医药行业稳健增长低估轮动策略:年化收益率（-0.49%）
本策略精选医药生物行业中研发投入强度高、净利润和ROE增长稳健、且估值（市净率和动态市盈率）合理的优质股票。通过每5日轮动持仓动态市盈率最低的三只股票，力求在医药行业中捕捉具备成长性和价值修复潜力的投资机会。
概要
核心指标
- 累计收益率: -0.56%
- 年化收益率: -0.49%
- 基准收益率: 16.47%
- 阿尔法: -0.11
- 夏普比率: 0.02
- 最大回撤: 27.76%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-03-07 | 九安医疗(002432.SZ) | 41.912569620253 | 7900 | 2 | 42.15 | 332985 | 1975/0.596% |
| 2025-03-07 | 长春高新(000661.SZ) | 107.54584705882 | 3400 | 67 | 96.05 | 326570 | -38972/-10.658% |
| 2025-03-07 | 华润双鹤(600062.SH) | 21.222987340973 | 17574 | 82 | 18.81 | 330566.94 | -43771.72/-11.736% |
| 2025-03-06 | 九安医疗(002432.SZ) | 41.912569620253 | 7900 | 1 | 43.12 | 340648 | 9638/2.911% |
| 2025-03-06 | 辰欣药业(603367.SH) | 13.32337751004 | 0 | 16 | 13.36 | 0 | -478/-0.144% |
| 2025-03-06 | 长春高新(000661.SZ) | 107.54584705882 | 3400 | 66 | 96.93 | 329562 | -35980/-9.84% |
| 2025-03-06 | 华润双鹤(600062.SH) | 21.222987340973 | 17574 | 81 | 19.01 | 334081.74 | -40256.92/-10.913% |
| 2025-03-05 | 辰欣药业(603367.SH) | 13.32337751004 | 24900 | 15 | 13.3 | 331170 | -478/-0.144% |
| 2025-03-05 | 长春高新(000661.SZ) | 107.54584705882 | 3400 | 65 | 96 | 326400 | -39142/-10.705% |
| 2025-03-05 | 华润双鹤(600062.SH) | 21.222987340973 | 17774 | 80 | 18.96 | 336995.04 | -41603.77/-11.029% |
交易详情
| 2025-03-06 | 辰欣药业(603367.SH) | 卖 | -24900 | 13.32 | -331668 | ¥431.17 | -84.1 |
| 2025-03-06 | 华润双鹤(600062.SH) | 卖 | -200 | 18.99 | -3798 | ¥8.8 | -446.6 |
| 2025-03-06 | 九安医疗(002432.SZ) | 买 | 7900 | 41.9 | 331010 | ¥99.3 | 0 |
| 2025-02-27 | 华润双鹤(600062.SH) | 买 | 200 | 18.63 | 3726 | ¥5 | 0 |
| 2025-02-20 | 华润双鹤(600062.SH) | 买 | 400 | 18.54 | 7416 | ¥5 | 0 |
| 2025-02-20 | 辰欣药业(603367.SH) | 买 | 100 | 13.12 | 1312 | ¥5 | 0 |
| 2025-02-13 | 九安医疗(002432.SZ) | 卖 | -8100 | 43.5 | -352350 | ¥458.06 | -8112.47 |
| 2025-02-13 | 华润双鹤(600062.SH) | 买 | 600 | 19.34 | 11604 | ¥5 | 0 |
| 2025-02-13 | 辰欣药业(603367.SH) | 买 | 24800 | 13.32 | 330336 | ¥99.1 | 0 |
| 2025-02-06 | 长春高新(000661.SZ) | 买 | 100 | 93 | 9300 | ¥5 | 0 |
