低估值中小市值精选策略:年化收益率（17.46%）
本策略精选低市盈率、低市净率的中小市值股票，旨在发掘被市场低估的优质标的，通过长期持有获取稳健收益。
概要
核心指标
- 累计收益率: 71.23%
- 年化收益率: 17.46%
- 基准收益率: -20.25%
- 阿尔法: 0.29
- 夏普比率: 0.57
- 最大回撤: 35.24%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-27 | 力聚热能(603391.SH) | 38.61158045977 | 8700 | 1 | 39.14 | 340518 | 4597.25/1.369% |
| 2025-06-27 | 彩蝶实业(603073.SH) | 15.454635238095 | 0 | 6 | 16.7 | 0 | 23212.66/7.152% |
| 2025-06-27 | 光华股份(001333.SZ) | 19.939340711369 | 16897 | 11 | 20.37 | 344191.89 | 7276.85/2.16% |
| 2025-06-27 | 嘉曼服饰(301276.SZ) | 16.288264934166 | 18854 | 106 | 18.04 | 340126.16 | 33027.21/10.755% |
| 2025-06-27 | 万得凯(301309.SZ) | 26.488064687197 | 13153 | 156 | 25.97 | 341583.41 | -6814.1/-1.956% |
| 2025-06-27 | 扬州金泉(603307.SH) | 33.52440790703 | 9250 | 176 | 36.45 | 337162.5 | 27061.73/8.727% |
| 2025-06-26 | 彩蝶实业(603073.SH) | 15.454635238095 | 21000 | 5 | 16.56 | 347760 | 23212.66/7.152% |
| 2025-06-26 | 光华股份(001333.SZ) | 19.939340711369 | 16897 | 10 | 20.12 | 339967.64 | 3052.6/0.906% |
| 2025-06-26 | 嘉曼服饰(301276.SZ) | 16.261450203124 | 18554 | 105 | 17.9 | 332116.6 | 30401.65/10.076% |
| 2025-06-26 | 万得凯(301309.SZ) | 26.488064687197 | 13153 | 155 | 25.68 | 337769.04 | -10628.47/-3.051% |
交易详情
| 2025-06-27 | 扬州金泉(603307.SH) | 买 | 150 | 36.27 | -19.5 | ¥0 | 0 |
| 2025-06-27 | 彩蝶实业(603073.SH) | 卖 | -21000 | 16.67 | -350070 | ¥455.09 | 25522.66 |
| 2025-06-27 | 嘉曼服饰(301276.SZ) | 买 | 300 | 17.93 | 5379 | ¥5 | 0 |
| 2025-06-27 | 力聚热能(603391.SH) | 买 | 8700 | 38.6 | 335820 | ¥100.75 | 0 |
| 2025-06-25 | 光华股份(001333.SZ) | 买 | 297 | 20.11 | -3.33 | ¥0 | 0 |
| 2025-06-20 | 力聚热能(603391.SH) | 卖 | -8780 | 37.89 | -332674.2 | ¥432.48 | 7365.91 |
| 2025-06-20 | 扬州金泉(603307.SH) | 买 | 200 | 35.94 | 7188 | ¥5 | 0 |
| 2025-06-20 | 彩蝶实业(603073.SH) | 买 | 21000 | 15.45 | 324450 | ¥97.34 | 0 |
| 2025-06-20 | 嘉曼服饰(301276.SZ) | 买 | 200 | 17.76 | 3552 | ¥5 | 0 |
| 2025-06-19 | 万得凯(301309.SZ) | 买 | 153 | 25.34 | -22.98 | ¥0 | 0 |
