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 | $183.10 | -0.29% | -4.02% | +4.42% | -3.89% | +27.49% |
| XLF | Financials | $56.95 | -0.92% | -2.25% | +0.02% | +6.23% | +4.88% |
| XLV | Health Care | $172.39 | -1.87% | +2.38% | +6.05% | +8.65% | +12.31% |
| XLY | Consumer Discretionary | $116.68 | -1.61% | -1.49% | +0.51% | -0.51% | -1.89% |
| XLP | Consumer Staples | $85.32 | -1.41% | -0.79% | +0.32% | +2.71% | +11.22% |
| XLE | Energy | $63.75 | +0.27% | +4.41% | +7.05% | +20.03% | +44.55% |
| XLI | Industrials | $179.77 | -1.20% | -3.24% | -0.04% | -2.95% | +16.50% |
| XLB | Materials | $52.42 | -0.19% | +0.21% | +3.95% | +3.13% | +16.54% |
| XLU | Utilities | $43.77 | -0.57% | -0.61% | -1.31% | -3.46% | +3.91% |
| XLRE | Real Estate | $45.08 | +0.20% | -0.09% | +0.02% | +2.38% | +13.46% |
| XLC | Communication Services | $110.68 | -0.57% | -1.66% | +2.25% | +3.31% | -5.43% |
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 | $183.10 | -1.12% | -4.42% | +4.77% | -3.54% | +18.32% |
| XLF | Financials | $56.95 | -1.74% | -2.65% | +0.37% | +6.58% | -4.28% |
| XLV | Health Care | $172.39 | -2.70% | +1.98% | +6.41% | +9.01% | +3.15% |
| XLY | Consumer Discretionary | $116.68 | -2.43% | -1.89% | +0.86% | -0.16% | -11.06% |
| XLP | Consumer Staples | $85.32 | -2.23% | -1.19% | +0.67% | +3.06% | +2.05% |
| XLE | Energy | $63.75 | -0.56% | +4.01% | +7.41% | +20.39% | +35.39% |
| XLI | Industrials | $179.77 | -2.02% | -3.64% | +0.31% | -2.60% | +7.34% |
| XLB | Materials | $52.42 | -1.01% | -0.19% | +4.30% | +3.48% | +7.37% |
| XLU | Utilities | $43.77 | -1.39% | -1.01% | -0.96% | -3.11% | -5.26% |
| XLRE | Real Estate | $45.08 | -0.62% | -0.49% | +0.37% | +2.74% | +4.29% |
| XLC | Communication Services | $110.68 | -1.40% | -2.06% | +2.61% | +3.67% | -14.60% |
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 | 58.1% | $3.9T | 66.1% | 58.9% | 190.6% | 276.1% | 49.7% | 0.20 | 0.91 | 7.27 |
| Health Care | 424 | 39.6% | $9.1T | -36.1% | 265.0% | 51.3% | 7.8% | 75.7% | 0.98 | 8.07 | 2.21 |
| Financials | 519 | 37.2% | $15.2T | 10.9% | 23.4% | 98.5% | 4.3% | 76.9% | 0.85 | 5.07 | 0.48 |
| Information Technology | 435 | 36.6% | $24T | -0.0% | 37.9% | 193.0% | 17.6% | 55.2% | 1.92 | 1.49 | 0.91 |
| Real Estate | 149 | 33.6% | $1.6T | 4.8% | 8.7% | 86.9% | 103.0% | 77.9% | 0.48 | 2.59 | 1.35 |
| Communication Services | 167 | 24.6% | $13T | -11.8% | 27.3% | 98.9% | 2962.2% | 49.1% | 0.90 | 1.17 | -0.96 |
| Materials | 207 | 24.2% | $3.6T | 5.5% | 44.7% | 238.2% | -33.0% | 40.1% | 1.42 | 1.65 | 2.16 |
| Industrials | 484 | 23.1% | $10.2T | 15.2% | 47.1% | 1220.5% | 343.8% | 57.9% | 1.39 | 1.54 | 0.06 |
| Consumer Staples | 129 | 19.4% | $4.8T | 6.0% | 5.0% | 61.4% | -135.3% | 61.2% | 0.27 | 3.42 | -0.26 |
| Consumer Discretionary | 367 | 19.3% | $9.9T | 20.0% | 14.5% | 243.3% | -2252.4% | 61.3% | 1.09 | 3.41 | -1.38 |
| Utilities | 84 | 11.9% | $1.8T | 6.6% | 11.1% | 42.5% | -56.4% | 41.7% | 0.27 | -1.27 | 1.81 |
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: 3OVERBOUGHT: 0
| Symbol | Sector | Price | MIDOS SI | MIDOS % | Status |
|---|---|---|---|---|---|
| SPX | S&P 500 | $7,472.94 | 0.35 | 22.7% | Neutral |
| XLK | Technology | $183.10 | -1.27 | 92.4% | Oversold |
| XLF | Financials | $56.95 | -1.06 | 90.4% | Oversold |
| XLV | Health Care | $172.39 | -0.33 | 76.4% | Neutral |
| XLY | Consumer Discretionary | $116.68 | -0.87 | 88.1% | Neutral |
| XLP | Consumer Staples | $85.32 | -0.50 | 81.3% | Neutral |
| XLE | Energy | $63.75 | -0.53 | 82.2% | Neutral |
| XLI | Industrials | $179.77 | -1.60 | 94.7% | Oversold |
| XLB | Materials | $52.42 | -0.13 | 67.6% | Neutral |
| XLU | Utilities | $43.77 | -0.13 | 67.5% | Neutral |
| XLRE | Real Estate | $45.08 | 0.40 | 21.3% | Neutral |
| XLC | Communication Services | $110.68 | -0.54 | 82.4% | 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.