Weekly Report: Stocks, ETFs, Utilities, Industrials
Top scoring weekly returns: Buy and Hold 1 Year
Overall Average: 537 bps EXCESS |
E. B. Capital Markets, LLC - Trailing 52 Week Best Scoring Stock Returns: 0% Turnover |
||||||||||||||
Since 2010 |
|
ADRS |
|
|
Large Cap |
|
|
|
Mid Cap |
|
|
Since 2010 |
Small Cap |
|
|
|
ADRS |
EFA |
EXCESS |
|
LG CAP |
SPX |
EXCESS |
|
MID CAP |
SPX 400 |
EXCESS |
|
SMALL CAP |
R2K |
EXCESS |
Average |
16.02% |
9.93% |
6.09% |
Average |
18.47% |
15.05% |
3.42% |
Average |
21.52% |
16.76% |
4.76% |
Average |
23.81% |
16.58% |
7.23% |
Median |
18.47% |
13.30% |
4.65% |
Median |
17.70% |
16.28% |
3.76% |
Median |
22.20% |
17.66% |
4.07% |
Median |
22.44% |
16.30% |
7.59% |
NOTE:The ideal time horizon is 6 to 12 months from the time an idea appears in our ranking
SECTOR |
RATIO |
UTILITIES |
64.10 |
INDUSTRIAL GOODS |
58.77 |
CONSUMER GOODS |
58.13 |
SERVICES |
57.90 |
HEALTHCARE |
57.53 |
FINANCIALS |
57.20 |
TECHNOLOGY |
55.53 |
BASIC MATERIALS |
49.27 |
The top scoring sector across our universe this week is utilities. Industrial goods also score above average.
Consumer goods, services, healthcare, and financials score in line with the average universe score. Tilt toward large cap in healthcare and toward mid and small cap in financials.
Technology and basics score below average; stay industry and stock specific.
LARGE CAP |
|
|
MID CAP |
|
|
SMALL CAP |
|
|
|
# Stocks |
Average |
|
# Stocks |
Average |
|
# Stocks |
Average |
HEALTHCARE |
78 |
63.2 |
UTILITIES |
7 |
63.6 |
UTILITIES |
4 |
67.5 |
SERVICES |
124 |
62 |
SERVICES |
103 |
61.1 |
INDUSTRIAL GOODS |
32 |
55.9 |
CONSUMER GOODS |
79 |
62 |
INDUSTRIAL GOODS |
36 |
60.3 |
CONSUMER GOODS |
38 |
53.9 |
UTILITIES |
30 |
61.2 |
FINANCIALS |
52 |
59.7 |
FINANCIALS |
38 |
53.3 |
INDUSTRIAL GOODS |
52 |
60.1 |
HEALTHCARE |
49 |
59.3 |
TECHNOLOGY |
108 |
51.3 |
FINANCIALS |
106 |
58.6 |
CONSUMER GOODS |
37 |
58.5 |
SERVICES |
94 |
50.6 |
TECHNOLOGY |
105 |
57.7 |
TECHNOLOGY |
68 |
57.6 |
HEALTHCARE |
175 |
50.1 |
BASIC MATERIALS |
84 |
50 |
BASIC MATERIALS |
37 |
52 |
BASIC MATERIALS |
38 |
45.8 |
The following chart visualizes score by market cap and sector.
The following chart shows historical four, eight, and 12 week moving average scores
The following table shows the best and worst 10 sector/industry ETF's for November by average return over the past 10 years. Precious metals, healthcare, basics, and industrials have been among November's top performers, while crude/natgas, semi's, retail, and REITs have struggled. As is typical for this time of year, the SEMI book-to-bill contracted in September, falling to 0.94 (see table below for 10 year monthly average book-to-bill
Average Return (Past 10 November's) |
|||
Best |
November |
Worst |
November |
4.28% |
-1.77% |
||
3.80% |
-1.83% |
||
2.63% |
-1.98% |
||
2.04% |
-2.04% |
||
2.03% |
-2.05% |
||
1.98% |
-2.05% |
||
1.96% |
-2.13% |
||
1.95% |
-2.48% |
||
1.88% |
-2.53% |
||
1.80% |
-6.49% |
The following table shows small cap (IWM) versus big cap (SPY) this year. Following significant underperformance in September, the Russell 2000 is leading off the lows in October. Since small cap has lagged large cap in five of the past seven months and small cap is heading into its historically strongest season, there's a potential opportunity for significant upside. Position accordingly.
2014 |
January |
February |
March |
April |
May |
June |
July |
August |
September |
October |
R2K (IWM) |
-2.77% |
4.78% |
-0.75% |
-3.75% |
0.78% |
5.27% |
-6.05% |
4.82% |
-5.93% |
1.57% |
SPX (SPY) |
-3.52% |
4.55% |
0.83% |
0.70% |
2.32% |
2.06% |
-1.34% |
3.95% |
-1.38% |
-0.30% |
Excess |
0.75% |
0.23% |
-1.57% |
-4.44% |
-1.54% |
3.21% |
-4.70% |
0.88% |
-4.55% |
1.87% |
UTILITIES
Historically, utilities have tended to perform in line with the broader market in November, but have outpaced the SPX in December, January, and March. This suggests that if utilities struggle in the coming weeks, there may be a solid opportunity to pick them up for excess return into early 2015.
Best Scoring Utilities |
|
|
|
10/16/2014 |
10/23/2014 |
4 Week MA |
Company Name |
Symbol |
Sector |
INDUSTRY |
SCORE |
SCORE |
SCORE |
|
|
|
|
|
|
|
Consolidated Edison |
UTILITIES |
DIVERSIFIED UTILITIES |
110 |
110 |
96.25 |
|
Wisconsin Energy |
UTILITIES |
DIVERSIFIED UTILITIES |
75 |
100 |
77.5 |
|
Southern Company |
UTILITIES |
ELECTRIC UTILITIES |
70 |
95 |
75 |
|
Northeast Utils |
UTILITIES |
DIVERSIFIED UTILITIES |
65 |
90 |
67.5 |
|
Teco Energy Inc |
UTILITIES |
ELECTRIC UTILITIES |
65 |
90 |
70 |
|
Cali. Water Svcs. |
UTILITIES |
WATER UTILITIES |
65 |
90 |
70 |
|
Duke Energy |
UTILITIES |
ELECTRIC UTILITIES |
85 |
85 |
72.5 |
|
Edison Intl |
UTILITIES |
ELECTRIC UTILITIES |
60 |
85 |
65 |
|
Entergy Corp New |
UTILITIES |
ELECTRIC UTILITIES |
60 |
85 |
65 |
|
Scana Corp New |
UTILITIES |
DIVERSIFIED UTILITIES |
85 |
85 |
80 |
|
Xcel Energy Inc |
UTILITIES |
ELECTRIC UTILITIES |
85 |
85 |
83.75 |
|
American Elec Pwr Inc |
UTILITIES |
ELECTRIC UTILITIES |
80 |
80 |
81.25 |
|
Nisource Inc |
UTILITIES |
DIVERSIFIED UTILITIES |
75 |
80 |
78.75 |
INDUSTRIAL GOODS
Industrial goods have historically outperformed the broader market in November and December, suggesting that industrial goods stocks should be bought on weakness for upside into the final push into year end.
Best Scoring Industrial Goods |
|
|
|
10/16/2014 |
10/23/2014 |
4 Week MA |
Company Name |
Symbol |
Sector |
INDUSTRY |
SCORE |
SCORE |
SCORE |
|
|
|
|
|
|
|
Lennar Corp |
INDUSTRIAL GOODS |
RESIDENTIAL CONSTRUCTION |
80 |
110 |
88.75 |
|
U.S. Steel |
INDUSTRIAL GOODS |
METAL FABRICATION |
100 |
105 |
102.5 |
|
Weyerhaeuser Co. |
INDUSTRIAL GOODS |
LUMBER, WOOD PRODUCTION |
70 |
100 |
80 |
|
Simpson Manufacturing |
INDUSTRIAL GOODS |
SMALL TOOLS & ACCESSORIES |
75 |
90 |
78.75 |
|
Boeing |
INDUSTRIAL GOODS |
AEROSPACE/DEFENSE PRODUCTS & SERVICES |
75 |
80 |
77.5 |
|
Ingersoll Rand |
INDUSTRIAL GOODS |
DIVERSIFIED MACHINERY |
65 |
80 |
73.75 |
|
Pall Corp |
INDUSTRIAL GOODS |
DIVERSIFIED MACHINERY |
70 |
75 |
73.75 |
|
Stericycle |
INDUSTRIAL GOODS |
WASTE MANAGEMENT |
70 |
75 |
72.5 |
|
Brunswick Corp |
INDUSTRIAL GOODS |
DIVERSIFIED MACHINERY |
60 |
75 |
68.75 |
|
Curtiss-Wright Corp. |
INDUSTRIAL GOODS |
AEROSPACE/DEFENSE PRODUCTS & SERVICES |
70 |
75 |
71.25 |
|
Esterline Tech |
INDUSTRIAL GOODS |
AEROSPACE/DEFENSE PRODUCTS & SERVICES |
60 |
75 |
68.75 |
|
NVR Inc |
INDUSTRIAL GOODS |
RESIDENTIAL CONSTRUCTION |
70 |
75 |
71.25 |
|
Terex Corp |
INDUSTRIAL GOODS |
FARM & CONSTRUCTION MACHINERY |
70 |
75 |
72.5 |
|
Orbital Sciences |
INDUSTRIAL GOODS |
AEROSPACE/DEFENSE PRODUCTS & SERVICES |
70 |
75 |
71.25 |
TOP SCORIN
LG CAP |
|
10/23/2014 |
4 Week MA |
MID CAP |
|
10/23/2014 |
4 Week MA |
Symbol |
Sector |
SCORE |
SCORE |
Symbol |
Sector |
SCORE |
SCORE |
BEST |
|
|
|
BEST |
|
|
|
ED |
UTILITIES |
110 |
96.25 |
IRF |
TECHNOLOGY |
105 |
102.5 |
HCN |
FINANCIALS |
110 |
98.75 |
MNK |
HEALTHCARE |
105 |
101.25 |
LEN |
INDUSTRIAL GOODS |
110 |
88.75 |
VPRT |
SERVICES |
105 |
103.75 |
BKW |
SERVICES |
105 |
100 |
X |
INDUSTRIAL GOODS |
105 |
102.5 |
NKE |
CONSUMER GOODS |
105 |
103.75 |
AKRX |
HEALTHCARE |
100 |
97.5 |
OTEX |
TECHNOLOGY |
105 |
102.5 |
CBRL |
SERVICES |
100 |
91.25 |
AGN |
HEALTHCARE |
100 |
103.75 |
DNB |
TECHNOLOGY |
100 |
91.25 |
BLL |
CONSUMER GOODS |
100 |
83.75 |
HNI |
CONSUMER GOODS |
100 |
77.5 |
CSX |
SERVICES |
100 |
102.5 |
HSNI |
SERVICES |
100 |
98.75 |
FB |
TECHNOLOGY |
100 |
97.5 |
NNI |
FINANCIALS |
100 |
91.25 |
LB |
SERVICES |
100 |
95 |
WWAV |
CONSUMER GOODS |
100 |
91.25 |
LSI |
TECHNOLOGY |
100 |
100 |
CNC |
HEALTHCARE |
95 |
93.75 |
SIAL |
HEALTHCARE |
100 |
102.5 |
DV |
SERVICES |
95 |
73.75 |
SSYS |
TECHNOLOGY |
100 |
88.75 |
HTLD |
SERVICES |
95 |
85 |
UNH |
HEALTHCARE |
100 |
85 |
KNX |
SERVICES |
95 |
93.75 |
WEC |
UTILITIES |
100 |
77.5 |
MSG |
SERVICES |
95 |
86.25 |
WY |
INDUSTRIAL GOODS |
100 |
80 |
ODFL |
SERVICES |
95 |
86.25 |
YHOO |
TECHNOLOGY |
100 |
98.75 |
TMH |
SERVICES |
95 |
93.75 |
AAP |
SERVICES |
95 |
80 |
ARE |
FINANCIALS |
90 |
72.5 |
BBY |
SERVICES |
95 |
85 |
BYI |
SERVICES |
90 |
92.5 |
GILD |
HEALTHCARE |
95 |
97.5 |
CHH |
SERVICES |
90 |
80 |
GMCR |
CONSUMER GOODS |
95 |
93.75 |
MKTX |
FINANCIALS |
90 |
88.75 |
HCA |
HEALTHCARE |
95 |
91.25 |
MOH |
HEALTHCARE |
90 |
68.75 |
INFY |
TECHNOLOGY |
95 |
98.75 |
MTN |
SERVICES |
90 |
90 |
KSU |
SERVICES |
95 |
96.25 |
PBYI |
HEALTHCARE |
90 |
85 |
NWL |
CONSUMER GOODS |
95 |
92.5 |
PNRA |
SERVICES |
90 |
71.25 |
RDY |
HEALTHCARE |
95 |
95 |
SBH |
SERVICES |
90 |
73.75 |
SO |
UTILITIES |
95 |
75 |
SSD |
INDUSTRIAL GOODS |
90 |
78.75 |
TWX |
SERVICES |
95 |
80 |
STLD |
BASIC MATERIALS |
90 |
78.75 |
UNP |
SERVICES |
95 |
86.25 |
TE |
UTILITIES |
90 |
70 |
WLP |
HEALTHCARE |
95 |
95 |
TYL |
TECHNOLOGY |
90 |
71.25 |
WRB |
FINANCIALS |
95 |
96.25 |
ASBC |
FINANCIALS |
85 |
81.25 |
AAPL |
TECHNOLOGY |
90 |
91.25 |
DPZ |
SERVICES |
85 |
65 |
BMRN |
HEALTHCARE |
90 |
87.5 |
HAIN |
CONSUMER GOODS |
85 |
80 |
CELG |
HEALTHCARE |
90 |
87.5 |
HNT |
HEALTHCARE |
85 |
82.5 |
CHRW |
SERVICES |
90 |
81.25 |
JNS |
FINANCIALS |
85 |
80 |
CME |
SERVICES |
90 |
92.5 |
OZRK |
FINANCIALS |
85 |
81.25 |
CP |
SERVICES |
90 |
88.75 |
WEN |
SERVICES |
85 |
81.25 |
HD |
SERVICES |
90 |
92.5 |
DXCM |
HEALTHCARE |
80 |
78.75 |
LRCX |
TECHNOLOGY |
90 |
80 |
EAT |
SERVICES |
80 |
66.25 |
MJN |
CONSUMER GOODS |
90 |
81.25 |
HPY |
SERVICES |
80 |
82.5 |
NU |
UTILITIES |
90 |
67.5 |
ICLR |
HEALTHCARE |
80 |
78.75 |
OCR |
SERVICES |
90 |
87.5 |
KRC |
FINANCIALS |
80 |
78.75 |
VRSN |
TECHNOLOGY |
90 |
96.25 |
LOCK |
TECHNOLOGY |
80 |
76.25 |
|
|
|
MCRS |
TECHNOLOGY |
80 |
80 |
|
|
|
|
PRXL |
SERVICES |
80 |
77.5 |
|
|
|
|
RBA |
SERVICES |
80 |
76.25 |
|
|
|
|
VRNT |
TECHNOLOGY |
80 |
80 |
|
SMALL CAP |
|
10/23/2014 |
4 Week MA |
ADRS |
|
10/20/2014 |
4 Week MA |
Symbol |
Sector |
SCORE |
SCORE |
Symbol |
COUNTRY |
SCORE |
SCORE |
BEST |
|
|
|
BEST |
|
|
|
ANAC |
HEALTHCARE |
100 |
98.75 |
INFY |
India |
100 |
103.75 |
RGEN |
HEALTHCARE |
100 |
100 |
JST |
China |
95 |
95.00 |
AHS |
HEALTHCARE |
95 |
93.75 |
SMI |
Hong Kong |
95 |
93.75 |
AVID |
CONSUMER GOODS |
95 |
91.25 |
AMX |
México |
90 |
91.25 |
CMN |
HEALTHCARE |
95 |
86.25 |
COGO |
China |
90 |
90.00 |
EVOL |
TECHNOLOGY |
95 |
76.25 |
OMAB |
México |
90 |
92.50 |
MEI |
TECHNOLOGY |
95 |
85 |
RDY |
India |
90 |
90.00 |
UEIC |
CONSUMER GOODS |
95 |
92.5 |
AMOV |
México |
85 |
86.25 |
XRTX |
TECHNOLOGY |
95 |
95 |
CEA |
China |
85 |
65.00 |
AFAM |
HEALTHCARE |
90 |
88.75 |
KEP |
Korea |
85 |
87.50 |
AMAG |
HEALTHCARE |
90 |
88.75 |
ICLR |
Ireland |
80 |
78.75 |
CCRN |
SERVICES |
90 |
88.75 |
LONG |
China |
80 |
78.75 |
CTRN |
SERVICES |
90 |
78.75 |
BIDU |
China |
75 |
72.50 |
CWT |
UTILITIES |
90 |
70 |
IBA |
México |
75 |
78.75 |
FORR |
SERVICES |
90 |
68.75 |
IBN |
India |
75 |
55.00 |
HSII |
SERVICES |
90 |
81.25 |
NTES |
China |
75 |
71.25 |
USPH |
HEALTHCARE |
90 |
76.25 |
TEO |
Argentina |
75 |
67.50 |
VASC |
HEALTHCARE |
90 |
90 |
|
|
|
|
ARTC |
HEALTHCARE |
85 |
85 |
|
|
|
|
ATMI |
TECHNOLOGY |
85 |
85 |
|
|
|
|
BLT |
CONSUMER GOODS |
85 |
81.25 |
|
|
|
|
CENX |
BASIC MATERIALS |
85 |
82.5 |
|
|
|
|
FURX |
SERVICES |
85 |
85 |
|
|
|
|
GFIG |
FINANCIALS |
85 |
85 |
|
|
|
|
LHCG |
HEALTHCARE |
85 |
71.25 |
|
|
|
|
MDCI |
HEALTHCARE |
85 |
85 |
|
|
|
|
MSTR |
TECHNOLOGY |
85 |
70 |
|
|
|
|
NLS |
CONSUMER GOODS |
85 |
76.25 |
|
|
|
|
OSUR |
HEALTHCARE |
85 |
65 |
|
|
|
|
XNPT |
HEALTHCARE |
85 |
75 |
|
|
|
|
AMRI |
HEALTHCARE |
80 |
78.75 |
|
|
|
|
ANGO |
HEALTHCARE |
80 |
75 |
|
|
|
|
ARC |
SERVICES |
80 |
77.5 |
|
|
|
|
AUXL |
HEALTHCARE |
80 |
81.25 |
|
|
|
|
BABY |
HEALTHCARE |
80 |
78.75 |
|
|
|
|
BELFB |
TECHNOLOGY |
80 |
83.75 |
|
|
|
|
BSTC |
HEALTHCARE |
80 |
78.75 |
|
|
|
|
CRAI |
SERVICES |
80 |
77.5 |
|
|
|
|
EBS |
HEALTHCARE |
80 |
68.75 |
|
|
|
|
GTIV |
HEALTHCARE |
80 |
83.75 |
|
|
|
|
ICUI |
HEALTHCARE |
80 |
78.75 |
|
|
|
|
INFN |
TECHNOLOGY |
80 |
70 |
|
|
|
|
INSY |
HEALTHCARE |
80 |
78.75 |
|
|
|
|
JAKK |
CONSUMER GOODS |
80 |
57.5 |
|
|
|
|
MNDO |
TECHNOLOGY |
80 |
77.5 |
|
|
|
|
NTRI |
SERVICES |
80 |
77.5 |
|
|
|
|
SABA |
TECHNOLOGY |
80 |
80 |
|
|
|
|
UFCS |
FINANCIALS |
80 |
60 |
|
|
|
Disclosure: None.