Large Value | Small Value | Mid Value | Small Growth | Mid Blend | Small Blend | Large Blend | Large Growth | Mid Growth | |
Finance | 1 | 2 | 3 | 4 | 5 | 8 | 13 | 26 | 48 |
Utilities | 6 | 9 | 10 | 15 | 16 | 24 | 36 | 50 | 66 |
Industrial | 7 | 11 | 12 | 20 | 21 | 28 | 39 | 55 | 69 |
Staples | 14 | 18 | 19 | 34 | 35 | 42 | 51 | 63 | 75 |
Healthcare | 17 | 25 | 27 | 37 | 41 | 49 | 59 | 68 | 76 |
Materials | 22 | 29 | 30 | 43 | 45 | 53 | 61 | 71 | 77 |
Technology | 23 | 31 | 32 | 44 | 46 | 58 | 62 | 72 | 78 |
Cyclicals | 33 | 38 | 40 | 52 | 56 | 60 | 67 | 73 | 80 |
Energy | 47 | 54 | 57 | 64 | 65 | 70 | 74 | 79 | 81 |
High flying growth stocks and beaten down value stocks should continue to mean revert toward each other.
Either the growth stocks will go down more, or the value stocks will go up more. Regardless of the direction of the market as a whole, the models strongly favor value over growth.
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