麦克尔·普里斯典型价值投资法:年化收益率（14.16%）
本策略结合价值投资和资金流向分析，筛选出被低估（股价低于每股净资产，低负债）且近期受到主力资金青睐的股票。策略选取股价小于50元、资产负债率低于30%、股价低于每股净资产的非ST、非新股、非科创板/北交所股票，并从中选取当日主力资金流向/流通市值排名前10的股票构建投资组合，每5个交易日调仓。
概要
核心指标
- 累计收益率: 55.9%
- 年化收益率: 14.16%
- 基准收益率: 16.28%
- 阿尔法: 0.11
- 夏普比率: 1.11
- 最大回撤: 8.77%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-10 | 退市海越(600387.SH) | 0.90937275792313 | 139600 | 16 | 0.94 | 131224 | 4275.56/3.368% |
| 2025-07-09 | 退市海越(600387.SH) | 0.90937275792313 | 139600 | 15 | 0.94 | 131224 | 4275.56/3.368% |
| 2025-07-08 | 退市海越(600387.SH) | 0.90937275792313 | 139600 | 14 | 0.94 | 131224 | 4275.56/3.368% |
| 2025-07-07 | 退市海越(600387.SH) | 0.90937275792313 | 139600 | 13 | 0.94 | 131224 | 4275.56/3.368% |
| 2025-07-04 | 退市海越(600387.SH) | 0.90937275792313 | 139600 | 12 | 0.94 | 131224 | 4275.56/3.368% |
| 2025-07-03 | 退市海越(600387.SH) | 0.90937275792313 | 139600 | 11 | 0.93 | 129828 | 2879.56/2.268% |
| 2025-07-02 | 退市海越(600387.SH) | 0.90937275792313 | 139600 | 10 | 0.91 | 127036 | 87.56/0.069% |
| 2025-07-02 | 退市龙宇(603003.SH) | 2.5541975329408 | 52900 | 16 | 2.44 | 129076 | -6041.05/-4.471% |
| 2025-07-01 | 退市海越(600387.SH) | 0.90937275792313 | 148300 | 9 | 0.93 | 137919 | 3059.02/2.268% |
| 2025-07-01 | 退市龙宇(603003.SH) | 2.5541975329408 | 52900 | 15 | 2.44 | 129076 | -6041.05/-4.471% |
交易详情
| 2025-07-11 | 退市海越(600387.SH) | 卖 | -139600 | 0.94 | -131224 | ¥0 | 4275.56 |
| 2025-07-03 | 退市龙宇(603003.SH) | 卖 | -52900 | 2.44 | -129076 | ¥0 | -6041.05 |
| 2025-07-02 | 退市海越(600387.SH) | 卖 | -8700 | 0.93 | -8091 | ¥13.09 | 179.46 |
| 2025-06-27 | 退市龙宇(603003.SH) | 卖 | -500 | 2.45 | -1225 | ¥6.23 | -52.1 |
| 2025-06-27 | 退市海越(600387.SH) | 买 | 1600 | 0.87 | 1392 | ¥5 | 0 |
| 2025-06-24 | 退市海越(600387.SH) | 买 | 3900 | 0.89 | 3471 | ¥5 | 0 |
| 2025-06-24 | 退市龙宇(603003.SH) | 卖 | -4000 | 2.42 | -9680 | ¥14.68 | -536.79 |
| 2025-06-19 | 退市龙宇(603003.SH) | 买 | 6000 | 2.24 | 13440 | ¥5 | 0 |
| 2025-06-19 | 退市海越(600387.SH) | 买 | 142800 | 0.91 | 129948 | ¥38.98 | 0 |
| 2025-06-16 | 退市龙宇(603003.SH) | 卖 | -800 | 2.29 | -1832 | ¥6.83 | -240.62 |
