MOM003Factor HubMomentum FactorsMedium
Relative Strength Factor
Ranks stocks against sector peers, surfacing the leaders of each industry.
Formula
RS = R_stock - R_industry_avgPerformance (Top-30 equal-weight long, monthly rebalance)
Annualized return
9.18%
Sharpe ratio
0.59
Max drawdown
-27.86%
Total return
140.62%
Cumulative performance（2016-09 … 2026-08）
2016 -4.2%2017 +2.9%2018 -5.1%2019 +17.6%2020 +42.8%2021 +8.2%2022 +28.9%2023 -10.0%2024 -2.9%2025 +20.0%2026 +4.8%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | PEG | Public Service Enterprise | 0.577 |
| 2 | D | Dominion Energy | 0.480 |
| 3 | VZ | Verizon | 0.457 |
| 4 | MAA | Mid-America Apartment | 0.403 |
| 5 | ISRG | Intuitive Surgical | 0.375 |
| 6 | ZS | Zscaler | 0.373 |
| 7 | USB | U.S. Bancorp | 0.370 |
| 8 | PPG | PPG Industries | 0.365 |
| 9 | PFE | Pfizer | 0.361 |
| 10 | HON | Honeywell | 0.360 |
| 11 | GME | GameStop | 0.306 |
| 12 | CDNS | Cadence | 0.305 |
| 13 | GIS | General Mills | 0.285 |
| 14 | YUM | Yum Brands | 0.282 |
| 15 | AMD | Advanced Micro Devices | 0.280 |
| 16 | EMR | Emerson Electric | 0.280 |
| 17 | LYB | LyondellBasell | 0.265 |
| 18 | ETSY | Etsy | 0.255 |
| 19 | WFC | Wells Fargo | 0.244 |
| 20 | SRE | Sempra | 0.242 |
| 21 | RIO | Rio Tinto | 0.239 |
| 22 | FDX | FedEx | 0.238 |
| 23 | ON | ON Semiconductor | 0.236 |
| 24 | SMCI | Super Micro Computer | 0.233 |
| 25 | PPL | PPL Corporation | 0.212 |
| 26 | KHC | Kraft Heinz | 0.205 |
| 27 | CHTR | Charter Communications | 0.201 |
| 28 | SLB | SLB | 0.199 |
| 29 | SCCO | Southern Copper | 0.189 |
| 30 | XOM | Exxon Mobil | 0.188 |
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.