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Quant Investing

with Tal Davidson

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Deep Value Screeners

Deep Value

Deep Value (DV) is a quantitative investing strategy which selects for investment the cheapest stocks in the universe based on their valuation multiple.
DV is a great place to find compelling investment ideas.

Deep Value stocks are the absolute cheapest stocks, regardless of their quality. Companies get so cheap when they have problems. Such problems could be financial losses, industry and regulatory risks, failing management and lousy products. As most investors will avoid failing companies at any price, stocks of failing companies get cheap relative to their intrinsic value, very cheap. Deep Value investors realize that even companies with problems have some value in them. Sometime it is their assets, other times it is their know how. When a company is failing, there are huge forces pushing it to improve and return to normality. Most companies do return back to the average, and their stock price jump as a result. Investing in a diversified list of Deep Value stocks thus beats the market.

Tobias Carlisle wrote a book about Deep Value, Deep Value: Why Activist Investors and Other Contrarians Battle for Control of Losing Corporations, and a website, The Acquirer Multiple, where he advocates investing in a diversified bucket of stocks selected for their low EV/EBIT (which he calls The Acquirer Multiple (r)).
The Deep Value Screeners on this website allow investors to build their own quantitative Deep Value portfolio based on their preferences. Such a portfolio is expected to beat the market over the long term. The screeners prune thousands of SEC filings and perform fundamental analysis on a scale which no human can practically perform. 

The following table shows the average returns of the top 30 stocks selected with the EV/EBIT Screener and held for a year, vs. the S&P 500 benchmark:

Deep Value stocks are the absolute cheapest stocks, regardless of their quality. Companies get so cheap when they have problems. Such problems could be financial losses, industry and regulatory risks, failing management and lousy products. As most investors will avoid failing companies at any price, stocks of failing companies get cheap relative to their intrinsic value, very cheap. Deep Value investors realize that even companies with problems have some value in them. Sometime it is their assets, other times it is their know how. When a company is failing, there are huge forces pushing it to improve and return to normality. Most companies do return back to the average, and their stock price jump as a result. Investing in a diversified list of Deep Value stocks thus beats the market.

Tobias Carlisle wrote a book about Deep Value, Deep Value: Why Activist Investors and Other Contrarians Battle for Control of Losing Corporations, and a website, The Acquirer Multiple, where he advocates investing in a diversified bucket of stocks selected for their low EV/EBIT (which he calls The Acquirer Multiple (r)).
The Deep Value Screeners on this website allow investors to build their own quantitative Deep Value portfolio based on their preferences. Such a portfolio is expected to beat the market over the long term. The screeners prune thousands of SEC filings and perform fundamental analysis on a scale which no human can practically perform. 

The following table shows the average returns of the top 30 stocks selected with the EV/EBIT Screener and held for a year, vs. the S&P 500 benchmark:

DV Stocks EV/EBIT Backtesting

Buy Date Sell Date QV Stocks Average Return S&P500 Alpha
30/06/1999 30/06/2000 7.13% -9.70%
30/06/2000 30/06/2001 -13.60% 46.37%
30/06/2001 30/06/2002 -22.45% 45.62%
30/06/2002 30/06/2003 3.29% 19.16%
30/06/2003 30/06/2004 19.12% 20.15%
30/06/2004 30/06/2005 7.06% 17.06%
30/06/2005 30/06/2006 7.95% 30.80%
30/06/2006 30/06/2007 20.53% 16.46%
30/06/2007 30/06/2008 -14.45% 5.44%
30/06/2008 30/06/2009 -25.54% 12.65%
30/06/2009 30/06/2010 14.23% 7.33%
30/06/2010 30/06/2011 28.72% -1.39%
30/06/2011 30/06/2012 6.28% -28.20%
30/06/2012 30/06/2013 20.69% 4.04%
30/06/2013 30/06/2014 24.05% -1.12%
30/06/2014 30/06/2015 7.99% 2.69%
30/06/2015 30/06/2016 2.14% -10.57%
30/06/2016 30/06/2017 19.30% -9.80%
30/06/2017 30/06/2018 13.32% -3.32%
30/06/2018 30/06/2019 11.85% -29.27%
6.88% 6.72%

In most years of the last two decades, the average Quantitative Value stock has beaten the S&P 500. The average yearly return of a QV stock during those 20 years is 13.6% vs. the  S&P 500 with 6.88% (incl. dividends). The Excess returns (aka Alpha) is thus 6.72% (!!!).

Another way to generate Deep Value stock ideas is use a composite (combination) of valuation multiples. The most elaborate research on composite multiples was perform by James O'Shaunessy, and described in detail in his book What Works on Wall Street. O'Shaunessy had found that a composite comprised of the average ranks of the following 6 valuation multiples performs best: P/E, P/B, P/FCF, EV/Sales, EV/EBIT and Shareholder's yield. The composite is called VC2 (Value Composite 2). 

The following table shows the average returns of the top 30 stocks selected with the EV/EBIT Screener and held for a year, vs. the S&P 500 benchmark:

DV (VC2) Backtesting

Buy Date Sell Date QV Stocks Average Return S&P500 Alpha
30/06/1999 30/06/2000 43.64% 7.13% 36.51%
30/06/2000 30/06/2001 43.22% -13.60% 56.82%
30/06/2001 30/06/2002 31.10% -22.45% 53.55%
30/06/2002 30/06/2003 6.69% 3.29% 3.40%
30/06/2003 30/06/2004 63.38% 19.12% 44.26%
30/06/2004 30/06/2005 14.63% 7.06% 7.57%
30/06/2005 30/06/2006 9.03% 7.95% 1.08%
30/06/2006 30/06/2007 22.99% 20.53% 2.46%
30/06/2007 30/06/2008 -20.30% -14.45% -5.85%
30/06/2008 30/06/2009 -13.02% -25.54% 12.52%
30/06/2009 30/06/2010 25.96% 14.23% 11.73%
30/06/2010 30/06/2011 27.97% 28.72% -0.75%
30/06/2011 30/06/2012 2.16% 6.28% -4.12%
30/06/2012 30/06/2013 21.41% 20.69% 0.72%
30/06/2013 30/06/2014 18.70% 24.05% -5.35%
30/06/2014 30/06/2015 6.13% 7.99% -1.86%
30/06/2015 30/06/2016 2.86% 2.14% 0.72%
30/06/2016 30/06/2017 26.76% 19.30% 7.46%
30/06/2017 30/06/2018 14.57% 13.32% 1.25%
30/06/2018 30/06/2019 -6.86% 11.85% -18.71%
17.05% 6.88% 10.17%

In most years of the last two decades, the average Quantitative Value stock has beaten the S&P 500. The average yearly return of a QV stock during those 20 years is 15.13% vs. the  S&P 500 with 6.88% (incl. dividends). The Excess returns (aka Alpha) is thus 8.25% (!!!).

By using the Quantitative Value screener to find new stock ideas, investors will both save time and increase their chances of finding winning stocks.

Deep Value – What Is It?

  • What is Deep Value?
  • Why does Deep Value outperform?
  • How did we design our market-beating model?
  • Price and valuation multiples are updated in 20min delay.
    Last update date – see rightmost column.

    Deep Value Screener based on EV/EBIT Valuation Rank

    Deep Value (EV/EBIT) Screener

    Ticker Name Y!finance Price Market Cap ($M) EV/EBIT Rank Beta3Y Rank Volatility Rank EV/EBIT TTM EV/EBITDA P/E TTM EV/Sales P/FCF P/B Sh. Yield FS_Score ROC 5Y Avg. Debt/Equity Cur. Ratio Updated: Template
    CYD China Yuchai International Ltd 15.93 0 99.94 60.00 68.60 -5.30 0.00 0.00 -0.20 0.00 0.00 0.00 3 16 0.27 0.00 11/04/2021
    BKEP Blueknight Energy Partners LP 3.37 139 99.87 53.90 14.40 8.70 6.00 -10.30 1.60 11.18 0.44 27.00 7 4 0.84 2.94 11/04/2021
    VHC VirnetX Holding Corp 5.34 379 99.81 57.50 25.20 1.00 1.00 1.40 0.50 1.80 1.69 20.00 9 1,291 0.00 21.67 11/04/2021
    VYGR Voyager Therapeutics Inc 4.76 178 99.74 30.20 22.30 1.60 1.40 4.80 0.30 -1.46 1.15 -6.00 4 67 0.31 7.39 11/04/2021
    AP Ampco-Pittsburgh Corp 7.16 131 99.68 61.90 4.60 2.40 1.90 0.00 0.40 5.20 1.71 39.00 9 9 0.54 1.63 11/04/2021
    SCPL SciPlay Corp 17.00 388 99.61 95.60 11.90 0.80 0.80 0.00 0.20 2.08 4.85 -1.00 8 197 0.12 6.03 11/04/2021
    SURF Surface Oncology Inc 7.95 324 99.55 4.60 4.40 3.20 3.00 0.00 1.60 0.00 2.08 0.00 6 159 0.32 10.23 11/04/2021
    PRDO Perdoceo Education Corp 12.00 841 99.49 25.90 47.40 3.40 3.10 6.80 0.70 4.94 1.51 0.00 8 29 0.10 4.50 11/04/2021
    SENEA Seneca Foods Corp. 50.29 456 99.42 78.50 32.20 3.60 3.00 3.40 0.40 8.02 0.91 -5.00 6 7 0.35 2.85 11/04/2021
    SWBI Smith & Wesson Brands Inc 18.18 968 99.36 95.80 11.30 3.70 3.20 10.90 0.90 3.34 4.07 0.00 8 28 0.19 1.92 11/04/2021
    SAGE Sage Therapeutics Inc 76.61 4,467 99.29 7.80 25.40 3.80 3.80 7.40 2.20 6.66 2.16 10.00 10 6,466 0.01 31.58 11/04/2021
    KOF Coca-Cola Femsa SAB De CV 48.15 2,529 99.23 77.30 85.00 3.90 2.70 3.50 0.60 5.48 0.43 -8.00 7 15 0.76 1.69 11/04/2021
    DHT DHT Holdings Inc 6.07 1,037 99.17 90.10 72.10 4.30 3.10 3.90 2.10 3.59 0.94 60.00 9 9 0.41 2.47 11/04/2021
    INVA Innoviva Inc 11.70 1,186 99.10 55.70 55.20 4.20 4.00 4.00 3.80 3.79 2.20 -1.00 7 64 0.71 55.98 11/04/2021
    CMCL Caledonia Mining Corp Plc 13.89 168 99.04 20.60 26.20 4.00 3.60 4.00 1.60 -115.07 1.19 12.00 7 28 0.00 4.36 11/04/2021
    NLS Nautilus Inc 16.58 503 98.97 0.30 1.90 4.50 4.10 8.40 0.80 8.12 3.28 0.00 10 38 0.23 2.00 11/04/2021
    TNK Teekay Tankers Ltd 13.55 457 98.91 82.10 27.50 4.60 3.00 5.20 1.10 1.38 0.42 93.00 10 6 0.57 1.24 11/04/2021
    GSS Golden Star Resources Ltd. 3.20 356 98.84 82.40 26.10 4.40 3.40 9.10 1.40 23.27 60.75 2.00 7 -7 18.05 1.04 11/04/2021
    WLKP Westlake Chemical Partners LP 25.13 885 98.78 66.20 87.40 3.60 2.80 2.60 1.30 3.28 1.70 8.00 7 46 0.77 6.62 11/04/2021
    SIGA SIGA Technologies Inc 7.10 548 98.72 96.90 70.00 5.10 5.10 9.70 3.50 7.66 4.22 9.00 10 6 0.02 13.70 11/04/2021
    LAKE Lakeland Industries Inc 28.08 224 98.65 98.90 11.50 5.10 4.80 7.90 1.20 6.74 1.97 -1.00 9 19 0.02 6.70 11/04/2021
    BTG B2Gold Corp 4.71 4,943 98.59 67.70 44.20 5.10 3.80 7.10 2.60 10.21 1.92 6.00 9 16 0.04 2.67 11/04/2021
    SBSW Sibanye-Stillwater Limited 18.27 13,353 98.52 5.40 29.00 5.20 4.30 0.00 1.70 12.19 2.86 4.00 10 20 0.27 2.99 11/04/2021
    TPC Tutor Perini Corp 18.10 920 98.46 58.10 16.70 5.60 4.00 6.00 0.30 7.80 0.59 -22.00 8 7 0.70 1.80 11/04/2021
    CHRS Coherus BioSciences Inc 13.95 1,012 98.40 37.00 42.60 5.70 5.50 7.70 1.90 6.82 3.60 -20.00 6 -28,523 1.49 5.27 11/04/2021
    EURN Euronav 8.75 1,765 98.33 63.10 59.80 5.70 3.50 3.60 2.30 4.47 0.76 41.00 10 6 0.55 2.22 11/04/2021
    IBA Industrias Bachoco SAB De CV 41.45 2,072 98.27 81.60 98.00 5.70 4.20 12.00 0.40 17.19 0.95 9.00 9 21 0.07 4.05 11/04/2021
    TKC Turkcell Iletisim Hizmet AS 4.72 4,122 98.20 94.50 60.10 5.80 3.00 6.90 1.30 4.84 1.47 15.00 7 19 1.04 1.78 11/04/2021
    IMKTA Ingles Markets Inc 62.03 1,223 98.14 98.70 81.60 5.80 4.20 5.70 0.40 4.67 1.40 17.00 9 12 0.73 1.56 11/04/2021
    RIO Rio Tinto Group 79.40 98,982 98.07 64.20 72.90 5.60 4.40 9.40 2.20 23.05 2.10 6.00 7 27 0.29 1.80 11/04/2021
    FTI TechnipFMC plc 7.55 3,394 98.01 18.30 4.80 5.80 3.40 -1.00 0.30 10.78 0.82 11.00 4 12 1.26 1.10 11/04/2021
    GTS Triple-S Management Corp 26.01 609 97.95 15.50 53.50 6.00 5.20 0.00 0.20 3.05 0.63 -3.00 5 7 0.10 0.71 11/04/2021
    HESM Hess Midstream LP 22.80 411 97.88 67.30 52.60 4.00 3.20 0.80 2.10 1.33 3.29 -30.00 6 52 15.28 0.81 11/04/2021
    LMB Limbach Holdings Inc 11.34 90 97.82 91.30 16.90 6.20 3.90 15.50 0.20 2.11 1.68 3.00 8 10 1.16 1.33 11/04/2021
    HMY Harmony Gold Mining Co Ltd 4.88 2,975 97.75 37.50 14.30 6.20 4.40 0.00 1.30 12.10 1.41 6.00 8 10 0.15 1.30 11/04/2021
    SGU Star Group LP 11.03 449 97.69 97.40 97.60 6.30 4.90 6.80 0.50 2.80 1.69 -20.00 6 19 1.07 0.64 11/04/2021
    IAG IAMGold Corp 3.28 1,559 97.63 77.90 42.90 5.90 2.50 25.80 0.90 50.14 0.63 -4.00 5 2 0.22 4.17 11/04/2021
    INSW International Seaways Inc 19.15 536 97.56 68.80 22.40 6.40 4.20 -96.90 2.10 3.38 0.55 21.00 8 2 0.57 2.36 11/04/2021
    TFII TFI International Inc 76.01 0 97.50 42.90 20.90 0.90 0.80 0.00 0.30 0.00 0.00 13.00 5 18 0.69 1.00 11/04/2021
    OMP Oasis Midstream Partners LP 22.34 448 97.43 46.50 11.10 4.90 4.00 6.80 2.60 5.61 1.89 20.00 7 41 1.90 1.74 11/04/2021
    AMCX AMC Networks Inc 51.62 2,140 97.37 73.20 4.50 6.10 2.60 8.30 1.50 3.05 3.47 -5.00 7 29 4.99 2.21 11/04/2021
    GFI Gold Fields Ltd 9.88 8,727 97.30 61.70 17.20 6.50 4.50 11.60 2.50 16.35 2.38 7.00 8 17 0.53 1.89 11/04/2021
    PBR Petroleo Brasileiro S.A.- Petrobras 8.29 30,848 97.24 29.20 23.00 6.70 3.90 25.50 1.80 1.64 0.52 42.00 6 10 1.27 1.04 11/04/2021
    LFVN Lifevantage Corp 9.03 128 97.18 79.10 68.20 6.70 5.10 10.90 0.50 7.29 3.60 -3.00 7 81 0.49 1.89 11/04/2021
    AU AngloGold Ashanti Ltd 22.06 9,197 97.11 64.80 25.10 6.70 4.80 5.70 2.20 11.08 2.49 2.00 8 17 0.56 2.43 11/04/2021
    WFG West Fraser Timber Co Ltd 80.84 5,552 97.05 9.90 43.80 6.80 5.40 9.30 1.30 7.55 2.24 6.00 9 20 0.21 2.53 11/04/2021
    BG Bunge Ltd 79.45 11,106 96.98 67.30 75.90 6.40 5.60 9.50 0.40 -2.61 2.06 -19.00 6 9 1.51 1.47 11/04/2021
    VALE Vale SA 18.22 93,467 96.92 43.30 49.50 7.00 5.70 17.30 2.50 13.91 2.61 1.00 9 19 0.56 1.67 11/04/2021
    SNX SYNNEX Corp 119.99 6,137 96.85 37.70 58.20 7.00 5.40 12.40 0.30 3.74 2.88 -6.00 7 15 0.80 1.71 11/04/2021
    KL Kirkland Lake Gold Ltd 36.87 9,885 96.79 85.40 64.40 7.10 5.50 12.20 3.70 15.65 1.94 -6.00 4 41 0.01 1.95 11/04/2021
    FRO Frontline Ltd 7.37 1,457 96.73 49.40 25.60 7.20 5.60 3.50 2.80 -3.24 0.90 13.00 7 8 1.37 1.34 11/04/2021
    BHP BHP Group Ltd 70.73 104,150 96.66 69.20 71.40 6.90 5.10 7.10 2.50 23.17 2.13 3.00 3 19 0.46 1.42 11/04/2021
    AAWW Atlas Air Worldwide Holdings Inc. 62.71 1,726 96.60 74.90 68.00 7.20 4.80 4.80 1.10 2.31 0.76 7.00 9 7 1.24 1.06 11/04/2021
    SIM Grupo Simec SA De C.V. 13.25 2,046 96.53 88.60 18.40 7.30 5.80 10.60 1.00 150.88 1.19 4.00 8 13 0.00 3.15 11/04/2021
    MHO M/I Homes Inc 61.02 1,758 96.47 4.20 28.90 7.40 7.10 7.30 0.80 11.22 1.40 -8.00 8 12 0.74 4.88 11/04/2021
    MTH Meritage Homes Corp 95.12 3,568 96.41 15.70 31.60 7.40 7.00 8.40 0.90 6.98 1.52 -2.00 9 12 0.45 7.64 11/04/2021
    IDT IDT Corp 22.49 579 96.34 39.60 8.90 7.40 5.30 13.30 0.30 275.71 6.44 -2.00 7 -20 0.10 1.04 11/04/2021
    SPWH Sportsmans Warehouse Holdings Inc 17.55 766 96.28 72.60 6.70 7.40 5.50 8.40 0.70 3.15 3.74 18.00 8 20 1.36 1.43 11/04/2021
    EGO Eldorado Gold Corp 11.34 1,977 96.21 34.30 22.10 7.40 3.80 19.70 1.90 8.18 0.55 4.00 8 2 0.15 2.92 11/04/2021
    ONEW OneWater Marine Inc 42.60 463 96.15 99.10 21.70 7.10 6.80 7.50 0.70 2.21 3.39 34.00 7 30 2.14 1.09 11/04/2021
    UONEK Urban One Inc 1.78 85 96.08 93.20 1.90 7.50 5.10 -12.90 2.40 1.21 0.45 60.00 5 10 4.75 2.09 11/04/2021
    PRG PROG Holdings Inc 43.93 2,975 96.02 3.50 40.00 7.80 5.30 -48.40 0.80 6.11 3.02 -1.00 6 16 0.08 10.06 11/04/2021
    SMP Standard Motor Products Inc. 42.48 949 95.96 80.70 69.80 7.80 6.50 16.50 0.90 13.78 1.72 5.00 8 20 0.08 1.98 11/04/2021
    GTN Gray Television Inc. 19.63 1,869 95.89 31.70 47.00 7.10 5.50 4.60 2.20 3.81 1.07 -16.00 10 13 2.30 5.11 11/04/2021
    BCC Boise Cascade Co 65.22 2,557 95.83 15.10 28.60 8.00 6.20 14.60 0.50 18.82 3.01 3.00 9 18 0.64 2.50 11/04/2021
    MDP Meredith Corp 30.27 1,381 95.76 49.60 9.80 8.00 5.50 -15.80 1.50 3.16 2.26 -132.00 7 12 5.70 1.29 11/04/2021
    CLW Clearwater Paper Corp 35.40 587 95.70 37.00 28.40 8.00 4.80 7.60 0.70 2.83 1.13 33.00 9 8 1.51 1.94 11/04/2021
    HEAR Turtle Beach Corp 28.63 443 95.64 44.70 6.00 8.10 7.30 11.40 1.10 9.76 3.81 4.00 7 50 0.05 2.16 11/04/2021
    GSL Global Ship Lease Inc 13.29 239 95.57 8.00 7.10 8.20 5.80 5.80 3.30 4.43 0.51 63.00 8 9 1.66 0.88 11/04/2021
    SUPN Supernus Pharmaceuticals Inc 28.31 1,487 95.51 60.20 12.10 8.20 7.20 11.70 2.90 11.04 2.00 -2.00 5 36 0.58 2.57 11/04/2021
    BGFV Big 5 Sporting Goods Corp 16.99 373 95.44 0.50 4.30 8.20 3.90 6.70 0.60 1.84 1.60 17.00 9 7 1.27 1.45 11/04/2021
    QRTEA Qurate Retail Inc 12.10 4,980 95.38 17.40 18.30 7.30 5.40 3.90 0.80 5.26 1.38 34.00 8 11 2.08 0.97 11/04/2021
    TRMD Torm PLC 9.07 674 95.31 97.30 69.20 8.20 4.80 7.40 1.80 -83.31 0.66 13.00 7 5 0.83 1.24 11/04/2021
    KGC Kinross Gold Corp 7.41 9,324 95.25 75.10 46.10 8.20 4.80 6.90 2.40 10.98 1.41 0.00 8 6 0.30 1.82 11/04/2021
    BBSI Barrett Business Services Inc 71.11 538 95.19 15.40 72.70 8.30 6.20 15.90 0.30 -13.95 2.71 1.00 3 -47 0.14 1.40 11/04/2021
    VEON VEON Ltd 1.77 3,096 95.12 61.50 59.50 7.80 3.40 120.40 1.50 7.71 18.99 18.00 4 12 61.69 0.65 11/04/2021
    PBFX PBF Logistics LP 14.46 902 95.06 21.10 28.10 8.40 6.50 6.10 4.40 10.50 5.39 19.00 9 25 4.31 2.36 11/04/2021
    MO Altria Group Inc 51.49 95,690 94.99 82.20 96.30 8.40 8.30 21.50 5.80 51.34 33.71 5.00 8 42 10.38 0.79 11/04/2021
    CRWS Crown Crafts Inc 7.75 77 94.93 92.20 63.40 8.40 6.20 10.30 1.00 14.67 1.81 2.00 8 21 0.16 2.73 11/04/2021
    LAZY Lazydays Holdings Inc 19.68 187 94.87 16.10 9.00 8.50 6.50 6.40 0.50 2.20 1.86 8.00 7 9 2.87 1.17 11/04/2021
    CBD Companhia Brasileira De Distribuicao 5.89 1,579 94.80 96.20 35.40 7.70 4.50 10.60 0.30 4.13 0.68 151.00 6 17 2.11 0.91 11/04/2021
    PHM PulteGroup Inc 54.56 14,538 94.74 14.50 39.90 8.60 8.30 10.30 1.40 9.11 2.21 -1.00 7 17 0.50 3.40 11/04/2021
    OBCI Ocean Bio-Chem Inc 11.79 112 94.67 97.80 13.50 8.60 7.70 11.60 1.90 31.02 2.81 1.00 6 17 0.11 9.70 11/04/2021
    WMK Weis Markets Inc. 54.74 1,473 94.61 98.30 91.40 8.60 5.40 12.40 0.30 12.98 1.29 3.00 10 10 0.18 1.81 11/04/2021
    NOK Nokia Corp 4.13 23,200 94.54 80.60 26.50 8.60 5.70 -8.10 0.80 17.90 1.52 -8.00 6 15 0.52 1.55 11/04/2021
    PLPC Preformed Line Products Co 67.05 329 94.48 77.70 43.50 8.70 6.50 11.10 0.80 25.52 1.13 1.00 7 12 0.23 2.47 11/04/2021
    HIBB Hibbett Sports Inc 72.71 1,198 94.42 26.90 14.10 8.70 7.20 16.10 0.90 7.35 3.06 -1.00 9 25 0.63 1.95 11/04/2021
    MUSA Murphy USA Inc 143.77 3,918 94.35 94.40 75.40 8.80 6.80 10.10 0.40 12.01 5.00 -10.00 7 22 1.47 1.18 11/04/2021
    AMX America Movil SA De CV, Mexico 13.95 31,921 94.29 82.30 76.60 8.50 4.30 13.50 1.40 5.97 3.43 8.00 7 19 3.97 0.70 11/04/2021
    KMDA Kamada Ltd 6.14 275 94.22 91.30 55.80 8.80 7.10 15.50 1.30 19.57 1.54 9.00 6 26 0.03 7.13 11/04/2021
    CMC Commercial Metals Co 29.63 3,571 94.16 70.50 33.00 8.80 5.90 13.60 0.80 11.79 1.78 3.00 7 12 0.58 3.27 11/04/2021
    RGR Sturm Ruger & Co Inc. 68.51 1,199 94.09 94.20 38.60 8.90 7.20 13.30 1.90 -52.96 4.53 10.00 7 59 0.01 2.87 11/04/2021
    SGC Superior Group of Cos Inc 24.82 382 94.03 85.00 20.30 8.90 7.70 9.30 0.90 16.33 1.99 11.00 7 14 0.47 2.37 11/04/2021
    TCS Container Store Group Inc (The) 16.39 796 93.97 31.30 13.00 9.00 7.20 22.30 1.40 6.00 2.47 -56.00 8 9 1.67 0.95 11/04/2021
    EDUC Educational Development Corp 17.42 146 93.90 52.60 22.10 9.10 8.10 13.30 0.70 4.75 3.77 1.00 8 27 0.29 1.34 11/04/2021
    HBB Hamilton Beach Brands Holding Co 17.79 244 93.84 18.00 48.30 9.10 8.20 10.10 0.60 -5.74 3.05 -14.00 3 28 1.23 1.69 11/04/2021
    BIG Big Lots Inc 67.35 2,393 93.77 30.70 22.60 9.10 4.60 3.80 0.60 5.12 1.87 -14.00 8 23 1.37 1.58 11/04/2021
    NRP Natural Resource Partners LP 16.02 196 93.71 85.60 37.30 7.00 6.30 -2.30 4.40 4.26 0.96 45.00 3 11 2.31 1.91 11/04/2021
    TPH Tri Pointe Homes Inc 21.85 2,663 93.65 7.10 49.20 9.10 8.50 9.40 1.10 4.71 1.19 -11.00 9 11 0.63 12.06 11/04/2021
    CLS Celestica Inc 8.63 1,093 93.58 10.50 36.50 9.20 4.70 17.50 0.20 6.72 0.78 9.00 6 13 0.42 1.73 11/04/2021
    FOXA Fox Corp 37.46 22,159 93.52 60.70 37.60 9.20 8.40 14.00 2.10 10.94 2.03 -9.00 7 18 0.77 3.81 11/04/2021
    FONR Fonar Corp 18.62 124 93.45 82.70 73.90 9.60 6.70 12.20 1.40 8.47 0.93 -29.00 5 24 0.26 6.00 11/04/2021
    SANM Sanmina Corp 41.45 2,690 93.39 49.00 43.30 9.40 6.70 18.00 0.40 9.20 1.60 -7.00 7 15 0.24 1.93 11/04/2021
    TVTY Tivity Health Inc 23.56 1,154 93.32 1.70 62.80 9.50 7.50 20.30 1.60 7.50 315.30 51.00 7 24 132.86 1.88 11/04/2021
    APEI American Public Education Inc 34.63 513 93.26 85.60 45.80 9.60 6.70 27.30 0.90 12.86 1.67 -2.00 8 32 0.03 4.57 11/04/2021
    GRVY GRAVITY Co Ltd 127.88 889 93.20 75.20 8.10 9.60 0.00 0.00 2.10 0.00 5.45 0.00 4 -113 0.00 2.80 11/04/2021
    LPG Dorian LPG Ltd 12.86 642 93.13 51.40 24.40 9.60 5.90 8.20 3.60 4.78 0.63 -3.00 9 5 0.61 2.81 11/04/2021
    VIAC ViacomCBS Inc 41.88 25,840 93.07 28.70 3.70 9.50 8.70 10.00 1.70 18.86 1.68 -1.00 7 19 1.41 1.66 11/04/2021
    TG Tredegar Corp 15.23 508 93.00 72.00 10.10 9.70 6.40 -6.70 0.80 -3.14 4.66 25.00 6 14 1.38 1.34 11/04/2021
    LPX Louisiana-Pacific Corp 61.60 6,544 92.94 12.30 42.80 9.70 8.30 13.20 2.30 12.66 5.30 -2.00 8 32 0.31 3.47 11/04/2021
    ESCA Escalade Inc 21.10 294 92.88 50.60 45.40 9.80 8.70 11.30 1.20 -28.57 2.11 -10.00 5 13 0.23 3.16 11/04/2021
    SSP Scripps (E.W.) Co (The) 20.69 1,691 92.81 25.40 23.50 9.80 7.30 6.30 1.60 7.90 1.45 -55.00 7 5 2.57 5.84 11/04/2021
    RTLR Rattler Midstream Partners LP 10.52 446 92.75 22.20 28.70 5.40 4.20 3.10 2.30 -15.12 1.16 0.00 6 21 1.48 2.26 11/04/2021
    DGX Quest Diagnostics Inc 126.69 16,850 92.68 63.90 95.60 9.80 8.30 11.30 2.20 13.06 2.49 5.00 8 15 0.71 1.72 11/04/2021
    SSL Sasol Ltd 14.48 9,065 92.62 0.30 8.60 9.70 5.60 0.00 1.50 -324.33 0.86 -23.00 3 14 0.92 1.60 11/04/2021
    BDSI BioDelivery Sciences International Inc 3.55 360 92.55 73.50 36.00 9.90 8.10 14.00 2.10 14.42 3.33 -5.00 8 65 0.73 3.44 11/04/2021
    NEXA Nexa Resources SA 10.48 1,388 92.49 10.90 19.60 9.00 4.70 -2.10 1.20 -16.26 1.01 -33.00 3 8 1.49 1.97 11/04/2021
    HSII Heidrick & Struggles International Inc 37.23 721 92.43 79.40 61.60 10.00 6.50 -19.10 0.80 181.61 2.69 1.00 4 39 0.43 1.49 11/04/2021
    DKS Dick's Sporting Goods Inc. 82.16 6,978 92.36 8.40 48.10 10.00 7.30 13.20 0.90 5.71 2.98 3.00 8 21 1.35 1.47 11/04/2021
    WHR Whirlpool Corp 236.99 14,930 92.30 26.00 67.70 9.50 7.30 13.90 0.90 19.17 3.93 -1.00 6 17 1.63 1.08 11/04/2021
    ATGE Adtalem Global Education Inc 39.36 1,993 92.23 53.20 63.20 10.00 6.60 7.00 1.90 10.71 1.52 -12.00 6 14 0.41 2.00 11/04/2021
    BTI British American Tobacco PLC 38.90 89,011 92.17 88.50 87.70 10.00 9.10 6.80 4.30 26.25 1.04 7.00 6 13 0.69 0.88 11/04/2021
    EBS Emergent BioSolutions Inc 77.35 4,107 92.11 65.80 19.60 10.10 7.90 13.50 2.80 10.40 2.84 -1.00 9 16 0.63 3.11 11/04/2021
    KOP Koppers Holdings Inc 34.20 722 92.04 3.50 48.50 10.10 7.50 6.00 0.90 12.76 2.11 19.00 7 14 2.57 1.93 11/04/2021
    SID Companhia Siderurgica Nacional 7.58 10,461 91.98 17.70 18.60 10.00 7.50 14.20 2.50 7.12 5.48 2.00 9 12 3.61 1.59 11/04/2021
    LH Laboratory Corp of America Holdings 254.75 24,838 91.91 34.80 93.40 10.20 8.20 16.00 2.20 14.16 2.65 1.00 9 13 0.72 1.66 11/04/2021
    USNA USANA Health Sciences Inc 99.89 2,102 91.85 65.00 46.50 10.30 9.10 16.90 1.60 14.47 4.76 -3.00 7 116 0.05 2.52 11/04/2021
    TSN Tyson Foods Inc. 76.56 27,388 91.78 82.00 88.30 10.30 7.70 13.80 0.80 10.62 1.75 2.00 6 14 0.73 1.76 11/04/2021
    TARO Taro Pharmaceutical Industries Ltd 72.83 0 91.72 92.90 67.70 -6.50 0.00 0.00 -1.90 0.00 0.00 0.00 5 48 0.00 2.61 11/04/2021
    LEN Lennar Corp 105.52 33,068 91.66 21.70 41.30 10.30 10.10 10.70 1.60 8.04 1.75 6.00 9 11 0.33 12.37 11/04/2021
    DHI D.R. Horton Inc. 93.93 34,158 91.59 33.60 62.80 10.30 10.10 17.50 1.60 48.05 2.74 -3.00 6 19 0.34 6.05 11/04/2021
    GOLD Barrick Gold Corp 21.21 37,715 91.53 88.40 67.40 8.50 5.60 10.10 3.00 12.39 1.62 3.00 8 13 0.22 3.67 11/04/2021
    GILD Gilead Sciences Inc 65.11 81,648 91.46 95.60 89.70 10.40 9.10 917.40 4.30 20.07 4.49 -6.00 5 49 1.76 1.40 11/04/2021
    PVG Pretium Resources Inc 11.40 2,137 91.40 91.70 54.00 10.40 6.80 -54.00 3.60 8.17 2.30 10.00 7 7 0.29 1.58 11/04/2021
    TGNA TEGNA Inc 20.40 4,478 91.34 55.80 75.60 10.40 8.90 9.30 3.00 6.55 2.18 16.00 10 14 1.78 1.59 11/04/2021
    OMC Omnicom Group Inc. 77.66 16,697 91.27 68.20 65.10 10.10 9.00 16.40 1.40 15.37 5.41 -1.00 4 38 2.37 1.00 11/04/2021
    HZO MarineMax Inc 49.22 1,089 91.21 10.80 13.70 10.50 9.50 12.20 0.80 3.68 2.26 11.00 8 12 0.67 1.74 11/04/2021
    NPK National Presto Industries Inc. 105.69 743 91.14 91.10 74.30 10.50 10.00 15.80 1.70 -194.50 1.98 6.00 7 26 0.01 6.48 11/04/2021
    NUS Nu Skin Enterprises Inc. 51.78 2,636 91.08 70.90 48.20 10.50 7.20 13.80 1.10 11.13 2.95 -2.00 8 31 0.56 1.64 11/04/2021
    RFP Resolute Forest Products Inc 12.08 976 91.01 5.30 24.20 10.50 4.80 97.60 0.50 3.81 0.90 -14.00 8 6 0.58 2.37 11/04/2021
    STRL Sterling Construction Co Inc 21.34 601 90.95 27.70 14.40 10.60 7.70 14.00 0.60 6.95 2.25 10.00 5 11 1.44 1.12 11/04/2021
    GPI Group 1 Automotive Inc. 163.44 2,957 90.89 9.80 28.00 10.70 9.00 10.30 0.50 3.50 2.04 20.00 7 10 1.85 1.09 11/04/2021
    PHAR Pharming Group NV, Leiden 12.51 799 90.82 99.10 99.80 10.20 9.10 18.10 3.60 12.10 4.37 -12.00 7 -6 0.88 3.43 11/04/2021
    CCS Century Communities Inc 65.65 2,189 90.76 3.20 20.90 10.80 10.30 10.60 0.90 6.84 1.71 -1.00 9 8 0.91 3.52 11/04/2021
    ACI Albertsons Cos Inc 18.85 8,796 90.69 99.10 79.00 10.80 5.30 8.30 0.30 3.50 6.40 -46.00 9 9 11.70 1.13 11/04/2021
    ODP The ODP Corporation 43.08 2,270 90.63 34.50 5.60 10.80 6.70 -7.10 0.30 5.62 1.21 56.00 5 14 0.91 1.13 11/04/2021
    CAH Cardinal Health Inc 60.05 17,655 90.56 70.80 81.30 10.90 7.50 12.70 0.10 7.26 8.96 6.00 8 23 3.42 1.17 11/04/2021
    VSTO Vista Outdoor Inc 31.66 1,846 90.50 92.10 9.40 10.90 8.20 31.90 1.10 6.12 2.80 6.00 8 8 0.66 2.52 11/04/2021
    TX Ternium SA 38.56 7,570 90.44 52.60 41.10 9.60 5.50 8.70 1.00 6.32 1.04 7.00 9 15 0.28 2.46 11/04/2021
    UHS Universal Health Services Inc. 138.18 11,754 90.37 30.50 85.70 10.80 7.90 12.30 1.30 7.31 1.86 -1.00 7 14 0.66 1.32 11/04/2021
    BRFS BRF SA 4.28 3,457 90.31 36.80 49.60 10.90 6.20 12.80 0.90 7.10 2.09 12.00 7 9 2.90 1.48 11/04/2021
    DISH DISH Network Corp 37.56 19,763 90.24 31.40 38.10 10.80 8.50 10.50 2.10 18.44 1.43 -8.00 8 11 1.15 1.15 11/04/2021
    NXST Nexstar Media Group Inc. 150.54 6,512 90.18 15.50 47.30 11.00 7.70 8.10 3.20 7.15 2.59 9.00 9 11 3.16 1.66 11/04/2021
    HOLX Hologic Inc 73.63 18,956 90.12 48.70 72.30 11.10 9.20 13.80 4.60 15.01 5.80 -3.00 9 16 0.85 2.46 11/04/2021
    WGO Winnebago Industries Inc. 75.17 2,522 90.05 5.80 38.50 11.10 9.70 16.10 1.00 14.46 2.68 -9.00 7 22 0.58 2.69 11/04/2021
    TNET Trinet Group Inc 81.16 5,394 89.99 31.10 76.90 11.10 9.70 19.80 1.00 10.20 8.89 -3.00 9 -80 0.71 1.16 11/04/2021
    INGR Ingredion Inc 90.40 6,059 89.92 74.70 77.50 11.00 8.50 17.10 1.30 20.06 2.05 -3.00 6 18 0.80 1.82 11/04/2021
    CPLP Capital Product Partners LP 10.74 0 89.86 47.70 74.50 6.90 3.50 0.00 2.30 0.00 0.00 -49.00 2 5 0.89 0.94 11/04/2021
    KE Kimball Electronics Inc 25.10 626 89.79 74.80 29.80 11.20 7.00 125.50 0.50 8.41 1.49 0.00 8 12 0.21 2.06 11/04/2021
    SFM Sprouts Farmers Market Inc 26.10 3,078 89.73 98.20 59.70 11.20 7.10 10.70 0.70 6.25 3.49 9.00 9 19 1.66 0.94 11/04/2021
    PRIM Primoris Services Corp 34.66 1,667 89.67 53.10 31.80 11.20 7.50 15.90 0.50 7.06 2.33 4.00 8 15 0.74 1.46 11/04/2021
    FLWS 1-800-FLOWERS.COM Inc 26.24 1,701 89.60 55.10 13.50 11.20 8.90 16.40 0.90 6.69 3.42 -4.00 8 19 0.56 1.35 11/04/2021
    CTB Cooper Tire & Rubber Co 56.81 2,863 89.54 50.10 15.90 11.20 6.70 19.90 1.10 9.98 2.06 0.00 7 26 0.32 2.44 11/04/2021
    STLA Stellantis NV 17.75 35,347 89.47 44.50 6.90 11.20 3.60 1,235.50 0.30 50.86 1.12 -32.00 5 16 0.82 1.03 11/04/2021
    CI Cigna Corp 246.10 87,309 89.41 39.70 62.30 11.30 9.60 0.00 0.70 9.43 1.74 0.00 9 14 0.67 0.77 11/04/2021
    MLI Mueller Industries Inc. 44.00 2,512 89.35 36.70 63.90 11.30 9.50 17.50 1.10 14.05 3.23 3.00 8 20 0.46 2.43 11/04/2021
    HUM Humana Inc. 417.74 53,830 89.28 26.60 90.00 11.50 10.20 0.00 0.70 12.37 3.92 -5.00 6 19 0.52 1.77 11/04/2021
    BBY Best Buy Co Inc 122.48 31,477 89.22 22.60 58.40 11.50 8.70 17.50 0.60 8.63 6.86 1.00 6 72 0.89 1.19 11/04/2021
    NWPX Northwest Pipe Co 32.99 324 89.15 81.10 61.80 11.60 7.70 17.00 1.20 7.76 1.20 -11.00 5 0 0.17 4.18 11/04/2021
    GLDD Great Lakes Dredge & Dock Corp 15.41 1,002 89.09 86.80 60.30 11.70 8.50 15.20 1.60 31.98 2.89 0.00 7 10 1.12 2.00 11/04/2021
    SPTN SpartanNash Co 19.32 693 89.02 98.60 43.40 11.70 7.00 9.10 0.20 3.38 0.94 31.00 9 8 1.10 1.47 11/04/2021
    ARNC Arconic Corp 25.93 2,832 88.96 99.10 19.90 11.60 6.30 -26.00 0.60 -18.04 1.98 -37.00 4 15 0.99 1.79 11/04/2021
    ZUMZ Zumiez Inc 46.94 1,202 88.90 23.00 54.40 11.80 6.20 15.80 1.20 6.17 2.18 2.00 8 20 0.57 2.74 11/04/2021
    MLHR Herman Miller Inc 43.60 2,572 88.83 18.70 64.00 11.50 8.50 -292.30 1.20 12.17 3.03 -18.00 5 26 0.62 1.74 11/04/2021
    CNC Centene Corp 62.61 36,406 88.77 38.30 64.60 11.80 8.80 0.00 0.40 7.86 1.41 -12.00 6 23 0.71 1.08 11/04/2021
    VIVO Meridian Bioscience Inc 25.04 1,080 88.70 97.20 10.20 11.80 10.20 15.40 3.60 17.21 3.87 0.00 7 31 0.23 3.30 11/04/2021
    ALXN Alexion Pharmaceuticals Inc 155.01 34,025 88.64 73.30 31.00 11.80 10.60 56.40 5.60 11.75 2.92 -2.00 8 15 0.24 3.59 11/04/2021
    HMLP Hoegh LNG Partners LP 15.10 503 88.58 29.10 52.30 9.90 8.00 7.90 6.10 43.32 1.55 23.00 6 9 1.27 0.71 11/04/2021
    GRFS Grifols S.A. 18.00 4,651 88.51 75.70 79.90 10.10 7.70 4.70 1.90 7.85 0.74 -14.00 7 11 1.32 2.93 11/04/2021
    DLX Deluxe Corp 42.30 1,775 88.45 19.80 23.90 11.90 7.30 199.40 1.30 19.07 3.28 5.00 5 22 1.63 1.23 11/04/2021
    WES Western Midstream Partners LP 18.74 7,755 88.38 13.80 6.30 11.80 8.50 15.00 5.50 14.08 2.81 9.00 8 12 2.86 0.98 11/04/2021
    SMTS Sierra Metals Inc 3.09 503 88.32 43.10 5.00 11.10 5.90 17.80 2.20 18.14 2.50 0.00 7 13 0.50 2.09 11/04/2021
    WTRH Waitr Holdings Inc 2.81 313 88.25 99.00 7.30 11.90 9.00 19.80 1.60 9.51 3.55 25.00 8 -6 1.10 3.11 11/04/2021
    EVC Entravision Communications Corp. 3.85 324 88.19 91.50 14.80 11.10 7.60 -233.10 1.20 7.41 1.17 7.00 6 21 0.91 2.29 11/04/2021
    IMOS Chipmos Technologies Inc 34.78 1,265 88.13 88.50 60.00 12.00 5.40 12.50 1.80 54.34 1.71 5.00 8 11 0.41 2.20 11/04/2021
    ITRN Ituran Location and Control Ltd 22.24 522 88.06 61.40 48.70 11.90 8.20 29.20 2.00 12.69 4.10 9.00 7 49 0.45 1.59 11/04/2021
    JAZZ Jazz Pharmaceuticals Plc 161.40 9,066 88.00 84.90 74.10 12.00 8.80 19.00 3.90 17.02 2.48 -6.00 4 20 0.61 4.34 11/04/2021
    ABM ABM Industries Inc 53.30 3,575 87.93 39.40 58.90 12.00 9.40 76.10 0.70 7.49 2.28 -1.00 8 10 0.54 1.45 11/04/2021
    EQX Equinox Gold Corp 8.76 2,123 87.87 77.10 50.30 12.00 7.20 99.50 2.80 47.29 1.47 -4.00 8 -77 0.39 2.90 11/04/2021
    TK Teekay Corp 3.20 324 87.80 32.90 6.90 7.90 5.10 3.60 2.10 0.34 0.67 318.00 8 8 7.94 0.76 11/04/2021
    ARW Arrow Electronics Inc 115.69 8,658 87.74 38.80 79.20 12.00 9.90 14.80 0.40 7.01 1.70 3.00 8 13 0.51 1.44 11/04/2021
    CVS CVS Health Corp 74.07 97,032 87.68 73.80 70.70 12.10 9.20 13.50 0.60 8.98 1.40 7.00 7 13 1.23 0.91 11/04/2021
    MLR Miller Industries Inc/TN 46.00 525 87.61 91.00 92.40 12.10 9.30 17.60 0.70 15.00 1.86 3.00 8 19 0.01 2.59 11/04/2021
    CMT Core Molding Technologies Inc. 11.76 94 87.55 19.00 24.10 12.10 5.60 11.50 0.50 3.84 1.00 25.00 7 6 0.33 1.57 11/04/2021
    GMLP Golar LNG Partners LP 3.50 248 87.48 26.50 32.50 11.10 6.80 13.70 4.90 2.31 0.50 57.00 7 10 2.51 0.18 11/04/2021
    EPC Edgewell Personal Care Co 38.59 2,095 87.42 66.10 33.90 12.20 9.10 33.30 1.60 14.28 1.43 -4.00 8 12 0.89 2.18 11/04/2021
    KT Kt Corp 12.29 5,944 87.36 88.10 94.50 10.70 2.50 10.00 0.50 10.02 0.46 -11.00 7 7 0.60 1.21 11/04/2021
    MEI Methode Electronics Inc 45.37 1,744 87.29 38.70 65.70 12.20 9.10 14.40 1.80 11.31 1.94 -4.00 5 24 0.30 3.08 11/04/2021
    GLP Global Partners LP 21.75 739 87.23 79.60 57.20 11.90 7.70 7.30 0.30 4.48 1.72 33.00 8 7 3.47 1.57 11/04/2021
    NTGR NETGEAR Inc 40.73 1,238 87.16 76.40 38.60 12.20 9.80 21.20 0.70 7.25 1.80 0.00 9 17 0.05 2.45 11/04/2021
    INTC Intel Corp 68.26 277,272 87.10 49.70 57.10 12.30 8.10 13.30 3.70 17.82 3.42 -5.00 6 25 0.46 1.91 11/04/2021
    TEVA Teva Pharmaceutical Industries Ltd 11.04 12,100 87.03 34.60 48.00 11.90 7.90 -2.90 2.20 5.88 1.21 9.00 7 9 2.63 0.99 11/04/2021
    VZ Verizon Communications Inc 57.49 237,901 86.97 96.70 99.00 12.20 7.80 13.00 2.80 21.21 3.51 -3.00 7 19 2.22 1.31 11/04/2021
    EME EMCOR Group Inc. 117.00 6,407 86.91 37.60 65.60 12.30 10.10 48.20 0.70 8.65 3.12 -1.00 7 23 0.26 1.44 11/04/2021
    AJRD Aerojet Rocketdyne Holdings Inc 47.74 3,566 86.84 83.50 37.10 12.30 9.60 25.90 1.50 11.53 15.27 -1.00 6 62 2.88 1.11 11/04/2021
    NBLX Noble Midstream Partners LP 14.26 1,286 86.78 8.70 35.70 10.60 7.60 13.60 3.80 8.38 1.56 0.00 5 21 1.96 0.22 11/04/2021
    TILE Interface Inc 12.66 743 86.71 6.00 21.20 12.40 8.40 -10.30 1.20 14.70 2.28 4.00 3 18 2.08 2.56 11/04/2021
    SPB Spectrum Brands Holdings Inc 90.52 3,865 86.65 12.60 85.20 12.40 9.70 19.80 1.50 15.48 2.69 -10.00 8 9 1.82 1.77 11/04/2021
    NOA North American Construction Group Ltd 11.43 333 86.59 62.30 16.60 12.50 5.40 8.80 1.70 17.81 1.71 -9.00 7 8 1.79 1.10 11/04/2021
    LINC Lincoln Educational Services Corp 6.40 132 86.52 79.90 15.60 11.70 7.80 2.70 0.60 7.99 1.45 9.00 8 0 0.86 1.11 11/04/2021
    BKE Buckle Inc. (The) 42.94 2,122 86.46 84.40 47.50 12.50 11.10 16.30 2.30 23.24 5.35 9.00 10 60 0.77 2.12 11/04/2021
    FORTY Formula Systems (1985) Ltd 91.50 1,399 86.39 52.80 57.50 8.90 0.00 0.00 0.80 0.00 2.78 0.00 5 20 1.33 1.49 11/04/2021
    JBL Jabil Inc 53.44 7,982 86.33 16.40 60.50 12.50 6.30 21.50 0.40 588.21 3.82 -12.00 5 19 1.51 1.03 11/04/2021
    WIRE Encore Wire Corp 68.96 1,418 86.26 71.70 87.90 12.70 10.60 18.60 1.00 -46.85 1.69 -1.00 5 16 0.00 5.93 11/04/2021
    ATKR Atkore Inc 71.80 3,347 86.20 8.20 10.40 12.70 9.80 16.50 2.10 13.52 7.65 0.00 9 24 1.83 2.88 11/04/2021
    RCII Rent-A-Center Inc 58.13 3,156 86.14 38.30 32.20 12.70 10.50 15.20 1.20 22.73 5.33 3.00 9 16 0.80 1.97 11/04/2021
    LBTYK Liberty Global Plc 25.71 14,925 86.07 90.30 62.40 12.80 6.10 -10.20 2.40 5.26 1.09 75.00 5 5 1.20 1.09 11/04/2021
    COKE Coca Cola Consolidated Inc 303.15 2,841 86.01 77.80 74.80 12.70 8.10 15.60 0.80 10.04 5.54 1.00 10 11 2.25 1.32 11/04/2021
    CRD.A Crawford & Co 10.70 571 85.94 86.90 64.30 12.70 8.20 21.10 0.80 12.37 3.05 11.00 7 19 1.28 0.00 11/04/2021
    HII Huntington Ingalls Industries Inc 206.87 8,378 85.88 61.80 84.00 12.70 9.60 12.00 1.00 14.32 4.41 -4.00 7 32 0.99 1.10 11/04/2021
    RMAX RE/MAX Holdings Inc 40.89 752 85.82 9.50 37.20 22.90 13.70 37.60 3.40 15.80 1.45 3.00 5 10 0.54 0.00 11/04/2021
    TV Grupo Televisa SAB 9.87 4,570 85.75 36.30 25.00 11.90 5.40 17.80 2.10 42.02 1.24 7.00 4 11 1.80 1.54 11/04/2021
    ETRN Equitrans Midstream Corp 7.68 3,321 85.69 92.80 32.10 11.50 8.50 5.20 6.90 10.32 1.03 -36.00 7 12 2.27 0.94 11/04/2021
    CMRE Costamare Inc 10.13 1,237 85.62 19.80 35.30 12.80 8.20 0.00 5.80 0.00 0.92 0.00 5 9 1.18 0.93 11/04/2021
    AM Antero Midstream Corp 8.53 4,066 85.56 40.40 25.90 12.80 9.70 -33.20 7.40 -121.26 1.68 9.00 7 -248 1.28 1.00 11/04/2021
    CAG Conagra Brands Inc 36.19 17,369 85.49 95.00 94.70 12.80 10.80 14.60 2.30 16.39 2.10 7.00 9 13 1.12 0.80 11/04/2021
    JBSS JOHN B SANFILIPPO & SON INC 89.98 1,031 85.43 96.90 97.90 12.80 10.60 18.30 1.20 92.14 4.23 1.00 5 22 0.13 2.32 11/04/2021
    GFF Griffon Corp. 27.58 1,558 85.37 18.40 38.90 12.90 9.80 21.50 1.00 13.82 2.11 5.00 7 8 1.64 2.56 11/04/2021
    MAGS Magal Security Systems Ltd 4.01 93 85.30 79.50 21.10 12.90 0.00 0.00 0.80 0.00 1.38 0.00 4 12 0.05 2.37 11/04/2021
    AGI Alamos Gold Inc 8.36 3,284 85.24 87.40 28.20 12.90 7.80 22.10 4.00 32.93 1.15 1.00 6 2 0.00 3.22 11/04/2021
    PBH Prestige Consumer Healthcare Inc 43.75 2,360 85.17 72.20 85.10 12.90 11.50 14.20 4.10 11.00 1.78 -1.00 9 10 1.20 2.39 11/04/2021
    ERIC Telefonaktiebolaget LM Ericsson 13.98 42,863 85.11 87.70 54.50 13.00 10.20 22.30 1.60 22.33 4.06 2.00 9 17 0.46 1.31 11/04/2021
    AUY Yamana Gold Inc 4.66 4,439 85.04 53.70 44.50 11.10 5.70 8.80 3.10 18.26 1.02 3.00 6 4 0.23 2.08 11/04/2021
    SJM J.M. Smucker Co (The) 128.21 14,076 84.98 97.60 96.20 13.00 9.90 14.70 2.30 15.96 1.71 4.00 9 10 0.61 0.82 11/04/2021
    HBI Hanesbrands Inc 20.36 7,102 84.92 59.40 26.30 13.10 11.30 -94.00 1.60 38.52 8.73 -9.00 4 20 5.54 1.62 11/04/2021
    AN AutoNation Inc 93.12 7,774 84.85 33.30 68.30 13.10 10.80 20.40 0.60 4.77 2.40 7.00 8 10 1.60 1.00 11/04/2021
    REZI Resideo Technologies Inc 28.06 4,014 84.79 6.20 1.00 13.10 10.60 108.50 0.90 23.07 2.01 7.00 7 12 0.65 1.45 11/04/2021
    LUMN Lumen Technologies Inc 12.82 14,063 84.72 86.30 54.10 13.10 5.50 -11.40 2.30 8.34 1.26 28.00 6 7 3.01 0.44 11/04/2021
    WLMS Williams Industrial Services Group Inc 3.93 100 84.66 94.90 8.40 13.10 12.70 64.90 0.50 9.04 3.13 22.00 8 -13 1.08 1.53 11/04/2021
    LL Lumber Liquidators Holdings Inc 26.74 773 84.60 4.10 26.00 13.10 10.30 12.60 0.80 5.47 3.40 -1.00 8 2 0.99 1.81 11/04/2021
    SONY Sony Group Corporation 111.79 138,216 84.53 82.90 69.60 13.10 7.40 13.40 1.50 12.77 2.65 -4.00 7 33 0.47 0.94 11/04/2021
    MOH Molina Healthcare Inc. 240.98 14,218 84.47 30.10 68.00 13.10 12.00 0.00 0.60 7.83 6.78 -11.00 6 328 1.16 1.59 11/04/2021
    BLDR Builders FirstSource Inc 48.60 5,678 84.40 8.80 47.80 13.20 10.80 18.10 0.80 38.37 4.93 -6.00 5 15 1.65 2.07 11/04/2021
    TNP Tsakos Energy Navigation Ltd 9.43 0 84.34 14.00 30.40 11.90 5.80 0.00 2.40 0.00 0.00 0.00 6 3 1.26 0.00 11/04/2021
    ALSN Allison Transmission Holdings Inc 43.15 4,834 84.27 58.90 61.00 13.20 10.30 16.20 3.40 13.50 6.39 -3.00 4 23 3.35 2.03 11/04/2021
    HMTV Hemisphere Media Group Inc 12.78 504 84.21 69.60 19.10 13.20 7.90 -235.50 3.80 9.40 2.18 0.00 7 12 0.89 4.43 11/04/2021
    ENR Energizer Holdings Inc 48.88 3,341 84.15 44.30 56.00 13.30 10.80 -48.70 2.30 20.18 10.14 -22.00 7 28 10.56 1.72 11/04/2021
    KHC The Kraft Heinz Co 40.14 49,091 84.08 76.60 91.20 13.30 11.40 136.00 2.80 20.67 0.98 6.00 8 7 0.58 1.34 11/04/2021
    UVV Universal Corp 57.64 1,413 84.02 94.70 68.80 13.10 8.90 19.20 1.00 14.13 1.11 -1.00 6 10 0.53 4.63 11/04/2021
    PDCO Patterson Cos Inc 32.50 3,140 83.95 66.80 56.90 13.40 10.50 -6.50 0.70 -4.00 3.37 5.00 2 12 0.84 1.43 11/04/2021
    TAP Molson Coors Beverage Company 50.00 10,835 83.89 72.40 57.10 13.30 8.00 -11.50 1.90 10.88 0.88 9.00 5 6 0.68 0.62 11/04/2021
    GIS General Mills Inc. 60.13 36,788 83.83 97.10 97.80 13.20 11.40 14.30 2.60 18.83 4.14 6.00 10 17 1.56 0.69 11/04/2021
    UTHR United Therapeutics Corp 203.36 9,052 83.76 84.10 62.20 13.50 12.50 17.60 5.40 13.00 2.67 1.00 8 63 0.24 6.70 11/04/2021
    VSEC VSE Corp 41.84 463 83.70 28.80 42.80 13.50 9.40 -89.60 1.10 16.92 1.30 5.00 7 10 0.78 2.55 11/04/2021
    USDP USD Partners LP 5.76 155 83.63 82.20 15.00 13.50 7.40 -7.80 2.90 6.17 35.39 29.00 7 13 46.84 1.15 11/04/2021
    DISCA Discovery Inc 42.00 20,664 83.57 77.60 6.30 12.80 8.50 15.30 3.30 8.84 1.97 -4.00 6 14 1.56 1.99 11/04/2021
    GSK Glaxosmithkline PLC 36.65 91,277 83.50 89.80 94.60 12.60 9.60 11.20 2.70 49.78 4.58 9.00 6 25 1.86 0.91 11/04/2021
    PLAB Photronics Inc 13.04 812 83.44 49.20 44.00 10.80 4.20 20.90 1.10 12.72 1.00 -7.00 6 10 0.13 3.48 11/04/2021
    BERY Berry Global Group Inc 62.91 8,424 83.38 67.40 78.50 13.60 8.60 13.10 1.50 8.16 3.45 7.00 6 11 4.36 1.74 11/04/2021
    KNOP KNOT Offshore Partners LP 18.16 594 83.31 41.10 53.40 12.80 7.40 8.80 5.60 6.44 0.98 8.00 8 7 1.70 0.31 11/04/2021
    NGVT Ingevity Corp 71.50 2,896 83.25 10.30 59.00 13.60 10.00 16.00 3.30 11.75 4.51 -4.00 8 23 2.09 2.81 11/04/2021
    LZB La-Z-Boy Inc 43.10 1,996 83.18 24.10 59.90 13.60 11.00 27.40 1.20 6.50 2.56 -22.00 5 24 0.46 1.61 11/04/2021
    LMT Lockheed Martin Corp 386.23 108,144 83.12 68.70 95.00 13.60 11.90 15.80 1.80 29.60 17.98 2.00 7 52 2.21 1.39 11/04/2021
    UFPI UFP Industries Inc 80.13 4,905 83.06 26.80 51.10 13.60 11.30 19.30 0.90 22.64 3.36 -3.00 5 19 0.27 3.32 11/04/2021
    PANL Pangaea Logistics Solutions Ltd 3.04 138 82.99 65.40 56.40 11.30 6.40 10.90 0.70 8.14 0.76 11.00 6 10 0.89 1.02 11/04/2021
    PHI PLDT Inc 26.01 5,620 82.93 90.70 89.20 13.60 5.70 8.40 2.70 -16.71 2.35 -11.00 6 12 2.18 0.41 11/04/2021
    MOD Modine Manufacturing Co 15.23 778 82.86 3.40 13.20 13.60 7.20 -3.90 0.60 6.39 2.28 -12.00 5 9 1.24 1.50 11/04/2021
    FMX Fomento Economico Mexican SAB de CV 80.79 17,460 82.80 81.10 53.80 12.00 7.10 20.20 1.10 27.14 1.46 -11.00 5 14 1.04 1.70 11/04/2021
    SVM Silvercorp Metals Inc 5.48 961 82.73 36.50 17.80 12.30 9.00 17.50 4.30 25.76 2.09 2.00 5 25 0.00 4.28 11/04/2021
    ORAN ORANGE 12.50 33,235 82.67 96.80 96.90 13.30 5.20 5.60 1.70 11.02 0.95 -1.00 7 8 1.80 0.89 11/04/2021
    ORN Orion Group Holdings Inc 5.88 179 82.61 63.70 14.90 13.90 4.90 8.90 0.30 4.87 1.12 17.00 8 -2 0.41 1.30 11/04/2021
    SWM Schweitzer-Mauduit Intl Inc 48.26 1,512 82.54 53.60 54.20 13.90 9.40 18.00 1.90 20.63 2.33 0.00 5 14 0.95 2.38 11/04/2021
    MDC M.D.C. Holdings Inc. 61.44 4,303 82.48 19.40 39.30 13.90 13.00 11.70 1.30 -30.98 2.03 1.00 5 9 0.60 5.06 11/04/2021
    CSV Carriage Services Inc 35.22 634 82.41 84.50 79.60 13.90 11.20 39.40 3.40 10.28 2.64 8.00 8 9 1.99 0.73 11/04/2021
    SBOW SilverBow Resources Inc 7.78 93 82.35 65.60 8.50 13.90 5.10 -0.30 2.90 2.02 1.02 57.00 4 9 4.72 0.60 11/04/2021
    EGRX Eagle Pharmaceuticals Inc 41.56 543 82.28 83.60 84.70 14.00 12.30 45.30 2.50 11.14 2.92 -5.00 6 17 0.21 4.36 11/04/2021
    AMKR Amkor Technology Inc 25.05 6,083 82.22 16.20 10.70 13.90 6.70 17.90 1.30 28.36 2.62 5.00 7 11 0.57 1.62 11/04/2021
    RCKY Rocky Brands Inc 56.12 407 82.16 66.40 8.70 14.00 11.70 19.40 1.40 26.04 2.27 0.00 6 12 0.01 4.08 11/04/2021
    SYKE Sykes Enterprises Inc 44.06 1,739 82.09 59.20 80.00 14.00 9.40 30.80 1.10 14.13 1.95 0.00 8 14 0.27 1.89 11/04/2021
    HOME At Home Group Inc 28.74 1,878 82.03 1.20 4.60 14.10 8.70 -12.50 2.00 4.59 3.88 7.00 8 7 3.54 1.35 11/04/2021
    CENTA Central Garden & Pet Co 52.46 2,892 81.96 79.20 76.00 14.10 10.10 22.00 1.10 12.75 2.66 -6.00 7 14 0.84 3.51 11/04/2021
    TMHC Taylor Morrison Home Corp 31.64 4,097 81.90 3.00 25.30 13.90 13.10 16.40 1.10 3.64 1.17 -28.00 5 11 0.86 6.18 11/04/2021
    STLD Steel Dynamics Inc 51.19 10,796 81.84 48.80 42.90 14.20 10.40 18.90 1.30 -25.69 2.48 -3.00 2 19 0.73 3.38 11/04/2021
    IPG Interpublic Group of Cos Inc (The) 29.40 11,492 81.77 26.80 81.10 14.10 11.00 32.40 1.60 8.97 3.97 2.00 6 24 1.79 0.98 11/04/2021
    SSRM SSR Mining Inc 15.65 3,437 81.71 72.50 30.10 12.20 8.10 23.80 3.60 19.73 1.00 -7.00 9 8 0.15 5.72 11/04/2021
    CSGS CSG Systems International Inc. 46.67 1,527 81.64 77.40 85.30 14.30 9.40 26.00 1.80 13.56 3.62 -1.00 6 23 1.11 1.66 11/04/2021
    GPK Graphic Packaging Holding Co 18.15 4,859 81.58 53.00 78.40 13.60 7.80 23.90 1.30 64.27 3.41 -21.00 5 12 2.71 1.09 11/04/2021
    TRGP Targa Resources Corp 31.04 7,079 81.51 3.70 27.20 11.50 6.80 -5.30 1.80 17.83 2.67 3.00 7 6 2.94 0.82 11/04/2021
    OC Owens Corning 96.85 10,227 81.45 19.30 72.50 14.30 9.20 -26.60 1.80 14.13 2.62 -3.00 7 12 0.85 1.81 11/04/2021
    DVA DaVita Inc 109.00 11,982 81.39 53.80 73.80 13.50 9.80 12.00 2.00 9.16 8.66 -12.00 8 13 8.09 1.27 11/04/2021
    CRTO Criteo SA 35.94 2,179 81.32 57.80 12.80 14.10 8.40 29.00 0.90 18.33 1.95 0.00 5 33 0.12 1.77 11/04/2021
    DFIN Donnelley Financial Solutions Inc 28.77 958 81.26 29.80 15.80 14.40 7.60 -37.00 1.30 6.59 3.87 7.00 8 14 1.22 1.12 11/04/2021
    CPB Campbell Soup Co 48.07 15,527 81.19 97.10 98.40 14.40 11.80 19.20 2.30 23.81 5.31 16.00 9 20 2.14 0.91 11/04/2021
    BWA BorgWarner Inc 46.48 11,105 81.13 28.10 60.90 14.10 9.10 19.60 1.30 19.25 1.73 -18.00 6 21 0.62 1.62 11/04/2021
    AENZ Aenza S.A.A 2.33 406 81.07 53.50 53.30 12.70 6.10 -36.90 0.70 9.33 1.08 13.00 5 19 1.35 1.13 11/04/2021
    NATR Nature's Sunshine Products Inc 19.55 385 81.00 84.70 46.00 14.30 8.50 16.80 0.80 10.27 2.48 0.00 7 14 0.17 2.21 11/04/2021
    QUAD Quad/Graphics Inc 3.80 204 80.94 22.40 5.50 14.40 4.40 -1.60 0.40 1.70 2.43 103.00 6 9 12.02 0.99 11/04/2021
    FLEX Flex Ltd 18.31 9,136 80.87 12.10 35.40 14.50 7.30 21.20 0.50 -50.61 2.70 -8.00 5 15 1.33 1.48 11/04/2021
    HOFT Hooker Furniture Corp 37.35 444 80.81 32.70 56.50 14.50 11.70 -37.20 0.80 6.06 1.77 -6.00 6 17 0.25 3.18 11/04/2021
    UNFI United Natural Foods Inc 35.30 1,982 80.74 98.80 5.20 14.50 8.40 8.50 0.20 4.45 1.61 -31.00 9 8 2.91 1.59 11/04/2021
    SCHN Schnitzer Steel Industries Inc 39.41 1,082 80.68 66.20 11.70 14.50 9.00 17.90 0.70 -69.23 1.48 -11.00 5 9 0.43 1.95 11/04/2021
    GPX GP Strategies Corp 16.57 286 80.62 55.60 22.90 14.60 10.50 40.50 0.60 4.99 1.28 27.00 7 9 0.15 1.83 11/04/2021
    NSIT Insight Enterprises Inc 97.46 3,421 80.55 36.30 50.60 14.60 11.90 19.80 0.50 10.32 2.55 8.00 7 16 0.66 1.43 11/04/2021
    MD Mednax Inc 25.75 2,204 80.49 13.70 19.80 14.60 11.70 -2.80 1.20 12.53 2.95 -1.00 4 11 2.41 3.49 11/04/2021
    ACU Acme United Corp 35.80 120 80.42 96.10 14.00 14.40 10.70 14.80 1.00 77.42 1.91 -6.00 6 10 0.76 4.14 11/04/2021
    PLUS ePlus Inc 95.80 1,293 80.36 25.00 49.90 14.60 12.20 17.90 0.80 730.51 2.37 -4.00 6 23 0.14 1.50 11/04/2021
    KBAL Kimball International Inc 13.92 514 80.30 38.50 39.80 14.70 9.90 22.20 0.90 51.55 2.11 -2.00 6 41 0.27 1.12 11/04/2021
    RGP Resources Connection Inc 14.29 469 80.23 65.70 68.10 14.70 11.40 38.10 0.80 11.46 1.52 -14.00 4 16 0.34 2.39 11/04/2021
    ANTM Anthem Inc 361.01 88,592 80.17 35.40 71.60 14.70 12.60 0.00 0.90 10.17 2.67 -2.00 7 14 0.63 1.55 11/04/2021
    UGI UGI Corp 41.90 8,738 80.10 71.60 82.70 14.70 9.90 14.00 2.30 43.58 1.97 0.00 5 13 1.49 1.04 11/04/2021
    KBH KB Home 49.06 4,496 80.04 4.00 35.60 14.70 13.70 15.20 1.30 17.53 1.64 0.00 6 8 0.65 5.32 11/04/2021
    HI Hillenbrand Inc 50.46 3,790 79.97 41.80 61.20 14.70 10.60 151.00 1.90 12.45 3.20 -26.00 7 18 1.28 1.55 11/04/2021
    MPLX MPLX LP 26.06 27,071 79.91 73.60 57.80 14.20 10.10 -39.40 5.60 59.50 2.23 10.00 6 8 1.70 0.73 11/04/2021
    ET Energy Transfer LP 8.04 21,727 79.85 56.30 28.10 12.50 7.70 155.20 1.90 -56.58 1.17 19.00 4 10 2.82 1.07 11/04/2021
    STNG Scorpio Tankers Inc 17.60 1,022 79.78 35.10 15.70 14.80 7.60 10.90 4.20 4.61 0.49 9.00 9 4 1.48 0.60 11/04/2021
    SCI Service Corp International 51.72 8,830 79.72 64.50 89.70 14.80 11.30 17.10 3.50 19.85 5.04 -6.00 9 14 2.16 0.46 11/04/2021
    GASS StealthGas Inc 2.86 0 79.65 84.00 19.70 11.00 4.70 0.00 2.20 0.00 0.00 0.00 7 3 0.62 0.76 11/04/2021
    RLGY Realogy Holdings Corp 15.48 1,787 79.59 0.80 7.80 14.90 13.50 -5.00 0.90 2.74 1.01 23.00 4 8 2.21 0.00 11/04/2021
    FMS Fresenius Medical Care AG &Co KGAA 37.60 22,024 79.53 68.90 61.20 14.40 7.90 13.40 1.80 6.89 1.60 1.00 6 11 1.10 1.16 11/04/2021
    SNA Snap-On Inc 235.59 12,745 79.46 51.70 92.80 14.90 13.50 19.70 3.40 18.21 3.33 -1.00 5 23 0.40 2.65 11/04/2021
    SAH Sonic Automotive Inc. 50.98 2,132 79.40 6.40 22.70 15.00 11.40 -41.50 0.50 5.17 2.62 6.00 6 8 3.01 1.03 11/04/2021
    POWL Powell Industries Inc 34.18 399 79.33 36.10 59.20 15.00 9.20 29.50 0.50 13.60 1.30 2.00 6 3 0.02 2.45 11/04/2021
    PETS PetMed Express Inc 33.11 671 79.27 97.50 34.80 15.00 14.10 21.80 1.80 47.49 4.82 2.00 7 129 0.00 5.24 11/04/2021
    SON Sonoco Products Co 64.13 6,442 79.20 78.40 89.00 15.00 10.10 31.10 1.50 19.86 3.39 2.00 6 16 1.06 1.21 11/04/2021
    EBF Ennis Inc 20.74 623 79.14 90.10 71.30 15.00 10.10 22.60 1.50 23.16 2.10 5.00 5 20 0.05 4.89 11/04/2021
    SUN Sunoco LP 32.94 2,745 79.08 52.10 93.60 15.10 10.40 12.90 0.60 78.43 4.34 11.00 6 9 5.81 1.30 11/04/2021
    BPMC Blueprint Medicines Corp 94.16 5,442 79.01 69.50 45.70 15.10 14.50 17.30 5.90 13.94 3.70 11.00 9 158 0.06 7.09 11/04/2021
    WSM Williams-Sonoma Inc. 183.22 13,985 78.95 22.90 15.00 15.10 10.60 20.50 2.10 11.88 8.47 1.00 10 36 0.93 1.34 11/04/2021
    CNXN PC Connection Inc 45.30 1,186 78.88 84.30 62.10 15.10 12.70 21.30 0.40 71.27 1.86 0.00 7 20 0.02 2.51 11/04/2021
    VPG Vishay Precision Group Inc 31.50 428 78.82 38.20 56.00 15.10 10.20 39.60 1.50 35.79 1.66 -3.00 5 16 0.25 4.67 11/04/2021
    REGN Regeneron Pharmaceuticals Inc 475.17 50,819 78.75 92.40 76.30 15.10 14.10 14.50 5.90 25.37 4.61 -10.00 4 38 0.24 3.63 11/04/2021
    LCUT Lifetime Brands Inc 14.28 311 78.69 46.30 31.90 15.20 9.30 -103.30 0.90 7.96 1.35 8.00 8 6 1.73 2.34 11/04/2021
    CSCO Cisco Systems Inc 52.09 219,872 78.63 70.90 93.30 15.20 13.40 21.70 4.30 26.53 5.62 6.00 4 54 0.40 1.61 11/04/2021
    BGS B&G Foods Inc 29.53 1,897 78.56 98.80 32.70 15.20 12.10 14.40 2.10 14.28 2.28 -17.00 8 9 2.85 3.00 11/04/2021
    NVO Novo Nordisk A/S 70.12 124,498 78.50 85.90 82.90 15.20 13.70 19.20 6.40 82.97 11.96 0.00 4 146 0.16 0.94 11/04/2021
    WERN Werner Enterprises Inc. 48.15 3,271 78.43 87.80 78.60 15.20 7.00 19.30 1.50 410.93 2.74 2.00 7 17 0.18 1.67 11/04/2021
    RS Reliance Steel & Aluminum Co 154.26 9,811 78.37 58.80 69.30 15.20 11.50 26.30 1.20 11.72 1.92 -2.00 7 12 0.36 5.08 11/04/2021
    SNDR Schneider National Inc 25.40 4,504 78.31 86.10 76.80 15.20 7.60 21.30 1.00 -22.43 2.19 12.00 7 16 0.15 2.28 11/04/2021
    NOMD Nomad Foods Ltd 28.53 4,955 78.24 93.80 95.10 15.20 12.90 18.80 2.30 12.10 1.90 -15.00 9 10 0.83 1.06 11/04/2021
    BC Brunswick Corp 99.42 7,743 78.18 6.10 66.90 15.20 11.80 20.80 1.90 14.40 5.13 2.00 8 25 0.69 1.55 11/04/2021
    KFRC Kforce Inc 55.35 1,227 78.11 73.10 84.90 15.20 13.40 21.90 0.90 14.28 6.82 -4.00 4 32 0.67 3.13 11/04/2021
    JOUT Johnson Outdoors Inc 149.56 1,496 78.05 75.60 65.20 15.30 13.00 21.80 2.10 26.96 3.75 -2.00 6 31 0.10 3.68 11/04/2021
    TOL Toll Brothers Inc. 60.34 7,419 77.98 8.90 53.90 15.20 13.80 15.30 1.40 5.81 1.55 -10.00 6 9 0.81 3.27 11/04/2021
    NEU NewMarket Corp 386.24 4,218 77.92 95.70 95.30 15.30 12.70 15.60 2.40 33.68 5.55 1.00 4 31 0.89 2.87 11/04/2021
    SFL SFL Corp Ltd 7.89 1,008 77.86 40.80 41.60 15.30 9.70 0.00 6.20 0.00 1.27 0.00 4 6 2.79 0.62 11/04/2021
    HEP Holly Energy Partners LP 19.50 2,056 77.79 97.60 35.80 14.60 10.30 11.50 7.10 24.84 5.42 11.00 5 13 3.90 1.18 11/04/2021
    ABG Asbury Automotive Group Inc 198.49 3,829 77.73 30.90 25.90 15.40 14.00 15.10 0.80 5.56 4.23 -13.00 7 15 2.47 1.15 11/04/2021
    CIX CompX International Inc. 20.22 252 77.66 92.20 66.80 15.40 11.60 24.40 1.60 28.70 1.50 2.00 6 16 0.00 7.70 11/04/2021
    ARC ARC Document Solutions Inc 2.25 96 77.60 31.30 10.30 14.90 4.30 16.60 0.60 2.04 0.65 10.00 8 7 0.97 1.43 11/04/2021
    BELFB Bel Fuse Inc. 18.98 229 77.54 17.30 5.90 15.40 8.00 17.90 0.60 6.24 1.23 16.00 7 8 0.71 3.20 11/04/2021
    DAKT Daktronics Inc 6.38 287 77.47 86.30 29.30 15.40 7.10 29.90 0.50 7.32 1.49 -9.00 8 6 0.12 2.06 11/04/2021
    TGP Teekay LNG Partners LP 14.67 1,276 77.41 49.00 66.60 14.10 9.60 13.10 6.60 2.56 0.94 42.00 6 5 2.08 0.50 11/04/2021
    CACI CACI International Inc 251.35 6,342 77.34 64.00 87.20 15.50 11.30 16.90 1.40 9.39 2.20 -2.00 9 11 0.64 1.29 11/04/2021
    GD General Dynamics Corp 183.00 52,426 77.28 46.10 96.60 15.50 12.80 16.60 1.70 31.75 3.35 -1.00 5 25 0.94 1.35 11/04/2021
    MYRG MYR Group Inc 75.66 1,266 77.21 26.70 33.60 15.50 10.00 21.50 0.60 9.68 2.95 11.00 7 13 0.12 1.44 11/04/2021
    DLHC DLH Holdings Corp 10.65 134 77.15 65.30 44.50 15.50 10.50 18.20 1.10 9.73 2.40 -28.00 3 16 1.75 0.88 11/04/2021
    FMC FMC Corp. 111.88 14,472 77.09 32.00 86.40 15.50 13.30 25.00 3.70 41.10 4.89 1.00 6 16 1.16 1.55 11/04/2021
    ACCO ACCO Brands Corp 8.32 790 77.02 10.10 25.80 15.50 10.00 12.70 1.20 9.96 1.06 -38.00 3 11 1.66 1.31 11/04/2021
    OMI Owens & Minor Inc. 36.70 2,696 76.96 98.70 11.00 15.50 11.20 90.30 0.40 10.02 3.79 26.00 7 10 1.60 1.59 11/04/2021
    AMEH Apollo Medical Holdings Inc 26.92 1,137 76.89 85.90 50.40 14.10 11.50 9.30 1.70 -339.40 3.44 5.00 6 -534 0.79 2.94 11/04/2021
    TKR Timken Co (The) 81.51 6,169 76.83 18.90 68.40 15.40 11.50 21.10 2.10 16.72 2.87 4.00 7 15 0.77 2.36 11/04/2021
    GCI Gannett Co Inc 5.19 717 76.77 1.00 2.10 15.60 6.60 -1.10 0.70 34.49 1.97 9.00 4 7 5.27 0.86 11/04/2021
    MTX Minerals Technologies Inc. 76.69 2,598 76.70 31.60 70.50 15.40 10.20 22.40 2.00 16.46 1.78 -2.00 6 12 0.68 3.49 11/04/2021
    HWKN Hawkins Inc 33.28 696 76.64 68.60 40.50 15.60 10.90 19.00 1.40 49.33 2.71 3.00 6 13 0.40 2.63 11/04/2021
    MAN ManpowerGroup Inc 104.37 5,800 76.57 43.60 71.80 15.60 12.90 243.70 0.30 7.67 2.38 -2.00 6 23 0.63 1.42 11/04/2021
    LWAY Lifeway Foods Inc 5.24 82 76.51 78.20 11.90 15.70 9.50 25.40 0.80 18.26 1.75 0.00 9 3 0.07 2.85 11/04/2021
    CHKP Check Point Software Technologies Ltd 115.37 15,829 76.44 84.80 81.50 15.60 15.20 18.10 6.80 13.43 4.57 -7.00 7 45 0.00 1.48 11/04/2021
    OI O-I Glass Inc 14.68 2,310 76.38 11.40 18.70 15.40 8.10 8.80 1.20 16.74 7.78 21.00 5 10 17.78 1.21 11/04/2021
    MPAA Motorcar Parts of America Inc 22.05 420 76.32 65.50 25.70 15.70 10.50 33.70 1.10 4.86 1.40 -15.00 8 10 0.55 1.32 11/04/2021
    NX Quanex Building Products Corp 27.16 906 76.25 13.10 52.30 15.70 9.30 19.60 1.20 13.15 2.40 -1.00 6 8 0.44 1.86 11/04/2021
    CINR Ciner Resources LP 13.15 260 76.19 78.60 67.50 11.70 6.20 9.70 1.00 -288.89 1.53 5.00 5 32 0.77 2.96 11/04/2021
    ULH Universal Logistics Holdings Inc 26.67 718 76.12 34.40 74.70 15.70 6.90 14.90 0.90 24.30 3.00 -1.00 4 13 2.34 1.18 11/04/2021
    VRTV Veritiv Corp 43.96 699 76.06 13.90 1.50 15.70 10.00 20.40 0.20 2.63 1.20 32.00 8 6 1.70 2.07 11/04/2021
    LOW Lowe's Cos Inc 198.51 145,111 75.99 19.10 76.40 15.70 13.10 24.90 1.90 19.21 100.98 -4.00 10 34 18.24 1.19 11/04/2021
    CTG Computer Task Group Inc 10.50 159 75.93 48.10 27.30 15.70 11.60 20.80 0.40 5.71 2.00 3.00 8 10 0.28 1.85 11/04/2021
    AROC Archrock Inc 9.39 1,436 75.87 20.90 37.60 15.80 7.90 -21.00 3.60 13.53 1.53 17.00 5 7 1.83 1.63 11/04/2021
    SLGN Silgan Holdings Inc 42.11 4,635 75.80 84.70 91.70 15.80 10.90 15.00 1.60 14.28 3.70 -22.00 8 12 2.77 1.51 11/04/2021
    ENBL Enable Midstream Partners LP 6.90 3,005 75.74 13.20 43.90 15.00 8.00 36.20 2.90 19.51 0.45 19.00 7 5 0.63 0.65 11/04/2021
    FLO Flowers Foods Inc. 23.88 5,053 75.67 97.80 98.20 15.80 11.50 33.20 1.40 26.73 3.68 3.00 7 13 0.96 1.66 11/04/2021
    NS NuStar Energy LP 17.99 1,969 75.61 58.70 20.20 12.70 7.60 -9.90 3.70 277.72 4.14 6.00 6 7 7.74 1.46 11/04/2021
    MHH Mastech Digital Inc 17.45 199 75.55 24.50 47.10 15.80 12.50 20.20 1.10 9.51 3.34 5.00 7 17 0.35 1.87 11/04/2021
    T AT&T Inc 30.04 214,063 75.48 79.90 97.00 15.10 7.20 -56.00 2.30 17.13 1.32 10.00 5 9 1.13 0.82 11/04/2021
    RPRX Royalty Pharma plc 42.31 16,422 75.42 99.10 44.70 12.60 12.50 9.60 9.50 -30.96 3.41 17.00 2 19 1.21 8.76 11/04/2021
    UNVR Univar Solutions Inc 22.49 3,808 75.35 9.40 69.80 15.90 10.10 72.00 0.80 32.94 2.12 2.00 7 10 1.57 1.74 11/04/2021
    PLXS Plexus Corp 91.63 2,636 75.29 40.20 76.10 15.90 11.80 21.50 0.80 29.26 2.62 -5.00 3 16 0.38 1.84 11/04/2021
    KR Kroger Co. (The) 37.78 28,637 75.22 98.10 91.70 15.90 7.40 11.10 0.40 7.37 2.99 0.00 10 14 2.15 0.81 11/04/2021
    MDU MDU Resources Group Inc. 31.77 6,371 75.16 46.80 93.50 16.00 10.50 16.30 1.60 144.93 2.07 2.00 8 9 0.77 1.39 11/04/2021
    PKX Posco 73.25 22,272 75.10 51.10 63.30 14.40 5.70 14.80 0.60 5.79 0.55 -7.00 6 7 0.49 2.13 11/04/2021
    AA Alcoa Corp 31.36 5,832 75.03 5.10 12.60 12.80 5.70 -416.60 0.70 142.24 1.76 -11.00 5 21 0.79 1.64 11/04/2021
    Market Cap ($M) EV/EBIT Rank Beta3Y Rank Volatility Rank FS_Score
    [/mepr-active]

    Deep Value Screener based on VC2 (Composite Value) Valuation Rank

    How To Use The Deep Value Screeners


    The stocks in the screener are sorted based on a "Cheapness" Rank. In the EV/EBIT screener, the cheapness rank is depicts how low the EV/EBIT of the stock is compared to other stocks in the universe. For example, a rank of 95% means that the stock is cheaper than 95% of the stocks. Higher is better.  Similarily, in the VC2 screener, we use the Value Composite 2 metric as our cheapness rank. Here as well, higher is better.

    The screeners include two metrics which correspond to the volatility of stocks. The first is the Beta3Y Rank, which denotes how low the 3-year monthly beta of the stock is compared to other other stocks in the universe. The second is the Volatility Rank which uses our own proprietary formula to assess stock price volatility. In both, higher is better (lower volatility/beta). Our research shows the stocks with Beta3y Rank >50%, or Volatility Rank > 50%, typically perform better. In our quant portfolios based on Deep Value strategy we use the rule Beta3y Rank > 50% (i.e. Beta 3Y in the lowest half of the universe).

    To give a fuller picture of the company and the situation, we provide key Valuation and Quality indicators for each highlighter stock. Popular Valuation metrics are listed in light blue. Quality factors are listed in purple. 

    Feel free to use the sliders above the screener to filter the table per your own preferences. 

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