多维基本面优质策略:年化收益率（18.08%）
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: 245.26%
- 年化收益率: 18.08%
- 基准收益率: 30.58%
- 阿尔法: 0.15
- 夏普比率: 0.95
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-30 | 华安证券(600909.SH) | 6.5365834951456 | 0 | 32 | 5.58 | 0 | -141612.15/-14.022% |
| 2026-03-27 | 华安证券(600909.SH) | 6.5365834951456 | 154500 | 31 | 5.62 | 868290 | -141612.15/-14.022% |
| 2026-03-26 | 华安证券(600909.SH) | 6.590367440273 | 146500 | 30 | 5.6 | 820400 | -145088.83/-15.027% |
| 2026-03-25 | 华安证券(600909.SH) | 6.590367440273 | 146500 | 29 | 5.71 | 836515 | -128973.83/-13.358% |
| 2026-03-24 | 华安证券(600909.SH) | 6.590367440273 | 146500 | 28 | 5.64 | 826260 | -139228.83/-14.421% |
| 2026-03-23 | 华安证券(600909.SH) | 6.590367440273 | 146500 | 27 | 5.54 | 811610 | -153878.83/-15.938% |
| 2026-03-20 | 华安证券(600909.SH) | 6.590367440273 | 146500 | 26 | 5.86 | 858490 | -106998.83/-11.082% |
| 2026-03-19 | 华安证券(600909.SH) | 6.6050990896359 | 142800 | 25 | 6.01 | 858228 | -84980.15/-9.01% |
| 2026-03-18 | 华安证券(600909.SH) | 6.6050990896359 | 142800 | 24 | 6.15 | 878220 | -64988.15/-6.89% |
| 2026-03-17 | 华安证券(600909.SH) | 6.6050990896359 | 142800 | 23 | 6.14 | 876792 | -66416.15/-7.042% |
交易详情
| 2026-03-30 | 华安证券(600909.SH) | 卖 | -154500 | 5.54 | -855930 | ¥1112.71 | -153972.15 |
| 2026-03-27 | 华安证券(600909.SH) | 买 | 8000 | 5.55 | 44400 | ¥13.32 | 0 |
| 2026-03-20 | 华安证券(600909.SH) | 买 | 3700 | 6.02 | 22274 | ¥6.68 | 0 |
| 2026-03-13 | 绿色动力(601330.SH) | 卖 | -112500 | 9.2 | -1035000 | ¥1345.5 | 249159 |
| 2026-03-13 | 华安证券(600909.SH) | 买 | 6800 | 6.19 | 42092 | ¥12.63 | 0 |
| 2026-03-06 | 绿色动力(601330.SH) | 卖 | -3100 | 7.39 | -22909 | ¥29.78 | 1254.71 |
| 2026-03-06 | 华安证券(600909.SH) | 买 | 4700 | 6.11 | 28717 | ¥8.62 | 0 |
| 2026-02-27 | 绿色动力(601330.SH) | 卖 | -2200 | 7.25 | -15950 | ¥20.95 | 582.44 |
| 2026-02-27 | 华安证券(600909.SH) | 买 | 3000 | 6.37 | 19110 | ¥5.73 | 0 |
| 2026-02-12 | 绿色动力(601330.SH) | 买 | 600 | 7.14 | 4284 | ¥5 | 0 |
