价值投资多因子选股:年化收益率（-6.77%）
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: -20.88%
- 年化收益率: -6.77%
- 基准收益率: -20.25%
- 阿尔法: 0.03
- 夏普比率: -0.2
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-27 | 古井贡酒(000596.SZ) | 133.28998 | 500 | 1 | 131.88 | 65940 | -704.99/-1.058% |
| 2025-06-27 | 今世缘(603369.SH) | 38.95168 | 2000 | 1 | 38.69 | 77380 | -523.36/-0.672% |
| 2025-06-27 | 德业股份(605117.SH) | 51.3454 | 1500 | 1 | 52.03 | 78045 | 1026.9/1.333% |
| 2025-06-27 | 诺 普 信(002215.SZ) | 10.233068421053 | 7600 | 1 | 10.25 | 77900 | 128.68/0.165% |
| 2025-06-27 | 新坐标(603040.SH) | 36.741019047619 | 2100 | 1 | 36.52 | 76692 | -464.14/-0.602% |
| 2025-06-27 | 承德露露(000848.SZ) | 9.2227658823529 | 8500 | 1 | 9.14 | 77690 | -703.51/-0.897% |
| 2025-06-27 | 山西汾酒(600809.SH) | 188.0764 | 0 | 21 | 176.46 | 0 | -3370.56/-4.48% |
| 2025-06-27 | 传音控股(688036.SH) | 71.544092116918 | 0 | 21 | 78.78 | 0 | 5821.02/7.207% |
| 2025-06-27 | 迎驾贡酒(603198.SH) | 40.499208523592 | 0 | 21 | 38.82 | 0 | -2876.1/-3.603% |
| 2025-06-27 | 友讯达(300514.SZ) | 12.983893548387 | 0 | 21 | 13.48 | 0 | 2393.86/2.974% |
交易详情
| 2025-06-27 | 友讯达(300514.SZ) | 卖 | -6200 | 13.42 | -83204 | ¥108.17 | 2703.86 |
| 2025-06-27 | 三星医疗(601567.SH) | 卖 | -3742 | 21.82 | -81650.44 | ¥106.15 | 1634.44 |
| 2025-06-27 | 爱玛科技(603529.SH) | 卖 | -2134 | 34 | -72556 | ¥94.32 | -5860.52 |
| 2025-06-27 | 正丹股份(300641.SZ) | 卖 | -3545 | 22.44 | -79549.8 | ¥103.41 | 5.94 |
| 2025-06-27 | 迎驾贡酒(603198.SH) | 卖 | -1971 | 38.9 | -76671.9 | ¥99.67 | -3152.04 |
| 2025-06-27 | 传音控股(688036.SH) | 卖 | -1129 | 76.7 | -86594.3 | ¥112.57 | 5821.02 |
| 2025-06-27 | 山西汾酒(600809.SH) | 卖 | -400 | 178.65 | -71460 | ¥92.9 | -3770.56 |
| 2025-06-27 | 甘源食品(002991.SZ) | 卖 | -1232 | 59.8 | -73673.6 | ¥95.78 | -3857.65 |
| 2025-06-27 | 天邦食品(002124.SZ) | 卖 | -26900 | 2.96 | -79624 | ¥103.51 | -562.05 |
| 2025-06-27 | 江天化学(300927.SZ) | 买 | 2800 | 27.73 | 77644 | ¥23.29 | 0 |
