分散股权轮动股票策略:年化收益率（102.22%）
本策略精选前十大股东持股比例小于20%且流通市值较小的股票构建投资组合，并进行定期轮动。策略旨在捕捉股权分散的小市值公司所蕴含的潜在成长机会。
概要
核心指标
- 累计收益率: 150.77%
- 年化收益率: 102.22%
- 基准收益率: 14.85%
- 阿尔法: 1.16
- 夏普比率: 1.27
- 最大回撤: 37.02%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-05-16 | 天罡股份(832651.BJ) | 30.81585620915 | 15300 | 18 | 30.28 | 463284 | -8198.6/-1.752% |
| 2025-05-16 | 海昇药业(870656.BJ) | 18.028425350349 | 20600 | 58 | 26 | 535600 | 164214.44/46.163% |
| 2025-05-16 | 无锡鼎邦(872931.BJ) | 15.384252528479 | 30300 | 38 | 16.58 | 502374 | 36231.15/7.783% |
| 2025-05-16 | 博迅生物(836504.BJ) | 15.115774393918 | 19094 | 188 | 26.31 | 502363.14 | 213742.54/77.545% |
| 2025-05-16 | 保丽洁(832802.BJ) | 13.864068941918 | 21811 | 328 | 23 | 501653 | 199263.79/65.471% |
| 2025-05-15 | 天罡股份(832651.BJ) | 30.81585620915 | 15300 | 17 | 30.05 | 459765 | -11717.6/-2.512% |
| 2025-05-15 | 海昇药业(870656.BJ) | 18.028425350349 | 20600 | 57 | 25.24 | 519944 | 148558.44/44.493% |
| 2025-05-15 | 无锡鼎邦(872931.BJ) | 15.384252528479 | 30300 | 37 | 16.56 | 501768 | 35625.15/7.831% |
| 2025-05-15 | 博迅生物(836504.BJ) | 15.115774393918 | 19094 | 187 | 25.63 | 489379.22 | 200758.62/71.062% |
| 2025-05-15 | 保丽洁(832802.BJ) | 13.864068941918 | 21811 | 327 | 23.09 | 503615.99 | 201226.78/71.998% |
交易详情
| 2025-05-07 | 保丽洁(832802.BJ) | 卖 | -900 | 21.98 | -19782 | ¥25.72 | 7304.34 |
| 2025-05-07 | 博迅生物(836504.BJ) | 买 | 200 | 25.3 | 5060 | ¥5 | 0 |
| 2025-05-07 | 无锡鼎邦(872931.BJ) | 买 | 300 | 15.88 | 4764 | ¥5 | 0 |
| 2025-05-07 | 天罡股份(832651.BJ) | 买 | 300 | 31.13 | 9339 | ¥5 | 0 |
| 2025-04-18 | 瑞星股份(836717.BJ) | 卖 | -40500 | 11.7 | -473850 | ¥616.01 | 50498.03 |
| 2025-04-18 | 保丽洁(832802.BJ) | 买 | 1300 | 20.87 | 27131 | ¥8.14 | 0 |
| 2025-04-18 | 博迅生物(836504.BJ) | 卖 | -900 | 24.59 | -22131 | ¥28.77 | 8624.06 |
| 2025-04-18 | 无锡鼎邦(872931.BJ) | 卖 | -1000 | 15.36 | -15360 | ¥20.36 | -19.13 |
| 2025-04-18 | 海昇药业(870656.BJ) | 买 | 900 | 22.66 | 20394 | ¥6.12 | 0 |
| 2025-04-18 | 天罡股份(832651.BJ) | 买 | 15000 | 30.8 | 462000 | ¥138.6 | 0 |
