多维基本面优质策略:年化收益率（18.57%）
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: 263.1%
- 年化收益率: 18.57%
- 基准收益率: 42.6%
- 阿尔法: 0.15
- 夏普比率: 0.98
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 四川成渝(601107.SH) | 6.0418120162933 | 142200 | 7 | 6.35 | 902970 | 43824.33/5.101% |
| 2026-05-14 | 四川成渝(601107.SH) | 6.0418120162933 | 142200 | 6 | 6.41 | 911502 | 52356.33/6.094% |
| 2026-05-13 | 四川成渝(601107.SH) | 6.0418120162933 | 147300 | 5 | 6.4 | 942720 | 52761.09/5.928% |
| 2026-05-12 | 四川成渝(601107.SH) | 6.0418120162933 | 147300 | 4 | 6.34 | 933882 | 43923.09/4.935% |
| 2026-05-11 | 四川成渝(601107.SH) | 6.0418120162933 | 147300 | 3 | 6.21 | 914733 | 24774.09/2.784% |
| 2026-05-08 | 四川成渝(601107.SH) | 6.0418120162933 | 147300 | 2 | 6.17 | 908841 | 18882.09/2.122% |
| 2026-05-07 | 四川成渝(601107.SH) | 6.0418120162933 | 147300 | 1 | 6.13 | 902949 | 12990.09/1.46% |
| 2026-04-28 | 绿色动力(601330.SH) | 8.60258 | 0 | 2 | 9.18 | 0 | 10034.26/1.132% |
| 2026-04-27 | 绿色动力(601330.SH) | 8.60258 | 103000 | 1 | 8.7 | 896100 | 10034.26/1.132% |
| 2026-04-23 | 绿色动力(601330.SH) | 7.812343 | 0 | 4 | 9.19 | 0 | 96542.27/11.234% |
交易详情
| 2026-05-14 | 四川成渝(601107.SH) | 卖 | -5100 | 6.38 | -32538 | ¥42.3 | 1724.76 |
| 2026-05-07 | 四川成渝(601107.SH) | 买 | 147300 | 6.04 | 889692 | ¥266.91 | 0 |
| 2026-04-28 | 绿色动力(601330.SH) | 卖 | -103000 | 9 | -927000 | ¥1205.1 | 40934.26 |
| 2026-04-27 | 绿色动力(601330.SH) | 买 | 103000 | 8.6 | 885800 | ¥265.74 | 0 |
| 2026-04-23 | 绿色动力(601330.SH) | 卖 | -110000 | 8.72 | -959200 | ¥1246.96 | 99842.27 |
| 2026-04-20 | 绿色动力(601330.SH) | 买 | 110000 | 7.81 | 859100 | ¥257.73 | 0 |
| 2026-04-14 | 绿色动力(601330.SH) | 卖 | -107900 | 8.1 | -873990 | ¥1136.19 | -4220.1 |
| 2026-04-13 | 绿色动力(601330.SH) | 买 | 1800 | 7.94 | 14292 | ¥5 | 0 |
| 2026-04-03 | 绿色动力(601330.SH) | 买 | 106100 | 8.14 | 863654 | ¥259.1 | 0 |
| 2026-03-30 | 华安证券(600909.SH) | 卖 | -154500 | 5.54 | -855930 | ¥1112.71 | -153972.15 |
