QUA018Factor HubQuality FactorsLow
Information Quality Factor
Timely, complete disclosure narrows information asymmetry and improves price efficiency.
Formula
InfoQual = Timeliness * Completeness * ForecastAccPerformance (Top-30 equal-weight long, monthly rebalance)
Annualized return
13.75%
Sharpe ratio
0.73
Max drawdown
-26.26%
Total return
262.58%
Cumulative performance（2016-09 … 2026-08）
2016 -4.6%2017 -7.8%2018 -1.1%2019 +26.1%2020 +65.7%2021 +10.8%2022 +37.6%2023 -2.7%2024 +12.2%2025 +12.1%2026 +7.0%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | NVDA | NVIDIA | 0.900 |
| 2 | CRM | Salesforce | 0.877 |
| 3 | MSFT | Microsoft | 0.837 |
| 4 | NFLX | Netflix | 0.829 |
| 5 | ADBE | Adobe | 0.805 |
| 6 | DDOG | Datadog | 0.805 |
| 7 | META | Meta Platforms | 0.791 |
| 8 | DELL | Dell Technologies | 0.786 |
| 9 | MRK | Merck | 0.775 |
| 10 | ENTG | Entegris | 0.767 |
| 11 | NET | Cloudflare | 0.761 |
| 12 | GOOGL | Alphabet | 0.761 |
| 13 | AMD | Advanced Micro Devices | 0.756 |
| 14 | AMAT | Applied Materials | 0.753 |
| 15 | ABT | Abbott Laboratories | 0.743 |
| 16 | LULU | Lululemon Athletica | 0.736 |
| 17 | DIS | Walt Disney | 0.734 |
| 18 | LRCX | Lam Research | 0.726 |
| 19 | NOW | ServiceNow | 0.724 |
| 20 | C | Citigroup | 0.723 |
| 21 | DHI | D.R. Horton | 0.722 |
| 22 | TJX | TJX Companies | 0.722 |
| 23 | FDX | FedEx | 0.720 |
| 24 | MDB | MongoDB | 0.717 |
| 25 | BLK | BlackRock | 0.714 |
| 26 | CHTR | Charter Communications | 0.712 |
| 27 | AXP | American Express | 0.712 |
| 28 | KLAC | KLA | 0.706 |
| 29 | ORLY | O'Reilly Automotive | 0.705 |
| 30 | ANET | Arista Networks | 0.704 |
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.