Why it matters
Large, highly profitable US market leaders. Benchmark collections are a clean way to compare market leaders, index heavyweights and size segments without building a screen from scratch.
%20--%3e%3csvg%20width='63.297821mm'%20height='39.29665mm'%20viewBox='0%200%2063.297821%2039.29665'%20version='1.1'%20id='svg8765'%20inkscape:version='1.1%20(c4e8f9ed74,%202021-05-24)'%20sodipodi:docname='OBALogoSingle2.svg'%20xmlns:inkscape='http://www.inkscape.org/namespaces/inkscape'%20xmlns:sodipodi='http://sodipodi.sourceforge.net/DTD/sodipodi-0.dtd'%20xmlns='http://www.w3.org/2000/svg'%20xmlns:svg='http://www.w3.org/2000/svg'%3e%3csodipodi:namedview%20id='namedview8767'%20pagecolor='%23ffffff'%20bordercolor='%23666666'%20borderopacity='1.0'%20inkscape:pageshadow='2'%20inkscape:pageopacity='0.0'%20inkscape:pagecheckerboard='0'%20inkscape:document-units='mm'%20showgrid='false'%20fit-margin-top='0'%20fit-margin-left='0'%20fit-margin-right='0'%20fit-margin-bottom='0'%20inkscape:zoom='1.1759259'%20inkscape:cx='179.85827'%20inkscape:cy='102.04724'%20inkscape:window-width='1920'%20inkscape:window-height='972'%20inkscape:window-x='0'%20inkscape:window-y='27'%20inkscape:window-maximized='1'%20inkscape:current-layer='layer1'%20/%3e%3cdefs%20id='defs8762'%20/%3e%3cg%20inkscape:label='Layer%201'%20inkscape:groupmode='layer'%20id='layer1'%20transform='translate(-31.351095,-50.101677)'%3e%3cpath%20style='fill:none;stroke:%233584e4;stroke-width:3.965;stroke-linecap:square;stroke-linejoin:round;stroke-miterlimit:4;stroke-dasharray:none;stroke-opacity:1'%20d='m%2077.07508,77.78787%2014.84134,8.87817%20V%2052.83397%20L%2034.08359,86.5521%20V%2053.69366%20l%2015.27351,9.31107'%20id='path8388'%20sodipodi:nodetypes='cccccc'%20/%3e%3c/g%3e%3c/svg%3e)
All Discover themes
Discover
S&P 500 Quality Leaders
Large, highly profitable US market leaders.
The highest-quality large-caps that dominate US indices. Without an official index-membership list, this collection proxies S&P 500 quality with US companies above $20bn that also post a high return on equity and strong margins, ranked by market cap.
What to check next
Compare sector mix, valuation, quality and risk across the group rather than assuming larger companies are automatically safer.
Main risk
This is a proxy screen, so treat the result as a starting point. Large benchmark names can become crowded, expensive or overly exposed to one macro factor despite appearing diversified at first glance.
Showing the 40 largest of 399 — sort or filter to explore the rest.
- RewardRiskYield0.0%
- RewardRiskYield0.3%
- RewardRiskYield0.3%
- RewardRiskYield0.7%
- RewardRisk
- RewardRiskYield1.0%
- RewardRiskYield0.6%
- RewardRiskYield0.4%
- RewardRisk
- RewardRiskYield0.5%
- RewardRiskYield0.1%
- RewardRisk
- RewardRiskYield1.7%
- RewardRiskYield0.5%
- RewardRiskYield0.7%
- RewardRiskYield2.0%
- RewardRiskYield6.3%
- RewardRiskYield0.6%
- RewardRiskYield1.5%
- RewardRiskYield1.3%
- RewardRiskYield2.4%
- RewardRisk
- RewardRiskYield0.3%
- RewardRiskYield0.0%
- RewardRiskYield2.0%
- RewardRiskYield0.7%
- RewardRiskYield2.1%
- RewardRiskYield0.5%
- RewardRiskYield2.4%
- RewardRiskYield1.9%
- RewardRiskYield2.9%
- RewardRisk
- RewardRiskYield2.0%
- RewardRiskYield2.3%
- RewardRiskYield1.6%
- RewardRiskYield3.0%
- RewardRiskYield3.1%
- RewardRiskYield0.2%
- RewardRiskYield2.9%
- RewardRiskYield0.4%
Related collections
Frequently asked questions
What is the S&P 500 Quality Leaders collection?
Large, highly profitable US market leaders. It currently holds 399 stocks, each rated by Openbook's Reward and Risk scores. The highest-quality large-caps that dominate US indices.
How are S&P 500 Quality Leaders stocks selected?
Constituents are chosen by a rules-based screen over the full UK and US common-stock universe, then ranked by market capitalisation. This is a proxy screen — see the description above for the exact criteria and its limitations.
How often is the S&P 500 Quality Leaders list updated?
It is rebuilt from live market data, so the constituents and their rankings update as prices and company fundamentals change — there is no fixed, hand-edited list.
How should I use the Reward and Risk ratings?
Openbook's Reward rating combines a stock's growth, momentum, profitability and valuation into a single 0–100 score, and the Risk rating scores financial strength, volatility and size. Use them to compare names within this theme — broadly, a higher Reward alongside a lower Risk is more attractive. They are quantitative research signals, not investment advice.
Openbook Reward and Risk ratings and factor scores are quantitative signals for research, not investment advice. Data may be delayed. Some US-listed names carry partial factor coverage.