因子排行 · 三把有证据的尺子
大市值多因子排行榜
综合排名 = 质量（ROE）+ 价值（盈利收益率）+ 动量（12月剔近月，本站 5014 笔审计验证的组内 +5%/年因子）三个名次之和，越小越靠前。趋势/52周位置/年化波动为参考列。每日盘前自动重算，基本面来自 OpenBB 侧车。
共 83 只 · 更新 2026-07-23 02:32
| # | 标的 | 收盘 | 质量# | 价值# | 动量# | 12月动量 | 距200日线 | 52周位置 | 年化波动 |
|---|---|---|---|---|---|---|---|---|---|
| 1 | MU | $959.48 | 8 | 27 | 1 | +864.4% | +94.1% | 79.1% | 77.2% |
| 2 | MRK | $127.47 | 34 | 14 | 12 | +51.5% | +17.2% | 98.4% | 27.9% |
| 3 | QCOM | $175.63 | 20 | 21 | 23 | +31.9% | +4.6% | 70.2% | 51.4% |
| 4 | LMT | $514.36 | 7 | 32 | 26 | +25.9% | -4.3% | 76.5% | 24.9% |
| 5 | SLB | $47.67 | 44 | 8 | 17 | +42.9% | +4.0% | 82.2% | 33.3% |
| 6 | UPS | $115.84 | 23 | 7 | 42 | +11.8% | +15.4% | 98.4% | 30.4% |
| 7 | EOG | $144.0 | 37 | 2 | 34 | +17.5% | +19.1% | 97.5% | 26.6% |
| 8 | GOOG | $341.91 | 17 | 50 | 8 | +80.7% | +6.1% | 85.7% | 30.2% |
| 9 | GOOGL | $342.09 | 18 | 51 | 6 | +81.4% | +5.9% | 85.0% | 30.5% |
| 10 | CAT | $889.31 | 11 | 60 | 5 | +137.6% | +23.0% | 83.7% | 38.1% |
| 11 | LLY | $1163.01 | 4 | 57 | 16 | +43.6% | +15.1% | 94.1% | 38.5% |
| 12 | PEP | $135.65 | 10 | 13 | 54 | +1.1% | -8.1% | 81.1% | 21.4% |
| 13 | AAPL | $325.89 | 2 | 59 | 19 | +37.8% | +18.5% | 97.6% | 24.5% |
| 14 | COP | $118.79 | 49 | 3 | 29 | +22.2% | +12.3% | 89.4% | 29.6% |
| 15 | UNP | $292.56 | 15 | 29 | 37 | +15.4% | +18.7% | 97.0% | 22.4% |
| 16 | VZ | $44.29 | 39 | 5 | 40 | +14.3% | +2.8% | 89.0% | 23.9% |
| 17 | AMAT | $553.92 | 16 | 66 | 4 | +215.4% | +52.7% | 76.6% | 56.5% |
| 18 | CSCO | $112.21 | 28 | 54 | 7 | +80.7% | +28.6% | 86.6% | 32.7% |
| 19 | XOM | $154.45 | 53 | 15 | 22 | +32.8% | +13.2% | 90.7% | 24.9% |
| 20 | UNH | $431.31 | 43 | 35 | 13 | +47.4% | +27.2% | 98.8% | 39.6% |
| 21 | NVDA | $212.06 | 3 | 58 | 31 | +19.9% | +10.2% | 90.1% | 35.8% |
| 22 | GE | $341.19 | 13 | 63 | 18 | +38.2% | +9.2% | 90.1% | 31.9% |
| 23 | KO | $82.2 | 14 | 48 | 32 | +18.6% | +10.1% | 96.8% | 17.9% |
| 24 | HON | $232.99 | 30 | 12 | 53 | +1.9% | +3.8% | 90.1% | 25.9% |
| 25 | CVX | $192.98 | 59 | 10 | 30 | +22.2% | +12.3% | 92.2% | 22.7% |
| 26 | TXN | $294.19 | 25 | 62 | 15 | +45.6% | +32.7% | 88.5% | 41.8% |
| 27 | WMT | $109.33 | 31 | 44 | 27 | +25.6% | -6.8% | 81.5% | 24.6% |
| 28 | AVGO | $396.81 | 19 | 65 | 20 | +37.5% | +9.2% | 82.5% | 47.2% |
| 29 | IBM | $205.77 | 21 | 25 | 58 | -3.6% | -23.9% | 62.5% | 48.4% |
| 30 | PG | $149.13 | 26 | 22 | 56 | -2.6% | +1.5% | 89.9% | 19.6% |
| 31 | ADP | $243.12 | 6 | 26 | 74 | -25.2% | +4.0% | 80.4% | 26.0% |
| 32 | T | $23.04 | 35 | 4 | 69 | -14.0% | -6.6% | 81.1% | 23.9% |
| 33 | PFE | $24.82 | 56 | 6 | 47 | +5.2% | -2.0% | 88.4% | 24.0% |
| 34 | DUK | $127.95 | 54 | 11 | 45 | +7.2% | +3.9% | 96.7% | 15.6% |
| 35 | CMCSA | $23.52 | 33 | 1 | 78 | -28.7% | -11.3% | 73.5% | 29.2% |
| 36 | AMZN | $244.85 | 29 | 34 | 50 | +2.9% | +4.4% | 89.0% | 31.2% |
| 37 | RTX | $194.88 | 48 | 40 | 25 | +26.9% | +5.3% | 92.2% | 24.5% |
| 38 | MA | $531.98 | 1 | 47 | 67 | -12.3% | +1.0% | 89.4% | 22.0% |
| 39 | V | $353.42 | 9 | 46 | 62 | -5.9% | +7.5% | 96.8% | 22.0% |
| 40 | META | $627.17 | 24 | 23 | 71 | -20.0% | -1.7% | 79.6% | 38.8% |
| 41 | LIN | $508.67 | 36 | 39 | 44 | +10.0% | +8.2% | 93.1% | 17.9% |
| 42 | MCO | $489.7 | 5 | 49 | 66 | -10.3% | +4.1% | 91.2% | 27.7% |
| 43 | SO | $95.8 | 51 | 17 | 52 | +2.3% | +4.3% | 97.5% | 16.9% |
| 44 | ADI | $386.73 | 55 | 61 | 9 | +75.3% | +18.9% | 86.8% | 34.9% |
| 45 | AMD | $552.33 | 57 | 67 | 3 | +236.0% | +82.8% | 95.1% | 69.3% |
| 46 | DIS | $95.87 | 50 | 9 | 68 | -13.9% | -8.1% | 79.1% | 25.1% |
| 47 | MSFT | $390.34 | 22 | 30 | 75 | -25.4% | -10.5% | 72.5% | 27.6% |
| 48 | TMO | $526.46 | 46 | 42 | 43 | +10.2% | -0.4% | 82.5% | 29.4% |
| 49 | PLD | $144.7 | 58 | 53 | 21 | +37.3% | +9.2% | 96.4% | 22.6% |
| 50 | NFLX | $68.53 | 12 | 41 | 80 | -38.8% | -26.3% | 54.2% | 34.6% |
综合=质量+价值+动量名次和(三个有证据因子);趋势/52周位置/波动为参考列;基本面每日盘前经OpenBB侧车更新。⚠️ 动量极端高的票（如 +200% 以上）恰是动量崩盘风险最集中的形状，排行是研究起点不是买入清单；配套验证账户见 /longterm（质量=账户A、动量=账户C）。