SP500: Annual Returns & Volatilities etc.
March, 2006 to March 2007
StockAnnual ReturnVolatilityBetaSharpe RatioSerial Correlation
PMC-SIERRA INC (PMCS)-38.8%54.0%0.69-0.699.1%
CIENA CORP (CIEN)-21.7%53.6%0.88-0.270.4%
GATEWAY INC (GTW)-9.3%52.4%0.640.1114.8%
JDS UNIPHASE CP (JDSU)-47.5%52.0%0.77-1.091.3%
NVIDIA CORP (NVDA)26.9%49.4%0.940.66-2.6%
ADV MICRO DEVICES (AMD)-57.8%48.8%0.39-1.715.4%
SANDISK CP (SNDK)-26.0%47.2%0.62-0.473.2%
SANMINA-SCI CORP (SANM)0.5%47.0%0.550.16-0.6%
ALLEGHENY TECH NE (ATI)91.0%46.4%1.321.492.1%
FREEPORT MCMORAN (FCX)19.9%46.3%1.390.53-1.1%
PHELPS DODGE (PD)90.6%46.0%0.851.50-6.3%
BROADCOM CORP CL (BRCM)-23.8%44.7%0.47-0.505.0%
NUCOR CP (NUE)43.2%42.8%1.250.89-11.7%
UNITED STATES STE (X)65.3%42.1%1.271.250.0%
COOPER TIRE RUBBE (CTB)31.6%42.1%0.250.7614.6%
WHOLE FOODS MARKT (WFMI)-23.8%41.9%0.33-0.607.0%
TELLABS INC (TLAB)-27.3%41.6%0.54-0.638.3%
CIRCUIT CITY STRS (CC)-25.3%41.2%0.57-0.622.1%
CORNING INC (GLW)-15.5%41.2%0.79-0.368.3%
ANDREW CP (ANDW)-20.2%40.4%0.52-0.46-1.3%
RADIOSHACK CORP (RSH)38.7%40.2%0.310.92-2.9%
TENET HLTHCRE CP (THC)-10.4%40.2%0.36-0.2312.1%
CITRIX SYSTEMS (CTXS)-5.5%40.2%0.300.003.5%
ADC TELECOMMUNICA (ADCT)-31.8%40.1%0.19-0.838.0%
MONSTER WORLDWIDE (MNST)5.2%39.9%0.640.2212.4%
AMAZON.COM INC (AMZN)7.2%39.2%0.490.286.6%
JABIL CIRCUIT INC (JBL)-29.4%38.8%0.78-0.773.8%
JUNIPER NETWORKS (JNPR)-3.3%38.7%0.380.013.5%
AETNA INC. NEW (AET)-13.2%38.7%0.64-0.310.5%
EBAY INC (EBAY)-18.5%38.5%0.36-0.434.5%
GEN MOTORS (GM)49.0%38.5%0.541.0610.4%
L S I LOGIC CP (LSI)-5.6%38.5%0.59-0.043.2%
YAHOO INC (YHOO)-3.4%38.1%0.37-0.041.0%
ROWAN COS INC (RDC)-21.6%38.1%1.20-0.494.4%
WEATHERFORD INTL (WFT)0.1%38.0%1.160.1011.4%
CMVT (CMVT)-27.0%37.6%0.43-0.75-5.0%
BJ SERVICES CO (BJS)-12.8%37.3%1.25-0.2414.6%
NATL OILWELL VARC (NOV)24.2%36.9%1.120.716.5%
ARCHER DANIELS MD (ADM)3.3%36.9%0.720.266.7%
PULTE HOMES (PHM)-20.9%36.8%0.92-0.571.2%
APOLLO GP INC A (APOL)-9.8%36.6%0.09-0.216.8%
APPLE INC (AAPL)33.5%36.5%0.350.901.9%
D R HORTON INC (DHI)-20.7%36.5%0.74-0.586.9%
FORD MOTOR CO (F)3.1%36.1%0.240.166.0%
KB HOME (KBH)-22.6%35.9%0.97-0.6611.3%
NOBLE CORP (NE)-3.9%35.3%1.120.020.3%
EOG RESOURCES INC (EOG)-0.8%35.1%1.200.125.0%
NATL SEMICONDUCTO (NSM)-1.7%35.0%0.48-0.02-9.1%
GOODYEAR TIRE RUB (GT)117.6%34.7%0.262.2615.2%
MICRON TECHNOLOGY (MU)-22.5%34.3%0.48-0.668.5%
NOVELL INC (NOVL)-9.8%33.9%0.21-0.302.1%
SCHLUMBERGER LTD (SLB)12.0%33.8%1.150.385.1%
BAKER HUGHES INTL (BHI)-1.5%33.8%0.910.044.6%
TERADYNE INC (TER)6.3%33.6%0.660.22-13.3%
DILLARD'S INC (DDS)32.2%33.5%0.340.89-0.3%
ST. JUDE MEDICAL (STJ)-13.1%33.4%0.48-0.406.7%
HARMAN INTL INDS (HAR)-10.9%33.4%0.43-0.297.2%
KL A-TENCOR CP (KLAC)7.2%33.4%0.660.25-4.4%
NORFOLK SO CP (NSC)-3.7%33.4%0.57-0.072.2%
DEVON ENERGY CP ( (DVN)10.0%33.4%0.970.41-2.7%
CENTEX CP (CTX)-23.7%33.3%0.83-0.80-2.2%
NABORS INDS INC N (NBR)-8.9%33.2%1.14-0.185.2%
TRANSOCEAN INC (RIG)-0.1%33.2%0.960.073.7%
LEGG MASON INC (LM)-19.4%32.6%0.11-0.65-1.6%
HALLIBURTON CO (HAL)-5.8%32.4%1.00-0.1010.1%
NOVELLUS SYSTEMS (NVLS)28.9%32.4%0.520.81-11.1%
ADOBE SYSTEMS INC (ADBE)5.4%32.4%0.480.205.2%
HUMANA INC (HUM)19.5%32.4%0.320.540.5%
SUNOCO INC (SUN)-15.2%32.3%1.09-0.433.9%
AUTODESK INC (ADSK)1.9%32.2%0.480.084.7%
HOSPIRA INC (HSP)-2.3%32.1%0.28-0.024.7%
BAUSCH LOMB INC (BOL)-21.4%32.0%0.19-0.7210.7%
XILINX INC (XLNX)2.0%32.0%0.630.12-0.5%
AVAYA INC (AV)7.6%31.9%0.230.27-2.3%
ANADARKO PETROLEU (APC)-15.7%31.7%0.88-0.453.0%
SOLECTRON CP (SLR)-13.1%31.7%0.38-0.361.8%
VALERO ENERGY CP (VLO)8.8%31.5%1.040.412.7%
NORDSTROM INC (JWN)26.9%31.5%0.420.71-3.2%
MAXIM INTEGRATED (MXIM)-6.9%31.5%0.43-0.235.3%
SEARS HLDGS CORP (SHLD)52.2%31.4%0.391.361.0%
OFFICEMAX INC. (OMX)76.5%31.3%0.351.840.1%
ELECTRONIC ARTS (ERTS)-1.6%31.3%0.390.055.0%
CIGNA CP (CI)10.7%31.3%0.540.343.5%
SUN MICROSYS INC (SUNW)37.6%31.0%0.391.041.0%
DYNEGY INC HLDG C (DYN)75.8%31.0%0.561.775.7%
TXU CORP (TXU)38.1%30.9%0.561.0810.7%
EXPRESS SCRIPTS C (ESRX)-12.4%30.8%0.52-0.415.9%
QUALCOMM INC (QCOM)-15.5%30.6%0.62-0.5713.2%
NEWMONT MIN CP (H (NEM)-12.5%30.6%0.79-0.44-11.5%
MARATHON OIL CORP (MRO)35.3%30.5%0.981.086.5%
NETWORK APPLIANCE (NTAP)13.8%30.4%0.310.4410.0%
UNISYS CP (UIS)25.1%30.3%0.370.805.6%
C S X CP (CSX)37.3%30.3%0.531.094.0%
ANALOG DEVICES (ADI)0.2%30.2%0.340.02-2.4%
PARAMETRIC TECH (PMTC)24.1%30.1%0.690.7810.2%
DEERE CO (DE)52.5%29.9%0.761.454.7%
MEDIMMUNE INC (MEDI)-11.6%29.9%0.78-0.39-2.0%
VERISIGN INC (VRSN)7.3%29.7%0.520.223.1%
ROBERT HALF INTL (RHI)4.8%29.7%0.670.221.2%
DELL INC (DELL)-23.1%29.6%0.29-0.87-1.3%
BOSTON SCIENTIFIC (BSX)-30.4%29.5%0.26-1.276.1%
COUNTRYWIDE FNL C (CFC)4.7%29.4%0.290.190.3%
COACH INC (COH)34.4%29.4%0.351.017.0%
OCCIDENTAL PET (OXY)2.2%29.3%0.870.131.0%
SYMANTEC CP (SYMC)6.6%29.2%0.110.188.2%
BEST BUY CO INC (BBY)-10.4%29.2%0.39-0.328.7%
LEHMAN BROS HLD (LEH)7.3%29.2%0.740.230.9%
THOMAS BETTS CP (TNB)1.2%29.1%0.750.03-0.8%
JANUS CAP GP CMN (JNS)-7.0%29.1%0.64-0.254.3%
VULCAN MATERIALS (VMC)54.3%29.0%0.891.540.9%
XTO ENERGY INC (XTO)31.3%29.0%0.901.0313.6%
CHARLES SCHWAB IN (SCHW)12.3%28.9%0.820.445.5%
TEKTRONIX INC (TEK)-6.0%28.9%0.52-0.19-14.5%
LENNAR CP CL A (LEN)-13.8%28.9%0.66-0.522.4%
SPRINT NXTEL CP (S)-15.3%28.7%0.17-0.58-10.6%
BURLINGTN N SANTE (BNI)4.2%28.6%0.710.162.9%
ASHLAND INC (NEW) (ASH)-1.4%28.6%0.46-0.015.6%
EASTMAN KODAK CO (EK)-14.9%28.5%0.60-0.65-11.0%
QWEST COMM INTL I (Q)34.0%28.3%0.461.033.1%
JOHNSON CONTROLS (JCI)30.8%28.3%0.390.93-16.8%
GILEAD SCIENCES (GILD)14.1%28.2%0.610.471.0%
TYSON FOODS INC C (TSN)38.6%28.1%0.301.02-3.5%
ALTERA CP (ALTR)5.1%28.1%0.670.12-0.4%
DOLLAR GENERAL CP (DG)-2.3%28.1%0.16-0.10-0.8%
FLUOR CP (NEW) (FLR)8.9%28.1%0.620.37-2.1%
CISCO SYS INC (CSCO)24.7%28.0%0.360.79-5.0%
GOOGLE (GOOG)34.0%27.9%0.361.014.4%
EL PASO CORPORATI (EP)15.5%27.8%0.790.525.6%
MOTOROLA INC (MOT)-10.9%27.7%0.29-0.419.4%
CUMMINS INC (CMI)34.9%27.7%0.541.066.3%
APPLIED MATERIALS (AMAT)3.4%27.4%0.580.14-1.0%
FOREST LABS CL A (FRX)13.6%27.4%0.390.47-3.0%
RYDER SYSTEM INC (R)15.6%27.3%0.460.52-5.1%
CATERPILLAR INC (CAT)-7.7%27.3%0.40-0.337.8%
MOODY'S CORP (MCO)-3.5%27.2%0.44-0.142.0%
STARBUCKS CP (SBUX)-13.3%27.2%0.37-0.558.2%
MONSANTO COMPANY (MON)29.5%27.1%0.580.930.4%
ALCOA INC (AA)16.4%27.0%0.790.527.9%
OFFICE DEPOT INC (ODP)-3.4%26.8%0.18-0.13-4.8%
UNITEDHEALTH GROU (UNH)-4.8%26.8%0.29-0.2212.9%
ROCKWELL AUTOMAT (ROK)-12.1%26.7%0.47-0.470.5%
TIFFANY AND CO (TIF)20.0%26.7%0.360.70-9.7%
B M C SOFTWARE (BMC)38.9%26.6%0.241.253.7%
LIMITED BRANDS IN (LTD)11.9%26.6%0.360.430.1%
MURPHY OIL CP HLD (MUR)12.8%26.5%0.750.495.8%
LINEAR TECHNOLOGY (LLTC)-4.5%26.5%0.40-0.201.1%
CAREMARK RX INC (CMX)25.2%26.3%0.350.85-1.2%
FAMILY DOLLAR STO (FDO)15.3%26.3%0.420.501.1%
TEMPLE INLAND INC (TIN)38.4%26.2%0.611.30-3.7%
MYLAN LABS INC (MYL)-12.6%26.2%0.18-0.577.3%
APACHE CP (APA)5.4%26.2%0.840.219.7%
HILTON HOTELS CP (HLT)51.7%26.1%0.521.5513.6%
CVS CP (CVS)8.9%26.1%0.330.28-3.7%
CONSTELLATION BRD (STZ)-29.1%26.1%0.31-1.367.5%
MOLEX INC (MOLX)-9.9%26.0%0.55-0.429.8%
ALLIED WASTE IND (AW)16.0%26.0%0.510.576.5%
GENZYME CORPORATI (GENZ)-12.4%26.0%0.15-0.54-4.4%
ESTEE LAUDER COS (EL)28.5%25.9%0.070.98-8.6%
GOLDMAN SACHS GRP (GS)43.9%25.9%0.521.38-3.4%
CHESAPEAKE ENERGY (CHK)-0.1%25.9%0.84-0.018.7%
LOUISIANA PACIFIC (LPX)-20.7%25.7%0.59-0.90-1.1%
CONOCOPHILLIPS (COP)15.1%25.6%0.780.588.4%
COVENTRY HLTH CAR (CVH)-3.1%25.6%0.32-0.19-1.7%
BEAR STEARNS COS (BSC)16.6%25.5%0.580.535.3%
QUEST DIAGNOSTC (DGX)-4.4%25.5%-0.05-0.242.4%
TEXAS INSTRUMENTS (TXN)5.5%25.5%0.580.191.0%
SOUTHWEST AIRLINE (LUV)-11.9%25.5%0.36-0.52-4.1%
QLOGIC CP (QLGC)-13.5%25.3%0.29-0.622.8%
BLACK DECKER CP (BDK)-0.2%25.2%0.46-0.036.6%
ORACLE CORP (ORCL)28.6%25.1%0.260.97-7.7%
DARDEN RESTAURANT (DRI)-1.5%25.1%0.38-0.104.1%
FEDERATED DEPT ST (FD)25.2%25.1%0.310.87-0.1%
STARWOOD HOTELS&R (HOT)28.5%25.0%0.380.9112.8%
WHIRLPOOL CP (WHR)3.8%25.0%0.460.12-6.8%
UNUM GROUP (UNM)8.3%25.0%0.350.26-7.9%
WILLIAMS COS (WMB)36.3%25.0%0.861.286.9%
INGERSOLL RAND LT (IR)4.8%24.9%0.370.129.1%
AVON PRODUCTS INC (AVP)27.9%24.9%0.121.03-10.5%
LEXMARK INTL INC (LXK)28.7%24.8%0.220.95-17.9%
INTEL CP (INTC)-1.1%24.8%0.39-0.134.2%
HERCULES INC (HPC)72.1%24.8%0.562.116.6%
NCR CP (NCR)19.4%24.8%0.420.676.1%
E M C CP (EMC)-7.9%24.7%0.18-0.389.8%
AES CP INC (AES)19.8%24.7%0.310.66-11.0%
COMMERCE BANCORP (CBH)-4.9%24.6%0.35-0.164.7%
BIOGEN IDEC INC (BIIB)-9.5%24.5%0.51-0.44-1.4%
STAPLES INC (SPLS)6.2%24.3%0.390.255.6%
CIT GROUP INC (DE (CIT)1.1%24.3%0.46-0.022.4%
GAP INC (GPS)1.1%24.2%0.19-0.01-8.9%
GOODRICH CORPORAT (GR)21.0%24.2%0.490.785.3%
PENNEY J C CO HOL (JCP)31.5%24.1%0.371.06-6.2%
BARR PHARMA INC (BRL)-23.9%24.1%0.39-1.2114.9%
INTL GAME TECH (IGT)14.7%24.0%0.260.52-11.3%
INTUIT INC (INTU)7.1%23.9%0.290.25-3.5%
APPLERA CORP-APPL (ABI)7.5%23.9%0.320.25-6.3%
FRANKLIN RES INC (BEN)23.3%23.9%0.460.81-0.1%
GRAINGER W W INC (GWW)8.3%23.8%0.470.2713.2%
LOWES COMPANIES (LOW)-1.2%23.8%0.32-0.103.6%
CARNIVAL CORP (CCL)-5.5%23.7%0.19-0.287.3%
COMPUTER SCIENCES (CSC)-7.5%23.7%0.21-0.33-8.5%
HARRAH'S ENTERTAI (HET)17.2%23.6%0.110.61-0.5%
COMPUWARE CORP (CPWR)15.4%23.6%0.270.53-3.7%
T ROWE PRICE GROU (TROW)24.2%23.6%0.430.83-0.9%
M G I C INVEST CP (MTG)-10.4%23.5%0.31-0.51-1.5%
N Y TIMES CL A (NYT)-8.1%23.4%0.31-0.48-6.4%
SHERWIN WILLIAMS (SHW)50.2%23.4%0.481.72-7.4%
BRISTOL MYERS SQI (BMY)22.4%23.3%0.400.830.1%
UNION PACIFIC (UNP)16.6%23.3%0.450.605.0%
JONES APPAREL GP (JNY)9.9%23.3%0.330.34-5.3%
AMER STANDARD CO (ASD)35.9%23.2%0.501.233.1%
BIOMET INC (BMET)18.8%23.2%0.270.72-5.3%
EQUIFAX INC (EFX)-1.6%23.2%0.12-0.10-16.7%
HEWLETT PACKARD C (HPQ)21.3%23.1%0.300.83-3.1%
BRUNSWICK CP (BC)-10.4%23.1%0.35-0.5816.5%
STANLEY WORKS THE (SWK)14.9%23.0%0.460.532.8%
KOHLS CP (KSS)41.8%23.0%0.061.51-7.1%
CA INC (CA)-6.2%23.0%0.25-0.364.9%
PACCAR INC (PCAR)61.1%22.9%0.482.012.9%
PATTERSON COMPANI (PDCO)-4.9%22.8%0.10-0.3111.5%
CONVERGYS CP (CVG)46.9%22.8%0.281.65-18.6%
FEDEX CORP (FDX)2.4%22.8%0.380.05-0.7%
MATTEL INC (MAT)64.0%22.7%0.072.19-9.4%
FIRST DATA CP (FDC)-2.3%22.7%0.32-0.15-7.0%
BOEING CO (BA)21.1%22.6%0.490.775.5%
INTERPUBLIC GROUP (IPG)23.6%22.6%0.210.830.2%
MEDTRONIC INC (MDT)-5.5%22.6%0.19-0.364.5%
L-3 COMM HLDGS IN (LLL)2.6%22.6%0.320.05-8.8%
CAPITAL ONE FINAN (COF)-7.1%22.5%0.45-0.49-5.7%
YUM BRANDS INC (YUM)20.9%22.4%0.240.75-0.3%
TEXTRON INC (TXT)2.3%22.4%0.530.027.5%
WEYERHAEUSER CO (WY)17.7%22.3%0.420.746.6%
BED BATH & BEYOND (BBBY)10.7%22.3%0.250.3311.5%
SAFEWAY STORES IN (SWY)39.0%22.3%0.211.512.5%
PALL CP (PLL)34.4%22.2%0.241.272.5%
WATSON PHARMACEUT (WPI)-10.6%22.2%0.37-0.626.0%
PACTIV CORP (PTV)35.3%22.2%0.461.352.9%
WATERS CP (WAT)29.7%22.2%0.311.15-13.1%
BOSTON PPTYS INC (BXP)43.3%22.1%0.301.573.0%
PERKIN ELMER INC (PKI)0.2%22.1%0.32-0.038.5%
MILLIPORE CP (MIL)3.5%22.1%0.350.122.3%
T J X COS INC (TJX)9.0%22.1%0.250.33-11.5%
MASCO CP (MAS)-3.0%21.8%0.51-0.3111.9%
BALL CP (BLL)6.4%21.8%0.460.24-7.8%
EATON CP (ETN)23.1%21.8%0.370.86-7.8%
KING PHARMACEUTIC (KG)2.6%21.8%0.200.05-1.7%
PARKER HANNIFIN C (PH)8.3%21.8%0.560.234.0%
SNAP ON INC (SNA)32.5%21.8%0.451.22-4.0%
AON CORP (AOC)-4.1%21.7%0.29-0.23-7.2%
COSTCO WHOLESALE (COST)1.2%21.7%0.37-0.01-4.4%
TRIBUNE CO (TRB)0.9%21.7%0.04-0.03-0.1%
MORGAN STANLEY (MS)30.9%21.6%0.561.159.3%
PROLOGIS SBI (PLD)26.5%21.6%0.360.979.9%
LEGGETT PLATT INC (LEG)1.8%21.5%0.440.02-4.9%
KIMCO REALTY CP (KIM)35.0%21.5%0.471.302.3%
SLM CORPORATION (SLM)-22.2%21.5%0.11-1.27-0.5%
MARRIOT INT CL A (MAR)43.8%21.4%0.401.611.0%
STATE STREET CP (STT)8.1%21.4%0.510.25-1.3%
ZIMMER HOLDINGS I (ZMH)23.1%21.3%0.310.9610.5%
VORNADO REALTY TR (VNO)36.9%21.2%0.221.35-2.4%
PUBLIC STG INC (PSA)22.8%21.2%0.330.889.5%
SIMON PPTY GRP IN (SPG)38.8%21.2%0.311.438.0%
WRIGLEY WM JR CO (WWY)-4.0%21.2%0.28-0.34-4.7%
H R BLOCK INC (HRB)-2.2%21.2%0.21-0.28-0.1%
ALLERGAN INC (AGN)-6.3%21.2%0.27-0.39-5.6%
INTL PAPER (IP)4.7%21.1%0.450.176.3%
AMERISOURCEBERGEN (ABC)15.2%21.1%0.360.63-0.5%
DEAN FOODS CO (DF)24.6%21.1%0.220.92-12.0%
BANK OF N Y CO (BK)15.4%21.1%0.330.662.5%
MICROSOFT CP (MSFT)2.1%21.0%0.350.00-5.2%
TARGET CP (TGT)16.8%20.9%0.120.652.3%
AFFILIATED COMP S (ACS)-19.0%20.9%0.18-1.103.5%
SOVEREIGN BANCORP (SOV)23.7%20.9%0.231.0010.4%
WENDYS INTL INC (WEN)8.4%20.9%0.310.260.4%
KINDER MORGAN INC (KMI)19.2%20.8%0.020.780.9%
ROHM HAAS CO (ROH)8.5%20.8%0.470.3010.1%
I T T CORPORATION (ITT)16.4%20.7%0.520.627.0%
WALGREEN CO (WAG)-1.2%20.7%0.30-0.14-10.0%
ML CO CMN STK (MER)8.6%20.7%0.520.264.6%
APT INV & MNGMNT (AIV)33.3%20.7%0.211.329.9%
FANNIE MAE (FNM)7.1%20.7%0.370.18-1.3%
NEWELL RUBBERMAID (NWL)22.6%20.6%0.170.94-7.1%
MEADWESTVACO CORP (MWV)14.5%20.6%0.470.58-5.8%
STRYKER CP (SYK)31.2%20.6%0.331.403.9%
CHEVRON CORP (CVX)27.6%20.5%0.601.17-3.2%
KROGER CO (KR)24.2%20.4%0.020.99-7.8%
COMCAST CP A (CMCSA)49.4%20.4%0.321.86-1.9%
MCGRAW HILL COS T (MHP)18.3%20.2%0.500.785.4%
V F CP (VFC)51.7%20.2%0.232.00-8.4%
FEDERATED INV INC (FII)-2.0%20.1%0.37-0.22-0.1%
EQUITY RESIDENTAL (EQR)12.0%20.1%0.220.445.2%
ARCHSTONE-SMITH T (ASN)21.1%20.1%0.240.819.0%
DOW CHEMICAL (DOW)4.8%20.0%0.470.09-0.4%
PUB ENTRPR GP (PEG)15.3%20.0%0.250.59-5.5%
WELLPOINT INC. (WLP)2.0%19.9%0.28-0.03-10.1%
BEMIS CO INC (BMS)9.8%19.9%0.540.37-3.0%
DOW JONES CO INC (DJ)-13.6%19.8%0.16-0.861.3%
FISERV INC (FISV)24.0%19.8%0.320.99-8.4%
HASBRO INC (HAS)43.0%19.8%0.391.75-3.6%
XEROX CP (XRX)12.6%19.7%0.510.54-15.8%
COOPER INDS CL A (CBE)13.0%19.7%0.420.5516.8%
ILL TOOL WORKS IN (ITW)12.2%19.7%0.390.517.0%
AIR PRODUCTS CHEM (APD)19.2%19.5%0.510.79-8.0%
MOLSON COORS CO C (TAP)29.7%19.4%0.281.170.4%
THERMO FISHER SCI (TMO)29.0%19.4%0.361.27-6.3%
GEN DYNAMICS CP (GD)22.7%19.4%0.221.011.8%
SUPERVALU INC (SVU)19.6%19.3%0.120.824.8%
LABORATORY CORP N (LH)20.6%19.3%0.210.819.4%
AUTOZONE INC (AZO)30.5%19.3%0.201.290.8%
EXXON MOBIL CP (XOM)21.2%19.3%0.590.891.7%
UNITED PARCEL SVC (UPS)-6.2%19.3%0.18-0.5014.0%
MCKESSON CORP (MCK)6.3%19.3%0.360.13-0.3%
SCHERING PLOUGH C (SGP)30.1%19.1%0.381.35-2.3%
HOME DEPOT INC (HD)-4.3%19.0%0.29-0.335.0%
MERCK CO INC (MRK)31.2%19.0%0.261.40-11.3%
BARD C R INC (BCR)14.3%19.0%0.370.643.2%
WASTE MGMT INC (WMI)1.7%18.9%0.330.012.1%
DOVER CP (DOV)3.7%18.9%0.430.064.2%
ALLTEL CP (AT)18.9%18.9%0.240.75-3.8%
SARA LEE CP (SLE)-2.7%18.9%0.31-0.2812.1%
MARSH MCLENNAN CO (MMC)-1.6%18.8%0.25-0.24-11.7%
PFIZER INC (PFE)1.7%18.8%0.26-0.038.8%
SEALED AIR CP NEW (SEE)11.2%18.7%0.330.4311.3%
PRAXAIR INC (PX)13.1%18.6%0.430.53-7.1%
AMGEN (AMGN)-17.1%18.6%0.16-1.164.0%
FIRST HORIZON NTL (FHN)10.8%18.6%0.270.52-4.7%
HLTH MGMT ASSOC A (HMA)2.9%18.5%0.24-0.055.6%
WALT DISNEY-DISNE (DIS)21.2%18.4%0.300.99-5.3%
3M COMPANY (MMM)6.1%18.4%0.320.172.8%
HARTFORD FIN SVC (HIG)19.2%18.3%0.260.87-13.0%
NORTHERN TR CP (NTRS)13.3%18.3%0.350.570.8%
SABRE HLDGS CORP (TSG)36.7%18.3%0.181.568.2%
UNITED TECH (UTX)12.9%18.2%0.400.5518.4%
DANAHER CP (DHR)15.1%18.2%0.400.652.0%
BAXTER INTL INC (BAX)31.5%18.1%0.131.43-2.4%
EASTMAN CHEM CO (EMN)21.5%18.1%0.450.9711.1%
REYNOLDS AMERICAN (RAI)17.2%18.1%0.220.74-4.3%
EMERSON ELEC CO (EMR)5.4%18.1%0.400.157.9%
MELLON FINCL CORP (MEL)18.7%18.0%0.390.781.6%
MCDONALDS CP (MCD)31.4%18.0%0.331.37-2.2%
EDISON INTL (EIX)17.3%17.8%0.400.81-0.8%
ROCKWELL COLLINS (COL)28.6%17.8%0.421.344.9%
RR DONNELLEY SONS (RRD)12.2%17.8%0.330.454.7%
PAYCHEX INC (PAYX)2.8%17.7%0.24-0.052.9%
EXELON CORPORATIO (EXC)19.4%17.7%0.240.87-1.5%
GENWORTH FINANCIA (GNW)6.1%17.7%0.210.14-6.9%
ALBERTO-CULVER CO (ACV)27.7%17.7%0.151.283.9%
HONEYWELL INTL IN (HON)15.6%17.7%0.400.627.5%
ELECTRONIC DATA S (EDS)3.0%17.6%0.280.09-3.2%
SYSCO CP (SYY)8.0%17.6%0.320.32-5.4%
ACE LTD (ACE)0.2%17.5%0.34-0.024.2%
LIZ CLAIBORNE INC (LIZ)14.7%17.4%0.230.71-4.4%
WAL MART STORES (WMT)6.2%17.4%0.230.2010.8%
INTL FLAVORS FRAG (IFF)36.1%17.4%0.311.64-18.9%
METLIFE INC (MET)27.0%17.3%0.391.27-15.1%
P P G IND (PPG)13.6%17.2%0.430.605.6%
U S T INC (UST)46.3%17.2%0.202.103.7%
COMPASS BSCHS INC (CBSS)38.6%17.2%0.271.8015.5%
COMERICA INC (CMA)10.4%17.2%0.220.47-7.9%
JP MORGAN CHASE C (JPM)22.3%17.1%0.430.983.9%
AUTONATION INC (AN)-0.3%17.1%0.21-0.21-6.2%
PROGRESSIVE CP (PGR)-12.4%17.1%0.14-0.94-7.8%
EOP (EOP)61.9%17.0%0.142.956.2%
CLEAR CHANNEL COM (CCU)25.3%16.9%0.211.200.4%
THE HERSHEY COMPA (HSY)6.5%16.9%0.140.17-9.1%
RAYTHEON CO (NEW) (RTN)20.6%16.9%0.231.02-10.6%
CITIZEN COMM CO (CZN)13.5%16.8%0.260.61-8.7%
E W SCRIPPS CL A (SSP)-5.5%16.8%0.19-0.5616.5%
CARDINAL HEALTH I (CAH)0.0%16.7%0.25-0.141.7%
PLUM CREEK TIM RE (PCL)10.6%16.7%0.310.41-3.7%
ALTRIA GROUP INC (MO)21.7%16.7%0.111.03-11.4%
BECTON DICKINSON (BDX)19.3%16.7%0.340.98-4.8%
CMS ENERGY CP (CMS)24.0%16.7%0.261.26-2.3%
M B I A INC (MBI)17.3%16.6%0.330.85-11.2%
TYCO INTL LTD (TYC)18.1%16.6%0.310.882.3%
ECOLAB INC (ECL)11.6%16.6%0.300.44-15.8%
CINTAS CP (CTAS)-5.2%16.6%0.27-0.455.0%
WYETH (WYE)3.5%16.6%0.240.0516.5%
MEREDITH CP (MDP)5.8%16.5%0.130.202.4%
ALLEGHENY ENERGY (AYE)33.0%16.5%0.421.643.9%
LOCKHEED MARTIN C (LMT)33.4%16.4%0.221.55-6.6%
DU PONT E I DE NE (DD)26.9%16.4%0.361.398.9%
SEMPRA ENERGY (SRE)38.0%16.4%0.341.82-5.6%
PRUDENTIAL FINCL (PRU)21.2%16.4%0.310.97-2.9%
PPL CORP (PPL)25.1%16.4%0.271.25-4.1%
VERIZON COMMUN (VZ)15.2%16.3%0.310.70-6.7%
CONSTELLATION ENG (CEG)46.5%16.3%0.292.33-5.9%
AMER EXPRESS INC (AXP)6.7%16.1%0.310.17-6.8%
A F L A C INC (AFL)1.7%16.1%0.16-0.05-10.2%
NIKE INC CL B (NKE)26.9%15.9%0.131.30-0.3%
FIFTH THIRD BNCP (FITB)10.1%15.9%0.200.42-15.8%
FORTUNE BRANDS IN (FO)2.7%15.9%0.27-0.04-3.2%
WACHOVIA CP (WB)3.7%15.9%0.250.07-1.2%
NATL CITY CP (NCC)11.6%15.8%0.200.53-6.2%
IMS HEALTH INC (RX)13.6%15.8%0.140.67-7.5%
GANNETT CO INC (GCI)-0.9%15.7%0.21-0.285.4%
LINCOLN NATL CP (LNC)27.4%15.6%0.251.35-5.8%
LOEWS CP (LTR)37.3%15.6%0.361.96-5.5%
WASHINGTON MUTUAL (WM)1.8%15.5%0.180.03-0.3%
AVERY DENNISON CP (AVY)9.6%15.5%0.340.46-1.1%
DUKE ENERGY CP HL (DUK)19.2%15.5%0.311.02-6.9%
PEPSI BOTTLING GR (PBG)6.1%15.5%0.270.234.2%
CENTERPOINT ENERG (CNP)44.7%15.4%0.342.192.5%
CHUBB CP THE (CB)5.6%15.3%0.270.240.2%
PG&E CP (PCG)20.5%15.3%0.341.07-9.6%
LILLY ELI CO (LLY)-5.3%15.2%0.27-0.586.9%
FIRSTENERGY CP (FE)29.0%15.2%0.301.55-14.4%
COCA COLA ENTRPR (CCE)1.4%15.1%0.29-0.101.0%
TECO ENERGY INC (TE)6.5%15.1%0.360.28-8.6%
CENTURYTEL INC (CTL)19.8%15.0%0.261.07-7.8%
XL CAPITAL LTD (XL)7.6%15.0%0.220.3511.1%
AUTOMATIC DATA PR (ADP)4.3%15.0%0.190.07-5.4%
OMNICOM GP INC (OMC)32.2%15.0%0.141.630.6%
CAMPBELL SOUP CO (CPB)28.8%15.0%0.221.45-0.5%
ABBOTT LABORATORI (ABT)23.9%14.9%0.181.286.0%
FREDDIE MAC (FRE)1.3%14.9%0.16-0.212.9%
P N C FIN SVCS GR (PNC)5.5%14.8%0.230.19-7.4%
ZIONS BANCORP (ZION)5.2%14.8%0.200.15-6.5%
REGIONS FINANCIAL (RF)5.3%14.8%0.110.18-0.6%
INTL BUSINESS MAC (IBM)15.3%14.7%0.200.810.8%
CITIGROUP INC (C)11.7%14.7%0.270.545.5%
CLOROX CO (CLX)3.2%14.6%0.190.02-1.5%
NICOR INC (GAS)17.5%14.6%0.440.87-0.8%
ALLSTATE CP (ALL)12.7%14.6%0.210.6410.0%
HEINZ H J CO (HNZ)22.3%14.5%0.141.21-14.5%
PRINCIPAL FINL GR (PFG)25.7%14.5%0.321.41-1.6%
DOMINION RES NEW (D)21.3%14.5%0.311.21-5.9%
AMBAC FINL GRP IN (ABK)14.3%14.4%0.290.77-11.6%
ANHEUSER BUSCH (BUD)20.4%14.4%0.201.04-13.0%
TIME WARNER INC (TWX)17.2%14.4%0.200.899.2%
CONAGRA FOOD INC (CAG)23.3%14.4%0.161.335.8%
ENTERGY CP (ETR)40.1%14.4%0.192.21-3.0%
GENUINE PARTS CO (GPC)13.4%14.3%0.230.581.5%
HUNTINGTON BCSHS (HBAN)1.2%14.2%0.24-0.03-9.0%
KEYCORP (KEY)6.2%14.2%0.280.28-8.0%
NORTHROP GRUM HOL (NOC)10.5%14.1%0.220.514.9%
AMER ELECTRIC POW (AEP)32.3%14.1%0.341.77-3.1%
PROCTER GAMBLE (PG)2.4%14.1%0.13-0.06-6.3%
F P L GROUP INC (FPL)48.6%14.1%0.162.75-6.2%
D T E ENERGY CO H (DTE)14.4%13.9%0.210.821.6%
NISOURCE INC HLDG (NI)20.3%13.8%0.281.157.6%
MANOR CARE NEW (HCR)26.3%13.8%0.221.488.1%
SIGMA ALDRICH CP (SIAL)29.3%13.7%0.311.6716.7%
XCEL ENERGY INC (XEL)32.6%13.6%0.281.93-9.3%
CINCINNATI FIN (CINF)0.4%13.5%0.20-0.25-2.2%
SYNOVUS FINL CP (SNV)21.3%13.4%0.221.18-9.4%
MCCORMICK & CO (MKC)12.9%13.3%0.210.73-20.1%
M&T BANK CORP (MTB)5.9%13.3%0.250.24-5.2%
BK OF AMERICA CP (BAC)15.5%13.3%0.210.86-1.9%
SUNTRUST BANKS (STI)19.3%13.2%0.151.14-7.3%
AMER INTL GROUP I (AIG)2.5%13.2%0.18-0.037.1%
WELLS FARGO & CO (WFC)10.5%13.2%0.160.54-3.4%
MARSHALL & ILSLEY (MI)10.7%13.1%0.190.551.0%
COLGATE PALMOLIVE (CL)17.5%13.0%0.110.980.6%
PINNACLE WEST CAP (PNW)23.9%12.9%0.231.41-2.0%
BB&T CP (BBT)8.6%12.9%0.180.42-12.7%
SOUTHERN CO (SO)10.7%12.4%0.180.54-19.7%
PROGRESS ENERGY I (PGN)15.3%12.3%0.220.97-0.1%
GEN ELECTRIC CO (GE)5.0%12.3%0.110.148.9%
UNIVISION COM A (UVN)5.7%12.3%0.080.21-9.3%
AMEREN CP (AEE)4.5%12.1%0.200.10-15.8%
TORCHMARK CP (TMK)15.2%12.0%0.190.86-4.8%
GEN MILLS INC (GIS)16.0%12.0%0.190.96-6.4%
CONS EDISON INC (ED)13.6%11.8%0.220.80-12.7%
KIMBERLY CLARK CP (KMB)17.1%11.8%0.181.13-12.7%
KELLOGG CO (K)13.8%11.6%0.220.85-11.5%
PEPSICO INC (PEP)5.9%11.5%0.160.28-11.0%
PITNEY BOWES INC (PBI)14.1%10.8%0.190.750.0%
COCA COLA CO THE (KO)14.1%10.5%0.190.9213.0%
S&P500 (^GSPC)9.1%10.3%1.000.542.6%
JOHNSON AND JOHNS (JNJ)7.6%10.1%0.120.3411.3%
US BANCORP (USB)21.5%9.6%0.171.613.8%
KEYSPAN CORP (KSE)3.8%4.3%0.060.01-13.4%