GRW016因子集市成长因子中风险
市场份额增长因子
公司营收增速与行业增速之差，市占率提升体现竞争优势。
计算公式
MktShareGrow = RevGrowth_stock - RevGrowth_industry历史绩效（Top30 等权多头，月度调仓）
年化收益
7.06%
夏普比率
0.47
最大回撤
-22.74%
累计收益
97.88%
累计净值（2016-09 … 2026-08）
2016 -2.6%2017 -5.4%2018 -5.8%2019 -3.1%2020 +37.1%2021 +3.4%2022 +25.2%2023 +5.8%2024 +2.1%2025 +9.8%2026 +11.8%
当前 Top30 持仓
| # | Ticker | 公司 | 得分 |
|---|---|---|---|
| 1 | DELL | Dell Technologies | 25091.824 |
| 2 | FCX | Freeport-McMoRan | 12997.435 |
| 3 | CVX | Chevron | 8885.843 |
| 4 | SYK | Stryker | 7989.456 |
| 5 | AEP | American Electric Power | 5865.261 |
| 6 | CARR | Carrier Global | 3389.682 |
| 7 | TDG | TransDigm | 3219.392 |
| 8 | LLY | Eli Lilly | 3069.386 |
| 9 | KLAC | KLA | 2475.942 |
| 10 | PANW | Palo Alto Networks | 2413.716 |
| 11 | MPC | Marathon Petroleum | 2390.125 |
| 12 | PFE | Pfizer | 2084.502 |
| 13 | NVDA | NVIDIA | 2043.715 |
| 14 | USB | U.S. Bancorp | 1634.834 |
| 15 | DIS | Walt Disney | 1597.981 |
| 16 | AXP | American Express | 1574.829 |
| 17 | HSY | Hershey | 1552.043 |
| 18 | VRTX | Vertex Pharmaceuticals | 1433.911 |
| 19 | JPM | JPMorgan Chase | 1421.776 |
| 20 | STT | State Street | 1371.283 |
| 21 | AMD | Advanced Micro Devices | 1240.220 |
| 22 | ADBE | Adobe | 1192.097 |
| 23 | PEG | Public Service Enterprise | 1065.268 |
| 24 | LMT | Lockheed Martin | 924.699 |
| 25 | SPG | Simon Property Group | 848.445 |
| 26 | KO | Coca-Cola | 830.907 |
| 27 | LOW | Lowe's | 792.745 |
| 28 | UNP | Union Pacific | 779.177 |
| 29 | SBUX | Starbucks | 749.015 |
| 30 | ANET | Arista Networks | 666.130 |
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。