低PE与高EPS的组合策略:年化收益率（46.59%）
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: 603.09%
- 年化收益率: 46.59%
- 基准收益率: -9.46%
- 阿尔法: 0.55
- 夏普比率: 1.15
- 最大回撤: 29.59%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-24 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 140 | 69.3 | 7024941 | -1561284.09/-18.184% |
| 2026-04-23 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 139 | 77 | 7805490 | -780735.09/-9.093% |
| 2026-04-22 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 138 | 77.61 | 7867325.7 | -718899.39/-8.373% |
| 2026-04-21 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 137 | 76.74 | 7779133.8 | -807091.29/-9.4% |
| 2026-04-20 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 136 | 76.67 | 7772037.9 | -814187.19/-9.482% |
| 2026-04-17 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 135 | 76.42 | 7746695.4 | -839529.69/-9.778% |
| 2026-04-16 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 134 | 75.15 | 7617955.5 | -968269.59/-11.277% |
| 2026-04-15 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 133 | 74.53 | 7555106.1 | -1031118.99/-12.009% |
| 2026-04-14 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 132 | 73.83 | 7484147.1 | -1102077.99/-12.835% |
| 2026-04-13 | 博隆技术(603325.SH) | 84.701835750222 | 101370 | 131 | 73.8 | 7481106 | -1105119.09/-12.871% |
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 |
