盈利预增低市盈率策略:年化收益率（14.86%）
本策略精选预告净利润增长且市值较小的优质股票，每日动态轮换投资组合，力求在捕捉高成长性的同时，兼顾市值因子带来的潜在收益。
概要
核心指标
- 累计收益率: 84.36%
- 年化收益率: 14.86%
- 基准收益率: -21.91%
- 阿尔法: 0.23
- 夏普比率: 0.51
- 最大回撤: 51.7%
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 | 鑫磊股份(301317.SZ) | 36.931075510204 | 9700 | 2 | 37.73 | 365981 | 7749.57/2.163% |
| 2025-08-06 | 盛德鑫泰(300881.SZ) | 40.255335714286 | 9800 | 9 | 37.18 | 364364 | -30138.29/-7.64% |
| 2025-08-06 | 江天化学(300927.SZ) | 29.643726151556 | 13434 | 36 | 27.56 | 370241.04 | -27992.78/-7.029% |
| 2025-08-06 | 浙江自然(605080.SH) | 30.527195945681 | 13884 | 56 | 26.69 | 370563.96 | -53275.63/-12.57% |
| 2025-08-06 | 锡装股份(001332.SZ) | 35.552569069722 | 9521 | 64 | 38.7 | 368462.7 | 29966.69/8.853% |
| 2025-08-05 | 鑫磊股份(301317.SZ) | 36.931075510204 | 9800 | 1 | 38.18 | 374164 | 12239.46/3.382% |
| 2025-08-05 | 依依股份(001206.SZ) | 24.517352739726 | 0 | 2 | 25.47 | 0 | 13762.65/3.845% |
| 2025-08-05 | 盛德鑫泰(300881.SZ) | 40.284462886598 | 9700 | 8 | 37.59 | 364623 | -26136.29/-6.689% |
| 2025-08-05 | 江天化学(300927.SZ) | 29.643726151556 | 13434 | 35 | 27.5 | 369435 | -28798.82/-7.232% |
| 2025-08-05 | 浙江自然(605080.SH) | 30.587005883502 | 13684 | 55 | 26.47 | 362215.48 | -56337.11/-13.46% |
交易详情
| 2025-08-06 | 浙江自然(605080.SH) | 买 | 200 | 26.41 | 5282 | ¥5 | 0 |
| 2025-08-06 | 盛德鑫泰(300881.SZ) | 买 | 100 | 37.38 | 3738 | ¥5 | 0 |
| 2025-08-06 | 鑫磊股份(301317.SZ) | 卖 | -100 | 38.7 | -3870 | ¥8.87 | 176.89 |
| 2025-08-05 | 依依股份(001206.SZ) | 卖 | -14600 | 25.35 | -370110 | ¥481.14 | 12156.65 |
| 2025-08-05 | 鑫磊股份(301317.SZ) | 买 | 9800 | 36.92 | 361816 | ¥108.54 | 0 |
| 2025-08-04 | 鑫磊股份(301317.SZ) | 卖 | -10300 | 36.2 | -372860 | ¥484.72 | 27230.92 |
| 2025-08-04 | 江天化学(300927.SZ) | 买 | 100 | 26.59 | 2659 | ¥5 | 0 |
| 2025-08-04 | 盛德鑫泰(300881.SZ) | 买 | 500 | 36.81 | 18405 | ¥5.52 | 0 |
| 2025-08-04 | 依依股份(001206.SZ) | 买 | 14600 | 24.51 | 357846 | ¥107.35 | 0 |
| 2025-08-01 | 浙江自然(605080.SH) | 卖 | -100 | 25.9 | -2590 | ¥7.59 | -468.7 |
