高价值高成长低盘子策略:年化收益率（24.11%）
本策略精选满足特定市值、估值和盈利增长要求的小盘股，每日调仓，旨在捕捉小市值股票的价值成长机会。
概要
核心指标
- 累计收益率: 155.18%
- 年化收益率: 24.11%
- 基准收益率: -24.07%
- 阿尔法: 0.34
- 夏普比率: 0.77
- 最大回撤: 30.3%
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 | 锦江航运(601083.SH) | 12.083624047619 | 42000 | 1 | 12.13 | 509460 | 1947.79/0.384% |
| 2025-08-06 | 盛德鑫泰(300881.SZ) | 40.176525622172 | 13600 | 9 | 37.18 | 505648 | -40752.75/-7.458% |
| 2025-08-06 | 朗坤科技(301305.SZ) | 18.286301255439 | 0 | 16 | 19.27 | 0 | 21992.76/4.504% |
| 2025-08-06 | 鑫磊股份(301317.SZ) | 34.705718424808 | 13406 | 56 | 37.73 | 505808.38 | 40543.52/8.714% |
| 2025-08-06 | 光华股份(001333.SZ) | 21.261743511727 | 23684 | 70 | 21.69 | 513705.96 | 10142.83/2.014% |
| 2025-08-06 | 锡装股份(001332.SZ) | 35.343923482652 | 13283 | 190 | 38.7 | 514052.1 | 44578.76/9.495% |
| 2025-08-05 | 盛德鑫泰(300881.SZ) | 40.19687025641 | 13500 | 8 | 37.59 | 507465 | -35192.75/-6.485% |
| 2025-08-05 | 朗坤科技(301305.SZ) | 18.286301255439 | 26700 | 15 | 19.11 | 510237 | 21992.76/4.504% |
| 2025-08-05 | 鑫磊股份(301317.SZ) | 34.705718424808 | 13606 | 55 | 38.18 | 519477.08 | 47271.08/10.011% |
| 2025-08-05 | 光华股份(001333.SZ) | 21.261743511727 | 23684 | 69 | 21.68 | 513469.12 | 9905.99/1.967% |
交易详情
| 2025-08-06 | 朗坤科技(301305.SZ) | 卖 | -26700 | 19.09 | -509703 | ¥662.61 | 21458.76 |
| 2025-08-06 | 锡装股份(001332.SZ) | 买 | 100 | 38.56 | 3856 | ¥5 | 0 |
| 2025-08-06 | 鑫磊股份(301317.SZ) | 卖 | -200 | 38.7 | -7740 | ¥12.74 | 798.86 |
| 2025-08-06 | 盛德鑫泰(300881.SZ) | 买 | 100 | 37.38 | 3738 | ¥5 | 0 |
| 2025-08-06 | 锦江航运(601083.SH) | 买 | 42000 | 12.08 | 507360 | ¥152.21 | 0 |
| 2025-08-05 | 锡装股份(001332.SZ) | 买 | 100 | 38.15 | 3815 | ¥5 | 0 |
| 2025-08-05 | 鑫磊股份(301317.SZ) | 买 | 100 | 36.92 | 3692 | ¥5 | 0 |
| 2025-08-04 | 光华股份(001333.SZ) | 买 | 200 | 21.1 | 4220 | ¥5 | 0 |
| 2025-08-04 | 鑫磊股份(301317.SZ) | 卖 | -700 | 36.2 | -25340 | ¥32.94 | 1057.73 |
| 2025-08-04 | 盛德鑫泰(300881.SZ) | 买 | 600 | 36.81 | 22086 | ¥6.63 | 0 |
