Correlation of ROEs from year to year

In "The Little Book That Beats The Market", Greenblatt assumes that a good ROCE one year implies a good ROCE next year. To test this hypothesis, I took 30 companies from the Footsie (the first 30 alphabetically), and recorded their EPIC code, ROE1 (ROE for the latest year) and ROE0 (ROE for the year before that). I then plotted ROE0 against ROE1. Here's the graph:

As you can see, there's a lot of correlation. So companies doing well continue to do well, and companies doing badly continue to do badly. Here's the raw data:

EPIC    ROE0    ROE1
AAL    25    9
ABF    9    9
ADM    52    52
AGK    26    28
ARM    9    9
AU.    13    14
AZN    46    29
BA.    18    30
BARC    4    5
BATS    37    40
BAY    -18    -16
BG.    24    15
BLND    8    5
BNZL    27    26
BP.    28    13
BRBY    24    26
CCL    12    8
CNA    20    26
COB    14    22
CPG    18    21
CPT    51    51
CSCG    5    3
DGE    43    51
EMG    24    11
ENRC    32    13
EXPN    35    29
GFS    15    29
GSK    73    61