价值投资多因子选股:年化收益率（-0.65%）
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: -2.62%
- 年化收益率: -0.65%
- 基准收益率: -9.51%
- 阿尔法: 0.05
- 夏普比率: 0.01
- 最大回撤: 46.25%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
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|---|---|---|---|---|---|---|---|
| 2026-03-31 | 中宠股份(002891.SZ) | 37.661296153846 | 2600 | 4 | 36.13 | 93938 | -3981.37/-4.066% |
| 2026-03-31 | 西部矿业(601168.SH) | 25.807740540541 | 3700 | 4 | 25 | 92500 | -2988.64/-3.13% |
| 2026-03-31 | 海达尔(920699.BJ) | 38.27148 | 2500 | 4 | 36.94 | 92350 | -3328.7/-3.479% |
| 2026-03-31 | 株冶集团(600961.SH) | 16.86505862069 | 5800 | 4 | 17.39 | 100862 | 3044.66/3.113% |
| 2026-03-31 | 光线传媒(300251.SZ) | 15.184553846154 | 6500 | 4 | 15.38 | 99970 | 1270.4/1.287% |
| 2026-03-31 | 豫光金铅(600531.SH) | 13.093926666667 | 7500 | 4 | 13.18 | 98850 | 645.55/0.657% |
| 2026-03-31 | 锦波生物(920982.BJ) | 157.14713333333 | 600 | 4 | 150.05 | 90030 | -4258.28/-4.516% |
| 2026-03-31 | 洛阳钼业(603993.SH) | 17.905370909091 | 5500 | 4 | 17.15 | 94325 | -4154.54/-4.219% |
| 2026-03-31 | 金诚信(603979.SH) | 58.53755625 | 1600 | 4 | 56.83 | 90928 | -2732.09/-2.917% |
| 2026-03-31 | 华夏航空(002928.SZ) | 8.0324090163934 | 12200 | 4 | 7.84 | 95648 | -2347.39/-2.395% |
交易详情
| 2026-03-26 | 移远通信(603236.SH) | 卖 | -1200 | 74.75 | -89700 | ¥116.61 | -12222.57 |
| 2026-03-26 | 中际联合(605305.SH) | 卖 | -2600 | 41.08 | -106808 | ¥138.85 | 2386.68 |
| 2026-03-26 | 威迈斯(688612.SH) | 卖 | -3564 | 29.05 | -103534.2 | ¥134.59 | -4487.4 |
| 2026-03-26 | 小商品城(600415.SH) | 卖 | -7100 | 13.41 | -95211 | ¥123.77 | -11391.97 |
| 2026-03-26 | 兴齐眼药(300573.SZ) | 卖 | -1500 | 65.43 | -98145 | ¥127.59 | -7336.64 |
| 2026-03-26 | 科沃斯(603486.SH) | 卖 | -1400 | 61.15 | -85610 | ¥111.29 | -15822.42 |
| 2026-03-26 | 养元饮品(603156.SH) | 卖 | -3600 | 29.99 | -107964 | ¥140.35 | 291.71 |
| 2026-03-26 | 焦点科技(002315.SZ) | 卖 | -2300 | 39.4 | -90620 | ¥117.81 | -13026.08 |
| 2026-03-26 | 冰川网络(300533.SZ) | 卖 | -3100 | 28.24 | -87544 | ¥113.81 | -17608.54 |
| 2026-03-26 | 奥锐特(605116.SH) | 卖 | -4000 | 25.06 | -100240 | ¥130.31 | -5871.82 |
