├── .gitattributes ├── LICENSE ├── .gitignore ├── d_Nasdaq100.csv ├── earnings_parser.py ├── README.md ├── EOD_parser.py ├── tests_main.py ├── master_premarket_tests.ipynb └── d_SP500.csv /.gitattributes: -------------------------------------------------------------------------------- 1 | # Auto detect text files and perform LF normalization 2 | * text=auto 3 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | MIT License 2 | 3 | Copyright (c) 2019 ivanstruk 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. 22 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | # Byte-compiled / optimized / DLL files 2 | __pycache__/ 3 | *.py[cod] 4 | *$py.class 5 | 6 | # C extensions 7 | *.so 8 | 9 | # Distribution / packaging 10 | .Python 11 | build/ 12 | develop-eggs/ 13 | dist/ 14 | downloads/ 15 | eggs/ 16 | .eggs/ 17 | lib/ 18 | lib64/ 19 | parts/ 20 | sdist/ 21 | var/ 22 | wheels/ 23 | pip-wheel-metadata/ 24 | share/python-wheels/ 25 | *.egg-info/ 26 | .installed.cfg 27 | *.egg 28 | MANIFEST 29 | 30 | # PyInstaller 31 | # Usually these files are written by a python script from a template 32 | # before PyInstaller builds the exe, so as to inject date/other infos into it. 33 | *.manifest 34 | *.spec 35 | 36 | # Installer logs 37 | pip-log.txt 38 | pip-delete-this-directory.txt 39 | 40 | # Unit test / coverage reports 41 | htmlcov/ 42 | .tox/ 43 | .nox/ 44 | .coverage 45 | .coverage.* 46 | .cache 47 | nosetests.xml 48 | coverage.xml 49 | *.cover 50 | .hypothesis/ 51 | .pytest_cache/ 52 | 53 | # Translations 54 | *.mo 55 | *.pot 56 | 57 | # Django stuff: 58 | *.log 59 | local_settings.py 60 | db.sqlite3 61 | 62 | # Flask stuff: 63 | instance/ 64 | .webassets-cache 65 | 66 | # Scrapy stuff: 67 | .scrapy 68 | 69 | # Sphinx documentation 70 | docs/_build/ 71 | 72 | # PyBuilder 73 | target/ 74 | 75 | # Jupyter Notebook 76 | .ipynb_checkpoints 77 | 78 | # IPython 79 | profile_default/ 80 | ipython_config.py 81 | 82 | # pyenv 83 | .python-version 84 | 85 | # pipenv 86 | # According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control. 87 | # However, in case of collaboration, if having platform-specific dependencies or dependencies 88 | # having no cross-platform support, pipenv may install dependencies that don't work, or not 89 | # install all needed dependencies. 90 | #Pipfile.lock 91 | 92 | # celery beat schedule file 93 | celerybeat-schedule 94 | 95 | # SageMath parsed files 96 | *.sage.py 97 | 98 | # Environments 99 | .env 100 | .venv 101 | env/ 102 | venv/ 103 | ENV/ 104 | env.bak/ 105 | venv.bak/ 106 | 107 | # Spyder project settings 108 | .spyderproject 109 | .spyproject 110 | 111 | # Rope project settings 112 | .ropeproject 113 | 114 | # mkdocs documentation 115 | /site 116 | 117 | # mypy 118 | .mypy_cache/ 119 | .dmypy.json 120 | dmypy.json 121 | 122 | # Pyre type checker 123 | .pyre/ 124 | -------------------------------------------------------------------------------- /d_Nasdaq100.csv: -------------------------------------------------------------------------------- 1 | Company,Ticker 2 | Activision Blizzard,ATVI 3 | Adobe Inc.,ADBE 4 | Advanced Micro Devices,AMD 5 | Alexion Pharmaceuticals,ALXN 6 | "Align Technology, Inc.",ALGN 7 | Alphabet Inc.,GOOGL 8 | Alphabet Inc.,GOOG 9 | "Amazon.com, Inc.",AMZN 10 | American Airlines Group,AAL 11 | Amgen Inc.,AMGN 12 | Analog Devices,ADI 13 | Apple Inc.,AAPL 14 | "Applied Materials, Inc.",AMAT 15 | ASML Holding,ASML 16 | "Autodesk, Inc.",ADSK 17 | "Automatic Data Processing, Inc.",ADP 18 | "Baidu.com, Inc.",BIDU 19 | "Biogen, Inc",BIIB 20 | "BioMarin Pharmaceutical, Inc.",BMRN 21 | Booking Holdings,BKNG 22 | Broadcom Inc.,AVGO 23 | "Cadence Design Systems, Inc.",CDNS 24 | Celgene Corporation,CELG 25 | Cerner Corporation,CERN 26 | "Charter Communications, Inc.",CHTR 27 | Check Point Software Technologies Ltd.,CHKP 28 | Cintas Corporation,CTAS 29 | "Cisco Systems, Inc.",CSCO 30 | "Citrix Systems, Inc.",CTXS 31 | Cognizant Technology Solutions Corporation,CTSH 32 | Comcast Corporation,CMCSA 33 | Costco Wholesale Corporation,COST 34 | CSX Corporation,CSX 35 | "Dollar Tree, Inc.",DLTR 36 | eBay Inc.,EBAY 37 | Electronic Arts,EA 38 | Expedia Group,EXPE 39 | "Facebook, Inc.",FB 40 | Fastenal Company,FAST 41 | "Fiserv, Inc.",FISV 42 | Fox Corporation,FOX 43 | Fox Corporation,FOXA 44 | "Gilead Sciences, Inc.",GILD 45 | "Hasbro, Inc.",HAS 46 | "Henry Schein, Inc.",HSIC 47 | "IDEXX Laboratories, Inc.",IDXX 48 | "Illumina, Inc.",ILMN 49 | Incyte Corporation,INCY 50 | Intel Corporation,INTC 51 | "Intuit, Inc.",INTU 52 | Intuitive Surgical Inc.,ISRG 53 | "J.B. Hunt Transport Services, Inc.",JBHT 54 | JD.com,JD 55 | KLA-Tencor Corporation,KLAC 56 | "Lam Research, Inc.",LRCX 57 | Liberty Global,LBTYA 58 | Liberty Global,LBTYK 59 | Lululemon athletica,LULU 60 | "Marriott International, Inc.",MAR 61 | Maxim Integrated Products,MXIM 62 | MercadoLibre,MELI 63 | Microchip Technology,MCHP 64 | "Micron Technology, Inc.",MU 65 | Microsoft Corporation,MSFT 66 | Mondel?z International,MDLZ 67 | Monster Beverage Corporation,MNST 68 | Mylan N.V.,MYL 69 | NetApp,NTAP 70 | "NetEase, Inc.",NTES 71 | Netflix,NFLX 72 | NVIDIA Corporation,NVDA 73 | NXP Semiconductors N.V.,NXPI 74 | "O'Reilly Automotive, Inc.",ORLY 75 | PACCAR Inc.,PCAR 76 | "Paychex, Inc.",PAYX 77 | "PayPal Holdings, Inc.",PYPL 78 | "PepsiCo, Inc.",PEP 79 | QUALCOMM Incorporated,QCOM 80 | Regeneron Pharmaceuticals,REGN 81 | Ross Stores Inc.,ROST 82 | "Sirius XM Radio, Inc.",SIRI 83 | "Skyworks Solutions, Inc.",SWKS 84 | Starbucks Corporation,SBUX 85 | Symantec Corporation,SYMC 86 | "Synopsys, Inc.",SNPS 87 | T-Mobile US,TMUS 88 | "Take-Two Interactive, Inc.",TTWO 89 | "Tesla, Inc.",TSLA 90 | "Texas Instruments, Inc.",TXN 91 | The Kraft Heinz Company,KHC 92 | Ulta Beauty,ULTA 93 | United Airlines Holdings,UAL 94 | VeriSign,VRSN 95 | Verisk Analytics,VRSK 96 | Vertex Pharmaceuticals,VRTX 97 | "Walgreen Boots Alliance, Inc.",WBA 98 | "Workday, Inc.",WDAY 99 | Western Digital,WDC 100 | Willis Towers Watson,WLTW 101 | Wynn Resorts,WYNN 102 | "Xcel Energy, Inc.",XEL 103 | "Xilinx, Inc.",XLNX 104 | -------------------------------------------------------------------------------- /earnings_parser.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf-8 -*- 2 | """ 3 | Created on Tue Nov 19 4 | 5 | @author: Ivan Struk 6 | 7 | """ 8 | 9 | import yfinance as yf 10 | import pandas as pd 11 | import numpy as np 12 | import requests 13 | import datetime 14 | from pandas.plotting import register_matplotlib_converters 15 | register_matplotlib_converters() 16 | import bs4 17 | import re 18 | 19 | 20 | def getDateList(ticker): 21 | url = 'https://www.sec.gov/cgi-bin/browse-edgar?type=10-&dateb=&owner=include&count=100&action=getcompany&CIK=%s' % ticker 22 | headerInfo={'User-Agent': 'Mozilla/5.0'} 23 | response = requests.get(url,headers=headerInfo) 24 | response.raise_for_status() 25 | soup = bs4.BeautifulSoup(response.text, 'html.parser') 26 | noMatch = soup.select('p > center > h1') 27 | trElems = soup.select('tr') 28 | '''Regex to get earnings report dates no earlier than 1/1/2000''' 29 | dateFind = re.compile(r'2\d{3}-\d{2}-\d{2}') 30 | if noMatch != []: 31 | print('Could not find earnings report dates for '+ticker) 32 | return None 33 | dateList = [] 34 | dateList.append(['EarningsDates']) 35 | for tr in trElems: 36 | tdElems = tr.select('td') 37 | if len(tdElems) == 5 and dateFind.search(tdElems[3].getText()) != None: 38 | date = tdElems[3].getText() 39 | #converted = datetime.datetime.strptime(date,'%Y-%m-%d').strftime('%m/%d/%Y') 40 | converted = datetime.datetime.strptime(date,"%Y-%m-%d").strftime("%Y-%m-%d") 41 | dateList.append([converted]) 42 | return dateList 43 | 44 | def getEarnings(ticker, header=True): 45 | ticker = ticker 46 | dateList = getDateList(ticker) 47 | df = pd.DataFrame(dateList) 48 | df = df.iloc[1:] 49 | return df 50 | 51 | def give_df(symbol): 52 | x = symbol 53 | def get_er(x): 54 | df_target = getEarnings(x) 55 | df_target["Date"] = df_target[0] 56 | df_target = df_target.drop(0, axis = 1) 57 | df_target["Date"] = pd.to_datetime(df_target["Date"], format = "%Y-%m-%d") 58 | df_target["Event"] = "Earnings" 59 | df_er = df_target 60 | return df_er 61 | 62 | def fetch_history(x): 63 | target_tickers = [] 64 | target_tickers.append(x) 65 | fetch = yf.download(tickers = target_tickers, 66 | period = "5y", 67 | interval = "1d", 68 | group_by = "ticker", 69 | auto_adjust = False, 70 | prepost = True, 71 | treads = True, 72 | proxy = None) 73 | 74 | df666 = pd.DataFrame(data=fetch, index=None).reset_index(drop=False) 75 | return df666 76 | 77 | df1 = fetch_history(symbol) 78 | df1["Date"] = pd.to_datetime(df1["Date"], format = "%Y-%m-%d") 79 | df1["Earnings"] = df1["Date"] 80 | df_hist = df1 81 | df_er = get_er(x) 82 | df_merged = df_hist.merge(df_er, on = "Date", how = "left") 83 | #df_merged.to_csv("Merged Test.csv") 84 | return df_merged 85 | 86 | def get_er_dates(symbol): 87 | dfq = give_df(symbol) 88 | dfq["Binary_E"] = np.where(dfq['Event'] == "Earnings", 1, 0) 89 | #dfq["Binary_-1"] = np.where(dfq["Binary_E"].shift(-1) == 1, 1, 0) 90 | dfq["Pre-Market Change"] = dfq["Open"] - dfq["Close"].shift(+1) 91 | dfq["Intraday Change"] = dfq["Close"] - dfq["Open"] 92 | dfq["Pre-Market D+"] = np.where(dfq['Pre-Market Change']>0, 1, 0) 93 | dfq["Intraday D+"] = np.where(dfq['Intraday Change']>0, 1, 0) 94 | dfq["Pre-Market D-"] = np.where(dfq['Pre-Market Change']<0, 1, 0) 95 | dfq["Intraday D-"] = np.where(dfq['Intraday Change']<0, 1, 0) 96 | dfq["PreM and Intra +"] = np.where(dfq['Pre-Market D+'] + 97 | dfq["Intraday D+"] > 1, 1, 0) 98 | dfq["PreM+ and Intra -"] = np.where(dfq['Pre-Market D+'] + 99 | dfq["Intraday D-"] > 1, 1, 0) 100 | dfw = dfq.dropna() 101 | return dfw 102 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # Backtesting Pre-Market Price Action 2 | This allows you to determine whether certain stocks of the S&P500 exchibit an indicative price-action or not, and examines how the same stocks move during earnings report periods. 3 | 4 | A considerable amount of stock market price action is attributable to the extended-hours trading sessions. While most people think of the regular trading hours (9:30 - 16:00) when they think of trading, pre-market and after-hours trading is extremely important, especially given the accesibility of ECNs with brokers nowadays. Often when investors start examining the pre-market with more attention they start asking themselves things like "if this stock is going up now in pre-market, should I buy it ? Will it keep going up through the day (intraday) ?", and it's something I wanted to determine as well. 5 | 6 | The code I provide may not be entirely Pythonic, however it is a means to an end in determining the answer to a series of extended trading hours questions that I, my colleagues, and many others have had and will continue to have. 7 | 8 | ## The Sessions 9 | 10 | Before diving in, I want to explain how I view premarket and afterhours. 11 | ![Visualisation of premarket and after-hours sessions](https://i.imgur.com/tj5vXK4.png) 12 | 13 | This is how a trading day looks like. Pre-market trading begins at 4:00 and lasts until 9:30, then the market opens to all participants (this session is referred to as the intraday), and when it closes at 16:00 the after-hours session begins, lasting until 20:00. At 20:00 all markets close, and there is no trading until 4:00 the next day. 14 | 15 | This leaves you with two ways of thinking about these unorthodox trading sessions. 16 | a) You can think of the main trading session surrounded by two extended sessions, the pre and post (after). Which means you examine price-action seperately by three sessions. 17 | 18 | or 19 | 20 | b) You can think of the extended trading hours sessions as one large pre-market. 21 | 22 | I choose the latter, because I believe it is more in-line with principles of the post-announcement drift, and on practical level it's what has always made more sense to me. 23 | 24 | In examining the "pre-market" session, I refer to the price action that occurs **between the close and the next day's open**. This means we consider the price action from when the market closes at 16:00 until it opens the next day at 9:30. This works because institutional sentiment carries over night, and this is the period in which all reporting is done. 25 | 26 | ## The Code 27 | 28 | The code is broken apart into three .py modules. 29 | **tests_main.py**: contains the consolidated functions for executing the tests. 30 | **EOD_parser.py**: contains the functions associated with fetching historical price data. 31 | **earnings_parser.py**: contains functions that scrape the SEC EDGAR database for earnings dates. 32 | 33 | In addition there are two CSV files that contain lists of stock symbols. 34 | 35 | Finally, **master_premarket_tests** is a Jupyter Notebook containing all of the tests in a nice and presentable way. 36 | From the notebook you can explore the data, output the dataframes in whatever format you need, and change the sampled stocks. 37 | 38 | Tests: 39 | 40 | Function | Application 41 | ------------ | ------------- 42 | test_sample_contribution(symbol) | Here we determine how much of total close-to-close price action is attributable to the pre-market. 43 | test_sample_long(symbol) | Now we test whether a stock that increases during pre-market keeps increasing during intraday. 44 | test_sample_indication(symbol) | This is a test of the overall persistence. Is pre-market action indicative of what occurs during the intraday. 45 | test_sample_earnings(symbol) | Finally, this function runs a series of similar tests, but only for the period directly following an earnings announcement. 46 | 47 | 48 | ## Dependencies 49 | 50 | While this code isn't so robust, there are a lot of different moving parts. 51 | - Numpy 52 | - Pandas 53 | - YFinance 54 | - BeautifulSoup 55 | - RegEx 56 | 57 | ## Feedback 58 | 59 | If you have any feedback, I would love to improve this repository, shoot me an email: ivan.s@eastmillcapital.com 60 | This was originally created as part of an investigation intp pre-market price action while working at Morpher. 61 | If you're interested in a blockchain trading platform that supports 24/7 trading (not just pre-market), and no fees or commisions, definitely check out [Morpher](https://morpher.com). 62 | -------------------------------------------------------------------------------- /EOD_parser.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf-8 -*- 2 | """ 3 | Created on Tue Nov 19 4 | 5 | @author: Ivan Struk 6 | 7 | """ 8 | 9 | import yfinance as yf 10 | import pandas as pd 11 | import numpy as np 12 | 13 | from pandas.plotting import register_matplotlib_converters 14 | register_matplotlib_converters() 15 | 16 | 17 | """ Markets 18 | """ 19 | 20 | def spy(): 21 | spy_1 = pd.read_csv("d_SP500.csv", encoding = "utf-8", usecols= ["Symbol"]) 22 | spy_list = spy_1["Symbol"] 23 | real_spy_list = list(spy_list) 24 | spy = real_spy_list 25 | return spy 26 | 27 | def qqq(): 28 | qqq_1 = pd.read_csv("d_Nasdaq100.csv") 29 | qqq_list = qqq_1["Ticker"] 30 | real_qqq_list = list(qqq_list) 31 | qqq = real_qqq_list 32 | return qqq 33 | 34 | 35 | """ These are the history modules. They pull data from Yahoo Finance 36 | and also handle most of the calculations. 37 | """ 38 | 39 | def get_hist(symbol): 40 | target_tickers = [] 41 | target_tickers.append(symbol) 42 | fetch = yf.download(tickers = target_tickers, 43 | period = "5y", 44 | interval = "1d", 45 | group_by = "ticker", 46 | auto_adjust = False, 47 | prepost = True, 48 | treads = True, 49 | proxy = None) 50 | df = pd.DataFrame(data=fetch, index=None).reset_index(drop=False) 51 | df["Pre-Market Change"] = df["Open"] - df["Close"].shift(+1) 52 | df["Intraday Change"] = df["Close"] - df["Open"] 53 | df["Total Daily Change"] = df["Intraday Change"] + df["Pre-Market Change"] 54 | df["Pre-Market R%"] = round(((df["Pre-Market Change"] / df["Close"].shift(+1))*100),2) 55 | df["Intraday R%"] = round(((df["Intraday Change"] / df["Open"])*100),2) 56 | df["Total Daily R%"] = round((df["Pre-Market R%"] + df["Intraday R%"]),2) 57 | df["PM Price Action Share"] = round(df["Pre-Market R%"]/df["Total Daily R%"],2) 58 | df["% Daily Change Att PreM"] = df["Pre-Market Change"] / df["Total Daily Change"] 59 | df["ABS PM Chn"] = df["Pre-Market Change"].abs() 60 | df["ABS ID Chn"] = df["Intraday Change"].abs() 61 | df["ABS ID + PM"] = df["ABS ID Chn"] + df["ABS PM Chn"] 62 | df["ABS PM CHN / ABS ID + PM"] = round((df["ABS PM Chn"] / df["ABS ID + PM"]),2) 63 | df["Intraday HL Range"] = df["High"] - df["Low"] 64 | df1 = df.iloc[1:] 65 | return df1 66 | 67 | def get_hist2(symbol): 68 | target_tickers = [] 69 | target_tickers.append(symbol) 70 | fetch = yf.download(tickers = target_tickers, 71 | period = "5y", 72 | interval = "1d", 73 | group_by = "ticker", 74 | auto_adjust = False, 75 | prepost = True, 76 | treads = True, 77 | proxy = None) 78 | df = pd.DataFrame(data=fetch, index=None).reset_index(drop=False) 79 | df["Pre-Market Change"] = df["Open"] - df["Close"].shift(+1) 80 | df["Intraday Change"] = df["Close"] - df["Open"] 81 | df["Premarket D"] = np.where(df['Pre-Market Change']>0, "Up", "Down") 82 | df["Intraday D"] = np.where(df['Intraday Change']>0, "Up", "Down") 83 | df["H: Both True"] = np.where(df['Intraday D'] == df["Premarket D"], 1, 0) 84 | df2 = df.iloc[1:] 85 | return df2 86 | 87 | 88 | def hunt_hist(symbol): 89 | target_tickers = [] 90 | target_tickers.append(symbol) 91 | fetch = yf.download(tickers = target_tickers, 92 | period = "5y", 93 | interval = "1d", 94 | group_by = "ticker", 95 | auto_adjust = False, 96 | prepost = True, 97 | treads = True, 98 | proxy = None) 99 | df = pd.DataFrame(data=fetch, index=None).reset_index(drop=False) 100 | df["Pre-Market Change"] = df["Open"] - df["Close"].shift(+1) 101 | df["Intraday Change"] = df["Close"] - df["Open"] 102 | df["Premarket D"] = np.where(df['Pre-Market Change']>0, 2, 1) 103 | df["Intraday D"] = np.where(df['Intraday Change']>0, 2, 1) 104 | df["H: Both True"] = df["Intraday D"] + df["Premarket D"] 105 | df["H1: Increasing"] = np.where(df["H: Both True"] == 4, 1, 0) 106 | df["H2: Decreasing"] = np.where(df["H: Both True"] == 2, 1, 0) 107 | df["H: Both True"] = df["Intraday D"] + df["Premarket D"] 108 | df["H1: Increasing"] = np.where(df["H: Both True"] == 4, 1, 0) 109 | df["H2: Decreasing"] = np.where(df["H: Both True"] == 2, 1, 0) 110 | df["Pre-Market D+"] = np.where(df['Pre-Market Change']>0, 1, 0) 111 | df["Intraday D+"] = np.where(df['Intraday Change']>0, 1, 0) 112 | df["Pre-Market D-"] = np.where(df['Pre-Market Change']<0, 1, 0) 113 | df["Intraday D-"] = np.where(df['Intraday Change']<0, 1, 0) 114 | df["Temp Calc"] = df["Pre-Market D+"]+df["Intraday D+"] 115 | df["Temp Calc1"] = np.where(df['Temp Calc']>1, 1, 0) 116 | 117 | df3 = df.iloc[1:] 118 | return df3 119 | 120 | -------------------------------------------------------------------------------- /tests_main.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf-8 -*- 2 | """ 3 | Created on Tue Nov 19 4 | 5 | @author: Ivan Struk 6 | 7 | """ 8 | 9 | from earnings_parser import get_er_dates 10 | from EOD_parser import hunt_hist 11 | from EOD_parser import get_hist 12 | from EOD_parser import get_hist2 13 | import pandas as pd 14 | 15 | 16 | 17 | def test_sample_earnings(symbol): 18 | stocks = symbol 19 | stockz = [] 20 | re1 = [] 21 | re2 = [] 22 | re3 = [] 23 | 24 | for i in stocks: 25 | try: 26 | print("Getting historical results for {}".format(i)) 27 | dfw = pd.DataFrame(get_er_dates(i)) 28 | name = i 29 | length_ = sum(dfw["Binary_E"]) 30 | if length_ == 0: 31 | print("Skipping - No Data") 32 | pass 33 | else: 34 | result1 = round(((sum(dfw["PreM and Intra +"])/length_)*1),4) 35 | zero_denom_test = sum(dfw["Pre-Market D+"]) 36 | if zero_denom_test == 0: 37 | result2 = 0 38 | continue 39 | else: 40 | result2 = round(((sum(dfw["PreM and Intra +"])/sum(dfw["Pre-Market D+"]))*1),4) 41 | result3 = round(((sum(dfw["PreM+ and Intra -"])/sum(dfw["Pre-Market D+"]))*1),4) 42 | stockz.append(name) 43 | re1.append(result1) 44 | re2.append(result2) 45 | re3.append(result3) 46 | except KeyError: 47 | print("{} is not registered in SEC EDGAR or does not exist".format(i)) 48 | pass 49 | 50 | stock_parser = { 51 | "Symbol" : [] 52 | } 53 | 54 | results_df = pd.DataFrame(stock_parser) 55 | results_df["Symbol"] = stockz 56 | results_df["- increases in both premarket and intraday x% of the time."] = re1 57 | results_df["- if increasing in premarket has a x% chance of increasing in intraday."] = re2 58 | results_df["- if increasing in premarket has a x% change of falling in intraday."] = re3 59 | return results_df 60 | 61 | 62 | def test_sample_contribution(symbol): 63 | stocks = symbol 64 | stock_names = [] 65 | premarket_att = [] 66 | 67 | print("Crunching numbers ... (this may take a while)") 68 | for i in stocks: 69 | df_sub = pd.DataFrame(get_hist(i)) 70 | df = df_sub.fillna(value=0) 71 | result = sum(df["ABS PM CHN / ABS ID + PM"])/len(df["ABS PM CHN / ABS ID + PM"]) 72 | name = i 73 | print(name, result) 74 | stock_names.append(name) 75 | premarket_att.append(result) 76 | 77 | stock_parser = { 78 | "Symbol" : [], 79 | "Result" : [] 80 | } 81 | results_df = pd.DataFrame(stock_parser) 82 | results_df["Symbol"] = stock_names 83 | results_df["Result"] = premarket_att 84 | average_premarket_weight = sum(results_df["Result"])/len(results_df["Result"]) 85 | print("On average premarket trading contributes to ", 86 | (round(average_premarket_weight,4)*100), 87 | "% of daily price action within the selected sample.") 88 | print(" ") 89 | 90 | return results_df 91 | 92 | def test_sample_indication(symbol): 93 | stock_names = [] 94 | results = [] 95 | stocks = symbol 96 | print("This may take a while if you have defined a large number of stocks") 97 | 98 | for i in stocks: 99 | df = pd.DataFrame(get_hist2(i)) 100 | #df = df_sub.fillna(value=0) 101 | result = round((sum(df["H: Both True"]))/(len(list(df["H: Both True"]))),4) 102 | name = i 103 | print(name, result) 104 | stock_names.append(name) 105 | results.append(result) 106 | 107 | stock_parser = { 108 | "Symbol" : [], 109 | "Result" : [] 110 | } 111 | results_df = pd.DataFrame(stock_parser) 112 | results_df["Symbol"] = stock_names 113 | results_df["Result"] = results 114 | final_result = sum(results_df["Result"])/len(results_df["Result"]) 115 | print("A stock increasing or decreasing in value during premarket has a ", 116 | (round(final_result,4)*100), 117 | "% probability of maintaining price action in the same direction.") 118 | return results_df 119 | 120 | 121 | def test_sample_long(symbol): 122 | stocks = symbol 123 | stock_names = [] 124 | results = [] 125 | 126 | print("This may take a while if you have defined a large number of stocks.") 127 | 128 | for i in stocks: 129 | df = pd.DataFrame(hunt_hist(i)) 130 | #df = df_sub.fillna(value=0) 131 | result = round((sum(df["Temp Calc1"]))/(sum(df["Pre-Market D+"])),4) 132 | name = i 133 | print(name, result) 134 | stock_names.append(name) 135 | results.append(result) 136 | 137 | stock_parser = { 138 | "Symbol" : [], 139 | "Result" : [] 140 | } 141 | results_df = pd.DataFrame(stock_parser) 142 | results_df["Symbol"] = stock_names 143 | results_df["Result"] = results 144 | print("Result:") 145 | 146 | final_result = sum(results_df["Result"])/len(results_df["Result"]) 147 | print("On average for the provided sample, " 148 | "a stock increasing in value during premarket has a ", 149 | (round(final_result,4)*100), 150 | "% probability of further increasing in intraday.") 151 | 152 | return results_df 153 | 154 | 155 | -------------------------------------------------------------------------------- /master_premarket_tests.ipynb: -------------------------------------------------------------------------------- 1 | { 2 | "cells": [ 3 | { 4 | "cell_type": "code", 5 | "execution_count": 1, 6 | "metadata": {}, 7 | "outputs": [], 8 | "source": [ 9 | "import pandas as pd\n", 10 | "from EOD_parser import qqq, spy\n", 11 | "from tests_main import test_sample_earnings, test_sample_contribution, test_sample_indication, test_sample_long" 12 | ] 13 | }, 14 | { 15 | "cell_type": "markdown", 16 | "metadata": {}, 17 | "source": [ 18 | "First we need to define our sample of stocks. Each test can be run for all of the S&P 500 and Nasdaq 100 constituents, however it will take significantly more time than running for individual securities. This lists are taken from a two CSV files located in the home directory. To run the tests on a single stock, or different stocks, define the stocks as elements of a list by using their ticker. " 19 | ] 20 | }, 21 | { 22 | "cell_type": "code", 23 | "execution_count": 8, 24 | "metadata": {}, 25 | "outputs": [], 26 | "source": [ 27 | "stocks = qqq() + spy()\n", 28 | "stocks = [\"AAPL\", \"TSLA\", \"AMZN\"]" 29 | ] 30 | }, 31 | { 32 | "cell_type": "markdown", 33 | "metadata": {}, 34 | "source": [ 35 | "#### How much does pre-market and after-hours price action contribute to the total daily (DTD) return ? " 36 | ] 37 | }, 38 | { 39 | "cell_type": "code", 40 | "execution_count": 9, 41 | "metadata": {}, 42 | "outputs": [ 43 | { 44 | "name": "stdout", 45 | "output_type": "stream", 46 | "text": [ 47 | "Crunching numbers ... (this may take a while)\n", 48 | "AAPL 0.41954617834394853\n", 49 | "TSLA 0.38368630573248375\n", 50 | "AMZN 0.41084394904458604\n", 51 | "Result:\n", 52 | "On average premarket trading contributes to nan % of daily price action within the selected sample.\n", 53 | " \n" 54 | ] 55 | }, 56 | { 57 | "data": { 58 | "text/html": [ 59 | "
\n", 60 | "\n", 73 | "\n", 74 | " \n", 75 | " \n", 76 | " \n", 77 | " \n", 78 | " \n", 79 | " \n", 80 | " \n", 81 | " \n", 82 | " \n", 83 | " \n", 84 | " \n", 85 | " \n", 86 | " \n", 87 | " \n", 88 | " \n", 89 | " \n", 90 | " \n", 91 | " \n", 92 | " \n", 93 | " \n", 94 | " \n", 95 | " \n", 96 | " \n", 97 | " \n", 98 | "
SymbolResult
0AAPLNaN
1TSLANaN
2AMZNNaN
\n", 99 | "
" 100 | ], 101 | "text/plain": [ 102 | " Symbol Result\n", 103 | "0 AAPL NaN\n", 104 | "1 TSLA NaN\n", 105 | "2 AMZN NaN" 106 | ] 107 | }, 108 | "execution_count": 9, 109 | "metadata": {}, 110 | "output_type": "execute_result" 111 | } 112 | ], 113 | "source": [ 114 | "test_sample_contribution(stocks)" 115 | ] 116 | }, 117 | { 118 | "cell_type": "markdown", 119 | "metadata": {}, 120 | "source": [ 121 | "#### What is the probability that a stock that is increasing in value during pre-market will continue to increase throughout the intraday ? " 122 | ] 123 | }, 124 | { 125 | "cell_type": "code", 126 | "execution_count": 4, 127 | "metadata": {}, 128 | "outputs": [ 129 | { 130 | "name": "stdout", 131 | "output_type": "stream", 132 | "text": [ 133 | "This may take a while if you have defined a large number of stocks.\n", 134 | "AAPL 0.5124\n", 135 | "TSLA 0.4617\n", 136 | "AMZN 0.4959\n", 137 | "Result:\n", 138 | "On average for the provided sample, a stock increasing in value during premarket has a 49.0 % probability of further increasing in intraday.\n" 139 | ] 140 | }, 141 | { 142 | "data": { 143 | "text/html": [ 144 | "
\n", 145 | "\n", 158 | "\n", 159 | " \n", 160 | " \n", 161 | " \n", 162 | " \n", 163 | " \n", 164 | " \n", 165 | " \n", 166 | " \n", 167 | " \n", 168 | " \n", 169 | " \n", 170 | " \n", 171 | " \n", 172 | " \n", 173 | " \n", 174 | " \n", 175 | " \n", 176 | " \n", 177 | " \n", 178 | " \n", 179 | " \n", 180 | " \n", 181 | " \n", 182 | " \n", 183 | "
SymbolResult
0AAPL0.5124
1TSLA0.4617
2AMZN0.4959
\n", 184 | "
" 185 | ], 186 | "text/plain": [ 187 | " Symbol Result\n", 188 | "0 AAPL 0.5124\n", 189 | "1 TSLA 0.4617\n", 190 | "2 AMZN 0.4959" 191 | ] 192 | }, 193 | "execution_count": 4, 194 | "metadata": {}, 195 | "output_type": "execute_result" 196 | } 197 | ], 198 | "source": [ 199 | "test_sample_long(stocks)" 200 | ] 201 | }, 202 | { 203 | "cell_type": "markdown", 204 | "metadata": {}, 205 | "source": [ 206 | "#### What is the probability that a stock maintains it's pre-market price-action vector throughout the intraday ?" 207 | ] 208 | }, 209 | { 210 | "cell_type": "code", 211 | "execution_count": 5, 212 | "metadata": {}, 213 | "outputs": [ 214 | { 215 | "name": "stdout", 216 | "output_type": "stream", 217 | "text": [ 218 | "This may take a while if you have defined a large number of stocks\n", 219 | "AAPL 0.4873\n", 220 | "TSLA 0.4554\n", 221 | "AMZN 0.4984\n", 222 | "Result:\n", 223 | "A stock increasing or decreasing in value during premarket has a 48.04 % probability of maintaining price action in the same direction.\n" 224 | ] 225 | }, 226 | { 227 | "data": { 228 | "text/html": [ 229 | "
\n", 230 | "\n", 243 | "\n", 244 | " \n", 245 | " \n", 246 | " \n", 247 | " \n", 248 | " \n", 249 | " \n", 250 | " \n", 251 | " \n", 252 | " \n", 253 | " \n", 254 | " \n", 255 | " \n", 256 | " \n", 257 | " \n", 258 | " \n", 259 | " \n", 260 | " \n", 261 | " \n", 262 | " \n", 263 | " \n", 264 | " \n", 265 | " \n", 266 | " \n", 267 | " \n", 268 | "
SymbolResult
0AAPL0.4873
1TSLA0.4554
2AMZN0.4984
\n", 269 | "
" 270 | ], 271 | "text/plain": [ 272 | " Symbol Result\n", 273 | "0 AAPL 0.4873\n", 274 | "1 TSLA 0.4554\n", 275 | "2 AMZN 0.4984" 276 | ] 277 | }, 278 | "execution_count": 5, 279 | "metadata": {}, 280 | "output_type": "execute_result" 281 | } 282 | ], 283 | "source": [ 284 | "test_sample_indication(stocks)" 285 | ] 286 | }, 287 | { 288 | "cell_type": "markdown", 289 | "metadata": {}, 290 | "source": [ 291 | "#### Post Earnings Announcement Price Action Drift Analysis: " 292 | ] 293 | }, 294 | { 295 | "cell_type": "markdown", 296 | "metadata": {}, 297 | "source": [ 298 | "The following test is different in that it considers the average price-action in the pre-market session following an earnings announcement. The timeseries sampling period is 5 years, and it will match as many reporting days as possible for this period from the SEC EDGAR database." 299 | ] 300 | }, 301 | { 302 | "cell_type": "code", 303 | "execution_count": 6, 304 | "metadata": {}, 305 | "outputs": [ 306 | { 307 | "name": "stdout", 308 | "output_type": "stream", 309 | "text": [ 310 | "Getting historical results for AAPL\n", 311 | "Getting historical results for TSLA\n", 312 | "Getting historical results for AMZN\n", 313 | "Parsing results dataframe...\n" 314 | ] 315 | }, 316 | { 317 | "data": { 318 | "text/html": [ 319 | "
\n", 320 | "\n", 333 | "\n", 334 | " \n", 335 | " \n", 336 | " \n", 337 | " \n", 338 | " \n", 339 | " \n", 340 | " \n", 341 | " \n", 342 | " \n", 343 | " \n", 344 | " \n", 345 | " \n", 346 | " \n", 347 | " \n", 348 | " \n", 349 | " \n", 350 | " \n", 351 | " \n", 352 | " \n", 353 | " \n", 354 | " \n", 355 | " \n", 356 | " \n", 357 | " \n", 358 | " \n", 359 | " \n", 360 | " \n", 361 | " \n", 362 | " \n", 363 | " \n", 364 | " \n", 365 | " \n", 366 | "
Symbol- increases in both premarket and intraday x% of the time.- if increasing in premarket has a x% chance of increasing in intraday.- if increasing in premarket has a x% change of falling in intraday.
0AAPL0.350.53850.4615
1TSLA0.300.85710.1429
2AMZN0.250.38460.6154
\n", 367 | "
" 368 | ], 369 | "text/plain": [ 370 | " Symbol - increases in both premarket and intraday x% of the time. \\\n", 371 | "0 AAPL 0.35 \n", 372 | "1 TSLA 0.30 \n", 373 | "2 AMZN 0.25 \n", 374 | "\n", 375 | " - if increasing in premarket has a x% chance of increasing in intraday. \\\n", 376 | "0 0.5385 \n", 377 | "1 0.8571 \n", 378 | "2 0.3846 \n", 379 | "\n", 380 | " - if increasing in premarket has a x% change of falling in intraday. \n", 381 | "0 0.4615 \n", 382 | "1 0.1429 \n", 383 | "2 0.6154 " 384 | ] 385 | }, 386 | "execution_count": 6, 387 | "metadata": {}, 388 | "output_type": "execute_result" 389 | } 390 | ], 391 | "source": [ 392 | "test_sample_earnings(stocks)" 393 | ] 394 | }, 395 | { 396 | "cell_type": "code", 397 | "execution_count": null, 398 | "metadata": {}, 399 | "outputs": [], 400 | "source": [] 401 | } 402 | ], 403 | "metadata": { 404 | "kernelspec": { 405 | "display_name": "Python 3", 406 | "language": "python", 407 | "name": "python3" 408 | }, 409 | "language_info": { 410 | "codemirror_mode": { 411 | "name": "ipython", 412 | "version": 3 413 | }, 414 | "file_extension": ".py", 415 | "mimetype": "text/x-python", 416 | "name": "python", 417 | "nbconvert_exporter": "python", 418 | "pygments_lexer": "ipython3", 419 | "version": "3.7.3" 420 | } 421 | }, 422 | "nbformat": 4, 423 | "nbformat_minor": 2 424 | } 425 | -------------------------------------------------------------------------------- /d_SP500.csv: -------------------------------------------------------------------------------- 1 | Symbol,Security,SEC filings,GICS Sector,GICS Sub Industry,Headquarters Location,Date first added,CIK,Founded 2 | A,Agilent Technologies Inc,reports,Health Care,Health Care Equipment,"Santa Clara, California",05/06/2000,1090872,1999 3 | AAL,American Airlines Group,reports,Industrials,Airlines,"Fort Worth, Texas",23/03/2015,6201,1934 4 | AAP,Advance Auto Parts,reports,Consumer Discretionary,Automotive Retail,"Raleigh, North Carolina",09/07/2015,1158449,1932 5 | AAPL,Apple Inc.,reports,Information Technology,"Technology Hardware, Storage & Peripherals","Cupertino, California",30/11/1982,320193,1977 6 | ABBV,AbbVie Inc.,reports,Health Care,Pharmaceuticals,"North Chicago, Illinois",31/12/2012,1551152,2013 (1888) 7 | ABC,AmerisourceBergen Corp,reports,Health Care,Health Care Distributors,"Chesterbrook, Pennsylvania",30/08/2001,1140859,1985 8 | ABMD,ABIOMED Inc,reports,Health Care,Health Care Equipment,"Danvers, Massachusetts",31/05/2018,815094,1981 9 | ABT,Abbott Laboratories,reports,Health Care,Health Care Equipment,"North Chicago, Illinois",31/03/1964,1800,1888 10 | ACN,Accenture plc,reports,Information Technology,IT Consulting & Other Services,"Dublin, Ireland",06/07/2011,1467373,1989 11 | ADBE,Adobe Systems Inc,reports,Information Technology,Application Software,"San Jose, California",05/05/1997,796343,1982 12 | ADI,"Analog Devices, Inc.",reports,Information Technology,Semiconductors,"Norwood, Massachusetts",12/10/1999,6281,1965 13 | ADM,Archer-Daniels-Midland Co,reports,Consumer Staples,Agricultural Products,"Chicago, Illinois",29/07/1981,7084,1902 14 | ADP,Automatic Data Processing,reports,Information Technology,Internet Services & Infrastructure,"Roseland, New Jersey",31/03/1981,8670, 15 | ADS,Alliance Data Systems,reports,Information Technology,Data Processing & Outsourced Services,"Plano, Texas",23/12/2013,1101215,1996 16 | ADSK,Autodesk Inc.,reports,Information Technology,Application Software,"San Rafael, California",01/12/1989,769397, 17 | AEE,Ameren Corp,reports,Utilities,Multi-Utilities,"St. Louis, Missouri",19/09/1991,1002910,1902 18 | AEP,American Electric Power,reports,Utilities,Electric Utilities,"Columbus, Ohio",,4904,1906 19 | AES,AES Corp,reports,Utilities,Independent Power Producers & Energy Traders,"Arlington, Virginia",02/10/1998,874761,1981 20 | AFL,AFLAC Inc,reports,Financials,Life & Health Insurance,"Columbus, Georgia",28/05/1999,4977,1955 21 | AGN,"Allergan, Plc",reports,Health Care,Pharmaceuticals,"Dublin, Ireland",12/04/1999,1578845,1983 22 | AIG,American International Group,reports,Financials,Property & Casualty Insurance,"New York, New York",31/03/1980,5272,1919 23 | AIV,Apartment Investment & Management,reports,Real Estate,Residential REITs,"Denver, Colorado",14/03/2003,922864,1994 (1975) 24 | AIZ,Assurant,reports,Financials,Multi-line Insurance,"New York, New York",10/04/2007,1267238, 25 | AJG,Arthur J. Gallagher & Co.,reports,Financials,Insurance Brokers,"Itasca, Illinois",31/05/2016,354190, 26 | AKAM,Akamai Technologies Inc,reports,Information Technology,Internet Services & Infrastructure,"Cambridge, Massachusetts",12/07/2007,1086222,1998 27 | ALB,Albemarle Corp,reports,Materials,Specialty Chemicals,"Charlotte, North Carolina",01/07/2016,915913,1994 28 | ALGN,Align Technology,reports,Health Care,Health Care Supplies,"San Jose, California",19/06/2017,1097149,1997 29 | ALK,Alaska Air Group Inc,reports,Industrials,Airlines,"Seattle, Washington",13/05/2016,766421,1985 30 | ALL,Allstate Corp,reports,Financials,Property & Casualty Insurance,"Northfield Township, Illinois",13/07/1995,899051,1931 31 | ALLE,Allegion,reports,Industrials,Building Products,"Dublin, Ireland",02/12/2013,1579241,1908 32 | ALXN,Alexion Pharmaceuticals,reports,Health Care,Biotechnology,"Boston, Massachusetts",25/05/2012,899866,1992 33 | AMAT,Applied Materials Inc.,reports,Information Technology,Semiconductor Equipment,"Santa Clara, California",16/03/1995,6951,1967 34 | AMCR,Amcor plc,reports,Materials,Paper Packaging,"Warmley, Bristol, United Kingdom",07/06/2019,1748790, 35 | AMD,Advanced Micro Devices Inc,reports,Information Technology,Semiconductors,"Sunnyvale, California",20/03/2017,2488,1969 36 | AME,AMETEK Inc.,reports,Industrials,Electrical Components & Equipment,"Berwyn, Pennsylvania",23/09/2013,1037868,1930 37 | AMG,Affiliated Managers Group Inc,reports,Financials,Asset Management & Custody Banks,"West Palm Beach, Florida",01/07/2014,1004434,1993 38 | AMGN,Amgen Inc.,reports,Health Care,Biotechnology,"Thousand Oaks, California",02/01/1992,318154,1980 39 | AMP,Ameriprise Financial,reports,Financials,Asset Management & Custody Banks,"Minneapolis, Minnesota",03/10/2005,820027,1894 40 | AMT,American Tower Corp.,reports,Real Estate,Specialized REITs,"Boston, Massachusetts",19/11/2007,1053507,1995 41 | AMZN,Amazon.com Inc.,reports,Consumer Discretionary,Internet & Direct Marketing Retail,"Seattle, Washington",18/11/2005,1018724,1994 42 | ANET,Arista Networks,reports,Information Technology,Communications Equipment,"Santa Clara, California",28/08/2018,1596532,2004 43 | ANSS,ANSYS,reports,Information Technology,Application Software,"Canonsburg, Pennsylvania",19/06/2017,1013462,1969 44 | ANTM,Anthem,reports,Health Care,Managed Health Care,"Indianapolis, Indiana",25/07/2002,1156039,2014 (1940s) 45 | AON,Aon plc,reports,Financials,Insurance Brokers,"London, United Kingdom",23/04/1996,315293,1982 (1919) 46 | AOS,A.O. Smith Corp,reports,Industrials,Building Products,"Milwaukee, Wisconsin",26/07/2017,91142,1916 47 | APA,Apache Corporation,reports,Energy,Oil & Gas Exploration & Production,"Houston, Texas",28/07/1997,6769,1954 48 | APD,Air Products & Chemicals Inc,reports,Materials,Industrial Gases,"Allentown, Pennsylvania",30/04/1985,2969,1940 49 | APH,Amphenol Corp,reports,Information Technology,Electronic Components,"Wallingford, Connecticut",30/09/2008,820313,1932 50 | APTV,Aptiv Plc,reports,Consumer Discretionary,Auto Parts & Equipment,"Gillingham, Kent, United Kingdom",24/12/2012,1521332,1994 51 | ARE,Alexandria Real Estate Equities,reports,Real Estate,Office REITs,"Pasadena, California",20/03/2017,1035443,1994 52 | ARNC,Arconic Inc.,reports,Industrials,Aerospace & Defense,"New York, New York",31/03/1964,4281,2016 53 | ATO,Atmos Energy Corp,reports,Utilities,Gas Utilities,"Dallas, Texas",15/02/2019,731802,1906 54 | ATVI,Activision Blizzard,reports,Communication Services,Interactive Home Entertainment,"Santa Monica, California",31/08/2015,718877,2008 55 | AVB,"AvalonBay Communities, Inc.",reports,Real Estate,Residential REITs,"Arlington, Virginia[3]",10/01/2007,915912, 56 | AVGO,Broadcom Inc.,reports,Information Technology,Semiconductors,"San Jose, California",08/05/2014,1730168, 57 | AVY,Avery Dennison Corp,reports,Materials,Paper Packaging,"Glendale, California",31/12/1987,8818, 58 | AWK,American Water Works Company Inc,reports,Utilities,Water Utilities,"Voorhees, New Jersey",04/03/2016,1410636,1886 59 | AXP,American Express Co,reports,Financials,Consumer Finance,"New York, New York",30/06/1976,4962,1850 60 | AZO,AutoZone Inc,reports,Consumer Discretionary,Specialty Stores,"Memphis, Tennessee",02/01/1997,866787, 61 | BA,Boeing Company,reports,Industrials,Aerospace & Defense,"Chicago, Illinois",,12927,1916 62 | BAC,Bank of America Corp,reports,Financials,Diversified Banks,"Charlotte, North Carolina",30/06/1976,70858, 63 | BAX,Baxter International Inc.,reports,Health Care,Health Care Equipment,"Deerfield, Illinois",30/09/1972,10456,1931 64 | BBT,BB&T Corporation,reports,Financials,Regional Banks,"Winston-Salem, North Carolina",04/12/1997,92230, 65 | BBY,Best Buy Co. Inc.,reports,Consumer Discretionary,Computer & Electronics Retail,"Richfield, Minnesota",29/06/1999,764478, 66 | BDX,Becton Dickinson,reports,Health Care,Health Care Equipment,"Franklin Lakes, New Jersey",30/09/1972,10795,1897 67 | BEN,Franklin Resources,reports,Financials,Asset Management & Custody Banks,"San Mateo, California",,38777,1947 68 | BHGE,"Baker Hughes, a GE Company",reports,Energy,Oil & Gas Equipment & Services,"Houston, Texas",,1701605,2017 69 | BIIB,Biogen Inc.,reports,Health Care,Biotechnology,"Cambridge, Massachusetts",13/11/2003,875045, 70 | BK,The Bank of New York Mellon Corp.,reports,Financials,Asset Management & Custody Banks,"New York, New York",31/03/1995,1390777, 71 | BKNG,Booking Holdings Inc,reports,Consumer Discretionary,Internet & Direct Marketing Retail,"Norwalk, Connecticut",06/11/2009,1075531, 72 | BLK,BlackRock,reports,Financials,Asset Management & Custody Banks,"New York, New York",04/04/2011,1364742, 73 | BLL,Ball Corp,reports,Materials,Metal & Glass Containers,"Broomfield, Colorado",31/10/1984,9389, 74 | BMY,Bristol-Myers Squibb,reports,Health Care,Health Care Distributors,"New York, New York",,14272,1989 75 | BR,Broadridge Financial Solutions,reports,Information Technology,Data Processing & Outsourced Services,"Lake Success, New York",18/06/2018,1383312,1962 76 | BSX,Boston Scientific,reports,Health Care,Health Care Equipment,"Marlborough, Massachusetts[4]",24/02/1995,885725, 77 | BWA,BorgWarner,reports,Consumer Discretionary,Auto Parts & Equipment,"Auburn Hills, Michigan",19/12/2011,908255, 78 | BXP,Boston Properties,reports,Real Estate,Office REITs,"Boston, Massachusetts",03/04/2006,1037540, 79 | C,Citigroup Inc.,reports,Financials,Diversified Banks,"New York, New York",31/05/1988,831001, 80 | CAG,Conagra Brands,reports,Consumer Staples,Packaged Foods & Meats,"Chicago, Illinois",31/08/1983,23217, 81 | CAH,Cardinal Health Inc.,reports,Health Care,Health Care Distributors,"Dublin, Ohio",27/05/1997,721371, 82 | CAT,Caterpillar Inc.,reports,Industrials,Construction Machinery & Heavy Trucks,"Deerfield, Illinois",,18230,1925 83 | CB,Chubb Limited,reports,Financials,Property & Casualty Insurance,"Zurich, Switzerland",15/07/2010,896159, 84 | CBOE,Cboe Global Markets,reports,Financials,Financial Exchanges & Data,"Chicago, Illinois",01/03/2017,1374310, 85 | CBRE,CBRE Group,reports,Real Estate,Real Estate Services,"Los Angeles, California",10/11/2006,1138118, 86 | CBS,CBS Corp.,reports,Communication Services,Broadcasting,"New York, New York",01/09/1994,813828,2006 87 | CCI,Crown Castle International Corp.,reports,Real Estate,Specialized REITs,"Houston, Texas",14/03/2012,1051470, 88 | CCL,Carnival Corp.,reports,Consumer Discretionary,"Hotels, Resorts & Cruise Lines","Miami, Florida",22/12/1998,815097, 89 | CDNS,Cadence Design Systems,reports,Information Technology,Application Software,"San Jose, California",18/09/2017,813672, 90 | CE,Celanese,reports,Materials,Specialty Chemicals,"Irving, Texas",24/12/2018,1306830, 91 | CELG,Celgene Corp.,reports,Health Care,Biotechnology,"Summit, New Jersey",06/11/2006,816284, 92 | CERN,Cerner,reports,Health Care,Health Care Technology,"North Kansas City, Missouri",30/04/2010,804753, 93 | CF,CF Industries Holdings Inc,reports,Materials,Fertilizers & Agricultural Chemicals,"Deerfield, Illinois",27/08/2008,1324404, 94 | CFG,Citizens Financial Group,reports,Financials,Regional Banks,"Providence, Rhode Island",29/01/2016,759944, 95 | CHD,Church & Dwight,reports,Consumer Staples,Household Products,"Ewing, New Jersey",29/12/2015,313927, 96 | CHRW,C. H. Robinson Worldwide,reports,Industrials,Air Freight & Logistics,"Eden Prairie, Minnesota",02/03/2007,1043277, 97 | CHTR,Charter Communications,reports,Communication Services,Cable & Satellite,"Stamford, Connecticut",08/09/2016,1091667, 98 | CI,CIGNA Corp.,reports,Health Care,Managed Health Care,"Bloomfield, Connecticut",30/06/1976,701221, 99 | CINF,Cincinnati Financial,reports,Financials,Property & Casualty Insurance,"Fairfield, Ohio",18/12/1997,20286, 100 | CL,Colgate-Palmolive,reports,Consumer Staples,Household Products,"New York, New York",,21665,1806 101 | CLX,The Clorox Company,reports,Consumer Staples,Household Products,"Oakland, California",31/03/1969,21076,1913 102 | CMA,Comerica Inc.,reports,Financials,Diversified Banks,"Dallas, Texas",01/12/1995,28412, 103 | CMCSA,Comcast Corp.,reports,Communication Services,Cable & Satellite,"Philadelphia, Pennsylvania",18/09/2015,1166691, 104 | CME,CME Group Inc.,reports,Financials,Financial Exchanges & Data,"Chicago, Illinois",11/08/2006,1156375, 105 | CMG,Chipotle Mexican Grill,reports,Consumer Discretionary,Restaurants,"Newport Beach, California",28/04/2011,1058090, 106 | CMI,Cummins Inc.,reports,Industrials,Industrial Machinery,"Columbus, Indiana",31/03/1965,26172,1919 107 | CMS,CMS Energy,reports,Utilities,Multi-Utilities,"Jackson, Michigan",03/05/1999,811156, 108 | CNC,Centene Corporation,reports,Health Care,Managed Health Care,"St Louis, Missouri",30/03/2016,1071739, 109 | CNP,CenterPoint Energy,reports,Utilities,Multi-Utilities,"Houston, Texas",31/07/1985,1130310, 110 | COF,Capital One Financial,reports,Financials,Consumer Finance,"Tysons Corner, Virginia",01/07/1998,927628,1935 111 | COG,Cabot Oil & Gas,reports,Energy,Oil & Gas Exploration & Production,"Houston, Texas",23/06/2008,858470, 112 | COO,The Cooper Companies,reports,Health Care,Health Care Supplies,"Pleasanton, California",23/09/2016,711404, 113 | COP,ConocoPhillips,reports,Energy,Oil & Gas Exploration & Production,"Houston, Texas",,1163165,2002 114 | COST,Costco Wholesale Corp.,reports,Consumer Staples,Hypermarkets & Super Centers,"Issaquah, Washington",01/10/1993,909832, 115 | COTY,"Coty, Inc",reports,Consumer Staples,Personal Products,"New York, New York",03/10/2016,1024305, 116 | CPB,Campbell Soup,reports,Consumer Staples,Packaged Foods & Meats,"Camden, New Jersey",,16732,1869 117 | CPRI,Capri Holdings,reports,Consumer Discretionary,"Apparel, Accessories & Luxury Goods","New York, New York",13/11/2013,1530721, 118 | CPRT,Copart Inc,reports,Industrials,Diversified Support Services,"Dallas, Texas",02/07/2018,900075, 119 | CRM,Salesforce.com,reports,Information Technology,Internet Software & Services,"San Francisco, California",15/09/2008,1108524, 120 | CSCO,Cisco Systems,reports,Information Technology,Communications Equipment,"San Jose, California",01/12/1993,858877, 121 | CSX,CSX Corp.,reports,Industrials,Railroads,"Jacksonville, Florida",30/09/1967,277948,1980 122 | CTAS,Cintas Corporation,reports,Industrials,Diversified Support Services,"Mason, Ohio",01/03/2001,723254, 123 | CTL,CenturyLink Inc,reports,Communication Services,Integrated Telecommunication Services,"Monroe, Louisiana",25/03/1999,18926, 124 | CTSH,Cognizant Technology Solutions,reports,Information Technology,IT Consulting & Other Services,"Teaneck, New Jersey",17/11/2006,1058290, 125 | CTVA,Corteva,reports,Materials,Fertilizers & Agricultural Chemicals,"Wilmington, Delaware",03/06/2019,1755672,2019 126 | CTXS,Citrix Systems,reports,Information Technology,Internet Software & Services,"Fort Lauderdale, Florida",01/12/1999,877890, 127 | CVS,CVS Health,reports,Health Care,Health Care Services,"Woonsocket, Rhode Island",,64803,1996 128 | CVX,Chevron Corp.,reports,Energy,Integrated Oil & Gas,"San Ramon, California",,93410,1879 129 | CXO,Concho Resources,reports,Energy,Oil & Gas Exploration & Production,"Midland, Texas",22/02/2016,1358071, 130 | D,Dominion Energy,reports,Utilities,Electric Utilities,"Richmond, Virginia",,715957,1983 131 | DAL,Delta Air Lines Inc.,reports,Industrials,Airlines,"Atlanta, Georgia",11/09/2013,27904, 132 | DD,DuPont de Nemours Inc,reports,Materials,Specialty Chemicals,"Midland, Michigan",,1666700,2017 133 | DE,Deere & Co.,reports,Industrials,Agricultural & Farm Machinery,"Moline, Illinois",,315189,1837 134 | DFS,Discover Financial Services,reports,Financials,Consumer Finance,"Riverwoods, Illinois",02/07/2007,1393612, 135 | DG,Dollar General,reports,Consumer Discretionary,General Merchandise Stores,"Goodlettsville, Tennessee",03/12/2012,29534, 136 | DGX,Quest Diagnostics,reports,Health Care,Health Care Services,"Madison, New Jersey",12/12/2002,1022079, 137 | DHI,D. R. Horton,reports,Consumer Discretionary,Homebuilding,"Fort Worth, Texas",,882184,1978 138 | DHR,Danaher Corp.,reports,Health Care,Health Care Equipment,"Washington, D.C.",,313616,1969 139 | DIS,The Walt Disney Company,reports,Communication Services,Movies & Entertainment,"Burbank, California",30/06/1976,1001039, 140 | DISCA,Discovery Inc. Class A,reports,Communication Services,Broadcasting,"Silver Spring, Maryland",01/03/2010,1437107, 141 | DISCK,Discovery Inc. Class C,reports,Communication Services,Broadcasting,"Silver Spring, Maryland",07/08/2014,1437107, 142 | DISH,Dish Network,reports,Communication Services,Cable & Satellite,"Meridian, Colorado",13/03/2017,1001082, 143 | DLR,Digital Realty Trust Inc,reports,Real Estate,Specialized REITs,"San Francisco, California",18/05/2016,1297996, 144 | DLTR,Dollar Tree,reports,Consumer Discretionary,General Merchandise Stores,"Chesapeake, Virginia",19/12/2011,935703, 145 | DOV,Dover Corp.,reports,Industrials,Industrial Machinery,"Downers Grove, Illinois",31/10/1985,29905, 146 | DOW,Dow Inc.,reports,Materials,Commodity Chemicals,"Midland, Michigan",01/04/2019,1751788,2019 147 | DRE,Duke Realty Corp,reports,Real Estate,Industrial REITs,"Indianapolis, Indiana",26/07/2017,783280, 148 | DRI,Darden Restaurants,reports,Consumer Discretionary,Restaurants,"Orlando, Florida",,940944,1938 149 | DTE,DTE Energy Co.,reports,Utilities,Multi-Utilities,"Detroit, Michigan",,936340,1995 150 | DUK,Duke Energy,reports,Utilities,Electric Utilities,"Charlotte, North Carolina",30/06/1976,1326160, 151 | DVA,DaVita Inc.,reports,Health Care,Health Care Facilities,"Denver, Colorado",31/07/2008,927066, 152 | DVN,Devon Energy,reports,Energy,Oil & Gas Exploration & Production,"Oklahoma City, Oklahoma",30/08/2000,1090012, 153 | DXC,DXC Technology,reports,Information Technology,IT Consulting & Other Services,"Tysons Corner, Virginia",04/04/2017,1688568, 154 | EA,Electronic Arts,reports,Communication Services,Interactive Home Entertainment,"Redwood City, California",22/07/2002,712515, 155 | EBAY,eBay Inc.,reports,Consumer Discretionary,Internet & Direct Marketing Retail,"San Jose, California",,1065088,1995 156 | ECL,Ecolab Inc.,reports,Materials,Specialty Chemicals,"St. Paul, Minnesota",31/01/1989,31462, 157 | ED,Consolidated Edison,reports,Utilities,Electric Utilities,"New York, New York",,1047862,1823 158 | EFX,Equifax Inc.,reports,Industrials,Research & Consulting Services,"Atlanta, Georgia",19/06/1997,33185, 159 | EIX,Edison Int'l,reports,Utilities,Electric Utilities,"Rosemead, California",,827052,1886 160 | EL,Estee Lauder Cos.,reports,Consumer Staples,Personal Products,"New York, New York",05/01/2006,1001250, 161 | EMN,Eastman Chemical,reports,Materials,Diversified Chemicals,"Kingsport, Tennessee",01/01/1994,915389, 162 | EMR,Emerson Electric Company,reports,Industrials,Electrical Components & Equipment,"Ferguson, Missouri",31/03/1965,32604,1890 163 | EOG,EOG Resources,reports,Energy,Oil & Gas Exploration & Production,"Houston, Texas",02/11/2000,821189, 164 | EQIX,Equinix,reports,Real Estate,Specialized REITs,"Redwood City, California",20/03/2015,1101239, 165 | EQR,Equity Residential,reports,Real Estate,Residential REITs,"Chicago, Illinois",03/12/2001,906107, 166 | ES,Eversource Energy,reports,Utilities,Multi-Utilities,"Springfield, Massachusetts",,72741,1966 167 | ESS,"Essex Property Trust, Inc.",reports,Real Estate,Residential REITs,"Palo Alto, California",02/04/2014,920522, 168 | ETFC,E*Trade,reports,Financials,Investment Banking & Brokerage,"New York, New York",31/03/2004,1015780, 169 | ETN,Eaton Corporation,reports,Industrials,Electrical Components & Equipment,"Dublin, Ireland",,1551182,1911 170 | ETR,Entergy Corp.,reports,Utilities,Electric Utilities,"New Orleans, Louisiana",,65984,1913 171 | EVRG,Evergy,reports,Utilities,Electric Utilities,"Kansas City, Missouri",05/06/2018,1711269,1909 172 | EW,Edwards Lifesciences,reports,Health Care,Health Care Equipment,"Irvine, California",01/04/2011,1099800, 173 | EXC,Exelon Corp.,reports,Utilities,Multi-Utilities,"Chicago, Illinois",,1109357,2000 174 | EXPD,Expeditors,reports,Industrials,Air Freight & Logistics,"Seattle, Washington",10/10/2007,746515, 175 | EXPE,Expedia Group,reports,Consumer Discretionary,Internet & Direct Marketing Retail,"Bellevue, Washington",02/10/2007,1324424, 176 | EXR,Extra Space Storage,reports,Real Estate,Specialized REITs,"Salt Lake City, Utah",19/01/2016,1289490, 177 | F,Ford Motor,reports,Consumer Discretionary,Automobile Manufacturers,"Dearborn, Michigan",,37996,1903 178 | FANG,Diamondback Energy,reports,Energy,Oil & Gas Exploration & Production,"Midland, Texas",03/12/2018,1539838,2007 179 | FAST,Fastenal Co,reports,Industrials,Building Products,"Winona, Minnesota",15/09/2009,815556, 180 | FB,"Facebook, Inc.",reports,Communication Services,Interactive Media & Services,"Menlo Park, California",23/12/2013,1326801, 181 | FBHS,Fortune Brands Home & Security,reports,Industrials,Building Products,"Deerfield, Illinois",22/06/2016,1519751, 182 | FCX,Freeport-McMoRan Inc.,reports,Materials,Copper,"Phoenix, Arizona",,831259,1912 183 | FDX,FedEx Corporation,reports,Industrials,Air Freight & Logistics,"Memphis, Tennessee",31/12/1980,1048911, 184 | FE,FirstEnergy Corp,reports,Utilities,Electric Utilities,"Akron, Ohio",,1031296,1997 185 | FFIV,F5 Networks,reports,Information Technology,Communications Equipment,"Seattle, Washington",20/12/2010,1048695,1996 186 | FIS,Fidelity National Information Services,reports,Information Technology,Internet Software & Services,"Jacksonville, Florida",10/11/2006,1136893, 187 | FISV,Fiserv Inc,reports,Information Technology,Internet Software & Services,"Brookfield, Wisconsin",02/04/2001,798354, 188 | FITB,Fifth Third Bancorp,reports,Financials,Regional Banks,"Cincinnati, Ohio",,35527,1858 189 | FL,Foot Locker Inc,reports,Consumer Discretionary,Apparel Retail,"New York, New York",04/04/2016,850209, 190 | FLIR,FLIR Systems,reports,Information Technology,Electronic Equipment & Instruments,"Wilsonville, Oregon",02/01/2009,354908, 191 | FLS,Flowserve Corporation,reports,Industrials,Industrial Machinery,"Irving, Texas",02/10/2008,30625, 192 | FLT,FleetCor Technologies Inc,reports,Information Technology,Data Processing & Outsources Services,"Norcross, Georgia",20/06/2018,1175454,2000 193 | FMC,FMC Corporation,reports,Materials,Fertilizers & Agricultural Chemicals,"Philadelphia, Pennsylvania",19/08/2009,37785, 194 | FOX,Fox Corporation Class B,reports,Communication Services,Movies & Entertainment,"New York, New York",18/09/2015,1308161, 195 | FOXA,Fox Corporation Class A,reports,Communication Services,Movies & Entertainment,"New York, New York",01/07/2013,1308161, 196 | FRC,First Republic Bank,reports,Financials,Regional Banks,"San Francisco, California",02/01/2019,1132979,1985 197 | FRT,Federal Realty Investment Trust,reports,Real Estate,Retail REITs,"Rockville, Maryland",01/02/2016,34903, 198 | FTI,TechnipFMC,reports,Energy,Oil & Gas Equipment & Services,"London, United Kingdom",05/06/2009,1681459, 199 | FTNT,Fortinet,reports,Information Technology,Systems Software,"Sunnyvale, California",11/10/2018,1262039,2000 200 | FTV,Fortive Corp,reports,Industrials,Industrial Machinery,"Everett, Washington",01/07/2016,1659166, 201 | GD,General Dynamics,reports,Industrials,Aerospace & Defense,"Falls Church, Virginia",,40533,1899 202 | GE,General Electric,reports,Industrials,Industrial Conglomerates,"Boston, Massachusetts",,40545,1892 203 | GILD,Gilead Sciences,reports,Health Care,Biotechnology,"Foster City, California",01/07/2004,882095, 204 | GIS,General Mills,reports,Consumer Staples,Packaged Foods & Meats,"Golden Valley, Minnesota",31/03/1969,40704,1856 205 | GLW,Corning Inc.,reports,Information Technology,Electronic Components,"Corning, New York",,24741,1851 206 | GM,General Motors,reports,Consumer Discretionary,Automobile Manufacturers,"Detroit, Michigan",06/06/2013,1467858, 207 | GOOG,Alphabet Inc Class C,reports,Communication Services,Interactive Media & Services,"Mountain View, California",03/04/2006,1652044,1998 208 | GOOGL,Alphabet Inc Class A,reports,Communication Services,Interactive Media & Services,"Mountain View, California",03/04/2014,1652044,1998 209 | GPC,Genuine Parts,reports,Consumer Discretionary,Specialty Stores,"Atlanta, Georgia",31/12/1973,40987,1925 210 | GPN,Global Payments Inc.,reports,Information Technology,Data Processing & Outsourced Services,"Atlanta, Georgia",25/04/2016,1123360, 211 | GPS,Gap Inc.,reports,Consumer Discretionary,Apparel Retail,"San Francisco, California",31/08/1986,39911, 212 | GRMN,Garmin Ltd.,reports,Consumer Discretionary,Consumer Electronics,"Schaffhausen, Switzerland",12/12/2012,1121788, 213 | GS,Goldman Sachs Group,reports,Financials,Investment Banking & Brokerage,"New York, New York",22/07/2002,886982, 214 | GWW,Grainger (W.W.) Inc.,reports,Industrials,Industrial Machinery,"Lake Forest, Illinois",30/06/1981,277135, 215 | HAL,Halliburton Co.,reports,Energy,Oil & Gas Equipment & Services,"Houston, Texas",,45012,1919 216 | HAS,Hasbro Inc.,reports,Consumer Discretionary,Leisure Products,"Pawtucket, Rhode Island",30/09/1984,46080, 217 | HBAN,Huntington Bancshares,reports,Financials,Regional Banks,"Columbus, Ohio",,49196,1866 218 | HBI,Hanesbrands Inc,reports,Consumer Discretionary,"Apparel, Accessories & Luxury Goods","Winston-Salem, North Carolina",20/03/2015,1359841, 219 | HCA,HCA Healthcare,reports,Health Care,Health Care Facilities,"Nashville, Tennessee",27/01/2015,860730, 220 | HCP,HCP Inc.,reports,Real Estate,Health Care REITs,"Long Beach, California",31/03/2008,765880, 221 | HD,Home Depot,reports,Consumer Discretionary,Home Improvement Retail,"Atlanta, Georgia",31/03/1988,354950, 222 | HES,Hess Corporation,reports,Energy,Integrated Oil & Gas,"New York, New York",31/05/1984,4447, 223 | HFC,HollyFrontier Corp,reports,Energy,Oil & Gas Refining & Marketing,"Dallas, Texas",18/06/2018,48039, 224 | HIG,Hartford Financial Svc.Gp.,reports,Financials,Property & Casualty Insurance,"Hartford, Connecticut",,874766, 225 | HII,Huntington Ingalls Industries,reports,Industrials,Aerospace & Defense,"Newport News, Virginia",03/01/2018,1501585, 226 | HLT,Hilton Worldwide Holdings Inc,reports,Consumer Discretionary,"Hotels, Resorts & Cruise Lines","Tysons Corner, Virginia",19/06/2017,1585689, 227 | HOG,Harley-Davidson,reports,Consumer Discretionary,Motorcycle Manufacturers,"Milwaukee, Wisconsin",,793952,1903 228 | HOLX,Hologic,reports,Health Care,Health Care Equipment,"Marlborough, Massachusetts",30/03/2016,859737, 229 | HON,Honeywell Int'l Inc.,reports,Industrials,Industrial Conglomerates,"Morristown, New Jersey",31/03/1964,773840,1906 230 | HP,Helmerich & Payne,reports,Energy,Oil & Gas Drilling,"Tulsa, Oklahoma[5]",01/03/2010,46765, 231 | HPE,Hewlett Packard Enterprise,reports,Information Technology,"Technology Hardware, Storage & Peripherals","Palo Alto, California",02/11/2015,1645590, 232 | HPQ,HP Inc.,reports,Information Technology,"Technology Hardware, Storage & Peripherals","Palo Alto, California",31/12/1974,47217,1939 (2015) 233 | HRB,Block H&R,reports,Consumer Discretionary,Specialized Consumer Services,"Kansas City, Missouri",30/11/1986,12659, 234 | HRL,Hormel Foods Corp.,reports,Consumer Staples,Packaged Foods & Meats,"Austin, Minnesota",04/03/2009,48465, 235 | HSIC,Henry Schein,reports,Health Care,Health Care Distributors,"Melville, New York",17/03/2015,1000228, 236 | HST,Host Hotels & Resorts,reports,Real Estate,Hotel & Resort REITs,"Bethesda, Maryland",20/03/2007,1070750, 237 | HSY,The Hershey Company,reports,Consumer Staples,Packaged Foods & Meats,"Hershey, Pennsylvania",,47111,1894 238 | HUM,Humana Inc.,reports,Health Care,Managed Health Care,"Louisville, Kentucky",,49071,1961 239 | IBM,International Business Machines,reports,Information Technology,IT Consulting & Other Services,"Armonk, New York",,51143,1911 240 | ICE,Intercontinental Exchange,reports,Financials,Financial Exchanges & Data,"Atlanta, Georgia",26/09/2007,1571949, 241 | IDXX,IDEXX Laboratories,reports,Health Care,Health Care Equipment,"Westbrook, Maine",05/01/2017,874716, 242 | IFF,Intl Flavors & Fragrances,reports,Materials,Specialty Chemicals,"New York, New York",31/03/1976,51253, 243 | ILMN,Illumina Inc,reports,Health Care,Life Sciences Tools & Services,"San Diego, California",19/11/2015,1110803, 244 | INCY,Incyte,reports,Health Care,Biotechnology,"Wilmington, Delaware",28/02/2017,879169, 245 | INFO,IHS Markit Ltd.,reports,Industrials,Research & Consulting Services,"London, United Kingdom",02/06/2017,1598014, 246 | INTC,Intel Corp.,reports,Information Technology,Semiconductors,"Santa Clara, California",31/12/1976,50863, 247 | INTU,Intuit Inc.,reports,Information Technology,Internet Software & Services,"Mountain View, California",05/12/2000,896878, 248 | IP,International Paper,reports,Materials,Paper Packaging,"Memphis, Tennessee",,51434,1898 249 | IPG,Interpublic Group,reports,Communication Services,Advertising,"New York, New York",01/10/1992,51644, 250 | IPGP,IPG Photonics Corp.,reports,Information Technology,Electronic Manufacturing Services,"Oxford, Massachusetts",07/03/2018,1111928, 251 | IQV,IQVIA Holdings Inc.,reports,Health Care,Life Sciences Tools & Services,"Durham, North Carolina",29/08/2017,1478242, 252 | IR,Ingersoll-Rand PLC,reports,Industrials,Industrial Machinery,"Dublin, Ireland",17/11/2010,1466258, 253 | IRM,Iron Mountain Incorporated,reports,Real Estate,Specialized REITs,"Boston, Massachusetts",06/01/2009,1020569, 254 | ISRG,Intuitive Surgical Inc.,reports,Health Care,Health Care Equipment,"Sunnyvale, California",02/06/2008,1035267, 255 | IT,Gartner Inc,reports,Information Technology,IT Consulting & Other Services,"Stamford, Connecticut",05/04/2017,749251, 256 | ITW,Illinois Tool Works,reports,Industrials,Industrial Machinery,"Glenview, Illinois",28/02/1986,49826, 257 | IVZ,Invesco Ltd.,reports,Financials,Asset Management & Custody Banks,"Atlanta, Georgia",21/08/2008,914208, 258 | JBHT,J. B. Hunt Transport Services,reports,Industrials,Trucking,"Lowell, Arkansas",01/07/2015,728535, 259 | JCI,Johnson Controls International,reports,Industrials,Building Products,"Cork, Ireland",27/08/2010,833444, 260 | JEC,Jacobs Engineering Group,reports,Industrials,Construction & Engineering,"Pasadena, California",26/10/2007,52988, 261 | JEF,Jefferies Financial Group,reports,Financials,Multi-Sector Holdings,"New York, New York",27/08/2007,96223, 262 | JKHY,Jack Henry & Associates,reports,Information Technology,Data Processing & Outsourced Services,"Monett, Missouri",13/11/2018,779152, 263 | JNJ,Johnson & Johnson,reports,Health Care,Pharmaceuticals,"New Brunswick, New Jersey",30/06/1973,200406,1886 264 | JNPR,Juniper Networks,reports,Information Technology,Communications Equipment,"Sunnyvale, California",,1043604,1996 265 | JPM,JPMorgan Chase & Co.,reports,Financials,Diversified Banks,"New York, New York",30/06/1975,19617, 266 | JWN,Nordstrom,reports,Consumer Discretionary,Department Stores,"Seattle, Washington",31/08/1986,72333, 267 | K,Kellogg Co.,reports,Consumer Staples,Packaged Foods & Meats,"Battle Creek, Michigan",,55067,1906 268 | KEY,KeyCorp,reports,Financials,Regional Banks,"Cleveland, Ohio",01/03/1994,91576, 269 | KEYS,Keysight Technologies,reports,Information Technology,Electronic Equipment & Instruments,"Santa Rosa, California",06/11/2018,1601046,2014 270 | KHC,Kraft Heinz Co,reports,Consumer Staples,Packaged Foods & Meats,"Chicago, Illinois; Pittsburgh, Pennsylvania",06/07/2015,1637459, 271 | KIM,Kimco Realty,reports,Real Estate,Retail REITs,"New Hyde Park, New York",04/04/2006,879101, 272 | KLAC,KLA-Tencor Corp.,reports,Information Technology,Semiconductor Equipment,"Milpitas, California",,319201,1975/1977 (1997) 273 | KMB,Kimberly-Clark,reports,Consumer Staples,Household Products,"Irving, Texas",,55785,1872 274 | KMI,Kinder Morgan,reports,Energy,Oil & Gas Storage & Transportation,"Houston, Texas",25/05/2012,1506307, 275 | KMX,Carmax Inc,reports,Consumer Discretionary,Specialty Stores,"Richmond, Virginia",28/06/2010,1170010, 276 | KO,Coca-Cola Company,reports,Consumer Staples,Soft Drinks,"Atlanta, Georgia",,21344,1886 277 | KR,Kroger Co.,reports,Consumer Staples,Food Retail,"Cincinnati, Ohio",,56873,1883 278 | KSS,Kohl's Corp.,reports,Consumer Discretionary,General Merchandise Stores,"Menomonee Falls, Wisconsin",,885639,1962 279 | KSU,Kansas City Southern,reports,Industrials,Railroads,"Kansas City, Missouri",24/05/2013,54480, 280 | L,Loews Corp.,reports,Financials,Multi-line Insurance,"New York, New York",,60086, 281 | LB,L Brands Inc.,reports,Consumer Discretionary,Apparel Retail,"Columbus, Ohio",30/09/1983,701985, 282 | LEG,Leggett & Platt,reports,Consumer Discretionary,Home Furnishings,"Carthage, Missouri",,58492,1883 283 | LEN,Lennar Corp.,reports,Consumer Discretionary,Homebuilding,"Miami, Florida",04/10/2005,920760, 284 | LH,Laboratory Corp. of America Holding,reports,Health Care,Health Care Services,"Burlington, North Carolina",01/11/2004,920148, 285 | LHX,L3Harris Technologies,reports,Industrials,Aerospace & Defense,"Melbourne, Florida",,202058, 286 | LIN,Linde plc,reports,Materials,Industrial Gases,"Guildford, Surrey, United Kingdom",01/07/1992,1707925, 287 | LKQ,LKQ Corporation,reports,Consumer Discretionary,Distributors,"Chicago, Illinois",23/05/2016,1065696, 288 | LLY,Lilly (Eli) & Co.,reports,Health Care,Pharmaceuticals,"Indianapolis, Indiana",31/12/1970,59478,1876 289 | LMT,Lockheed Martin Corp.,reports,Industrials,Aerospace & Defense,"Bethesda, Maryland",31/07/1984,936468, 290 | LNC,Lincoln National,reports,Financials,Multi-line Insurance,"Radnor, Pennsylvania",30/06/1976,59558, 291 | LNT,Alliant Energy Corp,reports,Utilities,Electric Utilities,"Madison, Wisconsin",01/07/2016,352541,1917 292 | LOW,Lowe's Cos.,reports,Consumer Discretionary,Home Improvement Retail,"Mooresville, North Carolina",29/02/1984,60667,1904/1946/1959 293 | LRCX,Lam Research,reports,Information Technology,Semiconductor Equipment,"Fremont, California",29/06/2012,707549, 294 | LUV,Southwest Airlines,reports,Industrials,Airlines,"Dallas, Texas",01/07/1994,92380, 295 | LW,Lamb Weston Holdings Inc,reports,Consumer Staples,Packaged Foods & Meats,"Eagle, Idaho",03/12/2018,1679273, 296 | LYB,LyondellBasell,reports,Materials,Specialty Chemicals,"Rotterdam, Netherlands",05/09/2012,1489393, 297 | M,Macy's Inc.,reports,Consumer Discretionary,Department Stores,"Cincinnati, Ohio",,794367,1929 298 | MA,Mastercard Inc.,reports,Information Technology,IT Services,"Harrison, New York",18/07/2008,1141391, 299 | MAA,Mid-America Apartments,reports,Real Estate,Residential REITs,"Memphis, Tennessee",02/12/2016,912595, 300 | MAC,Macerich,reports,Real Estate,Retail REITs,"Santa Monica, California",09/05/2013,912242, 301 | MAR,Marriott Int'l.,reports,Consumer Discretionary,"Hotels, Resorts & Cruise Lines","Bethesda, Maryland",,1048286,1927 302 | MAS,Masco Corp.,reports,Industrials,Building Products,"Taylor, Michigan",30/06/1981,62996, 303 | MCD,McDonald's Corp.,reports,Consumer Discretionary,Restaurants,"Chicago, Illinois",30/06/1970,63908,1940 304 | MCHP,Microchip Technology,reports,Information Technology,Semiconductors,"Chandler, Arizona",07/09/2007,827054, 305 | MCK,McKesson Corp.,reports,Health Care,Health Care Distributors,"San Francisco, California",,927653,1833 306 | MCO,Moody's Corp,reports,Financials,Financial Exchanges & Data,"New York, New York",,1059556,1909 307 | MDLZ,Mondelez International,reports,Consumer Staples,Packaged Foods & Meats,"Deerfield, Illinois",02/10/2012,1103982, 308 | MDT,Medtronic plc,reports,Health Care,Health Care Equipment,"Dublin, Ireland",31/10/1986,1613103, 309 | MET,MetLife Inc.,reports,Financials,Life & Health Insurance,"New York, New York",,1099219,1868 310 | MGM,MGM Resorts International,reports,Consumer Discretionary,Casinos & Gaming,"Paradise, Nevada",26/07/2017,789570, 311 | MHK,Mohawk Industries,reports,Consumer Discretionary,Home Furnishings,"Amsterdam, New York",23/12/2013,851968, 312 | MKC,McCormick & Co.,reports,Consumer Staples,Packaged Foods & Meats,"Sparks, Maryland",,63754,1889 313 | MKTX,MarketAxess,reports,Financials,Financial Exchanges & Data,"New York, New York",01/07/2019,1278021, 314 | MLM,Martin Marietta Materials,reports,Materials,Construction Materials,"Raleigh, North Carolina",02/07/2014,916076, 315 | MMC,Marsh & McLennan,reports,Financials,Insurance Brokers,"New York, New York",31/08/1987,62709, 316 | MMM,3M Company,reports,Industrials,Industrial Conglomerates,"St. Paul, Minnesota",,66740,1902 317 | MNST,Monster Beverage,reports,Consumer Staples,Soft Drinks,"Corona, California",28/06/2012,865752, 318 | MO,Altria Group Inc,reports,Consumer Staples,Tobacco,"Richmond, Virginia",,764180,1985 319 | MOS,The Mosaic Company,reports,Materials,Fertilizers & Agricultural Chemicals,"Plymouth, Minnesota",26/09/2011,1285785, 320 | MPC,Marathon Petroleum,reports,Energy,Oil & Gas Refining & Marketing,"Findlay, Ohio",01/07/2011,1510295, 321 | MRK,Merck & Co.,reports,Health Care,Pharmaceuticals,"Whitehouse Station, New Jersey",,310158,1891 322 | MRO,Marathon Oil Corp.,reports,Energy,Oil & Gas Exploration & Production,"Houston, Texas",01/05/1991,101778, 323 | MS,Morgan Stanley,reports,Financials,Investment Banking & Brokerage,"New York, New York",,895421,1935 324 | MSCI,MSCI Inc,reports,Financials,Financial Exchanges & Data,"New York, New York",04/04/2018,1408198, 325 | MSFT,Microsoft Corp.,reports,Information Technology,Systems Software,"Redmond, Washington",01/06/1994,789019,1975 326 | MSI,Motorola Solutions Inc.,reports,Information Technology,Communications Equipment,"Schaumburg, Illinois",,68505,1928 (2011) 327 | MTB,M&T Bank Corp.,reports,Financials,Regional Banks,"Buffalo, New York",,36270,1856 328 | MTD,Mettler Toledo,reports,Health Care,Life Sciences Tools & Services,"Columbus, Ohio",06/09/2016,1037646, 329 | MU,Micron Technology,reports,Information Technology,Semiconductors,"Boise, Idaho",27/09/1994,723125, 330 | MXIM,Maxim Integrated Products Inc,reports,Information Technology,Semiconductors,"San Jose, California",03/12/2018,743316,1983 331 | MYL,Mylan N.V.,reports,Health Care,Pharmaceuticals,"Amsterdam, Netherlands",23/04/2004,1623613, 332 | NBL,Noble Energy Inc,reports,Energy,Oil & Gas Exploration & Production,"Houston, Texas",08/10/2007,72207, 333 | NCLH,Norwegian Cruise Line Holdings,reports,Consumer Discretionary,"Hotels, Resorts & Cruise Lines","Miami, Florida",13/10/2017,1513761, 334 | NDAQ,"Nasdaq, Inc.",reports,Financials,Financial Exchanges & Data,"New York, New York",22/10/2008,1120193, 335 | NEE,NextEra Energy,reports,Utilities,Multi-Utilities,"Juno Beach, Florida",30/06/1976,753308, 336 | NEM,Newmont Goldcorp,reports,Materials,Gold,"Denver, Colorado",30/06/1969,1164727,1921 337 | NFLX,Netflix Inc.,reports,Communication Services,Movies & Entertainment,"Los Gatos, California",20/12/2010,1065280,1997 338 | NI,NiSource Inc.,reports,Utilities,Multi-Utilities,"Merrillville, Indiana",,1111711,1912 339 | NKE,Nike,reports,Consumer Discretionary,"Apparel, Accessories & Luxury Goods","Washington County, Oregon",30/11/1988,320187, 340 | NKTR,Nektar Therapeutics,reports,Health Care,Pharmaceuticals,"San Francisco, California",19/03/2018,906709, 341 | NLSN,Nielsen Holdings,reports,Industrials,Research & Consulting Services,"New York, New York",09/07/2013,1492633, 342 | NOC,Northrop Grumman,reports,Industrials,Aerospace & Defense,"West Falls Church, Virginia",30/06/1985,1133421, 343 | NOV,National Oilwell Varco Inc.,reports,Energy,Oil & Gas Equipment & Services,"Houston, Texas",14/03/2005,1021860, 344 | NRG,NRG Energy,reports,Utilities,Independent Power Producers & Energy Traders,"Princeton, New Jersey",29/01/2010,1013871, 345 | NSC,Norfolk Southern Corp.,reports,Industrials,Railroads,"Norfolk, Virginia",,702165,1881/1894 (1980) 346 | NTAP,NetApp,reports,Information Technology,Internet Software & Services,"Sunnyvale, California",25/06/1999,1002047, 347 | NTRS,Northern Trust Corp.,reports,Financials,Asset Management & Custody Banks,"Chicago, Illinois",,73124,1889 348 | NUE,Nucor Corp.,reports,Materials,Steel,"Charlotte, North Carolina",30/04/1985,73309, 349 | NVDA,Nvidia Corporation,reports,Information Technology,Semiconductors,"Santa Clara, California",30/11/2001,1045810, 350 | NWL,Newell Brands,reports,Consumer Discretionary,Housewares & Specialties,"Hoboken, New Jersey",30/04/1989,814453, 351 | NWS,News Corp. Class B,reports,Communication Services,Publishing,"New York, New York",18/09/2015,1564708, 352 | NWSA,News Corp. Class A,reports,Communication Services,Publishing,"New York, New York",01/08/2013,1564708, 353 | O,Realty Income Corporation,reports,Real Estate,Retail REITs,"San Diego, California",07/04/2015,726728, 354 | OKE,ONEOK,reports,Energy,Oil & Gas Storage & Transportation,"Tulsa, Oklahoma",15/03/2010,1039684, 355 | OMC,Omnicom Group,reports,Communication Services,Advertising,"New York, New York",,29989,1986 356 | ORCL,Oracle Corp.,reports,Information Technology,Application Software,"Redwood Shores, California",31/08/1989,1341439, 357 | ORLY,O'Reilly Automotive,reports,Consumer Discretionary,Specialty Stores,"Springfield, Missouri",27/03/2009,898173, 358 | OXY,Occidental Petroleum,reports,Energy,Oil & Gas Exploration & Production,"Houston, Texas",31/12/1982,797468, 359 | PAYX,Paychex Inc.,reports,Information Technology,Internet Software & Services,"Penfield, New York",,723531,1971 360 | PBCT,People's United Financial,reports,Financials,Thrifts & Mortgage Finance,"Bridgeport, Connecticut",13/11/2008,1378946, 361 | PCAR,PACCAR Inc.,reports,Industrials,Construction Machinery & Heavy Trucks,"Bellevue, Washington",31/12/1980,75362, 362 | PEG,Public Serv. Enterprise Inc.,reports,Utilities,Electric Utilities,"Newark, New Jersey",,788784, 363 | PEP,PepsiCo Inc.,reports,Consumer Staples,Soft Drinks,"Purchase, New York",,77476,1898 364 | PFE,Pfizer Inc.,reports,Health Care,Pharmaceuticals,"New York, New York",,78003,1849 365 | PFG,Principal Financial Group,reports,Financials,Life & Health Insurance,"Des Moines, Iowa",22/07/2002,1126328, 366 | PG,Procter & Gamble,reports,Consumer Staples,Personal Products,"Cincinnati, Ohio",,80424,1837 367 | PGR,Progressive Corp.,reports,Financials,Property & Casualty Insurance,"Mayfield Village, Ohio",04/08/1997,80661, 368 | PH,Parker-Hannifin,reports,Industrials,Industrial Machinery,"Cleveland, Ohio",30/11/1985,76334, 369 | PHM,Pulte Homes Inc.,reports,Consumer Discretionary,Homebuilding,"Atlanta, Georgia",30/04/1984,822416, 370 | PKG,Packaging Corporation of America,reports,Materials,Paper Packaging,"Lake Forest, Illinois",26/07/2017,75677, 371 | PKI,PerkinElmer,reports,Health Care,Health Care Equipment,"Waltham, Massachusetts",31/05/1985,31791, 372 | PLD,Prologis,reports,Real Estate,Industrial REITs,"San Francisco, California",17/07/2003,1045609, 373 | PM,Philip Morris International,reports,Consumer Staples,Tobacco,"New York, New York",31/03/2008,1413329, 374 | PNC,PNC Financial Services,reports,Financials,Regional Banks,"Pittsburgh, Pennsylvania",30/04/1988,713676, 375 | PNR,Pentair plc,reports,Industrials,Industrial Machinery,"Worsley, UK",01/10/2012,77360, 376 | PNW,Pinnacle West Capital,reports,Utilities,Multi-Utilities,"Phoenix, Arizona",,764622,1985 377 | PPG,PPG Industries,reports,Materials,Specialty Chemicals,"Pittsburgh, Pennsylvania",,79879,1883 378 | PPL,PPL Corp.,reports,Utilities,Electric Utilities,"Allentown, Pennsylvania",,922224, 379 | PRGO,Perrigo,reports,Health Care,Pharmaceuticals,"Dublin, Ireland",19/12/2011,1585364, 380 | PRU,Prudential Financial,reports,Financials,Life & Health Insurance,"Newark, New Jersey",22/07/2002,1137774, 381 | PSA,Public Storage,reports,Real Estate,Specialized REITs,"Glendale, California",19/08/2005,1393311, 382 | PSX,Phillips 66,reports,Energy,Oil & Gas Refining & Marketing,"Houston, Texas",01/05/2012,1534701, 383 | PVH,PVH Corp.,reports,Consumer Discretionary,"Apparel, Accessories & Luxury Goods","New York, New York",15/02/2013,78239, 384 | PWR,Quanta Services Inc.,reports,Industrials,Construction & Engineering,"Houston, Texas",01/07/2009,1050915, 385 | PXD,Pioneer Natural Resources,reports,Energy,Oil & Gas Exploration & Production,"Irving, Texas",24/09/2008,1038357, 386 | PYPL,PayPal,reports,Information Technology,Data Processing & Outsourced Services,"San Jose, California",20/07/2015,1633917, 387 | QCOM,QUALCOMM Inc.,reports,Information Technology,Semiconductors,"San Diego, California",,804328,1985 388 | QRVO,Qorvo,reports,Information Technology,Semiconductors,"Greensboro, North Carolina",11/06/2015,1604778, 389 | RCL,Royal Caribbean Cruises Ltd,reports,Consumer Discretionary,"Hotels, Resorts & Cruise Lines","Miami, Florida",05/12/2014,884887, 390 | RE,Everest Re Group Ltd.,reports,Financials,Reinsurance,"Hamilton, Bermuda",19/06/2017,1095073, 391 | REG,Regency Centers Corporation,reports,Real Estate,Retail REITs,"Jacksonville, Florida",02/03/2017,910606, 392 | REGN,Regeneron Pharmaceuticals,reports,Health Care,Biotechnology,"Tarrytown, New York",01/05/2013,872589, 393 | RF,Regions Financial Corp.,reports,Financials,Regional Banks,"Birmingham, Alabama",28/08/1998,1281761, 394 | RHI,Robert Half International,reports,Industrials,Human Resource & Employment Services,"Menlo Park, California",05/12/2000,315213, 395 | RJF,Raymond James Financial Inc.,reports,Financials,Investment Banking & Brokerage,"St. Petersburg, Florida",20/03/2017,720005, 396 | RL,Ralph Lauren Corporation,reports,Consumer Discretionary,"Apparel, Accessories & Luxury Goods","New York, New York",02/02/2007,1037038, 397 | RMD,ResMed,reports,Health Care,Health Care Equipment,"San Diego, California",26/07/2017,943819, 398 | ROK,Rockwell Automation Inc.,reports,Industrials,Electrical Components & Equipment,"Milwaukee, Wisconsin",,1024478, 399 | ROL,Rollins Inc.,reports,Industrials,Environmental & Facilities Services,"Atlanta, Georgia",01/10/2018,84839, 400 | ROP,Roper Technologies,reports,Industrials,Industrial Conglomerates,"Sarasota, Florida",23/12/2009,882835, 401 | ROST,Ross Stores,reports,Consumer Discretionary,Apparel Retail,"Pleasanton, California",21/12/2009,745732, 402 | RSG,Republic Services Inc,reports,Industrials,Environmental & Facilities Services,"Phoenix, Arizona",05/12/2008,1060391, 403 | RTN,Raytheon Co.,reports,Industrials,Aerospace & Defense,"Waltham, Massachusetts",,1047122,1922 404 | SBAC,SBA Communications,reports,Real Estate,Specialized REITs,"Boca Raton, Florida",01/09/2017,1034054, 405 | SBUX,Starbucks Corp.,reports,Consumer Discretionary,Restaurants,"Seattle, Washington",,829224,1971 406 | SCHW,Charles Schwab Corporation,reports,Financials,Investment Banking & Brokerage,"San Francisco, California",02/06/1997,316709, 407 | SEE,Sealed Air,reports,Materials,Paper Packaging,"Elmwood Park, New Jersey",,1012100, 408 | SHW,Sherwin-Williams,reports,Materials,Specialty Chemicals,"Cleveland, Ohio",30/06/1964,89800,1866 409 | SIVB,SVB Financial,reports,Financials,Regional Banks,"Santa Clara, California",19/03/2018,719739, 410 | SJM,JM Smucker,reports,Consumer Staples,Packaged Foods & Meats,"Orrville, Ohio",06/11/2008,91419, 411 | SLB,Schlumberger Ltd.,reports,Energy,Oil & Gas Equipment & Services,"Curaçao, Kingdom of the Netherlands",31/03/1965,87347,1926 412 | SLG,SL Green Realty,reports,Real Estate,Office REITs,"New York, New York",20/03/2015,1040971, 413 | SNA,Snap-on,reports,Industrials,Industrial Machinery,"Kenosha, Wisconsin",30/09/1982,91440, 414 | SNPS,Synopsys Inc.,reports,Information Technology,Application Software,"Mountain View, California",16/03/2017,883241, 415 | SO,Southern Co.,reports,Utilities,Electric Utilities,"Atlanta, Georgia",,92122, 416 | SPG,Simon Property Group Inc,reports,Real Estate,Retail REITs,"Indianapolis, Indiana",26/06/2002,1063761, 417 | SPGI,"S&P Global, Inc.",reports,Financials,Financial Exchanges & Data,"New York, New York",,64040, 418 | SRE,Sempra Energy,reports,Utilities,Multi-Utilities,"San Diego, California",,1032208, 419 | STI,SunTrust Banks,reports,Financials,Regional Banks,"Atlanta, Georgia",31/05/1988,750556, 420 | STT,State Street Corp.,reports,Financials,Asset Management & Custody Banks,"Boston, Massachusetts",,93751, 421 | STX,Seagate Technology,reports,Information Technology,"Technology Hardware, Storage & Peripherals","Dublin, Ireland",02/07/2012,1137789, 422 | STZ,Constellation Brands,reports,Consumer Staples,Distillers & Vintners,"Victor, New York",01/07/2005,16918, 423 | SWK,Stanley Black & Decker,reports,Industrials,Industrial Machinery,"New Britain, Connecticut",30/09/1982,93556, 424 | SWKS,Skyworks Solutions,reports,Information Technology,Semiconductors,"Woburn, Massachusetts",12/03/2015,4127, 425 | SYF,Synchrony Financial,reports,Financials,Consumer Finance,"Stamford, Connecticut",18/11/2015,1601712, 426 | SYK,Stryker Corp.,reports,Health Care,Health Care Equipment,"Kalamazoo, Michigan",12/12/2000,310764, 427 | SYMC,Symantec Corp.,reports,Information Technology,Application Software,"Mountain View, California",25/03/2003,849399, 428 | SYY,Sysco Corp.,reports,Consumer Staples,Food Distributors,"Houston, Texas",31/12/1986,96021, 429 | T,AT&T Inc.,reports,Communication Services,Integrated Telecommunication Services,"Dallas, Texas",30/11/1983,732717,1983 430 | TAP,Molson Coors Brewing Company,reports,Consumer Staples,Brewers,"Denver, Colorado",30/06/1976,24545, 431 | TDG,TransDigm Group,reports,Industrials,Aerospace & Defense,"Cleveland, Ohio",03/06/2016,1260221, 432 | TEL,TE Connectivity Ltd.,reports,Information Technology,Electronic Manufacturing Services,"Schaffhausen, Switzerland",17/10/2011,1385157, 433 | TFX,Teleflex,reports,Health Care,Health Care Equipment,"Wayne, Pennsylvania",18/01/2019,96943,1943 434 | TGT,Target Corp.,reports,Consumer Discretionary,General Merchandise Stores,"Minneapolis, Minnesota",31/12/1976,27419, 435 | TIF,Tiffany & Co.,reports,Consumer Discretionary,"Apparel, Accessories & Luxury Goods","New York, New York",21/06/2000,98246, 436 | TJX,TJX Companies Inc.,reports,Consumer Discretionary,Apparel Retail,"Framingham, Massachusetts",30/09/1985,109198, 437 | GL,Torchmark Corp.,reports,Financials,Life & Health Insurance,"McKinney, Texas",30/04/1989,320335, 438 | TMO,Thermo Fisher Scientific,reports,Health Care,Health Care Equipment,"Waltham, Massachusetts",,97745,2006 439 | TMUS,T-Mobile US,reports,Communication Services,Wireless Telecommunication Services,"Bellevue, Washington",15/07/2019,1283699, 440 | TPR,"Tapestry, Inc.",reports,Consumer Discretionary,"Apparel, Accessories & Luxury Goods","New York, New York",,1116132,2017 441 | TRIP,TripAdvisor,reports,Communication Services,Interactive Media & Services,"Newton, Massachusetts",21/12/2011,1526520, 442 | TROW,T. Rowe Price Group,reports,Financials,Asset Management & Custody Banks,"Baltimore, Maryland",,1113169,1937 443 | TRV,The Travelers Companies Inc.,reports,Financials,Property & Casualty Insurance,"New York, New York",21/08/2002,86312, 444 | TSCO,Tractor Supply Company,reports,Consumer Discretionary,Specialty Stores,"Brentwood, Tennessee",24/01/2014,916365, 445 | TSN,Tyson Foods,reports,Consumer Staples,Packaged Foods & Meats,"Springdale, Arkansas",,100493, 446 | TSS,Total System Services,reports,Information Technology,Internet Software & Services,"Columbus, Georgia",02/01/2008,721683, 447 | TTWO,Take-Two Interactive,reports,Communication Services,Interactive Home Entertainment,"New York, New York",19/03/2018,946581, 448 | TWTR,"Twitter, Inc.",reports,Communication Services,Interactive Media & Services,"San Francisco, California",07/06/2018,1418091, 449 | TXN,Texas Instruments,reports,Information Technology,Semiconductors,"Dallas, Texas",,97476,1930 450 | TXT,Textron Inc.,reports,Industrials,Aerospace & Defense,"Providence, Rhode Island",31/12/1978,217346, 451 | UA,Under Armour Class C,reports,Consumer Discretionary,"Apparel, Accessories & Luxury Goods","Baltimore, Maryland",01/05/2014,1336917, 452 | UAA,Under Armour Class A,reports,Consumer Discretionary,"Apparel, Accessories & Luxury Goods","Baltimore, Maryland",25/03/2016,1336917, 453 | UAL,United Airlines Holdings,reports,Industrials,Airlines,"Chicago, Illinois",03/09/2015,100517, 454 | UDR,"UDR, Inc.",reports,Real Estate,Residential REITs,"Highlands Ranch, Colorado",07/03/2016,74208, 455 | UHS,"Universal Health Services, Inc.",reports,Health Care,Health Care Facilities,"King of Prussia, Pennsylvania",20/09/2014,352915, 456 | ULTA,Ulta Beauty,reports,Consumer Discretionary,Specialty Stores,"Bolingbrook, Illinois",18/04/2016,1403568, 457 | UNH,United Health Group Inc.,reports,Health Care,Managed Health Care,"Minnetonka, Minnesota",01/07/1994,731766, 458 | UNM,Unum Group,reports,Financials,Life & Health Insurance,"Chattanooga, Tennessee",01/03/1994,5513, 459 | UNP,Union Pacific Corp,reports,Industrials,Railroads,"Omaha, Nebraska",,100885, 460 | UPS,United Parcel Service,reports,Industrials,Air Freight & Logistics,"Atlanta, Georgia",22/07/2002,1090727, 461 | URI,"United Rentals, Inc.",reports,Industrials,Trading Companies & Distributors,"Stamford, Connecticut",20/09/2014,1067701, 462 | USB,U.S. Bancorp,reports,Financials,Diversified Banks,"Minneapolis, Minnesota",,36104,1968 463 | UTX,United Technologies,reports,Industrials,Aerospace & Defense,"Hartford, Connecticut",,101829, 464 | V,Visa Inc.,reports,Information Technology,IT Services,"San Francisco, California",21/12/2009,1403161, 465 | VAR,Varian Medical Systems,reports,Health Care,Health Care Equipment,"Palo Alto, California",12/02/2007,203527, 466 | VFC,V.F. Corp.,reports,Consumer Discretionary,"Apparel, Accessories & Luxury Goods","Greensboro, North Carolina",30/06/1979,103379, 467 | VIAB,Viacom Inc.,reports,Communication Services,Movies & Entertainment,"New York, New York",,1339947, 468 | VLO,Valero Energy,reports,Energy,Oil & Gas Refining & Marketing,"San Antonio, Texas",,1035002,1980 469 | VMC,Vulcan Materials,reports,Materials,Construction Materials,"Birmingham, Alabama",30/06/1999,1396009, 470 | VNO,Vornado Realty Trust,reports,Real Estate,Office REITs,"New York, New York",,899689, 471 | VRSK,Verisk Analytics,reports,Industrials,Research & Consulting Services,"Jersey City, New Jersey",08/10/2015,1442145, 472 | VRSN,Verisign Inc.,reports,Information Technology,Internet Services & Infrastructure,"Dulles, Virginia",01/02/2006,1014473, 473 | VRTX,Vertex Pharmaceuticals Inc,reports,Health Care,Biotechnology,"Cambridge, Massachusetts",23/09/2013,875320, 474 | VTR,Ventas Inc,reports,Real Estate,Health Care REITs,"Chicago, Illinois",04/03/2009,740260, 475 | VZ,Verizon Communications,reports,Communication Services,Integrated Telecommunication Services,"New York, New York",30/11/1983,732712, 476 | WAB,Wabtec Corporation,reports,Industrials,Construction Machinery & Heavy Trucks,"Wilmerding, Pennsylvania",27/02/2019,943452, 477 | WAT,Waters Corporation,reports,Health Care,Health Care Distributors,"Milford, Massachusetts",,1000697,1958 478 | WBA,Walgreens Boots Alliance,reports,Consumer Staples,Drug Retail,"Deerfield, Illinois",31/12/1979,1618921, 479 | WCG,WellCare,reports,Health Care,Managed Health Care,"Tampa, Florida",1985,1279363, 480 | WDC,Western Digital,reports,Information Technology,"Technology Hardware, Storage & Peripherals","Irvine, California",01/07/2009,106040, 481 | WEC,Wec Energy Group Inc,reports,Utilities,Electric Utilities,"Milwaukee, Wisconsin",31/10/2008,783325, 482 | WELL,Welltower Inc.,reports,Real Estate,Health Care REITs,"Toledo, Ohio",30/01/2009,766704, 483 | WFC,Wells Fargo,reports,Financials,Diversified Banks,"San Francisco, California",30/06/1976,72971, 484 | WHR,Whirlpool Corp.,reports,Consumer Discretionary,Household Appliances,"Benton Harbor, Michigan",,106640,1911 485 | WLTW,Willis Towers Watson,reports,Financials,Insurance Brokers,"London, United Kingdom",05/01/2016,1140536, 486 | WM,Waste Management Inc.,reports,Industrials,Environmental & Facilities Services,"Houston, Texas",,823768,1968 487 | WMB,Williams Cos.,reports,Energy,Oil & Gas Storage & Transportation,"Tulsa, Oklahoma",31/03/1975,107263, 488 | WMT,Walmart,reports,Consumer Staples,Hypermarkets & Super Centers,"Bentonville, Arkansas",31/08/1982,104169, 489 | WRK,WestRock,reports,Materials,Paper Packaging,"Richmond, Virginia",,1636023, 490 | WU,Western Union Co,reports,Information Technology,Internet Software & Services,"Englewood, Colorado",,1365135,1851 491 | WY,Weyerhaeuser,reports,Real Estate,Specialized REITS,"Federal Way, Washington",,106535, 492 | WYNN,Wynn Resorts Ltd,reports,Consumer Discretionary,Casinos & Gaming,"Paradise, Nevada",14/11/2008,1174922, 493 | XEC,Cimarex Energy,reports,Energy,Oil & Gas Exploration & Production,"Denver, Colorado",21/06/2014,1168054, 494 | XEL,Xcel Energy Inc,reports,Utilities,Multi-Utilities,"Minneapolis, Minnesota",,72903,1909 495 | XLNX,Xilinx,reports,Information Technology,Semiconductors,"San Jose, California",08/11/1999,743988, 496 | XOM,Exxon Mobil Corp.,reports,Energy,Integrated Oil & Gas,"Irving, Texas",,34088,1999 497 | XRAY,Dentsply Sirona,reports,Health Care,Health Care Supplies,"York, Pennsylvania",14/11/2008,818479, 498 | XRX,Xerox,reports,Information Technology,"Technology Hardware, Storage & Peripherals","Norwalk, Connecticut",,108772,1906 499 | XYL,Xylem Inc.,reports,Industrials,Industrial Machinery,"White Plains, New York",01/11/2011,1524472, 500 | YUM,Yum! Brands Inc,reports,Consumer Discretionary,Restaurants,"Louisville, Kentucky",06/10/1997,1041061, 501 | ZBH,Zimmer Biomet Holdings,reports,Health Care,Health Care Equipment,"Warsaw, Indiana",07/08/2001,1136869, 502 | ZION,Zions Bancorp,reports,Financials,Regional Banks,"Salt Lake City, Utah",22/06/2001,109380, 503 | ZTS,Zoetis,reports,Health Care,Pharmaceuticals,"Florham Park, New Jersey",21/06/2013,1555280, 504 | --------------------------------------------------------------------------------