现金牛小市值精选策略:年化收益率（19.97%）
本策略精选A股市场中具备良好现金流和较小流通市值的股票。通过财务指标和市场指标的多重筛选，力求捕捉基本面稳健且被市场低估的中小市值股票，以期获得长期稳健的投资回报。
概要
核心指标
- 累计收益率: 119%
- 年化收益率: 19.97%
- 基准收益率: -25.55%
- 阿尔法: 0.3
- 夏普比率: 0.63
- 最大回撤: 49.7%
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 | 通达创智(001368.SZ) | 22.376711170213 | 18800 | 4 | 22.39 | 420932 | 249.83/0.059% |
| 2025-06-27 | 和泰机电(001225.SZ) | 32.896908128544 | 13225 | 29 | 34.01 | 449782.25 | 14720.64/3.384% |
| 2025-06-27 | 天益医疗(301097.SZ) | 34.732782460612 | 11042 | 39 | 39.5 | 436159 | 52639.62/13.725% |
| 2025-06-27 | 万得凯(301309.SZ) | 23.463326036165 | 16998 | 39 | 25.97 | 441438.06 | 42608.44/10.683% |
| 2025-06-27 | 扬州金泉(603307.SH) | 35.639836940118 | 11995 | 119 | 36.45 | 437217.75 | 9717.91/2.273% |
| 2025-06-26 | 通达创智(001368.SZ) | 22.376711170213 | 18800 | 3 | 22.33 | 419804 | -878.17/-0.209% |
| 2025-06-26 | 和泰机电(001225.SZ) | 32.896908128544 | 13225 | 28 | 33.33 | 440789.25 | 5727.64/1.317% |
| 2025-06-26 | 天益医疗(301097.SZ) | 34.732782460612 | 11042 | 38 | 39.45 | 435606.9 | 52087.52/13.581% |
| 2025-06-26 | 万得凯(301309.SZ) | 23.463326036165 | 16998 | 38 | 25.68 | 436508.64 | 37679.02/9.447% |
| 2025-06-26 | 扬州金泉(603307.SH) | 36.22880034718 | 11800 | 118 | 36.87 | 435066 | 7566.16/1.77% |
交易详情
| 2025-06-27 | 扬州金泉(603307.SH) | 买 | 195 | 36.27 | -7.35 | ¥0 | 0 |
| 2025-06-24 | 科力装备(301552.SZ) | 卖 | -11700 | 36.3 | -424710 | ¥552.12 | -7149.52 |
| 2025-06-24 | 和泰机电(001225.SZ) | 买 | 200 | 32.28 | 6456 | ¥5 | 0 |
| 2025-06-24 | 通达创智(001368.SZ) | 买 | 18800 | 22.37 | 420556 | ¥126.17 | 0 |
| 2025-06-24 | 天益医疗(301097.SZ) | 卖 | -100 | 39.29 | -3929 | ¥8.93 | 455.72 |
| 2025-06-19 | 万得凯(301309.SZ) | 买 | 198 | 25.34 | -22.68 | ¥0 | 0 |
| 2025-06-17 | 森鹰窗业(301227.SZ) | 卖 | -20200 | 24 | -484800 | ¥630.24 | 128988.8 |
| 2025-06-17 | 扬州金泉(603307.SH) | 买 | 800 | 37.2 | 29760 | ¥8.93 | 0 |
| 2025-06-17 | 万得凯(301309.SZ) | 买 | 1000 | 25.83 | 25830 | ¥7.75 | 0 |
| 2025-06-17 | 和泰机电(001225.SZ) | 买 | 700 | 33.4 | 23380 | ¥7.01 | 0 |
