多维基本面优质策略:年化收益率（17.73%）
策略从市盈率，市净率，营业收入增长率等角度对股票池筛选，结合基本面过滤和技术面形态，试图捕捉长期价值
概要
核心指标
- 累计收益率: 260.39%
- 年化收益率: 17.73%
- 基准收益率: 33.57%
- 阿尔法: 0.15
- 夏普比率: 0.94
- 最大回撤: 17.2%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | 长城证券(002939.SZ) | 8.3111153571429 | 112000 | 18 | 7.99 | 894880 | -35964.92/-3.864% |
| 2026-08-25 | 绿色动力(601330.SH) | 7.8265466566042 | 126651 | 53 | 7.05 | 892889.55 | -98350.41/-9.922% |
| 2026-08-25 | 四川成渝(601107.SH) | 5.9109167680362 | 160115 | 63 | 5.78 | 925464.7 | -20961.74/-2.215% |
| 2026-08-24 | 长城证券(002939.SZ) | 8.3111153571429 | 112000 | 17 | 7.95 | 890400 | -40444.92/-4.345% |
| 2026-08-24 | 绿色动力(601330.SH) | 7.8265466566042 | 126651 | 52 | 7.01 | 887823.51 | -103416.45/-10.433% |
| 2026-08-24 | 四川成渝(601107.SH) | 5.9109167680362 | 160115 | 62 | 5.57 | 891840.55 | -54585.89/-5.768% |
| 2026-08-21 | 长城证券(002939.SZ) | 8.3111153571429 | 112000 | 16 | 7.93 | 888160 | -42684.92/-4.586% |
| 2026-08-21 | 绿色动力(601330.SH) | 7.8265466566042 | 126651 | 51 | 6.99 | 885290.49 | -105949.47/-10.689% |
| 2026-08-21 | 四川成渝(601107.SH) | 5.9109167680362 | 160115 | 61 | 5.5 | 880632.5 | -65793.94/-6.952% |
| 2026-08-20 | 长城证券(002939.SZ) | 8.321814587156 | 109000 | 15 | 7.94 | 865460 | -41617.79/-4.588% |
交易详情
| 2026-08-21 | 长城证券(002939.SZ) | 买 | 3000 | 7.92 | 23760 | ¥7.13 | 0 |
| 2026-08-21 | 绿色动力(601330.SH) | 买 | 600 | 7 | 4200 | ¥5 | 0 |
| 2026-08-21 | 四川成渝(601107.SH) | 卖 | -3300 | 5.57 | -18381 | ¥23.9 | -1125.03 |
| 2026-08-14 | 联泰环保(603797.SH) | 卖 | -213800 | 4.64 | -992032 | ¥1289.64 | 149407.29 |
| 2026-08-14 | 长城证券(002939.SZ) | 买 | 2200 | 8.29 | 18238 | ¥5.47 | 0 |
| 2026-08-14 | 绿色动力(601330.SH) | 买 | 4000 | 7.14 | 28560 | ¥8.57 | 0 |
| 2026-08-14 | 四川成渝(601107.SH) | 买 | 8100 | 5.54 | 44874 | ¥13.46 | 0 |
| 2026-08-07 | 长城证券(002939.SZ) | 买 | 100 | 8.19 | 819 | ¥5 | 0 |
| 2026-08-07 | 联泰环保(603797.SH) | 卖 | -2100 | 4.07 | -8547 | ¥13.55 | 270.52 |
| 2026-08-07 | 绿色动力(601330.SH) | 买 | 2200 | 7.17 | 15774 | ¥5 | 0 |
