MOM005因子集市动量因子中风险
52周新高因子
现价与 52 周最高价的距离，接近新高的股票往往延续强势。
计算公式
Score = Price / 52Week_High历史绩效（Top30 等权多头，月度调仓）
年化收益
10.39%
夏普比率
0.70
最大回撤
-26.95%
累计收益
168.83%
累计净值（2016-09 … 2026-08）
2016 -4.1%2017 -2.9%2018 -13.4%2019 +20.5%2020 +50.4%2021 +17.6%2022 +27.4%2023 -2.2%2024 -5.3%2025 +11.4%2026 +19.1%
当前 Top30 持仓
| # | Ticker | 公司 | 得分 |
|---|---|---|---|
| 1 | LNG | Cheniere Energy | 0.996 |
| 2 | PEG | Public Service Enterprise | 0.992 |
| 3 | CHTR | Charter Communications | 0.991 |
| 4 | MAA | Mid-America Apartment | 0.991 |
| 5 | ISRG | Intuitive Surgical | 0.990 |
| 6 | AMT | American Tower | 0.989 |
| 7 | MA | Mastercard | 0.989 |
| 8 | VZ | Verizon | 0.989 |
| 9 | YUM | Yum Brands | 0.989 |
| 10 | KMB | Kimberly-Clark | 0.988 |
| 11 | AIG | American Intl Group | 0.987 |
| 12 | VALE | Vale | 0.987 |
| 13 | MET | MetLife | 0.986 |
| 14 | ABBV | AbbVie | 0.986 |
| 15 | PPG | PPG Industries | 0.984 |
| 16 | USB | U.S. Bancorp | 0.984 |
| 17 | BAC | Bank of America | 0.984 |
| 18 | FTNT | Fortinet | 0.983 |
| 19 | DIS | Walt Disney | 0.983 |
| 20 | PLD | Prologis | 0.983 |
| 21 | PFE | Pfizer | 0.982 |
| 22 | ABT | Abbott Laboratories | 0.982 |
| 23 | CCI | Crown Castle | 0.981 |
| 24 | NVO | Novo Nordisk | 0.980 |
| 25 | RIO | Rio Tinto | 0.978 |
| 26 | REG | Regency Centers | 0.977 |
| 27 | INTU | Intuit | 0.976 |
| 28 | SNOW | Snowflake | 0.976 |
| 29 | TRV | Travelers | 0.976 |
| 30 | RTX | RTX Corp | 0.974 |
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。