价值成长精选策略:年化收益率（23.37%）
本策略精选低市净率、净利润同比增长的股票，结合基本面和交易状态筛选，并按营业收入增长率升序排列选股，构建价值与成长兼顾的投资组合，力求在控制风险的前提下获取稳健收益。
概要
核心指标
- 累计收益率: 56.96%
- 年化收益率: 23.37%
- 基准收益率: 31.41%
- 阿尔法: 0.11
- 夏普比率: 0.83
- 最大回撤: 19.15%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 安旭生物(688075.SH) | 36.98108988764 | 3560 | 1 | 37.23 | 132538.8 | 886.12/0.673% |
| 2026-03-31 | 吉林敖东(000623.SZ) | 17.625286486486 | 7400 | 1 | 17.6 | 130240 | -187.12/-0.143% |
| 2026-03-31 | 新朋股份(002328.SZ) | 7.2321690607735 | 18100 | 1 | 7.33 | 132673 | 1770.74/1.353% |
| 2026-03-31 | 万年青(000789.SZ) | 5.3716110655738 | 24400 | 1 | 5.3 | 129320 | -1747.31/-1.333% |
| 2026-03-31 | 恒通股份(603223.SH) | 8.3925173076923 | 15600 | 1 | 8.36 | 130416 | -507.27/-0.387% |
| 2026-03-31 | 华电国际(600027.SH) | 5.3016671435076 | 0 | 99 | 4.71 | 0 | -11676.95/-8.708% |
| 2026-03-31 | 双鹭药业(002038.SZ) | 7.2677630898513 | 18100 | 99 | 7.59 | 137379 | 5832.49/4.434% |
| 2026-03-31 | 天壕能源(300332.SZ) | 5.9599961996879 | 20000 | 99 | 6.08 | 121600 | 2400.08/2.013% |
| 2026-03-31 | 九安医疗(002432.SZ) | 40.551440166493 | 0 | 99 | 73.58 | 0 | 73391.98/86.183% |
| 2026-03-31 | 海螺水泥(600585.SH) | 23.453682833828 | 0 | 134 | 23.16 | 0 | -183.74/-0.144% |
交易详情
| 2026-03-31 | 东莞控股(000828.SZ) | 卖 | -12144 | 10.04 | -121925.76 | ¥158.5 | -19763.72 |
| 2026-03-31 | 华电国际(600027.SH) | 卖 | -25293 | 4.81 | -121659.33 | ¥158.16 | -12435.74 |
| 2026-03-31 | 海螺水泥(600585.SH) | 卖 | -5455 | 23.38 | -127537.9 | ¥165.8 | -401.94 |
| 2026-03-31 | 九安医疗(002432.SZ) | 卖 | -2100 | 75.5 | -158550 | ¥206.12 | 73391.98 |
| 2026-03-31 | 宁夏建材(600449.SH) | 卖 | -9700 | 12.93 | -125421 | ¥163.05 | -3750.03 |
| 2026-03-31 | 渝 开 发(000514.SZ) | 买 | 300 | 4.81 | 1443 | ¥5 | 0 |
| 2026-03-31 | 恒通股份(603223.SH) | 买 | 15600 | 8.39 | 130884 | ¥39.27 | 0 |
| 2026-03-31 | 华鼎股份(601113.SH) | 买 | 3300 | 4.35 | 14355 | ¥5 | 0 |
| 2026-03-31 | 天壕能源(300332.SZ) | 买 | 1400 | 6.35 | 8890 | ¥5 | 0 |
| 2026-03-31 | 苏州高新(600736.SH) | 买 | 200 | 6.13 | 1226 | ¥5 | 0 |
