施洛斯PB高净现金策略:年化收益率（20%）
本策略精选低市净率（PB<0.8）和高净现金比率（净现金/市值>10%）的股票，利用价值洼地和稳健财务状况，每20个交易日调仓，追求长期稳健收益。
概要
核心指标
- 累计收益率: 54.34%
- 年化收益率: 20%
- 基准收益率: 0.87%
- 阿尔法: 0.19
- 夏普比率: 0.93
- 最大回撤: 19.69%
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 | 东方生物(688298.SH) | 24.937478725179 | 11986 | 19 | 26.26 | 314752.36 | 15851.74/5.303% |
| 2025-06-27 | 歌华有线(600037.SH) | 7.3196355124561 | 41867 | 59 | 7.61 | 318607.87 | 12156.69/3.967% |
| 2025-06-27 | 晋控煤业(601001.SH) | 11.469843110684 | 25000 | 79 | 11.94 | 298500 | 11753.92/4.099% |
| 2025-06-27 | 南山铝业(600219.SH) | 3.676949097551 | 80818 | 79 | 3.86 | 311957.48 | 14793.81/4.978% |
| 2025-06-27 | 大秦铁路(601006.SH) | 6.4739303890324 | 44815 | 279 | 6.61 | 296227.15 | 6097.96/2.102% |
| 2025-06-26 | 东方生物(688298.SH) | 24.937478725179 | 11986 | 18 | 26.66 | 319546.76 | 20646.14/6.907% |
| 2025-06-26 | 歌华有线(600037.SH) | 7.3196355124561 | 41867 | 58 | 7.6 | 318189.2 | 11738.02/3.83% |
| 2025-06-26 | 晋控煤业(601001.SH) | 11.469843110684 | 25000 | 78 | 11.83 | 295750 | 9003.92/3.14% |
| 2025-06-26 | 南山铝业(600219.SH) | 3.676949097551 | 80818 | 78 | 3.79 | 306300.22 | 9136.55/3.075% |
| 2025-06-26 | 大秦铁路(601006.SH) | 6.4739303890324 | 44815 | 278 | 6.66 | 298467.9 | 8338.71/2.874% |
交易详情
| 2025-06-20 | 歌华有线(600037.SH) | 买 | 167 | 7.49 | -0.17 | ¥0 | 0 |
| 2025-06-03 | 海螺水泥(600585.SH) | 卖 | -12168 | 23.21 | -282419.28 | ¥367.15 | -13152.34 |
| 2025-06-03 | 大秦铁路(601006.SH) | 买 | 1000 | 6.79 | 6790 | ¥5 | 0 |
| 2025-06-03 | 南山铝业(600219.SH) | 卖 | -2400 | 3.73 | -8952 | ¥13.95 | 127.32 |
| 2025-06-03 | 晋控煤业(601001.SH) | 卖 | -1600 | 12.07 | -19312 | ¥25.11 | 960.25 |
| 2025-06-03 | 歌华有线(600037.SH) | 买 | 200 | 7.35 | 1470 | ¥5 | 0 |
| 2025-06-03 | 东方生物(688298.SH) | 买 | 11986 | 24.93 | 298810.98 | ¥89.64 | 0 |
| 2025-05-12 | 南山铝业(600219.SH) | 买 | 2018 | 3.62 | -2.84 | ¥0 | 0 |
| 2025-04-30 | 大秦铁路(601006.SH) | 卖 | -2400 | 6.57 | -15768 | ¥20.77 | 248.15 |
| 2025-04-30 | 海螺水泥(600585.SH) | 卖 | -300 | 24.47 | -7341 | ¥12.34 | 53.73 |
