盈利增长精选策略:年化收益率（37.42%）
本策略精选盈利增长稳定且具备成长潜力的小市值股票。通过基本面和盈利能力筛选，结合市值排序，构建并定期调整投资组合，力求在控制风险的前提下，捕捉小市值股票的超额收益机会。
概要
核心指标
- 累计收益率: 400.7%
- 年化收益率: 37.42%
- 基准收益率: -10.3%
- 阿尔法: 0.46
- 夏普比率: 1.01
- 最大回撤: 43.37%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 盘古智能(301456.SZ) | 31.826526100629 | 31800 | 7 | 31.18 | 991524 | -20559.53/-2.031% |
| 2026-05-15 | 楚环科技(001336.SZ) | 29.45193214382 | 33300 | 7 | 30.27 | 1007991 | 27241.66/2.778% |
| 2026-05-15 | 洁雅股份(301108.SZ) | 28.00110536193 | 37300 | 16 | 25.28 | 942944 | -101497.23/-9.718% |
| 2026-05-15 | 瑞纳智能(301129.SZ) | 25.403008026134 | 34300 | 22 | 27.98 | 959714 | 88390.82/10.144% |
| 2026-05-15 | 惠柏新材(301555.SZ) | 33.29380710999 | 25700 | 28 | 39.97 | 1027229 | 171578.16/20.052% |
| 2026-05-14 | 盘古智能(301456.SZ) | 31.826526100629 | 31800 | 6 | 30.88 | 981984 | -30099.53/-2.974% |
| 2026-05-14 | 楚环科技(001336.SZ) | 29.448832035928 | 33100 | 6 | 29.79 | 986049 | 11292.66/1.159% |
| 2026-05-14 | 洁雅股份(301108.SZ) | 28.00110536193 | 37300 | 15 | 25.7 | 958610 | -85831.23/-8.218% |
| 2026-05-14 | 瑞纳智能(301129.SZ) | 25.403008026134 | 36200 | 21 | 29.34 | 1062108 | 142519.11/15.498% |
| 2026-05-14 | 惠柏新材(301555.SZ) | 33.29380710999 | 26200 | 27 | 39.24 | 1028088 | 155790.25/17.86% |
交易详情
| 2026-05-15 | 楚环科技(001336.SZ) | 买 | 200 | 29.94 | 5988 | ¥5 | 0 |
| 2026-05-15 | 惠柏新材(301555.SZ) | 卖 | -500 | 39.33 | -19665 | ¥25.56 | 3018.1 |
| 2026-05-15 | 瑞纳智能(301129.SZ) | 卖 | -1900 | 29.19 | -55461 | ¥72.1 | 7195.28 |
| 2026-05-12 | 楚环科技(001336.SZ) | 卖 | -300 | 30.52 | -9156 | ¥14.16 | 321.35 |
| 2026-05-12 | 洁雅股份(301108.SZ) | 买 | 800 | 27 | 21600 | ¥6.48 | 0 |
| 2026-05-12 | 惠柏新材(301555.SZ) | 卖 | -700 | 38.8 | -27160 | ¥35.31 | 3854.34 |
| 2026-05-12 | 盘古智能(301456.SZ) | 买 | 600 | 32.18 | 19308 | ¥5.79 | 0 |
| 2026-05-07 | 金帝股份(603270.SH) | 卖 | -37500 | 28.28 | -1060500 | ¥1378.65 | 115216.5 |
| 2026-05-07 | 久祺股份(300994.SZ) | 卖 | -66100 | 14.39 | -951179 | ¥1236.53 | -50604.6 |
| 2026-05-07 | 楚环科技(001336.SZ) | 买 | 33400 | 29.44 | 983296 | ¥294.99 | 0 |
