价值选股策略:年化收益率（15.93%）
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: 135.46%
- 年化收益率: 15.93%
- 基准收益率: -5.85%
- 阿尔法: 0.17
- 夏普比率: 0.68
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-09-08 | 苏农银行(603323.SH) | 4.50045 | 25000 | 1 | 4.58 | 114500 | 1988.75/1.768% |
| 2026-09-08 | 华绿生物(300970.SZ) | 19.591139344262 | 5800 | 4 | 20.94 | 121452 | 7823.39/6.885% |
| 2026-09-08 | 亚宝药业(600351.SH) | 6.9117895953757 | 17300 | 6 | 7.01 | 121273 | 1699.04/1.421% |
| 2026-09-08 | 基蛋生物(603387.SH) | 9.524152 | 12500 | 8 | 9.45 | 118125 | -926.9/-0.779% |
| 2026-09-08 | 确成股份(605183.SH) | 14.921492105263 | 7400 | 9 | 16.6 | 122840 | 12420.96/11.249% |
| 2026-09-08 | 中密控股(300470.SZ) | 28.817273170732 | 4100 | 18 | 27.98 | 114718 | -3432.82/-2.905% |
| 2026-09-08 | 思维列控(603508.SH) | 22.089420987654 | 5400 | 21 | 21.54 | 116316 | -2966.87/-2.487% |
| 2026-09-08 | 今创集团(603680.SH) | 10.292235344828 | 11600 | 10 | 10.07 | 116812 | -2577.93/-2.159% |
| 2026-09-08 | 健盛集团(603558.SH) | 12.189872271248 | 9628 | 31 | 12.15 | 116980.2 | -383.89/-0.327% |
| 2026-09-08 | 东方环宇(603706.SH) | 19.795848075012 | 6600 | 62 | 17.81 | 117546 | -13106.6/-10.032% |
交易详情
| 2026-09-08 | 中科环保(301175.SZ) | 卖 | -20600 | 5.69 | -117214 | ¥11.72 | -11.72 |
| 2026-09-08 | 新联电子(002546.SZ) | 买 | 500 | 7.75 | 3875 | ¥0.39 | 0 |
| 2026-09-08 | 动力新科(600841.SH) | 买 | 100 | 5.78 | 578 | ¥0.06 | 0 |
| 2026-09-08 | 苏农银行(603323.SH) | 买 | 25000 | 4.5 | 112500 | ¥11.25 | 0 |
| 2026-09-08 | 华特达因(000915.SZ) | 卖 | -100 | 25.82 | -2582 | ¥0.26 | -231.5 |
| 2026-09-08 | 基蛋生物(603387.SH) | 买 | 100 | 9.25 | 925 | ¥0.09 | 0 |
| 2026-09-08 | 姚记科技(002605.SZ) | 卖 | -100 | 17.59 | -1759 | ¥0.18 | -44.36 |
| 2026-09-08 | 健盛集团(603558.SH) | 买 | 100 | 11.98 | 1198 | ¥0.12 | 0 |
| 2026-09-08 | 华绿生物(300970.SZ) | 卖 | -200 | 19.99 | -3998 | ¥0.4 | 79.77 |
| 2026-09-08 | 今创集团(603680.SH) | 买 | 100 | 10.03 | 1003 | ¥0.1 | 0 |
