低价低PE小市值轮动策略:年化收益率（24.32%）
本策略精选低价、低市盈率且具备一定流通市值的股票，并结合营业收入环比增长率指标进行排序，旨在挖掘被市场低估的价值型投资标的。策略定期轮动持仓，动态跟踪市场变化。
概要
核心指标
- 累计收益率: 206.6%
- 年化收益率: 24.32%
- 基准收益率: -7.75%
- 阿尔法: 0.27
- 夏普比率: 0.88
- 最大回撤: 22.67%
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 | 东鹏控股(003012.SZ) | 5.6196214209968 | 188600 | 6 | 5.45 | 1027870 | -31990.6/-3.018% |
| 2026-05-15 | 毅昌科技(002420.SZ) | 7.2799857526882 | 148800 | 6 | 6.91 | 1028208 | -55053.88/-5.082% |
| 2026-05-15 | 华安证券(600909.SH) | 5.4648328946359 | 176800 | 26 | 5.71 | 1009528 | 43345.54/4.486% |
| 2026-05-14 | 东鹏控股(003012.SZ) | 5.6216860215054 | 186000 | 5 | 5.5 | 1023000 | -22633.6/-2.165% |
| 2026-05-14 | 毅昌科技(002420.SZ) | 7.2921870202373 | 143300 | 5 | 6.97 | 998801 | -46169.4/-4.418% |
| 2026-05-14 | 华安证券(600909.SH) | 5.4648328946359 | 183800 | 25 | 5.87 | 1078906 | 74469.71/7.414% |
| 2026-05-13 | 东鹏控股(003012.SZ) | 5.6216860215054 | 186000 | 4 | 5.57 | 1036020 | -9613.6/-0.919% |
| 2026-05-13 | 毅昌科技(002420.SZ) | 7.2921870202373 | 143300 | 4 | 7.1 | 1017430 | -27540.4/-2.636% |
| 2026-05-13 | 华安证券(600909.SH) | 5.4648328946359 | 183800 | 24 | 5.86 | 1077068 | 72631.71/7.231% |
| 2026-05-12 | 东鹏控股(003012.SZ) | 5.6216860215054 | 186000 | 3 | 5.66 | 1052760 | 7126.4/0.682% |
交易详情
| 2026-05-15 | 华安证券(600909.SH) | 卖 | -7000 | 5.87 | -41090 | ¥53.42 | 2836.17 |
| 2026-05-15 | 毅昌科技(002420.SZ) | 买 | 5500 | 6.96 | 38280 | ¥11.48 | 0 |
| 2026-05-15 | 东鹏控股(003012.SZ) | 买 | 2600 | 5.47 | 14222 | ¥5 | 0 |
| 2026-05-08 | *ST海利(603718.SH) | 卖 | -276200 | 3.6 | -994320 | ¥1292.62 | -74894.67 |
| 2026-05-08 | 厦门银行(601187.SH) | 卖 | -141200 | 7.54 | -1064648 | ¥1384.04 | 7300.25 |
| 2026-05-08 | 华安证券(600909.SH) | 卖 | -8100 | 5.67 | -45927 | ¥59.71 | 1661.85 |
| 2026-05-08 | 毅昌科技(002420.SZ) | 买 | 143300 | 7.29 | 1044657 | ¥313.4 | 0 |
| 2026-05-08 | 东鹏控股(003012.SZ) | 买 | 186000 | 5.62 | 1045320 | ¥313.6 | 0 |
| 2026-04-28 | 吉林高速(601518.SH) | 卖 | -385800 | 2.84 | -1095672 | ¥1424.37 | 3755.52 |
| 2026-04-28 | 厦门银行(601187.SH) | 买 | 1700 | 7.62 | 12954 | ¥5 | 0 |
