GRW009Factor HubGrowth FactorsMedium
EPS Growth Factor
Diluted EPS growth accounts for share count creep — returns that accrue to shareholders.
Formula
EPS增速 = (本期EPS - 去年同期EPS) / |去年同期EPS|Performance (Top-30 equal-weight long, monthly rebalance)
Annualized return
7.33%
Sharpe ratio
0.50
Max drawdown
-22.57%
Total return
102.79%
Cumulative performance（2016-09 … 2026-08）
2016 -2.8%2017 -0.2%2018 -8.3%2019 +7.8%2020 +28.6%2021 +1.0%2022 +30.6%2023 -5.5%2024 +6.0%2025 +8.3%2026 +14.9%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | CVX | Chevron | 66390.876 |
| 2 | AEP | American Electric Power | 62594.665 |
| 3 | CARR | Carrier Global | 17619.576 |
| 4 | JPM | JPMorgan Chase | 12777.526 |
| 5 | LLY | Eli Lilly | 11643.920 |
| 6 | SYK | Stryker | 11180.380 |
| 7 | TSLA | Tesla | 9335.628 |
| 8 | NVDA | NVIDIA | 8752.382 |
| 9 | DELL | Dell Technologies | 7910.702 |
| 10 | AMZN | Amazon | 7902.040 |
| 11 | VRTX | Vertex Pharmaceuticals | 7813.063 |
| 12 | USB | U.S. Bancorp | 7249.975 |
| 13 | VZ | Verizon | 5195.986 |
| 14 | AXP | American Express | 5153.334 |
| 15 | MA | Mastercard | 5146.736 |
| 16 | PM | Philip Morris | 5103.848 |
| 17 | ABBV | AbbVie | 5103.217 |
| 18 | KLAC | KLA | 5015.262 |
| 19 | SOFI | SoFi Technologies | 5007.861 |
| 20 | PFE | Pfizer | 4894.963 |
| 21 | MPC | Marathon Petroleum | 4832.977 |
| 22 | ADBE | Adobe | 4674.913 |
| 23 | LOW | Lowe's | 4527.815 |
| 24 | TDG | TransDigm | 4378.579 |
| 25 | ABT | Abbott Laboratories | 4146.069 |
| 26 | MELI | MercadoLibre | 4015.338 |
| 27 | PEG | Public Service Enterprise | 3921.302 |
| 28 | LIN | Linde | 3797.321 |
| 29 | GILD | Gilead Sciences | 3773.390 |
| 30 | GS | Goldman Sachs | 3770.511 |
Holdings computed by the exact formula above at the latest month-end observation on the deterministic research panel (2026-08).
Data export
Exports include formulas, performance statistics, the 120-month series and current holdings — everything needed to replicate results locally.