价值精选300:年化收益率（-2.17%）
本策略精选沪深300成分股中低市净率（PB<1.2）且高股息率（股息率>3%）的价值型股票，每月初进行调仓，力求捕捉价值回归和获取稳定收益。
概要
核心指标
- 累计收益率: -4.83%
- 年化收益率: -2.17%
- 基准收益率: 43.51%
- 阿尔法: -0.12
- 夏普比率: 0.04
- 最大回撤: 40.49%
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 | 山西焦煤(000983.SZ) | 6.135901880141 | 142968 | 328 | 6.65 | 950737.2 | 73499.58/8.379% |
| 2026-05-15 | 浙商银行(601916.SH) | 3.0095693779904 | 209 | 389 | 2.99 | 624.91 | -4.09/-0.65% |
| 2026-05-14 | 山西焦煤(000983.SZ) | 6.135901880141 | 142968 | 327 | 6.64 | 949307.52 | 72069.9/8.216% |
| 2026-05-14 | 浙商银行(601916.SH) | 3.0095693779904 | 209 | 388 | 2.99 | 624.91 | -4.09/-0.65% |
| 2026-05-13 | 山西焦煤(000983.SZ) | 6.135901880141 | 142968 | 326 | 6.75 | 965034 | 87796.38/10.008% |
| 2026-05-13 | 浙商银行(601916.SH) | 3.0095693779904 | 209 | 387 | 3 | 627 | -2/-0.318% |
| 2026-05-12 | 山西焦煤(000983.SZ) | 6.135901880141 | 142968 | 325 | 6.84 | 977901.12 | 100663.5/11.475% |
| 2026-05-12 | 浙商银行(601916.SH) | 3.0095693779904 | 209 | 386 | 3.01 | 629.09 | 0.09/0.014% |
| 2026-05-11 | 山西焦煤(000983.SZ) | 6.135901880141 | 142968 | 324 | 6.95 | 993627.6 | 116389.98/13.268% |
| 2026-05-11 | 浙商银行(601916.SH) | 3.0095693779904 | 209 | 385 | 3.01 | 629.09 | 0.09/0.014% |
交易详情
| 2025-12-01 | 南山铝业(600219.SH) | 卖 | -202 | 4.77 | -963.54 | ¥5.96 | 196.54 |
| 2025-12-01 | 山西焦煤(000983.SZ) | 买 | 100 | 6.73 | 673 | ¥5 | 0 |
| 2025-10-29 | 山西焦煤(000983.SZ) | 买 | 778 | 7.3 | -4.2 | ¥0 | 0 |
| 2025-09-25 | 南山铝业(600219.SH) | 买 | 2 | 3.8 | -0.4 | ¥0 | 0 |
| 2025-08-01 | TCL中环(002129.SZ) | 卖 | -300 | 8.16 | -2448 | ¥7.45 | 148 |
| 2025-08-01 | 山西焦煤(000983.SZ) | 买 | 400 | 7.02 | 2808 | ¥5 | 0 |
| 2025-07-11 | 山西焦煤(000983.SZ) | 买 | 4590 | 6.57 | -5.7 | ¥0 | 0 |
| 2025-07-01 | 东方雨虹(002271.SZ) | 卖 | -200 | 10.73 | -2146 | ¥7.15 | -69 |
| 2025-07-01 | 恩捷股份(002812.SZ) | 卖 | -29800 | 29.33 | -874034 | ¥1136.24 | -112343.82 |
| 2025-07-01 | 山西焦煤(000983.SZ) | 买 | 136900 | 6.37 | 872053 | ¥261.62 | 0 |
