Thomson Reuters/Sabrient Sensible Growth Index
The Thomson Reuters/Sabrient Sensible Growth Index ("TR/S Sensible Growth") is a quantitative Long index consisting of 100 top-ranked stocks with strong growth and valuation prospects and a high quality of earnings. The securities are selected from approximately 2,000 companies trading in U.S. dollars on U.S. stock exchanges; eligible companies must have a minimum market capitalization of $150 million and three or more analysts following the company. Several quantitative factors are used to score and rank the stocks. Then the 100 top-ranked stocks are selected for the TR/S Sensible Growth Index. The Index is rebalanced monthly and is calculated using an equal dollar weighting across all constituents. Download TR/S Sensible Growth Index Factsheet
| TOP 5 HOLDINGS BY MARKET CAP* | |
|---|---|
| COMPANY | MARKET CAP ($Billions) |
| Royal Dutch Shell PLC (ADR) | 255.52 |
| Petroleo Brasileiro S.A. | 207.87 |
| BP PLC (ADR) | 145.53 |
| Vale S.A. OADR) | 76.74 |
| ConocoPhillips | 45.18 |
| TOP SECTORS* | |
|---|---|
| SECTOR | % MARKET CAP |
| Financials | 26% |
| Cyclical Consumer Goods & Services | 14% |
| Energy | 20% |
| Technology | 9% |
| Healthcare | 5% |
| Basic Materials | 11% |
| Industrials | 9% |
| Non-Cyclical Consumer Goods & Services | 5% |
| Telecommunication Services | 1% |
| TOP 5 AND BOTTOM 5 PERFORMING STOCKS | ||
|---|---|---|
| Stock Performance: Dec 2011 – Jan 2012 | ||
| COMPANY | % 1 MO. RETURN | SECTOR |
| TOP 5 PERFORMERS | ||
| Delphi Financials Group | 61.09% | Financials |
| Mitcham Industries | 49.18% | Energy |
| Desarrolladora Homex S.A. De Cd (ADR) | 43.57% | Consumer Cyclicals |
| Assured Guaranty, Ltd | 35.46% | Financials |
| Gannett Inc. | 23.11% | Consumer Cyclicals |
| BOTTOM 5 PERFORMERS | ||
| Tutor Perini Corp. | -25.17 | Industrials |
| RadioShack Corp. | -15.42 | Consumer Cyclicals |
| Invesco Mortgage Capital | -10.91 | Financials |
| HCA Holdings, Inc. | -9.64 | Healthcare |
| Atlas Air Worldwide | -9.04 | Industrials |
* Portfolio Data as of January 1, 2012
