麦克尔·普里斯典型价值投资法:年化收益率（17.91%）
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: 55.77%
- 年化收益率: 17.91%
- 基准收益率: 6.75%
- 阿尔法: 0.15
- 夏普比率: 1.31
- 最大回撤: 8.76%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-10 | 退市海越(600387.SH) | 0.90926295546559 | 139500 | 16 | 0.94 | 131130 | 4287.82/3.38% |
| 2025-07-09 | 退市海越(600387.SH) | 0.90926295546559 | 139500 | 15 | 0.94 | 131130 | 4287.82/3.38% |
| 2025-07-08 | 退市海越(600387.SH) | 0.90926295546559 | 139500 | 14 | 0.94 | 131130 | 4287.82/3.38% |
| 2025-07-07 | 退市海越(600387.SH) | 0.90926295546559 | 139500 | 13 | 0.94 | 131130 | 4287.82/3.38% |
| 2025-07-04 | 退市海越(600387.SH) | 0.90926295546559 | 139500 | 12 | 0.94 | 131130 | 4287.82/3.38% |
| 2025-07-03 | 退市海越(600387.SH) | 0.90926295546559 | 139500 | 11 | 0.93 | 129735 | 2892.82/2.281% |
| 2025-07-02 | 退市海越(600387.SH) | 0.90926295546559 | 139500 | 10 | 0.91 | 126945 | 102.82/0.081% |
| 2025-07-02 | 退市龙宇(603003.SH) | 2.5541337479446 | 52900 | 16 | 2.44 | 129076 | -6037.68/-4.469% |
| 2025-07-01 | 退市海越(600387.SH) | 0.90926295546559 | 148200 | 9 | 0.93 | 137826 | 3073.23/2.281% |
| 2025-07-01 | 退市龙宇(603003.SH) | 2.5541337479446 | 52900 | 15 | 2.44 | 129076 | -6037.68/-4.469% |
交易详情
| 2025-07-11 | 退市海越(600387.SH) | 卖 | -139500 | 0.94 | -131130 | ¥0 | 4287.82 |
| 2025-07-03 | 退市龙宇(603003.SH) | 卖 | -52900 | 2.44 | -129076 | ¥0 | -6037.68 |
| 2025-07-02 | 退市海越(600387.SH) | 卖 | -8700 | 0.93 | -8091 | ¥13.09 | 180.41 |
| 2025-06-27 | 退市龙宇(603003.SH) | 卖 | -500 | 2.45 | -1225 | ¥6.23 | -52.07 |
| 2025-06-27 | 退市海越(600387.SH) | 买 | 1700 | 0.87 | 1479 | ¥5 | 0 |
| 2025-06-24 | 退市海越(600387.SH) | 买 | 4500 | 0.89 | 4005 | ¥5 | 0 |
| 2025-06-24 | 退市龙宇(603003.SH) | 卖 | -3900 | 2.42 | -9438 | ¥14.44 | -523.12 |
| 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 | 142000 | 0.91 | 129220 | ¥38.77 | 0 |
| 2025-06-16 | 退市龙宇(603003.SH) | 卖 | -600 | 2.29 | -1374 | ¥6.37 | -180.47 |
