低PE与高EPS的组合策略:年化收益率（54.04%）
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: 559.19%
- 年化收益率: 54.04%
- 基准收益率: -22.95%
- 阿尔法: 0.66
- 夏普比率: 1.27
- 最大回撤: 29.54%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-18 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 51 | 39.73 | 6589419.15 | 445101.41/7.244% |
| 2025-07-17 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 50 | 39.79 | 6599370.45 | 455052.71/7.406% |
| 2025-07-16 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 49 | 39.97 | 6629224.35 | 484906.61/7.892% |
| 2025-07-15 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 48 | 39.55 | 6559565.25 | 415247.51/6.758% |
| 2025-07-14 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 47 | 39.74 | 6591077.7 | 446759.96/7.271% |
| 2025-07-11 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 46 | 39.99 | 6632541.45 | 488223.71/7.946% |
| 2025-07-10 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 45 | 40.1 | 6650785.5 | 506467.76/8.243% |
| 2025-07-09 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 44 | 40.14 | 6657419.7 | 513101.96/8.351% |
| 2025-07-08 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 43 | 40.45 | 6708834.75 | 564517.01/9.188% |
| 2025-07-07 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 42 | 39.7 | 6584443.5 | 440125.76/7.163% |
交易详情
| 2025-05-19 | 力聚热能(603391.SH) | 买 | 5355 | 37.46 | -26.7 | ¥0 | 0 |
| 2025-05-14 | 力聚热能(603391.SH) | 买 | 1000 | 38.41 | 38410 | ¥11.52 | 0 |
| 2025-05-08 | 万得凯(301309.SZ) | 卖 | -246200 | 24.5 | -6031900 | ¥7841.47 | 259240.72 |
| 2025-05-08 | 力聚热能(603391.SH) | 买 | 159500 | 38.27 | 6104065 | ¥1831.22 | 0 |
| 2025-04-29 | 扬州金泉(603307.SH) | 卖 | -165300 | 35.7 | -5901210 | ¥7671.57 | 486058.94 |
| 2025-04-29 | 万得凯(301309.SZ) | 买 | 246200 | 23.44 | 5770928 | ¥1731.28 | 0 |
| 2025-04-17 | 扬州金泉(603307.SH) | 买 | 800 | 32.69 | 26152 | ¥7.85 | 0 |
| 2025-04-11 | 扬州金泉(603307.SH) | 买 | 164500 | 32.75 | 5387375 | ¥1616.21 | 0 |
| 2025-03-27 | 锡装股份(001332.SZ) | 卖 | -141300 | 38.11 | -5384943 | ¥7000.43 | 159514.84 |
| 2025-03-25 | 锡装股份(001332.SZ) | 买 | 141300 | 36.97 | 5223861 | ¥1567.16 | 0 |
