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 | $7,354.02 | -0.05% | -1.95% | -2.98% | +12.64% | +7.43% |
| XLK | Technology | $181.11 | -1.87% | -5.28% | -5.07% | +36.44% | +26.10% |
| XLF | Financials | $53.57 | +0.22% | +0.35% | +4.22% | +8.89% | -1.34% |
| XLV | Health Care | $160.34 | +3.03% | +7.80% | +7.75% | +9.85% | +4.46% |
| XLY | Consumer Discretionary | $114.37 | +0.90% | -2.19% | -5.19% | +5.15% | -3.84% |
| XLP | Consumer Staples | $84.71 | +0.92% | +2.40% | +2.88% | +4.05% | +10.42% |
| XLE | Energy | $53.84 | -0.46% | +0.85% | -3.66% | -11.48% | +22.08% |
| XLI | Industrials | $181.20 | -1.59% | +0.41% | +4.92% | +12.31% | +17.43% |
| XLB | Materials | $51.60 | -0.46% | -0.03% | +1.26% | +3.65% | +14.72% |
| XLU | Utilities | $46.20 | +0.76% | +3.88% | +4.67% | +1.32% | +9.67% |
| XLRE | Real Estate | $45.24 | +1.46% | +4.05% | +3.74% | +11.77% | +13.86% |
| XLC | Communication Services | $106.18 | +0.57% | -2.74% | -7.98% | -3.97% | -9.28% |
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 | $181.11 | -1.83% | -3.33% | -2.09% | +23.79% | +18.68% |
| XLF | Financials | $53.57 | +0.27% | +2.30% | +7.20% | -3.76% | -8.77% |
| XLV | Health Care | $160.34 | +3.07% | +9.75% | +10.73% | -2.80% | -2.97% |
| XLY | Consumer Discretionary | $114.37 | +0.95% | -0.23% | -2.21% | -7.49% | -11.27% |
| XLP | Consumer Staples | $84.71 | +0.96% | +4.35% | +5.86% | -8.60% | +3.00% |
| XLE | Energy | $53.84 | -0.42% | +2.81% | -0.68% | -24.12% | +14.65% |
| XLI | Industrials | $181.20 | -1.54% | +2.36% | +7.90% | -0.33% | +10.00% |
| XLB | Materials | $51.60 | -0.42% | +1.92% | +4.24% | -9.00% | +7.29% |
| XLU | Utilities | $46.20 | +0.81% | +5.83% | +7.65% | -11.33% | +2.25% |
| XLRE | Real Estate | $45.24 | +1.50% | +6.00% | +6.72% | -0.87% | +6.43% |
| XLC | Communication Services | $106.18 | +0.62% | -0.78% | -5.00% | -16.62% | -16.71% |
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% | $1.9T | 56.9% | 550.8% | 10.9% | 4.1% | 67.0% | 0.33 | -1.81 | 4.64 |
| Information Technology | 435 | 42.1% | $14.7T | 5.0% | 86.2% | 207.1% | -1.0% | 72.0% | 1.89 | 2.39 | 0.62 |
| Real Estate | 149 | 34.9% | $938.3B | 5.8% | 7.5% | 158.0% | -709.9% | 68.5% | 0.55 | 8.40 | 2.03 |
| Industrials | 484 | 32.9% | $5.1T | 10.3% | 163.1% | -34.7% | 0.6% | 53.3% | 1.38 | 0.36 | 1.00 |
| Materials | 207 | 28.5% | $1.7T | 1.7% | 59.8% | -83.2% | 1.4% | 43.0% | 1.44 | -4.46 | 1.92 |
| Health Care | 424 | 25.2% | $5.4T | -26.9% | 265.6% | 27.4% | -1.2% | 53.3% | 1.08 | 2.84 | 1.65 |
| Financials | 519 | 22.9% | $8.3T | 11.8% | 16.9% | 46.6% | 279.8% | 62.4% | 0.91 | 3.22 | 0.23 |
| Communication Services | 167 | 21.6% | $8.9T | -9.6% | 20.4% | -28.7% | -637.9% | 53.9% | 0.97 | -0.48 | -1.01 |
| Utilities | 84 | 21.4% | $1T | 8.2% | 17.0% | 21.1% | -4.4% | 44.0% | 0.31 | 1.76 | 3.63 |
| Consumer Staples | 129 | 18.6% | $2T | 21.8% | 5.4% | 8.2% | -28.4% | 39.5% | 0.33 | 1.83 | -0.12 |
| Consumer Discretionary | 367 | 16.1% | $5.3T | 8.6% | 14.6% | -19.3% | -333.1% | 46.9% | 1.19 | -1.01 | -0.57 |
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: 1OVERBOUGHT: 1
| Symbol | Sector | Price | MIDOS SI | MIDOS % | Status |
|---|---|---|---|---|---|
| SPX | S&P 500 | $7,354.02 | -1.43 | 93.6% | Oversold |
| XLK | Technology | $181.11 | -0.95 | 89.1% | Neutral |
| XLF | Financials | $53.57 | -0.68 | 85.0% | Neutral |
| XLV | Health Care | $160.34 | 1.97 | 3.6% | Overbought |
| XLY | Consumer Discretionary | $114.37 | 0.37 | 22.2% | Neutral |
| XLP | Consumer Staples | $84.71 | 0.57 | 17.0% | Neutral |
| XLE | Energy | $53.84 | 0.94 | 10.9% | Neutral |
| XLI | Industrials | $181.20 | -0.84 | 87.7% | Neutral |
| XLB | Materials | $51.60 | -0.11 | 66.3% | Neutral |
| XLU | Utilities | $46.20 | 0.57 | 17.1% | Neutral |
| XLRE | Real Estate | $45.24 | 0.93 | 11.1% | Neutral |
| XLC | Communication Services | $106.18 | 0.75 | 13.6% | 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.