SNT002Factor HubSentiment FactorsMedium
Estimate Revision Factor
Direction of estimate revisions: improving forecasts pull prices along.
Formula
FYR = (最新EPS预测 - 上月EPS预测) / |上月EPS预测|Performance (Top-30 equal-weight long, monthly rebalance)
Annualized return
4.11%
Sharpe ratio
0.31
Max drawdown
-34.02%
Total return
49.58%
Cumulative performance（2016-09 … 2026-08）
2016 -4.8%2017 -13.7%2018 -11.6%2019 +15.3%2020 +29.4%2021 +8.3%2022 +26.7%2023 -11.4%2024 +7.0%2025 +2.7%2026 +3.4%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | AEP | American Electric Power | 214921.214 |
| 2 | TSLA | Tesla | 51665.088 |
| 3 | CVX | Chevron | 41386.825 |
| 4 | MU | Micron Technology | 15106.097 |
| 5 | USB | U.S. Bancorp | 10678.158 |
| 6 | EQIX | Equinix | 7238.153 |
| 7 | ABBV | AbbVie | 6320.882 |
| 8 | VRTX | Vertex Pharmaceuticals | 5582.963 |
| 9 | PLD | Prologis | 5325.771 |
| 10 | PM | Philip Morris | 4886.544 |
| 11 | WM | Waste Management | 4780.456 |
| 12 | BRK.B | Berkshire Hathaway | 4707.379 |
| 13 | T | AT&T | 4113.174 |
| 14 | GILD | Gilead Sciences | 3201.324 |
| 15 | ORCL | Oracle | 3060.756 |
| 16 | ACN | Accenture | 2920.811 |
| 17 | GS | Goldman Sachs | 2885.397 |
| 18 | HON | Honeywell | 2822.487 |
| 19 | CMCSA | Comcast | 1706.758 |
| 20 | C | Citigroup | 1611.923 |
| 21 | TXN | Texas Instruments | 1549.260 |
| 22 | ZTS | Zoetis | 1486.293 |
| 23 | SHW | Sherwin-Williams | 1430.279 |
| 24 | ETN | Eaton | 1361.632 |
| 25 | NOC | Northrop Grumman | 665.521 |
| 26 | AMZN | Amazon | 107.868 |
| 27 | NVDA | NVIDIA | 22.338 |
| 28 | JPM | JPMorgan Chase | 18.605 |
| 29 | MA | Mastercard | 9.746 |
| 30 | MELI | MercadoLibre | 4.791 |
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.