MOM003因子集市动量因子中风险
相对强弱因子
行业内相对强弱比较，筛选各行业的领涨龙头。
计算公式
RS = R_stock - R_industry_avg历史绩效（Top30 等权多头，月度调仓）
年化收益
9.18%
夏普比率
0.59
最大回撤
-27.86%
累计收益
140.62%
累计净值（2016-09 … 2026-08）
2016 -4.2%2017 +2.9%2018 -5.1%2019 +17.6%2020 +42.8%2021 +8.2%2022 +28.9%2023 -10.0%2024 -2.9%2025 +20.0%2026 +4.8%
当前 Top30 持仓
| # | Ticker | 公司 | 得分 |
|---|---|---|---|
| 1 | PEG | Public Service Enterprise | 0.577 |
| 2 | D | Dominion Energy | 0.480 |
| 3 | VZ | Verizon | 0.457 |
| 4 | MAA | Mid-America Apartment | 0.403 |
| 5 | ISRG | Intuitive Surgical | 0.375 |
| 6 | ZS | Zscaler | 0.373 |
| 7 | USB | U.S. Bancorp | 0.370 |
| 8 | PPG | PPG Industries | 0.365 |
| 9 | PFE | Pfizer | 0.361 |
| 10 | HON | Honeywell | 0.360 |
| 11 | GME | GameStop | 0.306 |
| 12 | CDNS | Cadence | 0.305 |
| 13 | GIS | General Mills | 0.285 |
| 14 | YUM | Yum Brands | 0.282 |
| 15 | AMD | Advanced Micro Devices | 0.280 |
| 16 | EMR | Emerson Electric | 0.280 |
| 17 | LYB | LyondellBasell | 0.265 |
| 18 | ETSY | Etsy | 0.255 |
| 19 | WFC | Wells Fargo | 0.244 |
| 20 | SRE | Sempra | 0.242 |
| 21 | RIO | Rio Tinto | 0.239 |
| 22 | FDX | FedEx | 0.238 |
| 23 | ON | ON Semiconductor | 0.236 |
| 24 | SMCI | Super Micro Computer | 0.233 |
| 25 | PPL | PPL Corporation | 0.212 |
| 26 | KHC | Kraft Heinz | 0.205 |
| 27 | CHTR | Charter Communications | 0.201 |
| 28 | SLB | SLB | 0.199 |
| 29 | SCCO | Southern Copper | 0.189 |
| 30 | XOM | Exxon Mobil | 0.188 |
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。