基本面优选小市值轮动策略:年化收益率（35.06%）
本策略精选基本面稳健（高ROE）、估值合理（低PE）且具备一定规模的小市值股票构建投资组合。策略通过严格的基本面和市场条件筛选股票，并侧重于流通市值较小的股票，以期捕捉小市值股票的超额收益潜力。策略定期（每5个交易日）轮动调整持仓，优化投资组合，适合追求稳健收益的投资者。
概要
核心指标
- 累计收益率: 263%
- 年化收益率: 35.06%
- 基准收益率: -24.59%
- 阿尔法: 0.46
- 夏普比率: 1.02
- 最大回撤: 32.6%
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 | 鑫磊股份(301317.SZ) | 34.680401030928 | 19400 | 5 | 34.07 | 660958 | -11841.78/-1.76% |
| 2025-07-21 | 退市锦港(600190.SH) | 0.40590974570677 | 1366100 | 15 | 0.63 | 860643 | 306129.7/55.207% |
| 2025-07-21 | 众鑫股份(603091.SH) | 52.636765976739 | 10438 | 30 | 65 | 678470 | 129047.44/23.488% |
| 2025-07-21 | 伟隆股份(002871.SZ) | 9.8996157803298 | 64268 | 55 | 11.01 | 707590.68 | 71362.17/11.216% |
| 2025-07-21 | 常润股份(603201.SH) | 14.873401806711 | 43862 | 295 | 16.3 | 714950.6 | 62573.45/9.592% |
| 2025-07-18 | 鑫磊股份(301317.SZ) | 34.680401030928 | 19400 | 4 | 33.86 | 656884 | -15915.78/-2.366% |
| 2025-07-18 | 退市锦港(600190.SH) | 0.40590974570677 | 1366100 | 14 | 0.63 | 860643 | 306129.7/55.207% |
| 2025-07-18 | 众鑫股份(603091.SH) | 52.636765976739 | 10438 | 29 | 64.9 | 677426.2 | 128003.64/23.298% |
| 2025-07-18 | 伟隆股份(002871.SZ) | 9.8996157803298 | 64268 | 54 | 10.55 | 678027.4 | 41798.89/6.57% |
| 2025-07-18 | 常润股份(603201.SH) | 14.873401806711 | 43862 | 294 | 15.84 | 694774.08 | 42396.93/6.499% |
交易详情
| 2025-07-15 | 小方制药(603207.SH) | 卖 | -22761 | 33.8 | -769321.8 | ¥1000.12 | 160403.95 |
| 2025-07-15 | 退市锦港(600190.SH) | 买 | 134800 | 0.55 | 74140 | ¥22.24 | 0 |
| 2025-07-15 | 常润股份(603201.SH) | 卖 | -2100 | 15.57 | -32697 | ¥42.51 | 1462.86 |
| 2025-07-15 | 众鑫股份(603091.SH) | 买 | 300 | 64.5 | 19350 | ¥5.81 | 0 |
| 2025-07-15 | 伟隆股份(002871.SZ) | 买 | 3400 | 10.61 | 36074 | ¥10.82 | 0 |
| 2025-07-15 | 鑫磊股份(301317.SZ) | 买 | 19400 | 34.67 | 672598 | ¥201.78 | 0 |
| 2025-07-11 | 常润股份(603201.SH) | 买 | 8509 | 15.14 | -12.06 | ¥0 | 0 |
| 2025-07-08 | 退市锦港(600190.SH) | 卖 | -318000 | 0.56 | -178080 | ¥231.5 | 54022.79 |
| 2025-07-08 | 常润股份(603201.SH) | 买 | 4100 | 18.61 | 76301 | ¥22.89 | 0 |
| 2025-07-08 | 小方制药(603207.SH) | 买 | 1900 | 30.88 | 58672 | ¥17.6 | 0 |
