Factors Directory

Quantitative Trading Factors

Circulating Share Ownership Concentration (Top 3)

Fundamental factorsQuality Factor

factor.formula

The sum of the shares held by the top three shareholders

Refers to the total number of circulating shares held by the top three circulating shareholders of the company. Among them, $Shares_{i,circulating}$ represents the number of circulating shares held by the i-th largest circulating shareholder.

Total outstanding shares

Refers to the total number of freely tradable shares issued by a company.

Circulating stock equity concentration (Top 3) = (the sum of the number of shares held by the top three circulating shareholders) / total circulating stock capital

  • :

    The number of circulating shares held by the i-th largest circulating shareholder

  • :

    Total outstanding shares of the company

factor.explanation

This factor calculates the sum of the number of outstanding shares held by the company's top three shareholders, as a percentage of the total outstanding shares. It is used to measure the degree of equity concentration of a company's outstanding shares. The higher the factor value, the more concentrated the outstanding shares are in the hands of a few shareholders, and the company's control may be relatively concentrated; the lower the factor value, the more dispersed the outstanding shares are, and the company's governance structure may be more balanced.

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