This study focuses on exploring the incentive mechanism of data sharing within financial holdings group, highlighting its crucial role in activating the value of data factor and facilitating high-quality development. Relying on Data Factor Sharing and Circulation Platform of the financial holdings group and based on the assumption of bounded rationality, an evolutionary game model between financial enterprises and industrial enterprises is established from an economic perspective. For the sixteen scenarios defined by the payoff matrices of both game participants, existence and stability of the equilibrium points in each scenario are analyzed. Experimental results of four representative scenarios demonstrate that the implementation of adequate point-based incentives and indirect incentives for member enterprises, along with the execution of data quality and data standards management, contributes positively to the sustainable and stable achievement of data sharing in financial holdings group.