 - 1.66% -0.46% 0.00% 10.80% 19.59% ($170) 1.0207 None
    CPYYY Centrica 462 - 13.15% -15.46% -10.19% 5.78% 4.01% ($981) 2.3603 -2.6558
    CFP.TO Canfor 461 28.75% 17.64% 1.68% 8.26% 46.20% ($433) 2.6067 -3.1770
    BJINY Beijing Enterprises Hldgs 460 19.00% 12.32% 12.61% 13.63% 142.94% ($738) 1.0605 -3.7661
    VIA Viacom 459 - 26.17% -16.67% -10.53% 9.60% -51.83% $67 2.5020 -3.4006
    NCI Navigant Consulting 459 - 26.86% -15.97% 3.41% 7.79% -20.20% ($52) 3.4481 -2.5653
    AXL American Axle & Mfg Hldgs 459 8.16% 13.20% 13.20% 4.56% 44.93% ($167) 2.3025 -2.7605
    CESTF Chinese Estates Holdings 459 17.65% 27.96% 27.96% -5.84%
    $846 2.9543 -0.9038
    DIN DineEquity 458 - 18.50% 4.78% 11.67% 17.74% 17.95% ($20) 1.2756 -3.5230
    WPG Washington Prime Group 458 - 9.22% -7.53% 4.31% 13.78%
    ($223) 0.4689 -3.6432
    BNGRF Savencia 458 5.75% 0.00% 0.00% 0.81% -8.77% ($124) 2.4233 -3.6100
    T AT&T 458 - 11.94% -2.68% -6.73% 10.34% 15.74% ($26,368) 1.2499 -2.7594
    UNM Unum 458 14.27% 9.53% 4.33% 9.33% -5.88% ($185) 0.6110 None
    ASEKY Aisin Seiki 458 16.58% -1.56% 8.27% 3.49% 272.96% ($2,723) 2.2546 -3.7994
    MTGE MTGE Investment 457 13.83% 5.33% 2.04% 319.17%
    ($44) 0.2581 None
    THBIY Turkiye Halk Bankasi 457 1.09% -18.40% -20.70% 80.11% 72.64% ($1,387) 0.4510 None
    JFROF J Front Retailing 457 - 1.73% -5.53% -5.53% -0.52%
    ($86) 1.7151 -3.3728
    CVE.TO Cenovus Energy 456 - 9.82% 30.38% 0.32% -1.41%
    ($1,406) 1.3936 -3.3314
    RET.A.TO Reitmans (Canada) 456 - 13.43% 5.30% 15.78% 2.05% -48.32% ($43) 4.3831 -3.7864
    AFLYY Air France-KLM 456 89.59% 6.92% -2.98% 0.67% -48.67% ($1,601) None -2.7361
    PUGOY Peugeot 456 22.02% 7.20% 1.63% 5.36% 109.18% ($5,246) 2.0920 -2.8748
    GCI Gannett 455 10.16% 8.18% 19.88% 3.46%
    ($113) 1.5079 -2.7976
    BPOP Popular 455 - 18.45% -22.28% -18.41% 28.44% -21.72% ($373) 0.3189 None
    SCS Steelcase 455 - 6.06% 12.73% 7.42% 3.61% 197.83% ($46) 4.0201 -2.6579
    TBI TrueBlue 455 - 10.15% -11.65% 11.16% 8.46% 1014.41% ($277) 4.2849 -3.8170
    JMHLY Jardine Matheson Holdings 455 1.41% 4.48% 2.81% 7.59% 146.88% ($1,447) None None
    AFL Aflac 454 13.05% 7.94% -0.11% 26.54% -44.78% ($3,328) 0.7156 None
    IVR Invesco Mortgage Capital 454 12.34% 6.79% 6.89% 110.09% 7.97% ($75) 1.2909 None
    CUGCF China Oriental Group 454 156.30% 130.67% 44.17% 4.87% 508.72% ($116) None -3.6292
    GCAP GAIN Capital Holdings 453 - 13.99% -7.66% -3.91% 25.15% 260.71% ($90) 0.1397 None
    TDCAF TDC 453 19.86% 4.88% -1.42% 13.33% -39.63% ($627) 1.2768 None
    CELTF Centamin 453 - 19.57% -12.50% 2.58% 37.77% 1763.36% ($152) 21.0312 None
    TICC TICC Capital 453 - 6.58% 0.30% -1.04% 376.48% 891.32% ($75) None None
    SFL Ship Finance Intl 452 6.83% 9.59% 3.85% 10.15% -22.43% ($84) 1.0129 -2.0808
    CVG Convergys 452 17.47% 8.19% 2.12% 7.50% 79.31% ($162) 4.2091 None
    KLRGF Keller Group 452 10.42% -9.40% 0.00% 1.36% 246.57% ($76) None -2.4392
    WIMHF William Hill 451 - 7.61% 5.81% 5.81% 10.94% -34.18% ($137) None None
    GBT.TO BMTC Group 451 2.70% 17.80% 8.22% 5.01% 397.68% ($4) 6.5977 None
    PLCE Children's Place 451 - 11.51% -1.27% -11.08% 9.22% 115.63% ($97) 5.7851 None
    MBT Mobile Telesystems 451 0.96% 24.94% 7.27% 10.19% -51.65% ($1,231) 2.3358 -2.9214
    CTL CenturyLink 451 - 25.30% -18.00% 2.70% 9.31% -9.11% ($3,982) 0.7628 -2.8594
    CHYFF Cathay Financial Holding 451
    0.00% 0.00% -29.34%
    $2,459 None None
    JSHLY Jardine Strategic Hldgs 450 4.58% 5.23% -2.32% 8.02% 176.75% ($674) None -3.2479
    SCSC ScanSource 450 12.67% 5.29% 6.31% 2.31% 74.79% ($26) 4.1037 -2.2610
    AEGN Aegion 450 - 1.78% -5.41% -1.05% 2.73% 6817.81% ($44) 2.7723 -3.5482
    NBGGY National Bank of Greece 450 38.22% -19.00% -2.32%


    None None
    STX Seagate Technology 450 - 28.03% -11.36% 4.08% 13.76% -43.56% ($1,144) 1.9817 -3.3447
    GWO.TO Great-West Lifeco 450 0.30% 2.89% 4.18% 13.48% 29.11% ($3,490) 0.2605 None
    GTN.A Gray Television 449 0.20% 5.39% 8.72% 20.07% 1072.95% ($144) 0.8588 -2.5924
    JBL Jabil 449 - 4.80% -8.78% -1.13% 2.83% 295.64% ($1,128) 2.4177 None
    TRV Travelers Companies 449 12.15% 7.02% 9.24% 15.21% 93.73% ($1,188) 1.2763 None
    PKX POSCO 449 27.46% 1.99% 9.03% 5.30% 44.54% ($3,369) 1.9764 -2.7546
    KELYA Kelly Services 449 21.34% 12.23% 10.72% 0.47% 567.57% $83 4.2691 None
    SAN Banco Santander 449 8.07% -1.65% -3.26% 28.06% -67.08% ($17,287) 0.2800 None
    AN AutoNation 449 4.24% 5.86% -3.93% 1.26% 19.45% ($86) 3.1236 -2.4152
    SYNA Synaptics 449 - 28.14% -32.18% -3.32% 7.07% 33.47% ($104) 4.8185 -2.7534
    EXXAY Exxaro Resources 449 16.18% 35.41% 11.01% 5.45% -75.85% $120 2.2263 -3.4483
    BRTHY Brother Industries 449 14.88% -9.58% 0.00% 10.95% 486.31% ($669) 4.1310 -3.5821
    XL XL Group 448 5.33% -8.15% 8.47% 8.68% 179.75% ($474) 0.5461 None
    VR Validus Holdings 448 - 6.98% -1.20% 8.90% 16.79% -24.75% ($46) 1.4888 None
    JNPR Juniper Networks 448 - 6.37% -10.92% -7.00% 17.86% 23.72% ($513) 1.9995 -2.4475
    AEPLF Anglo-Eastern Plantations 447 26.14% 26.14% 0.00% 3.31% -76.12% ($4) 3.4746 -0.9201
    GKNGY Greene King 447 3.69% 0.00% 0.00% 4.71% 118.96% ($191) 1.1567 -2.4283
    RLGY Realogy Holdings 447 12.07% -3.30% -4.25% 8.61% 66.11% ($374) 0.7592 -2.6304
    FSIC FS Investment 447 - 14.43% -8.29% 2.47% 150.81%
    ($232) None None