价值投资多因子选股:年化收益率（4.85%）
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: 21.92%
- 年化收益率: 4.85%
- 基准收益率: -1.18%
- 阿尔法: 0.08
- 夏普比率: 0.2
- 最大回撤: 46.25%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 东鹏饮料(605499.SH) | 203.0609 | 500 | 13 | 186.09 | 93045 | -8485.45/-8.358% |
| 2026-05-15 | 健盛集团(603558.SH) | 13.218823664297 | 8722 | 13 | 13.36 | 116525.92 | 1231.34/1.068% |
| 2026-05-15 | 共创草坪(605099.SH) | 38.761626666667 | 3000 | 13 | 53.56 | 160680 | 44395.12/38.178% |
| 2026-05-15 | 法拉电子(600563.SH) | 118.18544444444 | 900 | 13 | 133.97 | 120573 | 14206.1/13.356% |
| 2026-05-15 | 横店东磁(002056.SZ) | 19.0057 | 6000 | 13 | 19.18 | 115080 | 1045.8/0.917% |
| 2026-05-15 | 海尔智家(600690.SH) | 20.50615 | 5600 | 13 | 21.4 | 119840 | 5005.56/4.359% |
| 2026-05-15 | 爱玛科技(603529.SH) | 24.717413636364 | 4400 | 13 | 22 | 96800 | -11956.62/-10.994% |
| 2026-05-15 | 中成股份(000151.SZ) | 10.893267272727 | 11000 | 13 | 11.78 | 129580 | 9754.06/8.14% |
| 2026-05-15 | 捷佳伟创(300724.SZ) | 91.227358333333 | 1200 | 13 | 90.58 | 108696 | -776.83/-0.71% |
| 2026-05-15 | 阳光电源(300274.SZ) | 133.4995641345 | 803 | 13 | 152.95 | 122818.85 | 15618.7/14.57% |
交易详情
| 2026-05-12 | 阳光电源(300274.SZ) | 买 | 3 | 143.35 | -121.95 | ¥0 | 0 |
| 2026-04-30 | 健盛集团(603558.SH) | 买 | 222 | 12.98 | -8.44 | ¥0 | 0 |
| 2026-04-24 | 中宠股份(002891.SZ) | 卖 | -2600 | 41.1 | -106860 | ¥138.92 | 8940.63 |
| 2026-04-24 | 豫光金铅(600531.SH) | 卖 | -7500 | 15.3 | -114750 | ¥149.18 | 16545.55 |
| 2026-04-24 | 锦波生物(920982.BJ) | 卖 | -600 | 194.8 | -116880 | ¥151.94 | 22591.72 |
| 2026-04-24 | 华夏航空(002928.SZ) | 卖 | -12200 | 8.45 | -103090 | ¥134.02 | 5094.61 |
| 2026-04-24 | 金诚信(603979.SH) | 卖 | -1600 | 62.2 | -99520 | ¥129.38 | 5859.91 |
| 2026-04-24 | 光线传媒(300251.SZ) | 卖 | -6500 | 15.3 | -99450 | ¥129.29 | 750.4 |
| 2026-04-24 | 株冶集团(600961.SH) | 卖 | -5800 | 28.91 | -167678 | ¥217.98 | 69860.66 |
| 2026-04-24 | 洛阳钼业(603993.SH) | 卖 | -5500 | 19.08 | -104940 | ¥136.42 | 6460.46 |
