低估值小市值轮动策略:年化收益率（25.2%）
本策略精选非ST、非科创板、非北交所上市的低市盈率、低市净率小市值股票，并进行等权重配置，旨在捕捉市场中被低估的价值洼地。策略定期轮动持仓，动态跟踪市场变化，追求稳健收益。
概要
核心指标
- 累计收益率: 163.21%
- 年化收益率: 25.2%
- 基准收益率: -23.82%
- 阿尔法: 0.34
- 夏普比率: 0.84
- 最大回撤: 29.88%
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 | 大商股份(600694.SH) | 19.215763178295 | 25800 | 4 | 19.94 | 514452 | 18685.31/3.769% |
| 2025-07-25 | 浙农股份(002758.SZ) | 9.4628379496403 | 55600 | 4 | 9.32 | 518192 | -7941.79/-1.509% |
| 2025-07-25 | 浙商中拓(000906.SZ) | 6.4543986163522 | 79500 | 14 | 6.67 | 530265 | 17140.31/3.34% |
| 2025-07-25 | 龙建股份(600853.SH) | 3.6934221316819 | 139410 | 54 | 3.84 | 535334.4 | 20434.42/3.969% |
| 2025-07-25 | 鲁 泰Ａ(000726.SZ) | 6.3537566319563 | 76297 | 139 | 6.98 | 532553.06 | 47780.49/9.856% |
| 2025-07-24 | 大商股份(600694.SH) | 19.215763178295 | 25800 | 3 | 19.99 | 515742 | 19975.31/4.029% |
| 2025-07-24 | 浙农股份(002758.SZ) | 9.4628379496403 | 55600 | 3 | 9.36 | 520416 | -5717.79/-1.087% |
| 2025-07-24 | 浙商中拓(000906.SZ) | 6.4543986163522 | 79500 | 13 | 6.75 | 536625 | 23500.31/4.58% |
| 2025-07-24 | 龙建股份(600853.SH) | 3.6934221316819 | 139410 | 53 | 4 | 557640 | 42740.02/8.301% |
| 2025-07-24 | 鲁 泰Ａ(000726.SZ) | 6.3537566319563 | 76297 | 138 | 6.95 | 530264.15 | 45491.58/9.384% |
交易详情
| 2025-07-22 | 七 匹 狼(002029.SZ) | 卖 | -71800 | 7 | -502600 | ¥653.38 | 5621.95 |
| 2025-07-22 | 联发股份(002394.SZ) | 卖 | -56267 | 10.51 | -591366.17 | ¥768.78 | 149190.42 |
| 2025-07-22 | 龙建股份(600853.SH) | 买 | 4000 | 3.8 | 15200 | ¥5 | 0 |
| 2025-07-22 | 鲁 泰Ａ(000726.SZ) | 买 | 3000 | 6.98 | 20940 | ¥6.28 | 0 |
| 2025-07-22 | 浙商中拓(000906.SZ) | 买 | 5100 | 6.63 | 33813 | ¥10.14 | 0 |
| 2025-07-22 | 浙农股份(002758.SZ) | 买 | 55600 | 9.46 | 525976 | ¥157.79 | 0 |
| 2025-07-22 | 大商股份(600694.SH) | 买 | 25800 | 19.21 | 495618 | ¥148.69 | 0 |
| 2025-07-15 | 联发股份(002394.SZ) | 卖 | -1000 | 9.01 | -9010 | ¥14.01 | 1151.47 |
| 2025-07-15 | 龙建股份(600853.SH) | 卖 | -300 | 3.66 | -1098 | ¥6.1 | -9.07 |
| 2025-07-15 | 鲁 泰Ａ(000726.SZ) | 卖 | -800 | 6.86 | -5488 | ¥10.49 | 425.57 |
