SIZ006Factor HubSize FactorsMedium
Free-Float Cap Factor
Values only shares actually available for trading, not locked-up stakes.
Formula
FreeMV = 自由流通股本 * 当前股价Performance (Top-30 equal-weight long, monthly rebalance)
Annualized return
14.39%
Sharpe ratio
0.85
Max drawdown
-23.43%
Total return
283.57%
Cumulative performance（2016-09 … 2026-08）
2016 -4.0%2017 -5.8%2018 +3.1%2019 +23.7%2020 +48.3%2021 +16.7%2022 +30.7%2023 -1.3%2024 +15.6%2025 +17.0%2026 +10.3%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | AAPL | Apple | 11172.830 |
| 2 | ADBE | Adobe | 8234.149 |
| 3 | AMZN | Amazon | 5216.435 |
| 4 | NVDA | NVIDIA | 4983.918 |
| 5 | LLY | Eli Lilly | 4960.301 |
| 6 | MSFT | Microsoft | 4873.551 |
| 7 | JPM | JPMorgan Chase | 4231.816 |
| 8 | PLTR | Palantir | 4129.481 |
| 9 | GOOGL | Alphabet | 4077.995 |
| 10 | MA | Mastercard | 3783.634 |
| 11 | TSLA | Tesla | 3297.759 |
| 12 | BAC | Bank of America | 2536.638 |
| 13 | NVO | Novo Nordisk | 2366.815 |
| 14 | XOM | Exxon Mobil | 2315.976 |
| 15 | UNP | Union Pacific | 1902.723 |
| 16 | V | Visa | 1744.086 |
| 17 | LOW | Lowe's | 1600.951 |
| 18 | AVGO | Broadcom | 1592.341 |
| 19 | NOW | ServiceNow | 1578.662 |
| 20 | META | Meta Platforms | 1571.528 |
| 21 | BRK.B | Berkshire Hathaway | 1383.406 |
| 22 | RTX | RTX Corp | 1374.424 |
| 23 | NFLX | Netflix | 1341.863 |
| 24 | DASH | DoorDash | 1324.296 |
| 25 | C | Citigroup | 1254.404 |
| 26 | ACN | Accenture | 961.152 |
| 27 | COST | Costco | 893.103 |
| 28 | CVX | Chevron | 873.724 |
| 29 | WMT | Walmart | 830.318 |
| 30 | BHP | BHP | 806.916 |
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.