价值投资多因子选股:年化收益率（-6.23%）
本策略融合了价值投资与动量投资的理念，精选低估值、高动量且盈利能力稳定的股票，力求在控制风险的同时，获取稳健的超额收益。
概要
核心指标
- 累计收益率: -18.92%
- 年化收益率: -6.23%
- 基准收益率: -21.99%
- 阿尔法: 0.05
- 夏普比率: -0.17
- 最大回撤: 47.09%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-05-28 | 亿联网络(300628.SZ) | 33.099927272727 | 2200 | 20 | 35.23 | 77506 | 4686.16/6.435% |
| 2025-05-28 | 鲍斯股份(300441.SZ) | 7.9897634086286 | 9341 | 20 | 7.9 | 73793.9 | -838.48/-1.123% |
| 2025-05-28 | 中信博(688408.SH) | 45.623685488767 | 1647 | 20 | 41.63 | 68564.61 | -6577.6/-8.754% |
| 2025-05-28 | 宸展光电(003019.SZ) | 28.098426923077 | 2600 | 20 | 29.9 | 77740 | 4684.09/6.412% |
| 2025-05-28 | 立讯精密(002475.SZ) | 31.819543478261 | 2300 | 20 | 30.39 | 69897 | -3287.95/-4.493% |
| 2025-05-28 | 石头科技(688169.SH) | 192.05760204082 | 392 | 20 | 236.96 | 92888.32 | 17601.74/23.38% |
| 2025-05-28 | 银都股份(603277.SH) | 20.426125 | 3600 | 20 | 24.01 | 86436 | 12901.95/17.546% |
| 2025-05-28 | 赛腾股份(603283.SH) | 45.7137125 | 1600 | 20 | 40.97 | 65552 | -7589.94/-10.377% |
| 2025-05-28 | 江天化学(300927.SZ) | 24.357306666667 | 3000 | 20 | 33.75 | 101250 | 28178.08/38.562% |
| 2025-05-28 | 浙江鼎力(603338.SH) | 42.902864705882 | 1700 | 20 | 45.87 | 77979 | 5044.13/6.916% |
交易详情
| 2025-05-06 | 鲍斯股份(300441.SZ) | 买 | 341 | 7.91 | -2.69 | ¥0 | 0 |
| 2025-04-28 | 巨星农牧(603477.SH) | 卖 | -3800 | 21.36 | -81168 | ¥105.52 | 3244.63 |
| 2025-04-28 | 新坐标(603040.SH) | 卖 | -2700 | 28.36 | -76572 | ¥99.54 | -1832.51 |
| 2025-04-28 | 上声电子(688533.SH) | 卖 | -2527 | 29.5 | -74546.5 | ¥96.91 | -6746.2 |
| 2025-04-28 | 普洛药业(000739.SZ) | 卖 | -5200 | 13.66 | -71032 | ¥92.34 | -8811.95 |
| 2025-04-28 | 重庆百货(600729.SH) | 卖 | -2600 | 32.88 | -85488 | ¥111.13 | 6502.31 |
| 2025-04-28 | 银宝山新(002786.SZ) | 卖 | -8600 | 8.21 | -70606 | ¥91.79 | -9742.1 |
| 2025-04-28 | 华利集团(300979.SZ) | 卖 | -1200 | 56.67 | -68004 | ¥88.41 | -8338.9 |
| 2025-04-28 | 威迈斯(688612.SH) | 卖 | -2998 | 24.12 | -72311.76 | ¥94.01 | -10157.97 |
| 2025-04-28 | 法拉电子(600563.SH) | 卖 | -700 | 105.8 | -74060 | ¥96.28 | -3208.17 |
