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 | $7,472.94 | +0.82% | +0.40% | -0.35% | -0.35% | +9.17% |
| XLK | Technology | $185.97 | +1.29% | -1.40% | -0.28% | -2.39% | +29.49% |
| XLF | Financials | $58.56 | +1.56% | +1.17% | +1.47% | +9.23% | +7.85% |
| XLV | Health Care | $173.26 | +0.18% | +0.98% | +1.59% | +9.20% | +12.88% |
| XLY | Consumer Discretionary | $116.46 | +1.39% | +0.50% | -0.11% | -0.70% | -2.08% |
| XLP | Consumer Staples | $85.26 | -0.32% | +0.21% | +0.33% | +2.64% | +11.14% |
| XLE | Energy | $64.62 | -0.74% | +3.74% | +1.03% | +21.67% | +46.52% |
| XLI | Industrials | $174.56 | +1.03% | -2.37% | -0.33% | -5.76% | +13.13% |
| XLB | Materials | $52.62 | -0.62% | -1.15% | -0.13% | +3.52% | +16.98% |
| XLU | Utilities | $43.03 | +0.84% | -0.35% | +1.89% | -5.09% | +2.15% |
| XLRE | Real Estate | $44.25 | +1.19% | -0.92% | +0.32% | +0.50% | +11.37% |
| XLC | Communication Services | $113.38 | +0.85% | +1.77% | +1.72% | +5.83% | -3.13% |
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 | $185.97 | +0.47% | -1.80% | +0.07% | -2.04% | +20.32% |
| XLF | Financials | $58.56 | +0.74% | +0.78% | +1.83% | +9.59% | -1.32% |
| XLV | Health Care | $173.26 | -0.64% | +0.58% | +1.95% | +9.55% | +3.72% |
| XLY | Consumer Discretionary | $116.46 | +0.57% | +0.10% | +0.24% | -0.35% | -11.25% |
| XLP | Consumer Staples | $85.26 | -1.14% | -0.19% | +0.68% | +2.99% | +1.98% |
| XLE | Energy | $64.62 | -1.56% | +3.34% | +1.38% | +22.02% | +37.36% |
| XLI | Industrials | $174.56 | +0.21% | -2.77% | +0.03% | -5.41% | +3.96% |
| XLB | Materials | $52.62 | -1.45% | -1.54% | +0.22% | +3.87% | +7.82% |
| XLU | Utilities | $43.03 | +0.02% | -0.75% | +2.25% | -4.74% | -7.02% |
| XLRE | Real Estate | $44.25 | +0.37% | -1.32% | +0.67% | +0.85% | +2.20% |
| XLC | Communication Services | $113.38 | +0.03% | +1.37% | +2.07% | +6.19% | -12.29% |
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 | 63.9% | $2.1T | 66.8% | 60.0% | 324.0% | 274.5% | 62.8% | 0.18 | 6.49 | 6.74 |
| Financials | 519 | 40.7% | $9.4T | 11.0% | 23.5% | 95.5% | 5.7% | 75.7% | 0.84 | 6.77 | 0.30 |
| Health Care | 424 | 40.6% | $5.9T | -41.0% | 260.7% | 52.5% | 6.0% | 76.2% | 0.98 | 7.97 | 2.01 |
| Information Technology | 435 | 34.3% | $14.6T | 91.3% | 37.9% | 190.6% | 17.7% | 48.5% | 1.93 | -0.98 | 0.67 |
| Materials | 207 | 30.0% | $2.2T | 5.6% | 43.9% | 249.7% | -32.0% | 59.4% | 1.44 | 2.11 | 1.90 |
| Communication Services | 167 | 23.4% | $9.1T | -11.5% | 27.4% | 104.0% | 3023.7% | 49.1% | 0.90 | 1.33 | -1.08 |
| Industrials | 484 | 22.1% | $6.1T | 13.7% | 48.4% | 1216.7% | 338.6% | 51.9% | 1.38 | -1.65 | -0.23 |
| Consumer Staples | 129 | 20.9% | $2.4T | 6.1% | 5.1% | 67.5% | -121.2% | 64.3% | 0.25 | 3.23 | -0.29 |
| Consumer Discretionary | 367 | 20.4% | $6.4T | 17.9% | 14.0% | 245.2% | -2195.4% | 56.4% | 1.07 | 0.84 | -1.95 |
| Real Estate | 149 | 19.5% | $842.1B | 4.8% | 8.7% | 87.8% | 106.5% | 62.4% | 0.45 | -0.88 | 0.23 |
| Utilities | 84 | 8.3% | $1T | 6.6% | 11.5% | 44.8% | 353.1% | 25.0% | 0.25 | -2.89 | 1.83 |
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: 0OVERBOUGHT: 1
| Symbol | Sector | Price | MIDOS SI | MIDOS % | Status |
|---|---|---|---|---|---|
| SPX | S&P 500 | $7,472.94 | 0.35 | 22.7% | Neutral |
| XLK | Technology | $185.97 | 0.50 | 18.7% | Neutral |
| XLF | Financials | $58.56 | 0.92 | 11.2% | Neutral |
| XLV | Health Care | $173.26 | 0.03 | 41.8% | Neutral |
| XLY | Consumer Discretionary | $116.46 | 0.76 | 13.6% | Neutral |
| XLP | Consumer Staples | $85.26 | -0.07 | 63.0% | Neutral |
| XLE | Energy | $64.62 | -0.52 | 81.9% | Neutral |
| XLI | Industrials | $174.56 | 0.99 | 10.4% | Neutral |
| XLB | Materials | $52.62 | -0.31 | 75.9% | Neutral |
| XLU | Utilities | $43.03 | 1.07 | 9.4% | Overbought |
| XLRE | Real Estate | $44.25 | 0.55 | 17.4% | Neutral |
| XLC | Communication Services | $113.38 | 0.65 | 15.4% | 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.