Performance Dispersion Tracking for US Large Cap Sectors

This document is a report on performance dispersion tracking within US large cap sectors, focusing on data from the last three and six months. It presents performance dispersion data, indicating that the top 25% of performers achieved significant gains compared to the S&P 500 index, which gained 4.32% over the last three months. The report outlines a multi-factor model used to assess the strength across sectors by measuring the percentage of stocks showing a positive price trend. This includes a breakdown of performance dispersion by sector, highlighting the top, middle, and bottom 25% performers across various sectors such as Real Estate, Health Care, and Information Technology. Additionally, the report includes recent trend alerts, noting sectors with upgrades and downgrades, and emphasizes the importance of using the Trendrating Alpha Dispersion for further insights into performance dispersion. The document is intended for finance professionals and includes a disclaimer regarding the use of the provided services.