QUA009Factor HubQuality FactorsLow
Interest Coverage Factor
EBIT over interest expense: how many times a firm can service its debt from operations.
Formula
利息保障倍数 = EBIT / 利息费用Performance (Top-30 equal-weight long, monthly rebalance)
Annualized return
4.99%
Sharpe ratio
0.36
Max drawdown
-33.81%
Total return
62.73%
Cumulative performance（2016-09 … 2026-08）
2016 -5.0%2017 -12.4%2018 -11.2%2019 +28.9%2020 +35.3%2021 +15.0%2022 +25.4%2023 -10.5%2024 -1.2%2025 -6.6%2026 +6.0%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | BMY | Bristol-Myers Squibb | 617.406 |
| 2 | TGT | Target | 313.066 |
| 3 | DELL | Dell Technologies | 139.766 |
| 4 | SRE | Sempra | 49.712 |
| 5 | DLR | Digital Realty | 49.150 |
| 6 | CDNS | Cadence | 48.723 |
| 7 | CSX | CSX | 44.347 |
| 8 | EMR | Emerson Electric | 42.233 |
| 9 | PANW | Palo Alto Networks | 41.600 |
| 10 | FCX | Freeport-McMoRan | 39.514 |
| 11 | WFC | Wells Fargo | 33.086 |
| 12 | CVS | CVS Health | 29.364 |
| 13 | PEP | PepsiCo | 28.895 |
| 14 | QCOM | Qualcomm | 27.756 |
| 15 | DOW | Dow | 26.281 |
| 16 | PCAR | Paccar | 24.238 |
| 17 | EBAY | eBay | 23.404 |
| 18 | EXC | Exelon | 22.081 |
| 19 | MDB | MongoDB | 21.972 |
| 20 | CRM | Salesforce | 20.750 |
| 21 | GLW | Corning | 19.005 |
| 22 | NVO | Novo Nordisk | 18.995 |
| 23 | WDAY | Workday | 18.091 |
| 24 | PYPL | PayPal | 17.946 |
| 25 | VLO | Valero Energy | 17.522 |
| 26 | ON | ON Semiconductor | 17.237 |
| 27 | VICI | VICI Properties | 16.643 |
| 28 | SO | Southern Company | 16.125 |
| 29 | TJX | TJX Companies | 16.056 |
| 30 | WBD | Warner Bros Discovery | 16.037 |
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.