GRW011Factor HubGrowth FactorsMedium
Operating Profit Growth Factor
Growth in operating profit, scrubbed of one-offs, tracks the core engine.
Formula
营业利润增速 = (本期营业利润 - 去年同期) / |去年同期|Performance (Top-30 equal-weight long, monthly rebalance)
Annualized return
6.51%
Sharpe ratio
0.43
Max drawdown
-27.01%
Total return
87.84%
Cumulative performance（2016-09 … 2026-08）
2016 -3.4%2017 -6.6%2018 -3.7%2019 +6.0%2020 +30.9%2021 +10.5%2022 +22.2%2023 +1.9%2024 -3.6%2025 +1.5%2026 +15.8%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | DELL | Dell Technologies | 40782.489 |
| 2 | FCX | Freeport-McMoRan | 21825.714 |
| 3 | CVX | Chevron | 12514.104 |
| 4 | SYK | Stryker | 10301.601 |
| 5 | CARR | Carrier Global | 7788.669 |
| 6 | AEP | American Electric Power | 7348.617 |
| 7 | TSLA | Tesla | 6311.264 |
| 8 | LLY | Eli Lilly | 4494.098 |
| 9 | KLAC | KLA | 4269.939 |
| 10 | PANW | Palo Alto Networks | 4267.854 |
| 11 | TDG | TransDigm | 4236.527 |
| 12 | MPC | Marathon Petroleum | 3935.950 |
| 13 | PFE | Pfizer | 3292.241 |
| 14 | NVDA | NVIDIA | 2478.291 |
| 15 | AXP | American Express | 2435.909 |
| 16 | USB | U.S. Bancorp | 2410.396 |
| 17 | LMT | Lockheed Martin | 2208.190 |
| 18 | STT | State Street | 2139.010 |
| 19 | JPM | JPMorgan Chase | 2019.141 |
| 20 | VRTX | Vertex Pharmaceuticals | 1993.790 |
| 21 | HSY | Hershey | 1869.692 |
| 22 | DIS | Walt Disney | 1864.338 |
| 23 | ADBE | Adobe | 1752.424 |
| 24 | OXY | Occidental Petroleum | 1749.206 |
| 25 | ZS | Zscaler | 1707.845 |
| 26 | MA | Mastercard | 1707.491 |
| 27 | AMZN | Amazon | 1677.344 |
| 28 | ISRG | Intuitive Surgical | 1674.450 |
| 29 | LOW | Lowe's | 1654.419 |
| 30 | AMD | Advanced Micro Devices | 1558.219 |
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.