Sector Drill-Down
Grade distribution, factor Z-scores, and fundamental aggregates by sector. All views sorted by A+B% (grade quality) descending.
Grade Distribution by Sector
Sorted by A+B%
Sector Z-Score Heatmap
| Sector | N | ROE | Rev Gr | EPS Gr | OPM Gr | FCF Yld | EPS Surp | EPS 3mo | Composite |
|---|---|---|---|---|---|---|---|---|---|
| Communication Services | 167 | +1.48 | +0.45 | -0.01 | -0.85 | +0.72 | +1.76 | +1.12 | +2.14 |
| Industrials | 484 | -0.08 | +0.23 | +0.22 | +0.86 | +0.35 | -0.05 | +0.76 | +0.79 |
| Information Technology | 435 | -0.10 | -0.60 | +2.11 | -1.33 | -0.38 | -0.08 | +0.30 | +0.69 |
| Health Care | 424 | +1.79 | -0.97 | +1.11 | +0.96 | +1.49 | -0.45 | +0.50 | +0.55 |
| Consumer Discretionary | 367 | -0.14 | +0.70 | +0.44 | +0.77 | +0.21 | -1.49 | +0.32 | +0.32 |
| Materials | 207 | +1.02 | -2.41 | -0.17 | -1.05 | +0.37 | +0.73 | -0.68 | -0.07 |
| Consumer Staples | 129 | -1.19 | +0.81 | -0.70 | +1.20 | -1.48 | -0.69 | +0.28 | -0.50 |
| Real Estate | 149 | -0.72 | +1.52 | -1.94 | -0.49 | +1.45 | -1.13 | -0.54 | -0.61 |
| Energy | 191 | -0.34 | -0.15 | +0.11 | -1.31 | -0.21 | +0.79 | -2.68 | -0.74 |
| Utilities | 84 | -0.14 | +0.41 | -0.81 | +1.32 | -1.63 | +1.39 | +0.80 | -0.77 |
| Financials | 519 | -1.57 | +0.02 | -0.37 | -0.07 | -0.90 | -0.79 | -0.18 | -1.78 |
Cell shading: green = positive (above sector mean), red = negative. Intensity scales with |Z|.
Sector Performance
Absolute returns by sector ETF. Cells tinted green/red by magnitude (capped at ±5%).
| Symbol | Sector | Price | 1D | 1W | MTD | QTD | YTD |
|---|---|---|---|---|---|---|---|
| SPX | S&P 500 | $7,266.99 | -1.62% | -3.80% | -4.13% | +11.31% | +6.16% |
| XLK | Technology | $176.63 | -2.29% | -9.99% | -7.53% | +32.90% | +22.84% |
| XLF | Financials | $52.23 | -0.44% | +2.67% | +1.26% | +5.79% | -4.15% |
| XLV | Health Care | $152.85 | -1.11% | +3.59% | +2.26% | +4.26% | -0.85% |
| XLY | Consumer Discretionary | $113.49 | -2.05% | -2.78% | -6.11% | +4.14% | -4.77% |
| XLP | Consumer Staples | $85.49 | +1.65% | +4.05% | +3.11% | +4.28% | +10.67% |
| XLE | Energy | $58.25 | +1.50% | -0.78% | +3.48% | -4.91% | +31.14% |
| XLI | Industrials | $169.66 | -3.38% | -2.52% | -2.00% | +4.90% | +9.68% |
| XLB | Materials | $49.60 | -2.30% | -3.93% | -3.03% | -0.74% | +9.86% |
| XLU | Utilities | $44.00 | +0.05% | +0.66% | -0.95% | -4.12% | +3.79% |
| XLRE | Real Estate | $44.99 | +0.04% | +3.40% | +2.27% | +10.19% | +12.25% |
| XLC | Communication Services | $111.01 | -0.42% | -0.95% | -4.05% | +0.14% | -5.40% |
Sector Relative Performance
Sector ETF returns minus the S&P 500 for the same period — positive = sector beat the index, negative = lagged. Benchmark row omitted.
| Symbol | Sector | Price | 1D | 1W | MTD | QTD | YTD |
|---|---|---|---|---|---|---|---|
| XLK | Technology | $176.63 | -0.67% | -6.19% | -3.40% | +21.59% | +16.68% |
| XLF | Financials | $52.23 | +1.18% | +6.47% | +5.39% | -5.52% | -10.30% |
| XLV | Health Care | $152.85 | +0.51% | +7.39% | +6.39% | -7.06% | -7.01% |
| XLY | Consumer Discretionary | $113.49 | -0.43% | +1.02% | -1.98% | -7.17% | -10.92% |
| XLP | Consumer Staples | $85.49 | +3.27% | +7.85% | +7.24% | -7.03% | +4.52% |
| XLE | Energy | $58.25 | +3.12% | +3.01% | +7.61% | -16.22% | +24.98% |
| XLI | Industrials | $169.66 | -1.76% | +1.27% | +2.13% | -6.41% | +3.52% |
| XLB | Materials | $49.60 | -0.68% | -0.14% | +1.10% | -12.05% | +3.70% |
| XLU | Utilities | $44.00 | +1.67% | +4.46% | +3.18% | -15.43% | -2.37% |
| XLRE | Real Estate | $44.99 | +1.66% | +7.20% | +6.40% | -1.12% | +6.09% |
| XLC | Communication Services | $111.01 | +1.20% | +2.84% | +0.08% | -11.18% | -11.56% |
Sector Fundamentals
Per-sector aggregates from the active universe. Sorted by A+B% descending by default.
| Sector | # | A+B %▼ | MCap | ROE | RevGr | EPSGr | FCFYld | Breadth | Beta | Q3M | Q12M |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Energy | 191 | 64.9% | $1.7T | 56.9% | 550.8% | 10.9% | 4.1% | 82.2% | 0.34 | 3.80 | 5.45 |
| Information Technology | 435 | 42.1% | $19.5T | 5.0% | 86.2% | 207.1% | -1.0% | 69.9% | 1.93 | 3.39 | 0.48 |
| Real Estate | 149 | 34.9% | $743.8B | 5.8% | 7.5% | 158.0% | -709.9% | 71.8% | 0.60 | 2.66 | 1.15 |
| Industrials | 484 | 32.9% | $6.3T | 10.3% | 163.1% | -34.7% | 0.6% | 51.0% | 1.40 | -0.81 | 0.29 |
| Materials | 207 | 28.5% | $2.4T | 1.7% | 59.8% | -83.2% | 1.4% | 48.8% | 1.41 | -4.88 | 1.44 |
| Health Care | 424 | 25.2% | $5.9T | -26.9% | 265.6% | 27.4% | -1.2% | 47.6% | 1.16 | -1.33 | 0.32 |
| Financials | 519 | 22.9% | $10.2T | 11.8% | 16.9% | 46.6% | 279.8% | 57.8% | 0.99 | 0.24 | -0.87 |
| Communication Services | 167 | 21.6% | $11.7T | -9.6% | 20.4% | -28.7% | -637.9% | 53.9% | 1.06 | -1.72 | -1.04 |
| Utilities | 84 | 21.4% | $1.1T | 8.2% | 17.0% | 21.1% | -4.4% | 47.6% | 0.34 | -2.81 | 2.47 |
| Consumer Staples | 129 | 18.6% | $2.7T | 21.8% | 5.4% | 8.2% | -28.4% | 36.4% | 0.39 | -3.45 | -1.21 |
| Consumer Discretionary | 367 | 16.1% | $6.9T | 8.6% | 14.6% | -19.3% | -333.1% | 38.7% | 1.24 | -2.35 | -1.37 |
Sector MIDOS
Brown's DES sentiment per sector ETF. > 90% = oversold (long bias) · < 10% = overbought (short bias) · > 95% flags a sector-level primary buy signal. Populated by scripts/sentiment.py --etf.
ETF params: ω = 1.0 (vs 0.5 for stocks). Higher scaling is needed because diversified baskets have lower raw volatility. Calibrated on 20+ years of sector ETF data: > 95% → +0.507% avg 5-day return, 57.8% win rate (2,209 signals).
OVERSOLD: 4OVERBOUGHT: 1PRIMARY BUY: 1
| Symbol | Sector | Price | MIDOS SI | MIDOS % | Status |
|---|---|---|---|---|---|
| SPX | S&P 500 | $7,266.99 | -1.43 | 93.6% | Oversold |
| XLK | Technology | $176.63 | -1.19 | 91.7% | Oversold |
| XLF | Financials | $52.23 | -0.08 | 63.9% | Neutral |
| XLV | Health Care | $152.85 | -0.60 | 83.6% | Neutral |
| XLY | Consumer Discretionary | $113.49 | -0.88 | 88.2% | Neutral |
| XLP | Consumer Staples | $85.49 | 1.79 | 4.4% | Overbought |
| XLE | Energy | $58.25 | 0.53 | 18.0% | Neutral |
| XLI | IndustrialsPrimary Buy | $169.66 | -2.03 | 96.6% | Oversold |
| XLB | Materials | $49.60 | -1.31 | 92.7% | Oversold |
| XLU | Utilities | $44.00 | 0.56 | 17.2% | Neutral |
| XLRE | Real Estate | $44.99 | 0.62 | 15.9% | Neutral |
| XLC | Communication Services | $111.01 | 0.27 | 25.5% | Neutral |
Legend — Factor Acronyms
Z-scores per sector are the median standardized value across all 11 sectors.
- ROE
- Return on Equity — Last fiscal year.
- RevGr
- Revenue Growth — 1-year quarter-over-quarter.
- EPSGr
- Earnings Per Share Growth — 1-year.
- OPMGr
- Operating Profit Margin Growth — Quarter vs same quarter prior year.
- FCFYld
- Free Cash Flow Yield — FCF / Market Cap.
- Breadth
- MA Breadth — Percentage of stocks in the sector with MA(30)/MA(100) ratio > 1.0 (short-term SMA above medium-term). Higher breadth = more stocks in bullish short-term trends.
- EPSSurp
- Adjusted EPS Surprise % — Last fiscal, actual vs estimate.
- EPS3Mo
- BEst EPS 3-Month % Change — Analyst estimate revisions, quarter.