VAL005Factor HubValue FactorsMedium
PS Factor
Screens on price-to-sales, suited to unprofitable companies where revenue still compounds.
Formula
Score = -PS_TTMPerformance (Top-30 equal-weight long, monthly rebalance)
Annualized return
3.29%
Sharpe ratio
0.27
Max drawdown
-33.17%
Total return
38.24%
Cumulative performance（2016-09 … 2026-08）
2016 -6.8%2017 -13.8%2018 -10.7%2019 +39.5%2020 +8.6%2021 +4.3%2022 +26.1%2023 -8.4%2024 +12.8%2025 -16.1%2026 +11.4%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | AEP | American Electric Power | -0.000 |
| 2 | TER | Teradyne | -0.001 |
| 3 | DELL | Dell Technologies | -0.002 |
| 4 | PCAR | Paccar | -0.002 |
| 5 | TGT | Target | -0.004 |
| 6 | EBAY | eBay | -0.004 |
| 7 | XEL | Xcel Energy | -0.006 |
| 8 | CVS | CVS Health | -0.007 |
| 9 | PCG | PG&E | -0.008 |
| 10 | FCX | Freeport-McMoRan | -0.010 |
| 11 | EL | Estee Lauder | -0.012 |
| 12 | SHW | Sherwin-Williams | -0.018 |
| 13 | GM | General Motors | -0.021 |
| 14 | CMG | Chipotle Mexican Grill | -0.021 |
| 15 | PEP | PepsiCo | -0.022 |
| 16 | SMCI | Super Micro Computer | -0.024 |
| 17 | LEN | Lennar | -0.027 |
| 18 | WMB | Williams Companies | -0.036 |
| 19 | F | Ford Motor | -0.037 |
| 20 | MU | Micron Technology | -0.037 |
| 21 | KLAC | KLA | -0.049 |
| 22 | CDNS | Cadence | -0.049 |
| 23 | EIX | Edison International | -0.050 |
| 24 | VICI | VICI Properties | -0.052 |
| 25 | PSA | Public Storage | -0.052 |
| 26 | FANG | Diamondback Energy | -0.054 |
| 27 | TDG | TransDigm | -0.057 |
| 28 | CE | Celanese | -0.059 |
| 29 | PPL | PPL Corporation | -0.061 |
| 30 | TSN | Tyson Foods | -0.062 |
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.