可转债三要素策略:年化收益率（35.74%）
基于剩余规模、转股溢价率及到期收益率三个维度作为策略依据，从拉升难易程度、股债关联性和投资下限入手。选择期望收益率且投资收益下限确认的可转债标。注重寻找市场被低估的可转债，能有效减少波动性风险，并为投资组合带来稳定的收益。
概要
核心指标
- 累计收益率: 368.16%
- 年化收益率: 35.74%
- 基准收益率: 5.32%
- 阿尔法: 0.36
- 夏普比率: 1.21
- 最大回撤: 29.62%
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 | 永安转债(113609.SH) | 139.04170075188 | 6650 | 2 | 145.79 | 969503.5 | 44876.19/4.853% |
| 2025-07-18 | 濮耐转债(127035.SZ) | 142.69279479326 | 6530 | 2 | 137.61 | 898593.3 | -33190.65/-3.562% |
| 2025-07-18 | 博汇转债(123156.SZ) | 183.96517296223 | 5030 | 2 | 180.6 | 908418 | -16926.82/-1.829% |
| 2025-07-18 | 正邦转债(128114.SZ) | 86.775721590909 | 5280 | 487 | 84.81 | 447796.8 | -10379.01/-2.265% |
| 2025-07-18 | 搜特转债(128100.SZ) | 26.657994851259 | 17480 | 527 | 18 | 314640 | -151341.75/-32.478% |
| 2025-07-17 | 永安转债(113609.SH) | 139.04170075188 | 6650 | 1 | 143.05 | 951282.5 | 26655.19/2.883% |
| 2025-07-17 | 濮耐转债(127035.SZ) | 142.69279479326 | 6530 | 1 | 140.41 | 916877.3 | -14906.65/-1.6% |
| 2025-07-17 | 博汇转债(123156.SZ) | 183.96517296223 | 5030 | 1 | 190.5 | 958215 | 32870.18/3.552% |
| 2025-07-17 | 志特转债(123186.SZ) | 143.75311378205 | 0 | 6 | 153.36 | 0 | 40415.77/4.506% |
| 2025-07-17 | 精装转债(127055.SZ) | 179.5938624031 | 0 | 6 | 178.47 | 0 | -10339.93/-1.116% |
交易详情
| 2025-07-17 | 志特转债(123186.SZ) | 卖 | -6240 | 149.8 | -934752 | ¥280.43 | 37732.57 |
| 2025-07-17 | 精装转债(127055.SZ) | 卖 | -5160 | 177 | -913320 | ¥274 | -13384.33 |
| 2025-07-17 | 泉峰转债(113629.SH) | 卖 | -7540 | 124 | -934960 | ¥280.49 | -103414.92 |
| 2025-07-17 | 博汇转债(123156.SZ) | 买 | 5030 | 183.91 | 925067.3 | ¥277.52 | 0 |
| 2025-07-17 | 濮耐转债(127035.SZ) | 买 | 6530 | 142.65 | 931504.5 | ¥279.45 | 0 |
| 2025-07-17 | 永安转债(113609.SH) | 买 | 6650 | 139 | 924350 | ¥277.31 | 0 |
| 2025-07-10 | 飞鹿转债(123052.SZ) | 卖 | -5910 | 149.18 | -881653.8 | ¥264.5 | -102656.4 |
| 2025-07-10 | 广大转债(118023.SH) | 卖 | -7450 | 129.24 | -962838 | ¥288.85 | -23986.96 |
| 2025-07-10 | 会通转债(118028.SH) | 卖 | -7520 | 124.01 | -932555.2 | ¥279.77 | -50678.88 |
| 2025-07-10 | 泉峰转债(113629.SH) | 买 | 390 | 122.75 | 47872.5 | ¥14.36 | 0 |
