低PE与高EPS的组合策略:年化收益率（42.13%）
该策略以风险控制和价值投资为核心，通过多维度筛选构建投资组合。在基本面指标上，剔除 ST 股票、科创板及北交所股票，规避高风险与流动性、信息不对称问题；同时筛选具有流动性、成长性与稳定性的高成长股票。
概要
核心指标
- 累计收益率: 510.64%
- 年化收益率: 42.13%
- 基准收益率: -7.75%
- 阿尔法: 0.5
- 夏普比率: 1.07
- 最大回撤: 33.73%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 152 | 60.18 | 6100446.6 | -2485778.49/-28.951% |
| 2026-05-14 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 151 | 60.09 | 6091323.3 | -2494901.79/-29.057% |
| 2026-05-13 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 150 | 62.41 | 6326501.7 | -2259723.39/-26.318% |
| 2026-05-12 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 149 | 61.45 | 6229186.5 | -2357038.59/-27.451% |
| 2026-05-11 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 148 | 62.5 | 6335625 | -2250600.09/-26.212% |
| 2026-05-08 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 147 | 63.03 | 6389351.1 | -2196873.99/-25.586% |
| 2026-05-07 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 146 | 63.72 | 6459296.4 | -2126928.69/-24.771% |
| 2026-05-06 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 145 | 63.29 | 6415707.3 | -2170517.79/-25.279% |
| 2026-04-30 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 144 | 64.65 | 6553570.5 | -2032654.59/-23.673% |
| 2026-04-29 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 143 | 65.1 | 6599187 | -1987038.09/-23.142% |
交易详情
| 2025-12-25 | 博隆技术(603325.SH) | 买 | 770 | 78.31 | -61.3 | ¥0 | 0 |
| 2025-09-26 | 博隆技术(603325.SH) | 买 | 1200 | 86.53 | 103836 | ¥31.15 | 0 |
| 2025-09-22 | 力聚热能(603391.SH) | 卖 | -166062 | 51.79 | -8600350.98 | ¥11180.46 | 2448486.28 |
| 2025-09-22 | 博隆技术(603325.SH) | 买 | 99400 | 85.31 | 8479814 | ¥2543.94 | 0 |
| 2025-05-19 | 力聚热能(603391.SH) | 买 | 5362 | 37.46 | -14.48 | ¥0 | 0 |
| 2025-05-14 | 力聚热能(603391.SH) | 买 | 200 | 38.41 | 7682 | ¥5 | 0 |
| 2025-05-08 | 万得凯(301309.SZ) | 卖 | -247700 | 24.5 | -6068650 | ¥7889.25 | 260820.17 |
| 2025-05-08 | 力聚热能(603391.SH) | 买 | 160500 | 38.27 | 6142335 | ¥1842.7 | 0 |
| 2025-04-29 | 扬州金泉(603307.SH) | 卖 | -165500 | 35.7 | -5908350 | ¥7680.86 | 486598.96 |
| 2025-04-29 | 万得凯(301309.SZ) | 买 | 247700 | 23.44 | 5806088 | ¥1741.83 | 0 |
