基本面多维度精选策略:年化收益率（19.8%）
本策略精选基本面稳健、盈利能力强劲且估值相对较低的小市值股票。通过结合ROE、销售毛利率和现金流等财务指标，筛选出具备持续成长潜力的优质公司，并每日根据流通市值进行动态调仓，力求在控制风险的同时，捕捉价值成长机会。
概要
核心指标
- 累计收益率: 118.92%
- 年化收益率: 19.8%
- 基准收益率: -24.07%
- 阿尔法: 0.31
- 夏普比率: 0.64
- 最大回撤: 27%
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 | 廊坊发展(600149.SH) | 5.5668852229299 | 77800 | 7 | 5.63 | 438014 | 4910.33/1.134% |
| 2025-08-06 | 众鑫股份(603091.SH) | 52.752137169165 | 6589 | 46 | 65 | 428285 | 80701.17/23.218% |
| 2025-08-06 | 小方制药(603207.SH) | 27.154973619245 | 11517 | 65 | 36.66 | 422213.22 | 109469.39/35.003% |
| 2025-08-06 | 伟隆股份(002871.SZ) | 9.7898841997825 | 40205 | 68 | 10.98 | 441450.9 | 47848.61/12.157% |
| 2025-08-06 | 欧圣电气(301187.SZ) | 27.153878640626 | 14203 | 104 | 31.72 | 450519.16 | 64852.62/16.816% |
| 2025-08-05 | 廊坊发展(600149.SH) | 5.5668852229299 | 78500 | 6 | 5.63 | 441955 | 4954.51/1.134% |
| 2025-08-05 | 众鑫股份(603091.SH) | 52.752137169165 | 6589 | 45 | 65.44 | 431184.16 | 83600.33/24.052% |
| 2025-08-05 | 小方制药(603207.SH) | 26.97542026799 | 11317 | 64 | 37.52 | 424613.84 | 119333.01/39.09% |
| 2025-08-05 | 伟隆股份(002871.SZ) | 9.7898841997825 | 40405 | 67 | 10.91 | 440818.55 | 45258.28/11.442% |
| 2025-08-05 | 欧圣电气(301187.SZ) | 27.153878640626 | 14203 | 103 | 30.93 | 439298.79 | 53632.25/13.906% |
交易详情
| 2025-08-06 | 小方制药(603207.SH) | 买 | 200 | 37.29 | 7458 | ¥5 | 0 |
| 2025-08-06 | 伟隆股份(002871.SZ) | 卖 | -200 | 10.91 | -2182 | ¥7.18 | 224.02 |
| 2025-08-06 | 廊坊发展(600149.SH) | 卖 | -700 | 5.64 | -3948 | ¥8.95 | 51.18 |
| 2025-08-05 | 小方制药(603207.SH) | 卖 | -300 | 38.38 | -11514 | ¥16.51 | 3421.37 |
| 2025-08-05 | 伟隆股份(002871.SZ) | 买 | 500 | 10.76 | 5380 | ¥5 | 0 |
| 2025-08-05 | 欧圣电气(301187.SZ) | 卖 | -100 | 30.71 | -3071 | ¥8.07 | 355.61 |
| 2025-08-05 | 廊坊发展(600149.SH) | 买 | 1000 | 5.56 | 5560 | ¥5 | 0 |
| 2025-08-04 | 小方制药(603207.SH) | 卖 | -400 | 35.68 | -14272 | ¥19.27 | 3481.83 |
| 2025-08-04 | 伟隆股份(002871.SZ) | 买 | 100 | 10.55 | 1055 | ¥5 | 0 |
| 2025-08-04 | 欧圣电气(301187.SZ) | 买 | 300 | 29.12 | 8736 | ¥5 | 0 |
