低市净率小市值轮动策略:年化收益率（106.88%）
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: 71.51%
- 年化收益率: 106.88%
- 基准收益率: 5.74%
- 阿尔法: 0.98
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 启迪环境(000826.SZ) | 1.9505850285714 | 87500 | 1 | 1.96 | 171500 | 823.81/0.483% |
| 2025-08-06 | 富煌钢构(002743.SZ) | 6.1809282142857 | 28000 | 6 | 6.17 | 172760 | -305.99/-0.177% |
| 2025-08-06 | 苏豪弘业(600128.SH) | 10.76275 | 16000 | 6 | 10.64 | 170240 | -1964/-1.141% |
| 2025-08-06 | 丰林集团(601996.SH) | 2.2806840482574 | 0 | 6 | 2.29 | 0 | 2186.97/1.285% |
| 2025-08-06 | 惠达卫浴(603385.SH) | 7.0722752066116 | 23900 | 11 | 7.16 | 171124 | 2096.62/1.24% |
| 2025-08-06 | 广宇集团(002133.SZ) | 3.1833569538187 | 51700 | 11 | 3.31 | 171127 | 6547.45/3.978% |
| 2025-08-06 | 和展能源(000809.SZ) | 3.1337385416667 | 57300 | 21 | 2.99 | 171327 | -8236.22/-4.587% |
| 2025-08-06 | 渤海股份(000605.SZ) | 7.1837093617021 | 23400 | 21 | 7.39 | 172926 | 4827.2/2.872% |
| 2025-08-06 | 京能置业(600791.SH) | 4.281125604509 | 33300 | 66 | 5.11 | 170163 | 27601.52/19.361% |
| 2025-08-06 | 欧亚集团(600697.SH) | 11.864188015473 | 13701 | 66 | 12.55 | 171947.55 | 9396.31/5.781% |
交易详情
| 2025-08-06 | 丰林集团(601996.SH) | 卖 | -74600 | 2.31 | -172326 | ¥224.02 | 2186.97 |
| 2025-08-06 | 京能置业(600791.SH) | 卖 | -300 | 5.17 | -1551 | ¥6.55 | 266.66 |
| 2025-08-06 | 宁波联合(600051.SH) | 卖 | -100 | 7.72 | -772 | ¥5.77 | 100.96 |
| 2025-08-06 | 和展能源(000809.SZ) | 卖 | -300 | 2.99 | -897 | ¥5.9 | -43.12 |
| 2025-08-06 | 广宇集团(002133.SZ) | 买 | 800 | 3.33 | 2664 | ¥5 | 0 |
| 2025-08-06 | 渤海股份(000605.SZ) | 卖 | -100 | 7.42 | -742 | ¥5.74 | 23.63 |
| 2025-08-06 | 苏豪弘业(600128.SH) | 买 | 200 | 10.7 | 2140 | ¥5 | 0 |
| 2025-08-06 | 富煌钢构(002743.SZ) | 买 | 500 | 6.12 | 3060 | ¥5 | 0 |
| 2025-08-06 | 惠达卫浴(603385.SH) | 卖 | -300 | 7.21 | -2163 | ¥7.16 | 41.32 |
| 2025-08-06 | 启迪环境(000826.SZ) | 买 | 87500 | 1.95 | 170625 | ¥51.19 | 0 |
