可转债低价潜伏策略:年化收益率（31.75%）
该策略选取溢价率最低的可转债，其具有较强的股性，能紧跟股票涨幅的同时，具有较低的风险性。通过每日调仓，选取最具性价比的低溢价标的
概要
核心指标
- 累计收益率: 52.55%
- 年化收益率: 31.75%
- 基准收益率: 21.47%
- 阿尔法: 0.22
- 夏普比率: 1.07
- 最大回撤: 15.69%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 旺能转债(128141.SZ) | 134.09020967742 | 620 | 1 | 134.73 | 83532.6 | 396.67/0.477% |
| 2025-08-06 | 星球转债(118041.SH) | 135.78072307692 | 650 | 2 | 136.58 | 88777 | 519.53/0.589% |
| 2025-08-06 | 中辰转债(123147.SZ) | 136.250859375 | 640 | 2 | 138.3 | 88512 | 1311.45/1.504% |
| 2025-08-06 | 豫光转债(110096.SH) | 151.59470909091 | 550 | 4 | 160.42 | 88231 | 4853.91/5.822% |
| 2025-08-06 | 奇正转债(128133.SZ) | 136.97271666667 | 0 | 12 | 156.15 | 0 | 13673.64/19.965% |
| 2025-08-06 | 聚隆转债(123209.SZ) | 185.59935555556 | 450 | 13 | 239 | 107550 | 24030.29/28.772% |
| 2025-08-05 | 星球转债(118041.SH) | 135.78072307692 | 650 | 1 | 135.75 | 88237.5 | -19.97/-0.023% |
| 2025-08-05 | 中辰转债(123147.SZ) | 136.250859375 | 640 | 1 | 137.5 | 88000 | 799.45/0.917% |
| 2025-08-05 | 豫光转债(110096.SH) | 151.59470909091 | 550 | 3 | 159.61 | 87785.5 | 4408.41/5.287% |
| 2025-08-05 | 睿创转债(118030.SH) | 182.73183333333 | 0 | 4 | 185.81 | 0 | 1424.72/1.624% |
交易详情
| 2025-08-06 | 奇正转债(128133.SZ) | 卖 | -500 | 163.03 | -81515 | ¥24.45 | 13028.64 |
| 2025-08-06 | 旺能转债(128141.SZ) | 买 | 620 | 134.05 | 83111 | ¥24.93 | 0 |
| 2025-08-05 | 睿创转债(118030.SH) | 卖 | -480 | 186.08 | -89318.4 | ¥26.8 | 1607.12 |
| 2025-08-05 | 金埔转债(123198.SZ) | 卖 | -640 | 134.74 | -86233.6 | ¥25.87 | 1507.49 |
| 2025-08-05 | 聚隆转债(123209.SZ) | 买 | 10 | 197.6 | 1976 | ¥5 | 0 |
| 2025-08-05 | 豫光转债(110096.SH) | 买 | 90 | 159.92 | 14392.8 | ¥5 | 0 |
| 2025-08-05 | 中辰转债(123147.SZ) | 买 | 640 | 136.21 | 87174.4 | ¥26.15 | 0 |
| 2025-08-05 | 星球转债(118041.SH) | 买 | 650 | 135.74 | 88231 | ¥26.47 | 0 |
| 2025-08-04 | 奇正转债(128133.SZ) | 卖 | -100 | 198 | -19800 | ¥5.94 | 6102.73 |
| 2025-08-04 | 睿创转债(118030.SH) | 买 | 10 | 181.1 | 1811 | ¥5 | 0 |
