低市净率小市值轮动策略:年化收益率（109.95%）
本策略精选市净率小于1倍且基本面稳健的小市值股票，构建价值型投资组合，并定期轮动，力求在控制风险的前提下，捕捉市场低估值股票的投资机会。
概要
核心指标
- 累计收益率: 67.87%
- 年化收益率: 109.95%
- 基准收益率: 5.89%
- 阿尔法: 1
- 夏普比率: 2.34
- 最大回撤: 23.18%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-22 | 勘设股份(603458.SH) | 8.5025502617801 | 19100 | 5 | 8.83 | 168653 | 6254.29/3.851% |
| 2025-07-22 | 富煌钢构(002743.SZ) | 5.9017698529412 | 27200 | 5 | 6.27 | 170544 | 10015.86/6.239% |
| 2025-07-22 | 和展能源(000809.SZ) | 3.1424876865672 | 53600 | 10 | 3.04 | 162944 | -5493.34/-3.261% |
| 2025-07-22 | 丰林集团(601996.SH) | 2.191009587333 | 73600 | 30 | 2.31 | 170016 | 8757.69/5.431% |
| 2025-07-22 | 渤海股份(000605.SZ) | 7.1801837004405 | 22700 | 10 | 7.35 | 166845 | 3854.83/2.365% |
| 2025-07-22 | XD恒丰纸(600356.SH) | 7.9264904491482 | 18970 | 35 | 8.73 | 165608.1 | 15242.58/10.137% |
| 2025-07-22 | 设研院(300732.SZ) | 6.4893815163552 | 21700 | 55 | 8.19 | 177723 | 36903.42/26.206% |
| 2025-07-22 | 欧亚集团(600697.SH) | 11.838515263995 | 13201 | 55 | 12.49 | 164880.49 | 8600.25/5.503% |
| 2025-07-22 | 京能置业(600791.SH) | 4.2744991084535 | 33300 | 55 | 4.99 | 166167 | 23826.18/16.739% |
| 2025-07-22 | 宁波联合(600051.SH) | 6.6533916553507 | 21137 | 55 | 7.74 | 163600.38 | 22967.64/16.332% |
交易详情
| 2025-07-16 | 广宇集团(002133.SZ) | 卖 | -52200 | 3.41 | -178002 | ¥231.4 | 29839.44 |
| 2025-07-16 | 惠达卫浴(603385.SH) | 卖 | -23000 | 6.74 | -155020 | ¥201.53 | -2577.27 |
| 2025-07-16 | 欧亚集团(600697.SH) | 买 | 400 | 12.21 | 4884 | ¥5 | 0 |
| 2025-07-16 | 京能置业(600791.SH) | 买 | 600 | 4.84 | 2904 | ¥5 | 0 |
| 2025-07-16 | 宁波联合(600051.SH) | 买 | 100 | 7.67 | 767 | ¥5 | 0 |
| 2025-07-16 | 设研院(300732.SZ) | 买 | 400 | 7.4 | 2960 | ¥5 | 0 |
| 2025-07-16 | 丰林集团(601996.SH) | 买 | 3200 | 2.2 | 7040 | ¥5 | 0 |
| 2025-07-16 | 和展能源(000809.SZ) | 买 | 3500 | 3.02 | 10570 | ¥5 | 0 |
| 2025-07-16 | 渤海股份(000605.SZ) | 买 | 800 | 7.12 | 5696 | ¥5 | 0 |
| 2025-07-16 | 恒丰纸业(600356.SH) | 卖 | -400 | 8.53 | -3412 | ¥8.41 | 241.4 |
