低价低PE小市值轮动策略:年化收益率（28.71%）
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: 204.86%
- 年化收益率: 28.71%
- 基准收益率: -21.91%
- 阿尔法: 0.35
- 夏普比率: 1.01
- 最大回撤: 22.03%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 傲农生物(603363.SH) | 3.7490480803789 | 269500 | 47 | 3.73 | 1005235 | -5133.46/-0.508% |
| 2025-08-06 | 招商南油(601975.SH) | 2.7430629875088 | 355100 | 62 | 2.9 | 1029790 | 55728.33/5.721% |
| 2025-08-06 | 华鼎股份(601113.SH) | 3.7082484659793 | 246600 | 187 | 4.11 | 1013526 | 99071.93/10.834% |
| 2025-08-05 | 傲农生物(603363.SH) | 3.7490480803789 | 269500 | 46 | 3.76 | 1013320 | 2951.54/0.292% |
| 2025-08-05 | 招商南油(601975.SH) | 2.7430629875088 | 355100 | 61 | 2.86 | 1015586 | 41524.33/4.263% |
| 2025-08-05 | 华鼎股份(601113.SH) | 3.7082484659793 | 246600 | 186 | 4.12 | 1015992 | 101537.93/11.104% |
| 2025-08-04 | 傲农生物(603363.SH) | 3.7490141638225 | 265300 | 45 | 3.74 | 992222 | -2391.46/-0.24% |
| 2025-08-04 | 招商南油(601975.SH) | 2.7430629875088 | 355300 | 60 | 2.84 | 1009052 | 34441.72/3.534% |
| 2025-08-04 | 华鼎股份(601113.SH) | 3.7082484659793 | 246900 | 185 | 4.09 | 1009821 | 94254.45/10.295% |
| 2025-08-01 | 傲农生物(603363.SH) | 3.7490141638225 | 265300 | 44 | 3.77 | 1000181 | 5567.54/0.56% |
交易详情
| 2025-08-05 | 华鼎股份(601113.SH) | 卖 | -300 | 4.1 | -1230 | ¥6.23 | 117.53 |
| 2025-08-05 | 招商南油(601975.SH) | 卖 | -200 | 2.84 | -568 | ¥5.57 | 19.39 |
| 2025-08-05 | 傲农生物(603363.SH) | 买 | 4200 | 3.75 | 15750 | ¥5 | 0 |
| 2025-07-29 | 华鼎股份(601113.SH) | 买 | 200 | 4.16 | 832 | ¥5 | 0 |
| 2025-07-29 | 招商南油(601975.SH) | 买 | 100 | 2.88 | 288 | ¥5 | 0 |
| 2025-07-29 | 傲农生物(603363.SH) | 卖 | -3600 | 3.89 | -14004 | ¥19 | 507.55 |
| 2025-07-22 | 华鼎股份(601113.SH) | 买 | 200 | 4.17 | 834 | ¥5 | 0 |
| 2025-07-22 | 招商南油(601975.SH) | 买 | 7700 | 2.88 | 22176 | ¥6.65 | 0 |
| 2025-07-22 | 傲农生物(603363.SH) | 卖 | -300 | 3.79 | -1137 | ¥6.14 | 12.3 |
| 2025-07-15 | 华鼎股份(601113.SH) | 买 | 400 | 4.07 | 1628 | ¥5 | 0 |
