Thursday, June 3, 2010

Latest Relative Strength Screen

Yesterday's rally served to push a lot of stocks back over their 50moving averages, creating a lot more stocks that hit a pool of candidates showing relative strength. Below is an updated list of stocks over their 20, 50 and 200 day SIMPLE moving averages.

Other criteria are simply:
  1. Stock price over $10
  2. Volume over 200K
  3. Market cap over $300M
The list is actually much more dominated than usual by larger cap stocks (say $4B or more). This would make sense in an environment where the day to day action is extremely volatile and risk is taken "on" and "off" on an almost hourly basis. Traders are going to the most liquid of names. If the market takes off tomorrow on the "surprise" labor data and clears the 200 day simple moving average (which is how it seems to be setting up), these are the names with the least headwinds.

I've broken the list into 2 groups (a) over $2B in market cap (b) under $2B in market cap

(I) Over $2B in Market Cap

Ticker Company Market Cap
AAPL Apple Inc. 240,179
ABV Companhia de Bebidas Das Americas 60,182
NVO Novo Nordisk A/S 54,927
DAI Daimler AG 51,951
EMC EMC Corporation 38,419
BMO Bank of Montreal 34,005
ESRX Express Scripts Inc. 28,477
EOG EOG Resources, Inc. 27,277
VMW VMware, Inc. 27,012
BIDU Baidu, Inc. 26,430
DE Deere & Co. 25,520
KMB Kimberly-Clark Corporation 25,294
GIS General Mills Inc. 24,651
ECA EnCana Corp. 24,209
BCE BCE, Inc. 23,264
CME CME Group Inc. 21,213
CVE Cenovus Energy Inc. 21,048
K Kellogg Company 20,913
RCI Rogers Communications Inc. 20,714
SBUX Starbucks Corp. 19,805
TWC Time Warner Cable Inc. 19,433
YUM Yum! Brands, Inc. 19,357
MCK McKesson Corporation 19,065
TJX The TJX Companies, Inc. 18,881
SYY Sysco Corp. 17,866
BRCM Broadcom Corp. 17,553
AMT American Tower Corp. 16,722
LVS Las Vegas Sands Corp. 16,013
PEG Public Service Enterprise Group Inc. 15,745
AU AngloGold Ashanti Ltd. 15,678
CTSH Cognizant Technology Solutions Corp. 15,267
CMI Cummins Inc. 13,996
NTAP NetApp, Inc. 13,424
COH Coach Inc. 12,693
CAH Cardinal Health, Inc. 12,672
IR Ingersoll-Rand Plc 12,396
CPB Campbell Soup Co. 12,393
MAR Marriott International, Inc. 12,105
INTU Intuit Inc. 11,436
RSG Republic Services Inc. 11,333
CRM 11,245
VIV Vivo Participacoes S.A. 11,213
DISCA Discovery Communications, Inc. 11,108
DAL Delta Air Lines Inc. 11,094
HSY Hershey Co. 11,066
CAG ConAgra Foods, Inc. 10,943
CCI Crown Castle International Corp. 10,720
DG Dollar General Corp. 10,688
SNDK SanDisk Corp. 10,678
CTL CenturyTel, Inc. 10,505
WYNN Wynn Resorts Ltd. 10,258
AGG iShares Barclays Aggregate Bond 10,176
GFI Gold Fields Ltd. 9,852
CIB Bancolombia S.A. 9,690
NLY Annaly Capital Management, Inc. 9,655
SLE Sara Lee Corp. 9,562
CP Canadian Pacific Railway Limited 9,415
BVN Compania de Minas Buenaventura SA 9,376
EGO Eldorado Gold Corp. 9,351
PT Portugal Telecom SGPS SA 9,346
CI CIGNA Corporation 9,340
DPS Dr Pepper Snapple Group, Inc. 9,321
AZO AutoZone Inc. 9,180
ICE IntercontinentalExchange, Inc. 8,976
ABC AmerisourceBergen Corporation 8,964
CLX Clorox Corporation 8,946
ADI Analog Devices Inc. 8,883
PWE Penn West Energy Trust 8,439
CLR Continental Resources Inc. 8,424
LTD Limited Brands, Inc. 8,393
GOLD Randgold Resources Ltd. 8,173
HUM Humana Inc. 8,073
CBE Cooper Industries plc 8,001
PAA Plains All American Pipeline LP 7,949
SNI Scripps Networks Interactive, Inc. 7,685
CVC Cablevision Systems Corporation 7,668
RRC Range Resources Corporation 7,636
PXD Pioneer Natural Resources Co. 7,626
UPL Ultra Petroleum Corp. 7,604
VTR Ventas Inc. 7,516
DLB Dolby Laboratories Inc. 7,503
SHY iShares Barclays 1-3 Year Treasury Bond 7,199
BAP Credicorp Ltd. 7,164
AKAM Akamai Technologies Inc. 7,103
ORLY O'Reilly Automotive Inc. 7,098
DVA DaVita, Inc. 6,731
ROST Ross Stores Inc. 6,657
XEC Cimarex Energy Co. 6,598
WAT Waters Corp. 6,461
TSU TIM Participacoes SA 6,458
LFL LAN Airlines S.A. 6,423
URBN Urban Outfitters Inc. 6,401
OKS ONEOK Partners, L.P. 6,013
MIL Millipore Corp. 5,980
CPN Calpine Corp. 5,957
THI Tim Hortons Inc. 5,815
EEP Enbridge Energy Partners LP 5,812
NFLX Netflix, Inc. 5,789
CXG CNX Gas Corporation 5,775
SY Sybase, Inc. 5,590
FFIV F5 Networks, Inc. 5,553
WPI Watson Pharmaceuticals Inc. 5,535
VRSK Verisk Analytics, Inc. 5,465
HRL Hormel Foods Corp. 5,448
CTRP International Ltd. 5,437
TDC Teradata Corporation 5,381
DLTR Dollar Tree, Inc. 5,261
CXO Concho Resources, Inc. 5,235
ILMN Illumina Inc. 5,228
MKC McCormick & Co. Inc. 5,211
RDY Dr. Reddy's Laboratories Ltd. 5,116
VRSN VeriSign Inc. 5,088
SRCL Stericycle Inc. 5,037
AVGO Avago Technologies Limited 5,018
LRCX Lam Research Corporation 5,007
WIN Windstream Corporation 5,004
ARMH ARM Holdings plc 4,942
RMD ResMed Inc. 4,927
NUAN Nuance Communications, Inc. 4,910
SLG SL Green Realty Corp. 4,814
GNA Gerdau Ameristeel Corp. 4,799
NWL Newell Rubbermaid Inc. 4,741
ALXN Alexion Pharmaceuticals, Inc. 4,689
CMG Chipotle Mexican Grill, Inc. 4,644
DLR Digital Realty Trust Inc. 4,606
BWA BorgWarner Inc. 4,585
AAP Advance Auto Parts Inc. 4,460
WLL Whiting Petroleum Corp. 4,412
SBS Companhia de Saneamento Basico do Estado de Sao Paulo 4,397
PWR Quanta Services Inc. 4,358
OC Owens Corning 4,314
MLM Martin Marietta Materials Inc. 4,266
NHP Nationwide Health Properties Inc. 4,254
WRB W.R. Berkley Corporation 4,240
UHS Universal Health Services Inc. 4,186
LCAPA Liberty Capital Group 4,152
AIZ Assurant Inc. 3,995
MTD Mettler-Toledo International, Inc. 3,834
ROVI Rovi Corporation 3,823
NAV Navistar International Corp. 3,810
KSU Kansas City Southern 3,810
EPB El Paso Pipeline Partners, L.P. 3,809
XCO EXCO Resources Inc. 3,803
CYH Community Health Systems, Inc. 3,794
PTV Pactiv Corp. 3,794
G Genpact Ltd. 3,784
ADS Alliance Data Systems Corporation 3,757
IDXX IDEXX Laboratories, Inc. 3,704
GIL Gildan Activewear Inc. 3,689
LINE Linn Energy, LLC 3,678
UAUA UAL Corporation 3,656
VRX Valeant Pharmaceuticals International 3,554
SUN Sunoco Inc. 3,548
AN AutoNation Inc. 3,445
EDU New Oriental Education & Technology Group 3,441
IHS IHS Inc. 3,318
ORI Old Republic International Corp. 3,302
TIE Titanium Metals Corp. 3,255
DKS Dick's Sporting Goods Inc. 3,240
LNCR Lincare Holdings Inc. 3,227
FST Forest Oil Corp. 3,152
CAL Continental Airlines, Inc. 3,148
VAL Valspar Corp. 3,130
IDC Interactive Data Corporation 3,115
CPRT Copart, Inc. 3,066
PPDI Pharmaceutical Product Development Inc. 3,064
IEF iShares Barclays 7-10 Year Treasury 3,050
CLB Core Laboratories NV 3,040
EW Edwards Lifesciences Corp. 3,016
LXK Lexmark International Inc. 3,009
SWKS Skyworks Solutions Inc. 2,936
LULU Lululemon Athletica Inc. 2,923
SM St. Mary Land & Exploration Company 2,875
WCN Waste Connections Inc. 2,795
HLF Herbalife Ltd. 2,791
BRO Brown & Brown Inc. 2,783
MCRS MICROS Systems, Inc. 2,748
FRO Frontline Ltd. 2,717
ACV Alberto-Culver Co. 2,714
MD MEDNAX, Inc. 2,686
ARO Aeropostale, Inc. 2,654
PNRA Panera Bread Co. 2,636
THOR Thoratec Corp. 2,606
IACI IAC/InterActiveCorp. 2,572
AJG Arthur J Gallagher & Co. 2,559
HNT Health Net Inc. 2,546
EVVV ev3, Inc. 2,517
NVLS Novellus Systems, Inc. 2,509
REGN Regeneron Pharmaceuticals, Inc. 2,480
AIV Apartment Investment & Management Co. 2,458
TSCO Tractor Supply Company 2,455
EMS Emergency Medical Services Corp. 2,447
CSL Carlisle Companies Inc. 2,421
INFA Informatica Corporation 2,415
IT Gartner Inc. 2,405
MELI Mercadolibre, Inc. 2,352
RBC Regal Beloit Corporation 2,337
RGNC Regency Energy Partners LP 2,284
SXCI SXC Health Solutions, Corp. 2,248
KEX Kirby Corporation 2,173
BJ BJ's Wholesale Club Inc. 2,136
CNQR Concur Technologies, Inc. 2,130
GTI GrafTech International Ltd. 2,086
BEXP Brigham Exploration Co. 2,082

(II) Under $2B in Market Cap

Ticker Company Market Cap
WBC WABCO Holdings Inc. 1,995
ENH Endurance Specialty Holdings Ltd. 1,990
RKT Rock-Tenn Co. 1,990
PII Polaris Industries, Inc. 1,989
CFL Broadview Security 1,955
TIBX Tibco Software Inc. 1,936
DDS Dillard's Inc. 1,932
DECK Deckers Outdoor Corp. 1,929
AGP AMERIGROUP Corporation 1,920
WSO Watsco Inc. 1,902
TK Teekay Corporation 1,884
PSYS Psychiatric Solutions, Inc. 1,857
TTC Toro Co. 1,851
CYBS CyberSource Corporation 1,821
ALK Alaska Air Group, Inc. 1,786
GSIC GSI Commerce Inc. 1,765
VCI Valassis Communications Inc. 1,762
CSTR Coinstar Inc. 1,747
CLH Clean Harbors, Inc. 1,743
SVN 7 Days Group Holdings Limited 1,737
APKT Acme Packet, Inc. 1,735
ADTN ADTRAN Inc. 1,728
AMMD American Medical Systems Holdings Inc. 1,727
QSFT Quest Software Inc. 1,723
UA Under Armour, Inc. 1,710
BIN IESI-BFC Ltd. 1,704
PAY VeriFone Systems, Inc 1,702
BEZ Baldor Electric Co. 1,690
COO The Cooper Companies Inc. 1,687
ICLR ICON plc 1,683
THS Treehouse Foods Inc. 1,667
PTP Platinum Underwriters Holdings Ltd. 1,661
WERN Werner Enterprises Inc. 1,657
BRY Berry Petroleum Co. 1,656
SFSF SuccessFactors, Inc. 1,648
CNL Cleco Corporation 1,611
CPNO Copano Energy LLC 1,596
CRR CARBO Ceramics Inc. 1,580
HXL Hexcel Corp. 1,579
HMIN Home Inns & Hotels Management Inc. 1,565
LTM Life Time Fitness Inc. 1,535
BBG Bill Barrett Corp. 1,507
OMX OfficeMax Inc. 1,490
HMSY HMS Holdings Corp. 1,474
DFT DuPont Fabros Technology, Inc. 1,460
DFG Delphi Financial Group, Inc. 1,443
ARM ArvinMeritor Inc. 1,430
ACOR Acorda Therapeutics, Inc. 1,421
UNFI United Natural Foods, Inc. 1,414
ULTA Ulta Salon, Cosmetics & Fragrance, Inc. 1,382
SAPE Sapient Corp. 1,375
ARBA Ariba Inc. 1,374
PRGS Progress Software Corp. 1,361
PSSI PSS World Medical Inc. 1,360
SGEN Seattle Genetics Inc. 1,341
ODFL Old Dominion Freight Line Inc. 1,336
PLCE The Children's Place Retail Stores, Inc. 1,332
IPXL Impax Laboratories Inc. 1,313
MDAS MedAssets, Inc. 1,308
ARUN Aruba Networks, Inc. 1,276
DGI DigitalGlobe, Inc. 1,263
WX WuXi PharmaTech (Cayman) Inc. 1,250
SRX SRA International Inc. 1,244
JAS Jo-Ann Stores, Inc. 1,242
HUBG Hub Group Inc. 1,226
CAVM Cavium Networks, Inc. 1,225
VOLC Volcano Corporation 1,211
DGIT DG FastChannel, Inc. 1,202
CBRL Cracker Barrel Old Country Store, Inc. 1,189
AH Accretive Health, Inc. 1,179
AIT Applied Industrial Technologies, Inc. 1,172
JOSB Jos. A Bank Clothiers Inc. 1,155
VGR Vector Group Ltd. 1,145
ABM ABM Industries Inc. 1,132
SJT San Juan Basin Royalty Trust 1,121
ECLP Eclipsys Corporation 1,107
ALGT Allegiant Travel Company 1,084
CLP Colonial Properties Trust 1,065
SKIL SkillSoft plc 1,064
TXRH Texas Roadhouse Inc. 1,057
TOO Teekay Offshore Partners LP 1,042
GEO Geo Group Inc. 1,037
VVUS VIVUS Inc. 1,035
THRX Theravance Inc. 1,031
HTS Hatteras Financial Corp 1,030
PFCB P.F. Chang's China Bistro, Inc. 1,027
HS HealthSpring Inc. 1,017
OVTI OmniVision Technologies Inc. 1,012
CVLT CommVault Systems, Inc. 1,010
HWD Harry Winston Diamond Corporation 1,003
SYNA Synaptics Inc. 989
PRX Par Pharmaceutical Companies Inc. 970
TTWO Take-Two Interactive Software Inc. 964
CRUS Cirrus Logic Inc. 955
DCP DynCorp International Inc. 954
VRUS Pharmasset, Inc. 953
PPO Polypore International Inc. 940
VCLK ValueClick, Inc. 939
ISLN Isilon Systems, Inc. 915
HAIN The Hain Celestial Group, Inc. 910
SXE Stanley, Inc. 904
ODSY Odyssey Healthcare Inc. 891
AGNC American Capital Agency Corp. 890
TTMI TTM Technologies Inc. 890
GSM Globe Specialty Metals, Inc. 861
VTIV inVentiv Health, Inc. 846
PBT Permian Basin Royalty Trust 838
RUE rue21, Inc. 832
MLNX Mellanox Technologies, Ltd. 826
VQ Venoco, Inc. 819
LL Lumber Liquidators Holdings, Inc. 800
ARB Arbitron Inc. 798
PSE Pioneer Southwest Energy Partners L.P. 794
MNRO Monro Muffler Brake Inc. 772
HGT Hugoton Royalty Trust 768
NX Quanex Building Products Corporation 757
LMNX Luminex Corporation 746
TAL TAL International Group, Inc. 740
VSI Vitamin Shoppe, Inc. 728
AMCC Applied Micro Circuits Corp. 721
KNL Knoll Inc. 700
NTRI NutriSystem Inc. 697
NXTM Nxstage Medical, Inc. 687
FIBK First Interstate Bancsystem Inc. 684
CKR CKE Restaurants Inc. 684
PANL Universal Display Corp. 679
ASPS Altisource Portfolio Solutions S.A. 677
BJRI BJ's Restaurants, Inc. 670
PAR 3PAR, Inc. 661
ENZN Enzon Pharmaceuticals Inc. 654
XXIA Ixia 646
BRLI Bio-Reference Laboratories Inc. 641
QCOR Questcor Pharmaceuticals, Inc. 638
KRA Kraton Performance Polymers Inc. 634
PBY Pep Boys - Manny, Moe & Jack 627
LUFK Lufkin Industries Inc. 608
LOGM LogMeIn, Inc. 607
BKCC BlackRock Kelso Capital Corporation 601
DCTH Delcath Systems Inc. 595
SCSS Select Comfort Corporation 578
RBCN Rubicon Technology, Inc. 575
PODD Insulet Corporation 569
OCLR Oclaro, Inc. 563
RDEA Ardea Biosciences, Inc. 541
RST Rosetta Stone, Inc. 535
CATM Cardtronics Inc. 534
BGS B&G Foods Inc. 523
MFB Maidenform Brands, Inc. 523
ACTG Acacia Research Corporation 516
OSTK Inc. 512
SNWL SonicWALL, Inc. 495
MED Medifast Inc. 494
SWSI Superior Well Services Inc. 491
SPRD Spreadtrum Communications Inc. 483
BWY BWAY Holding Company 448
MBLX Metabolix, Inc. 411
CRN Cornell Companies Inc. 403
SSNC SS&C Technologies Holdings, Inc. 395
ISLE Isle of Capri Casinos Inc. 351
PTRY Pantry Inc. 347
CVGI Commercial Vehicle Group Inc. 346
SMSI Smith Micro Software Inc. 340
UTEK Ultratech, Inc. 338

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