IND001Factor HubIndustry FactorsHigh

Industry Momentum Factor

Sector-level momentum: leading industries tend to keep leading near-term.

Formula

行业动量 = 行业指数过去3个月累计收益率

Annualized return

11.72%

Sharpe ratio

0.70

Max drawdown

-22.95%

Total return

202.78%

Cumulative performance（2016-09 … 2026-08）

2016 -4.8%2017 -0.5%2018 -0.5%2019 +18.0%2020 +41.7%2021 +10.6%2022 +41.3%2023 -5.5%2024 +5.0%2025 +11.0%2026 +11.7%

#	Ticker	Company	Score
1	PLD	Prologis	0.709
2	NKE	Nike	0.683
3	SLB	SLB	0.472
4	HAL	Halliburton	0.472
5	BKR	Baker Hughes	0.472
6	CARR	Carrier Global	0.383
7	LII	Lennox International	0.383
8	SOFI	SoFi Technologies	0.379
9	ABT	Abbott Laboratories	0.348
10	ISRG	Intuitive Surgical	0.348
11	BSX	Boston Scientific	0.348
12	SYK	Stryker	0.348
13	MDT	Medtronic	0.348
14	ADBE	Adobe	0.334
15	INTU	Intuit	0.334
16	WDAY	Workday	0.334
17	ADP	ADP	0.304
18	BKNG	Booking Holdings	0.293
19	ABNB	Airbnb	0.293
20	AMT	American Tower	0.286
21	CCI	Crown Castle	0.286
22	SBAC	SBA Communications	0.286
23	MDLZ	Mondelez	0.281
24	GIS	General Mills	0.281
25	SJM	J.M. Smucker	0.281
26	HSY	Hershey	0.281
27	TSN	Tyson Foods	0.281
28	KHC	Kraft Heinz	0.281
29	ROKU	Roku	0.280
30	GE	GE Aerospace	0.278

Holdings computed by the exact formula above at the latest month-end observation on the deterministic research panel (2026-08).

Exports include formulas, performance statistics, the 120-month series and current holdings — everything needed to replicate results locally.