VAL007Factor HubValue FactorsMedium
EV/Sales Factor
Prices each unit of revenue at the enterprise level; low multiples mean potential re-rating.
Formula
EV/Sales = (总市值 + 净负债) / 营业收入Performance (Top-30 equal-weight long, monthly rebalance)
Annualized return
9.93%
Sharpe ratio
0.58
Max drawdown
-32.44%
Total return
157.74%
Cumulative performance（2016-09 … 2026-08）
2016 -6.5%2017 -13.0%2018 -3.3%2019 +19.9%2020 +38.1%2021 +7.2%2022 +38.2%2023 +6.3%2024 +9.8%2025 +12.5%2026 +1.8%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | AAPL | Apple | 508345.431 |
| 2 | MSFT | Microsoft | 231501.960 |
| 3 | GOOGL | Alphabet | 162191.536 |
| 4 | NVO | Novo Nordisk | 107713.285 |
| 5 | BAC | Bank of America | 104944.983 |
| 6 | XOM | Exxon Mobil | 95537.415 |
| 7 | AVGO | Broadcom | 74679.624 |
| 8 | META | Meta Platforms | 72823.813 |
| 9 | V | Visa | 70136.262 |
| 10 | RTX | RTX Corp | 56619.155 |
| 11 | NFLX | Netflix | 36683.213 |
| 12 | ITW | ITW | 27327.404 |
| 13 | WMT | Walmart | 25195.973 |
| 14 | NOW | ServiceNow | 23042.183 |
| 15 | UNH | UnitedHealth | 21604.783 |
| 16 | PG | Procter & Gamble | 21432.616 |
| 17 | ORLY | O'Reilly Automotive | 19128.178 |
| 18 | GD | General Dynamics | 14722.583 |
| 19 | HD | Home Depot | 13564.752 |
| 20 | MS | Morgan Stanley | 12966.587 |
| 21 | CRM | Salesforce | 9351.136 |
| 22 | PGR | Progressive | 7918.033 |
| 23 | JNJ | Johnson & Johnson | 7605.714 |
| 24 | SO | Southern Company | 7007.171 |
| 25 | SPOT | Spotify | 5316.821 |
| 26 | FE | FirstEnergy | 4982.015 |
| 27 | IBM | IBM | 4279.048 |
| 28 | SPGI | S&P Global | 3731.093 |
| 29 | MCD | McDonald's | 3634.197 |
| 30 | TJX | TJX Companies | 3267.504 |
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.