 | BrandLoyalties Metrics Continue to Beat S&P 500 by an Average of 20% per Year -- Using Only Online Consumer Behavior:
Research provider BrandLoyalties.com has announced that "proforma portfolios that selected stocks using only our proprietary daily consumer brand loyalty metrics outperformed the S&P 500 by an average of over 20% per year since January 2006. Clients who utilize our daily data are likely experiencing even greater alpha by applying their additional filters or fundamental knowledge to the proprietary brand loyalty metrics used in the proforma portfolios."
Contact Tony Seker at Tony@BrandLoyalties.com for a complete daily history of BrandLoyalties data covering over 500 equities, to arrange a free trial, or to schedule a web demo to learn more details about how this may help your investment process.
BrandLoyalties.com embraces 21st century technology to track over 100 million online consumer choices daily and to identify which equities are likely to be impacted (positively or negatively) by changed patterns of brand name citations in those activities. In all, over 500 US listed stocks are monitored in the BrandLoyalties.com universe, with the key criteria for coverage including a significant online presence for the brand names of those equities (called the brand name's web "luminosity") and a reasonably strong link between on-line brand name citations and consequential revenue for the corporation (referred to as the "signal relevance" for that corporation's brand names).
Applying this unprecedented technique, Brandloyalties.com uses a proprietary algorithm to determine daily the velocity of change in brand loyalty -- ranking the over 500 stocks on this measure from top to bottom. A simple long-only portfolio consisting solely of the top 10% of these 500+ ranked stocks would have produced an average annual ROI of 25.09% as compared to the S&P 500's 3.33%.
(Results from over 1,500 one-year Monte Carlo portfolio simulations covering January 2006 through December 2012, each portfolio equally weighted and reallocated when composition of the top 10% changes.)
The impressive alpha accrues from the application of two simple principles:
-- Consumer interest in any corporation's brand names is critical to the growth (or demise) of corporate earnings;
-- Consumer behavior on the internet provides a means to measure or test that loyalty on an essentially "real time" basis.
Brandloyalties.com is currently available for subscription to institutional investors only. In addition to identifying the top-rated stocks for portfolios by means of a state-of- the-art quantitative "fundamental" screen, subscribers can also mitigate risk in existing portfolios by monitoring or avoiding stocks which display fading loyalty, well before earnings announcements and generally before guidance is provided -- and often before the corporate insiders themselves realize what is happening at the far end of their extended distribution channels. In effect there is usually a lag between the Brandloyalties.com brand loyalty metrics and the impact of those changing loyalties on the equity's market price.
An illustration of the "upside" quantitative screen strategy was provided recently by RAD (Rite Aid Corporation). That equity rose into the upper 20% of the Brandloyalties.com tracked equity universe on November 26, 2012 (after being as low as the bottom 10% a year earlier):
(Click here for best resolution)
The rise triggered an e-mail Alert to Brandloyalties.com institutional clients on November 27th, some 23 days prior to Rite Aid management's upbeat guidance on December 20th -- which subsequently drove the equity's price up by as much as 70%. (On February 11th RAD fell back out of the top 20% of the Brandloyalties.com ranked universe.)
The "downside" defensive risk mitigation strategy is exemplified by PLCE (Children's Place Retail Stores, Inc.), where a Brandloyalties.com institutional alert went out on October 12, 2012 -- a full month before management offered lower guidance on November 15th:
(Click here for best resolution)
Subsequent PLCE price movements cost portfolios still holding Children's Place Retail Stores, Inc. shares roughly 29% in position losses by December 26th. (Since February 4, 2013 PLCE has regained some brand loyalty respectability by moving back into the middle third of the Brandloyalties.com ranked universe.)
In both of these examples a daily monitoring of on-line consumer brand loyalty resulted in the ability to anticipate corporate guidance by about a month.
The brand loyalty rankings are just one of the ongoing consumer research projects of the Consumer Metrics Institute, Inc. For more information about the BrandLoyalties.com equity rankings, please reply to this e-mail to Tony Seker at Tony@BrandLoyalties.com. Additional information about these technology-based methodologies is also available at their website, in an introductory video and a downloadable PDF brochure.
For your review and convenience, the large table below contains the year-end rankings (from December 31, 2012) for the equities tracked by BrandLoyalties.com, plus links (by clicking on the symbols) to charts and tables containing day-by-day ranking of each equity for the 60 market days prior to the calendar year-end:
BrandLoyalties Screen - Full Tracked Universe
Year-End 2012 BrandLoyalties Equity ScreenData for All 539 BrandLoyalties Tracked Equities as of 12/31/2012
| Symbol | Equity | Percentile(1) | Correlation(2) | Lag(3) |
|---|
| AAP | ADVANCE AUTO PARTS, INC. | 0.7% | 0.51 | 249 | |
| AAPL | APPLE INC. | 79.0% | 0.13 | 23 | |
| ABT | ABBOTT LABORATORIES | 28.3% | 0.09 | 44 | |
| ACAT | ARCTIC CAT INC. | 72.0% | 0.39 | 234 | |
| ACN | ACCENTURE PLC. | 89.4% | 0.36 | 199 | |
| ADBE | ADOBE SYSTEMS INC. | 56.8% | 0.72 | 145 | |
| ADP | AUTOMATIC DATA PROCESSING | 28.0% | 0.56 | 235 | |
| ADS | ADIDAS AG | 75.3% | -0.53 | 249 | |
| ADSK | AUTODESK, INC. | 11.8% | 0.34 | 56 | |
| AEO | AMERICAN EAGLE OUTFITTERS, INC. | 85.8% | 0.49 | -- | |
| AET | AETNA INC. | 48.2% | 0.86 | 27 | |
| AF | ASTORIA FINANCIAL CORPORATION | 43.7% | 0.25 | 249 | |
| AFCE | AFC ENTERPRISES, INC. | 3.8% | 0.32 | 213 | |
| AFL | AFLAC INCORPORATED | 27.2% | 0.68 | 50 | |
| AGN | ALLERGAN, INC. | 32.4% | 0.72 | 31 | |
| AGP | AMERIGROUP CORPORATION | 69.0% | 0.00 | -- | |
| AIG | AMERICAN INTERNATIONAL GROUP, INC. | 89.8% | 0.00 | -- | |
| AIZ | ASSURANT, INC. | 96.4% | 0.42 | 117 | |
| AKAM | AKAMAI TECHNOLOGIES INC. | 62.2% | 0.00 | -- | |
| ALK | ALASKA AIR GROUP, INC. | 11.6% | 0.82 | 76 | |
| ALL | THE ALLSTATE CORPORATION | 29.2% | 0.82 | 172 | |
| ALTR | ALTERA CORP. | 43.5% | 0.00 | -- | |
| AMD | ADVANCED MICRO DEVICES, INC. | 54.5% | 0.35 | 52 | |
| AMGN | AMGEN INC. | 72.8% | 0.20 | 235 | |
| AMP | AMERIPRISE FINANCIAL INC. | 92.1% | 0.49 | 10 | |
| AMR | AMR CORPORATION | 63.6% | 0.65 | 70 | |
| AMTD | TD AMERITRADE HOLDING CORPORATION | 4.1% | 0.63 | 49 | |
| AMZN | AMAZON.COM, INC. | 97.1% | 0.42 | 114 | |
| AN | AUTONATION INC. | 96.6% | 0.00 | -- | |
| ANF | ABERCROMBIE & FITCH CO. | 93.0% | 0.32 | 29 | |
| ANN | ANNTAYLOR STORES CORP. | 92.7% | 0.60 | 240 | |
| AOS | AO SMITH CORP. | 7.9% | 0.00 | -- | |
| APOL | APOLLO GROUP INC. | 11.3% | 0.47 | 228 | |
| APP | AMERICAN APPAREL INC. | 3.6% | 0.66 | 79 | |
| ASBC | ASSOCIATED BANC-CORP | 10.4% | 0.62 | 229 | |
| ASCA | AMERISTAR CASINOS INC. | 53.2% | 0.44 | 29 | |
| ASNA | ASCENA RETAIL GROUP, INC. | 27.1% | 0.41 | 140 | |
| AVP | AVON PRODUCTS | 18.6% | 0.09 | 96 | |
| AWI | ARMSTRONG WORLD INDUSTRIES, INC. | 94.4% | 0.74 | -- | |
| AXP | AMERICAN EXPRESS COMPANY | 16.5% | 0.58 | 208 | |
| AZO | AUTOZONE, INC. | 47.7% | 0.21 | -- | |
| BAC | BANK OF AMERICA CORPORATION | 36.2% | 0.73 | 151 | |
| BAGL | EINSTEIN NOAH RESTAURANT GROUP, INC. | 75.1% | 0.00 | -- | |
| BAMM | BOOKS-A-MILLION, INC. | 91.4% | 0.79 | 169 | |
| BBBY | BED BATH & BEYOND, INC. | 13.4% | 0.06 | 146 | |
| BBW | BUILD-A-BEAR WORKSHOP, INC. | 95.2% | 0.74 | 57 | |
| BBY | BEST BUY CO., INC. | 6.3% | 0.51 | 162 | |
| BC | BRUNSWICK CORPORATION | 10.8% | 0.73 | 71 | |
| BEBE | BEBE STORES, INC. | 52.5% | 0.61 | 120 | |
| BEN | FRANKLIN RESOURCES INC. | 24.4% | 0.00 | -- | |
| BF-B | BROWN FORMAN | 16.7% | 0.25 | 87 | |
| BFLY | BLUEFLY, INC. | 61.3% | 0.47 | 149 | |
| BGFV | BIG 5 SPORTING GOODS CORP. | 50.0% | 0.47 | 222 | |
| BH | BIGLARI HOLDINGS INC. | 53.8% | 0.00 | -- | |
| BID | SOTHEBY'S | 87.3% | 0.00 | -- | |
| BIDU | BAIDU, INC. | 16.1% | 0.41 | 183 | |
| BIG | BIG LOTS, INC. | 51.3% | 0.69 | 237 | |
| BIIB | BIOGEN IDEC INC | 44.8% | 0.00 | -- | |
| BJRI | BJ'S RESTAURANTS, INC. | 95.5% | 0.45 | -- | |
| BK | THE BANK OF NEW YORK MELLON CORP. | 56.3% | 0.00 | -- | |
| BKS | BARNES & NOBLE, INC. | 74.6% | 0.64 | 166 | |
| BLK | BLACKROCK, INC. | 30.3% | 0.63 | 179 | |
| BMY | BRISTOL-MYERS SQUIBB COMPANY | 71.3% | -0.22 | 155 | |
| BNS | BANK OF NOVA SCOTIA (THE) | 32.6% | 0.70 | 68 | |
| BOBE | BOB EVANS FARMS, INC. | 88.7% | 0.26 | 152 | |
| BODY | BODY CENTRAL CORP. | 98.2% | 0.00 | -- | |
| BOH | BANK OF HAWAII CORPORATION | 26.0% | 0.00 | -- | |
| BOKF | BOK FINANCIAL CORPORATION | 13.1% | 0.34 | 249 | |
| BONT | THE BON-TON STORES, INC. | 88.2% | 0.63 | -- | |
| BRCM | BROADCOM CORP. | 59.7% | 0.42 | 13 | |
| BRK-A | BERKSHIRE HATHAWAY INC. | 67.2% | 0.78 | 166 | |
| BSET | BASSETT FURNITURE INDUSTRIES INC. | 12.5% | 0.00 | -- | |
| BUD | ANHEUSER-BUSCH INBEV | 49.5% | 0.07 | 226 | |
| BWLD | BUFFALO WILD WINGS | 64.9% | 0.31 | 77 | |
| BWS | BROWN SHOE COMPANY, INC. | 65.1% | 0.80 | 26 | |
| BX | THE BLACKSTONE GROUP | 41.6% | 0.88 | 241 | |
| BXS | BANCORPSOUTH, INC. | 72.4% | 0.00 | -- | |
| C | CITIGROUP, INC. | 15.4% | 0.74 | 238 | |
| CAB | CABELA'S, INC. | 7.3% | 0.48 | 232 | |
| CACH | CACHE, INC. | 39.6% | 0.70 | 114 | |
| CAG | CONAGRA FOODS INC. | 20.8% | 0.00 | -- | |
| CAH | CARDINAL HEALTH INC. | 21.1% | 0.00 | -- | |
| CAJ | CANON INC. | 64.5% | 0.65 | -- | |
| CAKE | THE CHEESECAKE FACTORY | 73.3% | 0.16 | 29 | |
| CALL | MAGICJACK VOCALTEC LTD. | 12.4% | 0.41 | 168 | |
| CAR | AVIS BUDGET GROUP, INC. | 85.7% | 0.23 | 23 | |
| CB | THE CHUBB CORPORATION | 20.3% | 0.90 | 249 | |
| CBK | CHRISTOPHER & BANKS CORP. | 76.2% | 0.00 | -- | |
| CBRL | CRACKER BARREL OLD COUNTRY STORE, INC. | 79.7% | -0.13 | 249 | |
| CBS | CBS CORP. | 0.2% | 0.47 | 135 | |
| CBSH | COMMERCE BANCSHARES INC. | 21.3% | 0.48 | 80 | |
| CBU | COMMUNITY BANK SYSTEM, INC. | 17.7% | 0.07 | 113 | |
| CCL | CARNIVAL CORPORATION | 79.2% | 0.33 | 141 | |
| CELG | CELGENE CORPORATION | 59.3% | 0.65 | 32 | |
| CHCO | CITY HOLDING COMPANY | 53.6% | 0.74 | 183 | |
| CHH | CHOICE HOTELS INTERNATIONAL INC. | 48.6% | 0.78 | 144 | |
| CHS | CHICO’S FAS, INC. | 65.2% | 0.55 | 249 | |
| CI | CIGNA CORPORATION | 37.6% | 0.51 | 56 | |
| CKEC | CARMIKE CINEMAS INC. | 96.2% | 0.23 | -- | |
| CL | COLGATE-PALMOLIVE | 50.7% | -0.30 | 97 | |
| CLWR | CLEARWIRE CORPORATION | 78.1% | -0.05 | 139 | |
| CLX | CLOROX CO. | 81.0% | 0.33 | 249 | |
| CMCSA | COMCAST CORPORATION | 4.8% | 0.89 | 135 | |
| CMG | CHIPOTLE MEXICAN GRILL, INC. | 32.3% | 0.39 | -- | |
| CMRG | CASUAL MALE RETAIL GROUP, INC. | 76.9% | 0.71 | -- | |
| CNI | CANADIAN NATIONAL RAILWAY COMPANY | 34.2% | 0.76 | 227 | |
| CNK | CINEMARK HOLDINGS, INC. | 14.3% | 0.25 | 235 | |
| COF | CAPITAL ONE FINANCIAL CORP. | 14.9% | 0.40 | 249 | |
| COH | COACH | 17.9% | 0.70 | 140 | |
| CONN | CONN'S, INC. | 30.1% | -0.40 | 176 | |
| COSI | COSI, INC. | 19.4% | 0.59 | 179 | |
| COST | COSTCO WHOLESALE CORP. | 31.0% | 0.57 | 177 | |
| COV | COVIDIEN PLC. | 73.5% | 0.00 | -- | |
| CPB | CAMPBELL SOUP | 29.0% | 0.74 | 170 | |
| CPRT | COPART, INC. | 8.1% | 0.75 | 215 | |
| CRI | CARTER'S, INC. | 0.9% | 0.56 | 249 | |
| CRM | SALESFORCE.COM | 29.7% | 0.78 | 19 | |
| CROX | CROCS, INC. | 40.1% | 0.80 | 106 | |
| CSH | CASH AMERICA INTERNATIONAL, INC. | 91.9% | 0.00 | -- | |
| CSTR | COINSTAR, INC. | 26.2% | 0.68 | 176 | |
| CTL | CENTURYLINK, INC. | 86.6% | 0.00 | -- | |
| CTRN | CITI TRENDS, INC. | 25.1% | 0.00 | -- | |
| CTXS | CITRIX SYSTEMS | 8.6% | 0.36 | 249 | |
| CVC | CABLEVISION SYSTEMS CORPORATION | 0.5% | 0.54 | 55 | |
| CVH | COVENTRY HEALTH CARE INC. | 67.0% | 0.00 | -- | |
| CVS | CVS CAREMARK CORP. | 66.5% | -0.15 | 17 | |
| CWTR | COLDWATER CREEK, INC. | 32.8% | 0.59 | 17 | |
| CYN | CITY NATIONAL CORPORATION | 58.2% | 0.51 | 150 | |
| DAL | DELTA AIR LINES INC. | 22.0% | 0.82 | 60 | |
| DAVE | FAMOUS DAVE'S OF AMERICA, INC. | 53.4% | 0.84 | 137 | |
| DB | DEUTSCHE BANK AG | 99.8% | 0.61 | 100 | |
| DDS | DILLARD'S, INC. | 66.7% | 0.31 | 100 | |
| DE | DEERE & COMPANY | 59.9% | 0.55 | 51 | |
| DECK | DECKERS OUTDOOR | 44.4% | 0.79 | 69 | |
| DEG | DELHAIZE GROUP (ADR) | 66.8% | 0.51 | -- | |
| DELL | DELL, INC. | 71.1% | 0.55 | 121 | |
| DENN | DENNY'S CORPORATION | 40.9% | 0.77 | 159 | |
| DEO | DIAGEO | 70.4% | -0.25 | 167 | |
| DEST | DESTINATION MATERNITY CORP. | 33.2% | 0.21 | 24 | |
| DFS | DISCOVER FINANCIAL SERVICES | 2.7% | 0.45 | 210 | |
| DG | DOLLAR GENERAL CORP. | 52.7% | 0.38 | 1 | |
| DGX | QUEST DIAGNOSTICS | 68.6% | 0.68 | 206 | |
| DHI | D.R. HORTON, INC. | 52.9% | 0.00 | -- | |
| DIN | DINEEQUITY, INC. | 38.0% | 0.38 | 97 | |
| DIS | THE WALT DISNEY COMPANY | 9.1% | 0.16 | 128 | |
| DISCA | DISCOVERY COMMUNICATIONS | 93.5% | 0.75 | 26 | |
| DISH | DISH NETWORK CORP. | 51.8% | 0.05 | 85 | |
| DKS | DICK’S SPORTING GOODS, INC. | 1.3% | 0.63 | 183 | |
| DLIA | DELIA*S, INC. | 48.0% | 0.64 | 231 | |
| DLTR | DOLLAR TREE, INC. | 6.8% | 0.38 | 183 | |
| DOVR | DOVER SADDLERY, INC. | 33.9% | 0.00 | -- | |
| DOW | DOW CHEMICAL COMPANY (THE) | 39.1% | 0.00 | -- | |
| DPS | DR PEPPER SNAPPLE GROUP, INC. | 39.8% | 0.45 | 157 | |
| DPZ | DOMINO'S PIZZA | 10.2% | 0.11 | 96 | |
| DRI | DARDEN RESTAURANTS, INC. | 78.3% | 0.44 | 226 | |
| DSW | DSW INC. | 21.9% | -0.12 | 233 | |
| DTG | DOLLAR THRIFTY AUTOMOTIVE GROUP INC. | 68.1% | 0.43 | 249 | |
| DTV | DIRECTV | 81.2% | 0.21 | 249 | |
| DUCK | DUCKWALL ALCO STORES, INC. | 22.8% | 0.00 | -- | |
| DV | DEVRY, INC. | 37.3% | 0.23 | -- | |
| DVA | DAVITA INC. | 40.7% | 0.56 | 249 | |
| EAT | BRINKER INTERNATIONAL, INC. | 94.8% | 0.73 | -- | |
| EBAY | EBAY INC. | 34.4% | 0.61 | -- | |
| EFX | EQUIFAX INC. | 48.7% | 0.77 | 161 | |
| EK | EASTMAN KODAK CO. | 86.9% | 0.69 | 127 | |
| EL | ESTEE LAUDER | 38.5% | 0.43 | 60 | |
| EMC | EMC CORPORATION | 44.3% | 0.62 | 138 | |
| EMR | EMERSON ELECTRIC COMPANY | 73.8% | 0.00 | -- | |
| ERTS | ELECTRONIC ARTS | 1.1% | 0.60 | -- | |
| ESRX | EXPRESS SCRIPTS, INC. | 29.6% | 0.76 | 196 | |
| ETFC | E*TRADE FINANCIAL CORPORATION | 14.0% | 0.72 | 44 | |
| ETH | ETHAN ALLEN INTERIORS INC. | 41.0% | 0.80 | 226 | |
| EXPE | EXPEDIA, INC. | 66.3% | 0.67 | 224 | |
| EXPR | EXPRESS, INC. | 41.2% | 0.37 | 176 | |
| EXR | EXTRA SPACE STORAGE | 18.1% | 0.00 | -- | |
| EZPW | EZCORP, INC. | 34.1% | 0.00 | -- | |
| F | FORD MOTOR CO. | 77.8% | -0.04 | 143 | |
| FAST | FASTENAL CO. | 77.6% | 0.70 | 17 | |
| FBN | FURNITURE BRANDS INTERNATIONAL INC. | 28.1% | 0.06 | 62 | |
| FCF | FIRST COMMONWEALTH FINANCIAL CORP. | 25.3% | 0.00 | -- | |
| FDO | FAMILY DOLLAR STORES, INC. | 36.9% | -0.02 | -- | |
| FDX | FEDEX CORPORATION | 60.9% | 0.81 | 58 | |
| FFBC | FIRST FINANCIAL BANCORP. | 92.5% | 0.00 | -- | |
| FINL | THE FINISH LINE, INC. | 94.3% | 0.83 | -- | |
| FITB | FIFTH THIRD BANCORP | 26.9% | 0.54 | 249 | |
| FL | FOOT LOCKER, INC. | 7.7% | 0.18 | 249 | |
| FLIR | FLIR SYSTEMS | 63.3% | 0.00 | -- | |
| FLWS | 1-800-FLOWERS.COM, INC. | 98.0% | 0.73 | 242 | |
| FMBI | FIRST MIDWEST BANCORP INC. | 79.4% | 0.00 | -- | |
| FNB | F.N.B. CORPORATION | 24.0% | 0.66 | 122 | |
| FNFG | FIRST NIAGARA FINANCIAL GROUP INC. | 58.6% | 0.00 | -- | |
| FOSL | FOSSIL | 19.5% | 0.36 | 21 | |
| FRED | FRED'S, INC. | 46.2% | 0.72 | 152 | |
| FRP | FAIRPOINT COMMUNICATIONS, INC. | 45.9% | 0.00 | -- | |
| FRS | FRISCH'S RESTAURANTS, INC. | 14.7% | 0.12 | 6 | |
| FTR | FRONTIER COMMUNICATIONS CORPORATION | 55.9% | 0.00 | -- | |
| FULT | FULTON FINANCIAL CORP. | 23.3% | 0.00 | -- | |
| FUN | CEDAR FAIR LP | 13.3% | 0.77 | 166 | |
| GBCI | GLACIER BANCORP, INC. | 29.9% | 0.00 | -- | |
| GCI | GANNETT CO. | 13.8% | 0.51 | 249 | |
| GCO | GENESCO, INC. | 62.5% | 0.77 | 79 | |
| GE | GENERAL ELECTRIC CO. | 79.9% | 0.49 | 249 | |
| GES | GUESS ?, INC. | 42.7% | 0.64 | 96 | |
| GILD | GILEAD SCIENCES, INC. | 1.8% | 0.47 | 210 | |
| GIS | GENERAL MILLS | 28.9% | 0.51 | 38 | |
| GM | GENERAL MOTORS COMPANY | 30.8% | 0.80 | 30 | |
| GMAN | GORDMANS STORES, INC. | 99.3% | 0.00 | -- | |
| GME | GAMESTOP CORP. | 69.4% | 0.14 | -- | |
| GNC | GNC HOLDINGS INC. | 64.0% | 0.00 | -- | |
| GNW | GENWORTH FINANCIAL INC. | 82.8% | 0.00 | -- | |
| GOOG | GOOGLE INC. | 80.6% | 0.63 | 210 | |
| GPC | GENUINE PARTS COMPANY | 45.2% | 0.45 | 84 | |
| GPS | THE GAP, INC. | 49.8% | 0.28 | -- | |
| GRMN | GARMIN LTD. | 92.8% | 0.21 | -- | |
| GT | GOODYEAR TIRE & RUBBER | 55.4% | 0.52 | 225 | |
| GTIM | GOOD TIMES RESTAURANTS INC. | 78.7% | 0.57 | 92 | |
| H | HYATT HOTELS CORPORATION | 86.7% | 0.80 | 102 | |
| HANS | HANSEN NATURAL CORPORATION | 55.6% | 0.00 | -- | |
| HAR | HARMAN INTERNATIONAL INDUSTRIES INC. | 83.9% | 0.40 | 131 | |
| HAS | HASBRO INC. | 98.9% | 0.18 | 3 | |
| HAST | HASTINGS ENTERTAINMENT, INC. | 50.9% | 0.40 | 52 | |
| HBAN | HUNTINGTON BANCSHARES INC. | 3.4% | 0.88 | 168 | |
| HD | THE HOME DEPOT, INC. | 50.2% | 0.24 | 31 | |
| HGG | HHGREGG, INC. | 37.5% | 0.00 | -- | |
| HIG | HARTFORD FINANCIAL SERVICES GROUP INC. | 61.6% | 0.00 | -- | |
| HIT | HITACHI LTD. | 71.7% | 0.61 | 160 | |
| HMC | HONDA MOTOR CO., LTD. | 22.2% | 0.29 | -- | |
| HNZ | HEINZ (H.J.) | 97.0% | 0.00 | -- | |
| HOG | HARLEY-DAVIDSON, INC. | 87.1% | 0.83 | 75 | |
| HON | HONEYWELL INT'L INC. | 8.8% | 0.71 | 130 | |
| HOT | STARWOOD HOTELS & RESORTS WORLDWIDE INC. | 30.5% | 0.67 | 139 | |
| HOTT | HOT TOPIC, INC. | 97.3% | -0.22 | -- | |
| HPQ | HEWLETT-PACKARD COMPANY | 48.9% | 0.33 | 93 | |
| HRB | H&R BLOCK, INC. | 60.4% | 0.00 | -- | |
| HSNI | HSN, INC. | 47.1% | -0.22 | 176 | |
| HST | HOST HOTELS & RESORTS | 20.1% | 0.73 | 110 | |
| HSY | THE HERSHEY COMPANY | 73.7% | 0.00 | -- | |
| HTZ | HERTZ GLOBAL HOLDINGS, INC. | 43.9% | 0.53 | 104 | |
| HUM | HUMANA INC. | 17.6% | 0.49 | 236 | |
| IBM | INTERNATIONAL BUSINESS MACHINES CORP. | 44.6% | 0.56 | 49 | |
| IILG | INTERVAL LEISURE GROUP, INC. | 9.9% | 0.71 | 129 | |
| IMAX | IMAX CORPORATION | 94.6% | 0.75 | 233 | |
| IMKTA | INGLES MARKETS, INCORPORATED | 46.6% | 0.57 | 62 | |
| INFY | INFOSYS LIMITED | 99.6% | 0.00 | -- | |
| INTC | INTEL CORPORATION | 56.6% | 0.80 | 239 | |
| INTU | INTUIT INC. | 12.0% | 0.70 | 249 | |
| ITW | ILLINOIS TOOL WORKS INC. | 45.3% | 0.68 | 15 | |
| JACK | JACK IN THE BOX INC. | 2.0% | 0.57 | 152 | |
| JAH | JARDEN CORPORATION | 31.2% | 0.00 | 56 | |
| JBLU | JETBLUE AIRWAYS CORPORATION | 27.8% | 0.62 | 196 | |
| JCP | J.C. PENNEY CO., INC. | 42.5% | 0.61 | 177 | |
| JNJ | JOHNSON & JOHNSON | 91.6% | 0.52 | 205 | |
| JNPR | JUNIPER NETWORKS | 90.5% | 0.55 | 110 | |
| JNY | JONES APPAREL | 68.5% | 0.57 | 150 | |
| JOSB | JOS. A. BANK CLOTHIERS, INC. | 15.6% | 0.31 | 249 | |
| JPM | JP MORGAN CHASE & CO. | 5.4% | 0.91 | 160 | |
| JWN | NORDSTROM, INC. | 90.3% | 0.62 | 39 | |
| K | KELLOGG CO. | 24.2% | 0.00 | -- | |
| KBH | KB HOME | 34.8% | 0.00 | -- | |
| KEY | KEYCORP | 2.9% | 0.93 | 205 | |
| KFT | KRAFT FOODS INC. | 35.1% | 0.55 | 209 | |
| KIRK | KIRKLAND'S, INC. | 51.6% | 0.00 | -- | |
| KKD | KRISPY KREME DOUGHNUTS | 6.6% | 0.63 | 249 | |
| KMB | KIMBERLY-CLARK | 3.2% | 0.52 | 154 | |
| KMX | CARMAX, INC. | 69.9% | 0.67 | 152 | |
| KO | THE COCA-COLA COMPANY | 82.1% | 0.67 | -- | |
| KONA | KONA GRILL, INC. | 48.4% | 0.00 | -- | |
| KOSS | KOSS CORPORATION | 88.9% | 0.00 | -- | |
| KR | THE KROGER CO. | 85.1% | 0.42 | 156 | |
| KSS | KOHL’S CORP. | 35.8% | 0.78 | 200 | |
| KSWS | K-SWISS INC. | 25.8% | 0.00 | -- | |
| L | LOEWS CORPORATION | 12.2% | 0.81 | 234 | |
| LAD | LITHIA MOTORS, INC. | 17.0% | 0.49 | 244 | |
| LCAPA | LIBERTY CAPITAL GROUP | 28.7% | 0.72 | 127 | |
| LCC | US AIRWAYS GROUP, INC. | 77.4% | 0.28 | 37 | |
| LEAP | LEAP WIRELESS INTERNATIONAL INC. | 93.2% | 0.35 | 226 | |
| LEN | LENNAR CORP. | 49.3% | 0.00 | -- | |
| LII | LENNOX INTERNATIONAL, INC. | 92.3% | 0.27 | 137 | |
| LIZ | LIZ CLAIBORNE | 76.5% | 0.35 | 48 | |
| LL | LUMBER LIQUIDATORS HOLDINGS, INC. | 7.0% | 0.44 | 231 | |
| LLY | ELI LILLY AND COMPANY | 24.6% | 0.58 | 32 | |
| LM | LEGG MASON INC. | 5.0% | 0.00 | -- | |
| LOW | LOWE'S COS., INC. | 80.1% | 0.30 | 100 | |
| LTD | LIMITED BRANDS, INC. | 63.4% | 0.77 | 105 | |
| LUV | SOUTHWEST AIRLINES CO. | 91.8% | 0.55 | 188 | |
| LUX | LUXOTTICA GROUP SPA | 42.8% | 0.87 | 74 | |
| LVB | STEINWAY MUSICAL INSTRUMENTS, INC. | 40.5% | 0.44 | 156 | |
| LVS | LAS VEGAS SANDS CORP. | 39.4% | 0.60 | 186 | |
| LXK | LEXMARK INTERNATIONAL INC. | 69.2% | 0.53 | 61 | |
| LYV | LIVE NATION ENTERTAINMENT, INC. | 93.4% | 0.24 | 141 | |
| LZB | LA-Z-BOY INC. | 9.5% | 0.00 | -- | |
| M | MACY’S, INC. | 4.3% | 0.08 | 184 | |
| MA | MASTERCARD INCORPORATED | 57.7% | 0.35 | 60 | |
| MALL | PC MALL, INC. | 76.7% | 0.00 | -- | |
| MAR | MARRIOTT INTERNATIONAL, INC. | 26.7% | 0.72 | 67 | |
| MAS | MASCO CORPORATION | 19.0% | 0.69 | -- | |
| MAT | MATTEL INC. | 97.7% | 0.59 | 115 | |
| MBFI | MB FINANCIAL INC. | 23.5% | 0.00 | -- | |
| MCD | MCDONALD'S | 97.5% | 0.57 | 124 | |
| MCS | THE MARCUS CORPORATION | 11.1% | 0.79 | 185 | |
| MDS | MIDAS, INC. | 45.7% | 0.57 | 9 | |
| MDT | MEDTRONIC, INC. | 78.0% | 0.68 | 64 | |
| MED | MEDIFAST, INC. | 90.0% | 0.54 | 205 | |
| MET | METLIFE, INC. | 10.9% | 0.44 | 61 | |
| MHGC | MORGANS HOTEL GROUP CO. | 61.5% | 0.38 | 37 | |
| MHP | MCGRAW-HILL | 0.4% | 0.53 | 40 | |
| MJN | MEAD JOHNSON | 42.1% | -0.09 | -- | |
| MKTAY | MAKITA CORPORATION | 84.8% | 0.50 | 143 | |
| MMM | 3M CO. | 22.9% | 0.00 | -- | |
| MNRO | MONRO MUFFLER BRAKE, INC. | 15.8% | 0.61 | 197 | |
| MO | ALTRIA GROUP | 54.1% | 0.73 | 22 | |
| MOLX | MOLEX INC. | 64.2% | 0.00 | -- | |
| MON | MONSANTO CO. | 20.4% | 0.54 | 99 | |
| MOV | MOVADO | 63.8% | 0.07 | 100 | |
| MRK | MERCK & COMPANY, INC. | 33.0% | 0.70 | 249 | |
| MS | MORGAN STANLEY | 27.6% | 0.52 | 47 | |
| MSFT | MICROSOFT CORPORATION | 5.2% | 0.63 | 212 | |
| MSG | MADISON SQUARE GARDEN, INC. | 9.3% | 0.66 | 235 | |
| MTB | M&T BANK CORPORATION | 35.7% | 0.56 | 58 | |
| MTN | VAIL RESORTS, INC. | 80.8% | 0.53 | 240 | |
| MW | THE MEN’S WEARHOUSE, INC. | 96.8% | 0.39 | 6 | |
| MWW | MONSTER WORLDWIDE | 88.4% | 0.65 | 234 | |
| NAFC | NASH-FINCH COMPANY | 55.0% | 0.00 | -- | |
| NAV | NAVISTAR INTERNATIONAL CORP. | 75.8% | 0.17 | 114 | |
| NFLX | NETFLIX, INC. | 84.1% | 0.82 | 237 | |
| NILE | BLUE NILE, INC. | 78.5% | 0.22 | -- | |
| NKE | NIKE, INC. | 69.5% | 0.76 | 29 | |
| NLS | NAUTILUS | 68.3% | 0.70 | 38 | |
| NOK | NOKIA CORPORATION | 9.0% | -0.22 | 161 | |
| NSC | NORFOLK SOUTHERN CORPORATION | 74.9% | 0.00 | -- | |
| NTAP | NETAPP, INC. | 9.7% | -0.08 | 76 | |
| NTRI | NUTRISYSTEM | 89.2% | 0.63 | 51 | |
| NTRS | NORTHERN TRUST CORPORATION | 52.2% | 0.53 | 7 | |
| NVDA | NVIDIA CORPORATION | 81.5% | 0.59 | 99 | |
| NVR | NVR INC. | 42.3% | 0.00 | -- | |
| NWL | NEWELL RUBBERMAID CO. | 19.7% | 0.76 | -- | |
| NWS | NEWS CORPORATION | 2.3% | 0.76 | 228 | |
| NWY | NEW YORK & CO., INC. | 10.6% | 0.79 | 166 | |
| OC | OWENS CORNING INC. | 70.6% | 0.78 | 75 | |
| OCN | OCWEN FINANCIAL CORP. | 67.9% | 0.53 | 230 | |
| ODP | OFFICE DEPOT, INC. | 33.3% | 0.49 | 140 | |
| OMX | OFFICEMAX, INC. | 57.0% | 0.48 | 30 | |
| ONB | OLD NATIONAL BANCORP | 24.7% | 0.00 | -- | |
| ORCL | ORACLE CORP. | 41.9% | 0.25 | 49 | |
| ORLY | O’REILLY AUTOMOTIVE, INC. | 21.7% | 0.24 | 174 | |
| OSTK | OVERSTOCK.COM, INC. | 45.0% | 0.58 | 1 | |
| OWW | ORBITZ WORLDWIDE, INC. | 65.4% | 0.68 | 37 | |
| P | PANDORA MEDIA, INC. | 33.5% | 0.00 | -- | |
| PAG | PENSKE AUTOMOTIVE GROUP, INC. | 7.2% | 0.51 | 117 | |
| PAYX | PAYCHEX INC. | 19.9% | 0.71 | 118 | |
| PBCT | PEOPLE'S UNITED FINANCIAL, INC. | 86.2% | 0.00 | -- | |
| PBI | PITNEY-BOWES | 43.2% | 0.36 | 38 | |
| PBY | THE PEP BOYS-MANNY MOE & JACK | 46.8% | 0.71 | 237 | |
| PC | PANASONIC CORPORATION | 60.6% | 0.40 | 156 | |
| PCCC | PC CONNECTION, INC. | 89.6% | 0.00 | -- | |
| PCLN | PRICELINE.COM, INC. | 84.9% | 0.65 | 241 | |
| PCS | METROPCS COMMUNICATIONS, INC. | 75.4% | 0.68 | 209 | |
| PENN | PENN NATIONAL GAMING INC. | 2.5% | 0.61 | 193 | |
| PEP | PEPSICO, INC. | 59.5% | 0.52 | 249 | |
| PERF | PERFUMANIA HOLDINGS, INC. | 6.5% | 0.00 | -- | |
| PETM | PETSMART, INC. | 54.7% | -0.10 | -- | |
| PETS | PETMED EXPRESS, INC. | 5.9% | 0.81 | 1 | |
| PFE | PFIZER INC. | 83.3% | 0.34 | 192 | |
| PFG | PRINCIPAL FINANCIAL GROUP INC. | 67.4% | 0.00 | -- | |
| PFS | PROVIDENT FINANCIAL SERVICES, INC. | 4.5% | 0.71 | 91 | |
| PG | PROCTER & GAMBLE | 44.1% | 0.63 | 72 | |
| PGR | PROGRESSIVE CORPORATION | 35.3% | 0.74 | 8 | |
| PHG | KONINKLIJKE PHILIPS ELECTRONICS NV | 59.0% | 0.45 | 249 | |
| PHM | PULTEGROUP, INC. | 33.7% | 0.85 | 30 | |
| PII | POLARIS INDUSTRIES, INC. | 47.8% | 0.74 | 152 | |
| PIR | PIER 1 IMPORTS, INC. | 2.2% | 0.36 | 249 | |
| PLCE | THE CHILDREN’S PLACE RETAIL STORES, INC. | 96.1% | 0.28 | 144 | |
| PM | PHILIP MORRIS INTERNATIONAL | 26.3% | 0.82 | 113 | |
| PNC | PNC FINANCIAL SERVICES GROUP INC. | 3.9% | 0.52 | 249 | |
| PNFP | PINNACLE FINANCIAL PARTNERS INC. | 25.4% | 0.00 | -- | |
| PNRA | PANERA BREAD COMPANY | 47.0% | 0.36 | 249 | |
| PRSP | PROSPERITY BANCSHARES INC. | 3.0% | 0.00 | -- | |
| PRU | PRUDENTIAL FINANCIAL, INC. | 25.6% | 0.53 | 184 | |
| PSA | PUBLIC STORAGE | 26.5% | -0.11 | 223 | |
| PSS | COLLECTIVE BRANDS, INC. | 51.4% | 0.30 | 249 | |
| PSUN | PACIFIC SUNWEAR OF CALIFORNIA, INC. | 76.3% | 0.47 | -- | |
| PX | PRAXAIR, INC. | 57.9% | 0.00 | -- | |
| PZZA | PAPA JOHN'S INT'L, INC. | 65.6% | 0.30 | -- | |
| PZZI | PIZZA INN, INC. | 72.2% | 0.00 | -- | |
| QCOM | QUALCOMM INCORPORATED | 65.8% | 0.46 | 1 | |
| R | RYDER SYSTEM | 8.2% | 0.00 | -- | |
| RAD | RITE-AID CORP. | 15.1% | 0.46 | 174 | |
| RAI | REYNOLDS AMERICAN INC. | 20.6% | 0.00 | -- | |
| RCII | RENT-A-CENTER, INC. | 23.7% | 0.59 | 23 | |
| RCKY | ROCKY BRANDS, INC. | 13.6% | 0.00 | -- | |
| RCL | ROYAL CARIBBEAN CRUISES LTD. | 57.2% | 0.38 | 51 | |
| RF | REGIONS FINANCIAL CORP. | 12.9% | 0.95 | 134 | |
| RGC | REGAL ENTERTAINMENT GROUP | 82.3% | 0.27 | 249 | |
| RGS | REGIS CORPORATION | 58.1% | 0.73 | 249 | |
| RHI | ROBERT HALF INTERNATIONAL | 29.4% | 0.84 | 133 | |
| RHT | RED HAT INC. | 84.4% | 0.38 | 114 | |
| RIMM | RESEARCH IN MOTION LIMITED | 100.0% | -0.57 | 92 | |
| RJET | REPUBLIC AIRWAYS HOLDINGS, INC. | 73.1% | 0.32 | 168 | |
| RJF | RAYMOND JAMES FINANCIAL INC. | 86.0% | 0.48 | 14 | |
| RL | POLO RALPH LAUREN CORP. | 40.0% | 0.48 | 157 | |
| RLH | RED LION HOTELS CORPORATION | 56.5% | 0.67 | 155 | |
| ROST | ROSS STORES, INC. | 79.6% | -0.06 | -- | |
| RRGB | RED ROBIN GOURMET BURGERS, INC. | 41.8% | 0.48 | 15 | |
| RSH | RADIOSHACK CORP. | 57.5% | -0.02 | 232 | |
| RT | RUBY TUESDAY, INC. | 70.1% | 0.39 | 42 | |
| RUE | RUE21, INC. | 88.0% | 0.52 | 93 | |
| RUTH | RUTH'S HOSPITALITY GROUP, INC. | 80.5% | 0.00 | -- | |
| RY | ROYAL BANK OF CANADA | 93.7% | 0.23 | 94 | |
| S | SPRINT NEXTEL CORPORATION | 41.4% | 0.36 | -- | |
| SATS | ECHOSTAR CORPORATION | 60.2% | 0.53 | 112 | |
| SAVE | SPIRIT AIRLINES, INC. | 52.0% | 0.00 | -- | |
| SBH | SALLY BEAUTY HOLDINGS, INC. | 99.5% | 0.54 | 44 | |
| SBUX | STARBUCKS | 67.7% | 0.72 | 44 | |
| SCHW | CHARLES SCHWAB CORPORATION | 36.0% | 0.89 | 210 | |
| SCVL | SHOE CARNIVAL, INC. | 68.8% | 0.23 | 125 | |
| SF | STIFEL FINANCIAL CORPORATION | 43.0% | 0.00 | -- | |
| SFD | SMITHFIELD FOODS | 46.1% | 0.60 | 163 | |
| SHLD | SEARS HOLDINGS CORP. | 40.3% | 0.53 | 35 | |
| SHOO | STEVEN MADDEN, LTD. | 34.6% | 0.26 | -- | |
| SHW | THE SHERWIN-WILLIAMS COMPANY | 10.0% | 0.54 | 249 | |
| SIG | SIGNET JEWELERS, LTD. | 98.6% | 0.27 | 79 | |
| SIX | SIX FLAGS ENTERTAINMENT CORP. | 11.5% | 0.78 | 162 | |
| SJM | SMUCKER (J.M.) | 54.8% | 0.47 | 178 | |
| SKS | SAKS, INC. | 47.3% | 0.65 | 249 | |
| SKX | SKECHERS USA INC. | 62.7% | 0.52 | 213 | |
| SLE | SARA LEE CORP. | 16.3% | 0.18 | -- | |
| SLM | SLM CORPORATION | 31.4% | 0.88 | 45 | |
| SMRT | STEIN MART, INC. | 61.8% | 0.30 | 249 | |
| SNDK | SANDISK CORP. | 95.3% | 0.72 | 164 | |
| SNE | SONY CORPORATION | 59.1% | 0.65 | 83 | |
| SNI | SCRIPPS NETWORKS INTERACTIVE INC. | 72.9% | 0.69 | 238 | |
| SONC | SONIC CORPORATION | 31.5% | 0.00 | -- | |
| SPCHB | SPORT CHALET, INC. | 85.3% | 0.00 | -- | |
| SPLS | STAPLES, INC. | 67.6% | 0.58 | 158 | |
| SPTN | SPARTAN STORES, INC. | 49.1% | 0.46 | 46 | |
| SSI | STAGE STORES, INC. | 74.7% | 0.45 | 233 | |
| STI | SUNTRUST BANKS, INC. | 77.1% | 0.46 | 249 | |
| STMP | STAMPS.COM INC. | 6.1% | 0.00 | -- | |
| STNR | STEINER LEISURE | 36.4% | 0.00 | -- | |
| STX | SEAGATE TECHNOLOGY | 18.3% | 0.23 | 207 | |
| STZ | CONSTELLATION BRANDS | 75.6% | 0.00 | -- | |
| SUSQ | SUSQUEHANNA BANCSHARES, INC. | 14.5% | 0.88 | 241 | |
| SVU | SUPERVALU, INC. | 76.0% | 0.70 | 46 | |
| SWK | STANLEY BLACK & DECKER | 64.3% | 0.39 | 249 | |
| SWY | SAFEWAY, INC. | 90.1% | 0.00 | -- | |
| SYMC | SYMANTEC CORPORATION | 62.9% | 0.75 | 46 | |
| SYX | SYSTEMAX, INC. | 38.9% | 0.46 | -- | |
| T | AT&T INC. | 62.4% | 0.85 | 33 | |
| TAP | MOLSON COORS BREWING COMPANY | 95.7% | 0.30 | 225 | |
| TAST | CARROLS RESTAURANT GROUP, INC. | 34.9% | -0.21 | 242 | |
| TCB | TCF FINANCIAL CORPORATION | 30.6% | 0.49 | 9 | |
| TD | THE TORONTO-DOMINION BANK | 46.4% | 0.09 | 201 | |
| TDS | TELEPHONE & DATA SYSTEMS INC. | 23.8% | 0.46 | 137 | |
| TEVA | TEVA PHARMACEUTICAL INDUSTRIES LIMITED | 83.0% | 0.78 | 201 | |
| TFM | THE FRESH MARKET, INC. | 84.2% | 0.00 | -- | |
| TFSL | TFS FINANCIAL CORPORATION | 77.2% | 0.00 | -- | |
| TGT | TARGET CORP. | 38.7% | 0.20 | 249 | |
| THC | TENET HEALTHCARE CORP. | 43.4% | 0.84 | 41 | |
| THI | TIM HORTONS INC. (USA) | 4.7% | 0.53 | 48 | |
| THO | THOR INDUSTRIES INC. | 95.9% | 0.57 | 102 | |
| TIF | TIFFANY & CO. | 38.2% | 0.36 | 249 | |
| TIVO | TIVO INC. | 74.4% | 0.38 | 168 | |
| TJX | THE TJX COS., INC. | 55.2% | -0.35 | -- | |
| TM | TOYOTA MOTOR CORP. | 37.1% | 0.63 | 248 | |
| TMK | TORCHMARK CORP. | 60.8% | 0.87 | 31 | |
| TOL | TOLL BROTHERS INC. | 47.5% | 0.00 | -- | |
| TPX | TEMPUR PEDIC INTERNATIONAL INC. | 63.1% | 0.00 | -- | |
| TRI | THOMSON REUTERS CORP | 83.5% | 0.00 | -- | |
| TRLG | TRUE RELIGION APPAREL | 31.9% | 0.57 | 62 | |
| TRMK | TRUSTMARK CORPORATION | 50.4% | 0.00 | -- | |
| TROW | T. ROWE PRICE GROUP, INC. | 22.4% | 0.56 | 32 | |
| TRV | THE TRAVELERS COMPANIES, INC. | 99.1% | 0.51 | 94 | |
| TSCO | TRACTOR SUPPLY CO. | 19.2% | 0.59 | 187 | |
| TSN | TYSON FOODS | 90.7% | 0.58 | 131 | |
| TTM | TATA MOTORS LTD. | 61.1% | 0.83 | 115 | |
| TUES | TUESDAY MORNING CORP. | 80.3% | 0.50 | 246 | |
| TWC | TIME WARNER CABLE INC. | 71.0% | 0.61 | 3 | |
| TWMC | TRANS WORLD ENTERTAINMENT CORP. | 87.8% | 0.74 | 180 | |
| TWX | TIME WARNER INC. | 1.4% | 0.83 | 155 | |
| TXN | TEXAS INSTRUMENTS INCORPORATED | 60.0% | 0.50 | 15 | |
| TXRH | TEXAS ROADHOUSE, INC. | 83.2% | 0.31 | 10 | |
| TYC | TYCO INTERNATIONAL LTD. | 14.2% | 0.51 | 249 | |
| TZOO | TRAVELZOO INC. | 88.5% | 0.46 | 225 | |
| UAL | UNITED CONTINENTAL HOLDINGS, INC. | 45.5% | 0.73 | 183 | |
| UBS | UBS AG | 50.5% | 0.45 | 60 | |
| UBSI | UNITED BANKSHARES, INC. | 35.5% | 0.57 | 193 | |
| UCBI | UNITED COMMUNITY BANKS, INC. | 22.6% | 0.00 | -- | |
| UHAL | AMERCO | 31.7% | 0.87 | 183 | |
| ULTA | ULTA SALON COSMETICS & FRAGRANCE, INC. | 18.8% | 0.48 | 114 | |
| UMPQ | UMPQUA HOLDINGS CORPORATION | 71.5% | 0.00 | -- | |
| UNH | UNITEDHEALTH GROUP INCORPORATED | 32.1% | 0.80 | 90 | |
| UNM | UNUM GROUP | 51.1% | -0.07 | 73 | |
| UNP | UNION PACIFIC CORPORATION | 69.7% | 0.69 | 49 | |
| UPS | UNITED PARCEL SERVICE, INC. | 15.9% | 0.30 | 104 | |
| URBN | URBAN OUTFITTERS, INC. | 86.4% | 0.36 | 102 | |
| URI | UNITED RENTALS, INC. | 53.0% | 0.77 | 97 | |
| USB | U.S. BANCORP | 16.8% | 0.46 | 249 | |
| V | VISA, INC. | 57.3% | 0.18 | 108 | |
| VAL | THE VALSPAR CORPORATION | 78.9% | 0.00 | -- | |
| VFC | VF CORP. | 62.0% | 0.53 | 113 | |
| VG | VONAGE HOLDINGS CORPORATION | 52.3% | 0.29 | 3 | |
| VIA-B | VIACOM, INC. | 87.5% | 0.48 | 249 | |
| VITC | VITACOST.COM, INC. | 37.8% | 0.79 | -- | |
| VLGEA | VILLAGE SUPER MARKET, INC. | 65.9% | 0.50 | 100 | |
| VLY | VALLEY NATIONAL BANCORP | 93.9% | 0.00 | -- | |
| VRA | VERA BRADLEY DESIGNS, INC. | 98.4% | 0.56 | 212 | |
| VRSN | VERISIGN INC. | 70.3% | 0.00 | -- | |
| VSI | VITAMIN SHOPPE, INC. | 89.1% | 0.40 | 225 | |
| VVTV | VALUEVISION MEDIA, INC. | 95.0% | 0.43 | 234 | |
| VZ | VERIZON COMMUNICATIONS INC. | 8.4% | 0.17 | 248 | |
| WAG | WALGREEN CO. | 81.4% | 0.18 | 205 | |
| WBS | WEBSTER FINANCIAL CORPORATION | 5.6% | 0.72 | 199 | |
| WDC | WESTERN DIGITAL CORP. | 15.2% | 0.47 | 185 | |
| WEN | WENDY'S | 72.6% | 0.41 | 211 | |
| WEYS | WEYCO GROUP INC. | 24.9% | 0.00 | -- | |
| WFC | WELLS FARGO & COMPANY | 12.7% | 0.50 | 232 | |
| WFM | WHOLE FOODS MARKET, INC. | 85.5% | 0.22 | 28 | |
| WGO | WINNEBAGO INDUSTRIES INC. | 97.8% | 0.16 | 123 | |
| WHR | WHIRLPOOL CORPORATION | 23.1% | 0.69 | 58 | |
| WIN | WINDSTREAM CORPORATION | 98.7% | 0.52 | 142 | |
| WINA | WINMARK CORP. | 36.7% | 0.89 | 194 | |
| WLP | WELLPOINT INC. | 82.6% | 0.50 | 96 | |
| WM | WASTE MANAGEMENT INC. | 82.4% | 0.83 | 24 | |
| WMAR | WEST MARINE, INC. | 81.9% | 0.52 | 60 | |
| WMT | WAL-MART STORES, INC. | 81.7% | -0.13 | 121 | |
| WPO | WASHINGTON POST CO. | 5.7% | 0.28 | 208 | |
| WSM | WILLIAMS-SONOMA, INC. | 56.1% | 0.68 | 228 | |
| WTSLA | THE WET SEAL, INC. | 1.6% | 0.51 | 89 | |
| WTW | WEIGHT WATCHERS | 21.0% | 0.74 | 46 | |
| WU | WESTERN UNION CO. | 36.6% | 0.48 | 110 | |
| WWE | WORLD WRESTLING ENTERTAINMENT INC. | 87.6% | 0.63 | 149 | |
| WYN | WYNDHAM WORLDWIDE CORPORATION | 71.9% | 0.31 | 249 | |
| WYNN | WYNN RESORTS LTD. | 94.1% | 0.81 | 28 | |
| YHOO | YAHOO! INC. | 27.4% | 0.64 | 249 | |
| YUM | YUM BRANDS | 18.5% | 0.15 | 60 | |
| ZION | ZIONS BANCORPORATION | 84.6% | 0.63 | 188 | |
| ZLC | ZALE CORP. | 91.0% | 0.42 | -- | |
| ZUMZ | ZUMIEZ, INC. | 55.7% | 0.73 | 211 | |
| ZZ | SEALY CORPORATION | 54.3% | 0.66 | -- | |
Notes:
(1) Percentile = the ranking converted into relative percentiles within universe of BrandLoyalties tracked equities (lower percentile = higher ranking).
(2) Correlation = the optimal correlation coefficient over the trailing year (i.e., the last 250 market days) between brand loyalties rankings and price movements. Dashes ('--') in this column indicates insufficient history for statistically meaningful correlations.
(3) Lag = the optimal correlation lag (in market days) between the brand loyalties changes and subsequent price movements.
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