TEC005因子集市技术因子中风险
OBV因子
能量潮累积成交量变化衡量买卖力道，量价配合对价格有前瞻性。
计算公式
OBV = Σ(sign(收盘价变化) × 成交量)历史绩效（Top30 等权多头，月度调仓）
年化收益
2.59%
夏普比率
0.25
最大回撤
-31.81%
累计收益
29.18%
累计净值（2016-09 … 2026-08）
2016 -6.9%2017 -3.0%2018 -6.9%2019 +7.0%2020 +33.0%2021 +8.4%2022 +21.8%2023 -13.6%2024 -8.7%2025 -2.3%2026 +6.3%
当前 Top30 持仓
| # | Ticker | 公司 | 得分 |
|---|---|---|---|
| 1 | FE | FirstEnergy | 0.959 |
| 2 | AIG | American Intl Group | 0.910 |
| 3 | MAA | Mid-America Apartment | 0.868 |
| 4 | SHW | Sherwin-Williams | 0.811 |
| 5 | PEG | Public Service Enterprise | 0.724 |
| 6 | FDX | FedEx | 0.709 |
| 7 | SBAC | SBA Communications | 0.666 |
| 8 | KVUE | Kenvue | 0.641 |
| 9 | BAC | Bank of America | 0.628 |
| 10 | SBUX | Starbucks | 0.616 |
| 11 | CI | Cigna | 0.614 |
| 12 | PPG | PPG Industries | 0.605 |
| 13 | KIM | Kimco Realty | 0.604 |
| 14 | AMT | American Tower | 0.571 |
| 15 | ADP | ADP | 0.561 |
| 16 | MA | Mastercard | 0.536 |
| 17 | KMB | Kimberly-Clark | 0.530 |
| 18 | USB | U.S. Bancorp | 0.530 |
| 19 | TJX | TJX Companies | 0.527 |
| 20 | PRU | Prudential Financial | 0.527 |
| 21 | PLD | Prologis | 0.525 |
| 22 | CCI | Crown Castle | 0.500 |
| 23 | WFC | Wells Fargo | 0.497 |
| 24 | KHC | Kraft Heinz | 0.489 |
| 25 | HON | Honeywell | 0.487 |
| 26 | TMO | Thermo Fisher | 0.483 |
| 27 | MET | MetLife | 0.469 |
| 28 | ALL | Allstate | 0.468 |
| 29 | COP | ConocoPhillips | 0.462 |
| 30 | KMI | Kinder Morgan | 0.461 |
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。