低估值中小市值精选策略:年化收益率（20.05%）
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: 86.83%
- 年化收益率: 20.05%
- 基准收益率: -16.08%
- 阿尔法: 0.29
- 夏普比率: 0.65
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-25 | 力聚热能(603391.SH) | 38.657005494505 | 9100 | 21 | 40.08 | 364728 | 12949.25/3.681% |
| 2025-07-25 | 光华股份(001333.SZ) | 19.962018847199 | 17297 | 31 | 21.35 | 369290.95 | 24007.91/6.953% |
| 2025-07-25 | 嘉曼服饰(301276.SZ) | 16.288264934166 | 17354 | 126 | 21.68 | 376234.72 | 93568.17/33.102% |
| 2025-07-25 | 万得凯(301309.SZ) | 26.497209298325 | 13253 | 176 | 28.48 | 377445.44 | 26277.93/7.483% |
| 2025-07-25 | 扬州金泉(603307.SH) | 33.679766820945 | 9550 | 196 | 39.8 | 380090 | 58448.23/18.172% |
| 2025-07-24 | 力聚热能(603391.SH) | 38.657005494505 | 9100 | 20 | 41.44 | 377104 | 25325.25/7.199% |
| 2025-07-24 | 光华股份(001333.SZ) | 19.962018847199 | 17297 | 30 | 21.31 | 368599.07 | 23316.03/6.753% |
| 2025-07-24 | 嘉曼服饰(301276.SZ) | 16.288264934166 | 17354 | 125 | 21.48 | 372763.92 | 90097.37/31.874% |
| 2025-07-24 | 万得凯(301309.SZ) | 26.497209298325 | 13253 | 175 | 28.33 | 375457.49 | 24289.98/6.917% |
| 2025-07-24 | 扬州金泉(603307.SH) | 33.624102977781 | 9450 | 195 | 38.89 | 367510.5 | 49762.73/15.661% |
交易详情
| 2025-07-25 | 扬州金泉(603307.SH) | 买 | 100 | 38.89 | 3889 | ¥5 | 0 |
| 2025-07-18 | 扬州金泉(603307.SH) | 买 | 100 | 38.75 | 3875 | ¥5 | 0 |
| 2025-07-18 | 万得凯(301309.SZ) | 买 | 100 | 27.65 | 2765 | ¥5 | 0 |
| 2025-07-18 | 力聚热能(603391.SH) | 买 | 200 | 39.84 | 7968 | ¥5 | 0 |
| 2025-07-18 | 光华股份(001333.SZ) | 买 | 300 | 20.99 | 6297 | ¥5 | 0 |
| 2025-07-18 | 嘉曼服饰(301276.SZ) | 卖 | -200 | 21 | -4200 | ¥9.2 | 942.35 |
| 2025-07-11 | 嘉曼服饰(301276.SZ) | 卖 | -1000 | 20.5 | -20500 | ¥26.65 | 4211.74 |
| 2025-07-04 | 扬州金泉(603307.SH) | 买 | 100 | 37.62 | 3762 | ¥5 | 0 |
| 2025-07-04 | 嘉曼服饰(301276.SZ) | 卖 | -300 | 18.92 | -5676 | ¥10.68 | 789.52 |
| 2025-07-04 | 力聚热能(603391.SH) | 买 | 200 | 39.4 | 7880 | ¥5 | 0 |
