COM006因子集市复合因子低风险
GARP因子
合理价格成长：PEG 合理且盈利增速稳定，彼得·林奇的选股框架。
计算公式
GARP = Z(盈利增速) - Z(PE) + Z(ROE稳定性)历史绩效（Top30 等权多头，月度调仓）
年化收益
6.79%
夏普比率
0.47
最大回撤
-21.04%
累计收益
92.95%
累计净值（2016-09 … 2026-08）
2016 -6.7%2017 -0.6%2018 -4.0%2019 +8.5%2020 +23.5%2021 +7.4%2022 +22.7%2023 -5.9%2024 +9.9%2025 +6.5%2026 +11.2%
当前 Top30 持仓
| # | Ticker | 公司 | 得分 |
|---|---|---|---|
| 1 | DELL | Dell Technologies | 11.589 |
| 2 | FCX | Freeport-McMoRan | 7.739 |
| 3 | FRT | Federal Realty | 6.026 |
| 4 | SPG | Simon Property Group | 4.260 |
| 5 | FE | FirstEnergy | 4.030 |
| 6 | CVX | Chevron | 3.399 |
| 7 | SYK | Stryker | 3.243 |
| 8 | EXC | Exelon | 3.052 |
| 9 | MAA | Mid-America Apartment | 2.941 |
| 10 | AMT | American Tower | 2.659 |
| 11 | WEC | WEC Energy | 2.536 |
| 12 | VICI | VICI Properties | 2.422 |
| 13 | PSA | Public Storage | 2.419 |
| 14 | STT | State Street | 2.210 |
| 15 | MPC | Marathon Petroleum | 2.186 |
| 16 | AEP | American Electric Power | 2.151 |
| 17 | REG | Regency Centers | 2.095 |
| 18 | WFC | Wells Fargo | 2.035 |
| 19 | LOW | Lowe's | 1.772 |
| 20 | AXP | American Express | 1.651 |
| 21 | NUE | Nucor | 1.572 |
| 22 | CARR | Carrier Global | 1.542 |
| 23 | EQIX | Equinix | 1.438 |
| 24 | USB | U.S. Bancorp | 1.415 |
| 25 | PCG | PG&E | 1.409 |
| 26 | WELL | Welltower | 1.391 |
| 27 | PEG | Public Service Enterprise | 1.339 |
| 28 | ES | Eversource Energy | 1.334 |
| 29 | KIM | Kimco Realty | 1.306 |
| 30 | TRV | Travelers | 1.204 |
按上方公式在确定性研究面板最近月末观测（2026-08）计算的截面 Top30。
数据导出
导出包含公式、绩效统计、120 个月序列与当前持仓——本地复刻所需的一切。