盈利小盘价值策略:年化收益率（34.9%）
本策略精选A股市场中盈利持续增长的小市值股票，结合低动态市盈率估值，力求在控制风险的前提下，获取长期稳健收益。
概要
核心指标
- 累计收益率: 261.13%
- 年化收益率: 34.9%
- 基准收益率: -24.59%
- 阿尔法: 0.45
- 夏普比率: 1.07
- 最大回撤: 41.54%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-21 | 金房能源(001210.SZ) | 14.524355900621 | 48300 | 5 | 14.49 | 699867 | -1659.39/-0.237% |
| 2025-07-21 | 劲旅环境(001230.SZ) | 21.249695890411 | 31550 | 30 | 21.89 | 690629.5 | 20201.59/3.013% |
| 2025-07-21 | 嘉华股份(603182.SH) | 12.818955558834 | 50100 | 35 | 14.32 | 717432 | 75202.33/11.71% |
| 2025-07-21 | 常润股份(603201.SH) | 14.506680098135 | 45161 | 50 | 16.3 | 736124.3 | 80988.12/12.362% |
| 2025-07-21 | 民爆光电(301362.SZ) | 37.089636120142 | 17200 | 55 | 44.11 | 758692 | 120750.26/18.928% |
| 2025-07-18 | 金房能源(001210.SZ) | 14.524355900621 | 48300 | 4 | 14.44 | 697452 | -4074.39/-0.581% |
| 2025-07-18 | 劲旅环境(001230.SZ) | 21.249695890411 | 31550 | 29 | 21.88 | 690314 | 19886.09/2.966% |
| 2025-07-18 | 嘉华股份(603182.SH) | 12.818955558834 | 50100 | 34 | 14.15 | 708915 | 66685.33/10.383% |
| 2025-07-18 | 常润股份(603201.SH) | 14.506680098135 | 45161 | 49 | 15.84 | 715350.24 | 60214.06/9.191% |
| 2025-07-18 | 民爆光电(301362.SZ) | 37.089636120142 | 17200 | 54 | 41.48 | 713456 | 75514.26/11.837% |
交易详情
| 2025-07-15 | 万得凯(301309.SZ) | 卖 | -25705 | 27.51 | -707144.55 | ¥919.29 | 115641.94 |
| 2025-07-15 | 民爆光电(301362.SZ) | 买 | 200 | 40.78 | 8156 | ¥5 | 0 |
| 2025-07-15 | 劲旅环境(001230.SZ) | 卖 | -200 | 22.46 | -4492 | ¥9.49 | 242.06 |
| 2025-07-15 | 嘉华股份(603182.SH) | 卖 | -400 | 14.04 | -5616 | ¥10.62 | 488.42 |
| 2025-07-15 | 金房能源(001210.SZ) | 买 | 48300 | 14.52 | 701316 | ¥210.39 | 0 |
| 2025-07-11 | 常润股份(603201.SH) | 买 | 8361 | 15.14 | -6.46 | ¥0 | 0 |
| 2025-07-08 | 劲旅环境(001230.SZ) | 卖 | -1100 | 21.65 | -23815 | ¥30.96 | 440.33 |
| 2025-07-08 | 民爆光电(301362.SZ) | 买 | 500 | 40.4 | 20200 | ¥6.06 | 0 |
| 2025-07-08 | 常润股份(603201.SH) | 买 | 200 | 18.61 | 3722 | ¥5 | 0 |
| 2025-07-08 | 嘉华股份(603182.SH) | 卖 | -100 | 13.63 | -1363 | ¥6.36 | 81.1 |
