价值选股策略:年化收益率（17.95%）
这是一个基于资产价值的多因子选股策略
概要
核心指标
- 累计收益率: 144.83%
- 年化收益率: 17.95%
- 基准收益率: -1.5%
- 阿尔法: 0.18
- 夏普比率: 0.76
- 最大回撤: 21.61%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-24 | 今创集团(603680.SH) | 12.6312625 | 9600 | 1 | 14.03 | 134688 | 13427.88/11.074% |
| 2026-04-24 | 健盛集团(603558.SH) | 13.561355555556 | 9000 | 1 | 13.4 | 120600 | -1452.2/-1.19% |
| 2026-04-24 | 健民集团(600976.SH) | 32.853283783784 | 3700 | 2 | 33 | 122100 | 542.85/0.447% |
| 2026-04-24 | 宁波高发(603788.SH) | 17.670297058824 | 6700 | 3 | 17.79 | 119193 | 802.01/0.677% |
| 2026-04-24 | 维力医疗(603309.SH) | 13.001193617021 | 0 | 4 | 13.93 | 0 | 3278.78/2.683% |
| 2026-04-24 | 新联电子(002546.SZ) | 8.9638748389483 | 14397 | 6 | 8.39 | 120790.83 | -8262.08/-6.402% |
| 2026-04-24 | 新澳股份(603889.SH) | 9.1589308823529 | 13600 | 2 | 8.85 | 120360 | -4201.46/-3.373% |
| 2026-04-24 | 旺能环境(002034.SZ) | 19.407762686567 | 6700 | 4 | 17.19 | 115173 | -14859.01/-11.427% |
| 2026-04-24 | 常宝股份(002478.SZ) | 11.082432884253 | 0 | 9 | 10.2 | 0 | 2772.75/2.234% |
| 2026-04-24 | 富临运业(002357.SZ) | 11.458078584392 | 11400 | 10 | 11.23 | 128022 | -2600.1/-1.991% |
交易详情
| 2026-04-24 | 新联电子(002546.SZ) | 买 | 197 | 8.61 | -7.83 | ¥0 | 0 |
| 2026-04-24 | 常宝股份(002478.SZ) | 卖 | -11200 | 10.6 | -118720 | ¥11.87 | -5403.25 |
| 2026-04-24 | 维力医疗(603309.SH) | 卖 | -9400 | 13.21 | -124174 | ¥12.42 | 1962.78 |
| 2026-04-24 | 海利生物(603718.SH) | 买 | 800 | 3.9 | 3120 | ¥0.31 | 0 |
| 2026-04-24 | 富森美(002818.SZ) | 卖 | -100 | 10.87 | -1087 | ¥0.11 | -56.67 |
| 2026-04-24 | 九强生物(300406.SZ) | 买 | 100 | 11.69 | 1169 | ¥0.12 | 0 |
| 2026-04-24 | 富临运业(002357.SZ) | 买 | 100 | 10.79 | 1079 | ¥0.11 | 0 |
| 2026-04-24 | 旺能环境(002034.SZ) | 买 | 200 | 17.32 | 3464 | ¥0.35 | 0 |
| 2026-04-24 | 辉煌科技(002296.SZ) | 买 | 200 | 11.21 | 2242 | ¥0.22 | 0 |
| 2026-04-24 | 城发环境(000885.SZ) | 卖 | -500 | 14.28 | -7140 | ¥0.71 | 194.49 |
