低PE与高EPS的组合策略:年化收益率（54.32%）
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: 545.26%
- 年化收益率: 54.32%
- 基准收益率: -24.82%
- 阿尔法: 0.67
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-25 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 34 | 38.89 | 6450100.95 | 305783.21/4.977% |
| 2025-06-24 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 33 | 38.74 | 6425222.7 | 280904.96/4.572% |
| 2025-06-23 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 32 | 38.35 | 6360539.25 | 216221.51/3.519% |
| 2025-06-20 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 31 | 38.22 | 6338978.1 | 194660.36/3.168% |
| 2025-06-19 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 30 | 38.25 | 6343953.75 | 199636.01/3.249% |
| 2025-06-18 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 29 | 38.92 | 6455076.6 | 310758.86/5.058% |
| 2025-06-17 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 28 | 38.73 | 6423564.15 | 279246.41/4.545% |
| 2025-06-16 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 27 | 38.71 | 6420247.05 | 275929.31/4.491% |
| 2025-06-13 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 26 | 38.71 | 6420247.05 | 275929.31/4.491% |
| 2025-06-12 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 25 | 39.11 | 6486589.05 | 342271.31/5.571% |
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 |
