VAL008Factor HubValue FactorsMedium
PEG Factor
Divides P/E by earnings growth so cheapness and growth are judged in one number.
Formula
PEG = PE / 预期盈利增长率Performance (Top-30 equal-weight long, monthly rebalance)
Annualized return
14.07%
Sharpe ratio
0.84
Max drawdown
-22.78%
Total return
273.15%
Cumulative performance（2016-09 … 2026-08）
2016 -2.6%2017 -6.9%2018 -0.5%2019 +20.7%2020 +42.2%2021 +17.5%2022 +35.9%2023 -0.3%2024 +23.2%2025 +16.1%2026 +5.7%
Current top-30 holdings
| # | Ticker | Company | Score |
|---|---|---|---|
| 1 | AAPL | Apple | 27451.747 |
| 2 | FE | FirstEnergy | 8385.246 |
| 3 | LLY | Eli Lilly | 8208.757 |
| 4 | XOM | Exxon Mobil | 7905.679 |
| 5 | SO | Southern Company | 6784.340 |
| 6 | MSFT | Microsoft | 6213.440 |
| 7 | COST | Costco | 5655.977 |
| 8 | RTX | RTX Corp | 5526.783 |
| 9 | JPM | JPMorgan Chase | 5044.563 |
| 10 | BAC | Bank of America | 4434.324 |
| 11 | BRK.B | Berkshire Hathaway | 4418.687 |
| 12 | UNP | Union Pacific | 4326.993 |
| 13 | ADBE | Adobe | 3934.307 |
| 14 | MA | Mastercard | 3710.830 |
| 15 | GOOGL | Alphabet | 3209.383 |
| 16 | V | Visa | 3147.471 |
| 17 | NUE | Nucor | 2805.681 |
| 18 | AMZN | Amazon | 2796.203 |
| 19 | ORLY | O'Reilly Automotive | 2440.812 |
| 20 | MS | Morgan Stanley | 2047.964 |
| 21 | PLTR | Palantir | 2045.634 |
| 22 | NVO | Novo Nordisk | 1891.968 |
| 23 | WMT | Walmart | 1845.428 |
| 24 | TSLA | Tesla | 1777.559 |
| 25 | UNH | UnitedHealth | 1726.445 |
| 26 | AMT | American Tower | 1526.651 |
| 27 | META | Meta Platforms | 1520.227 |
| 28 | ITW | ITW | 1486.159 |
| 29 | O | Realty Income | 1472.209 |
| 30 | AEE | Ameren | 1450.082 |
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.