基本面三因子排名策略:年化收益率（28.04%）
本策略综合考虑股票的市值、市盈率和市净率，选取小市值、低市盈率、高市净率的股票构建投资组合，旨在挖掘被市场低估的价值型投资标的。
概要
核心指标
- 累计收益率: 186.76%
- 年化收益率: 28.04%
- 基准收益率: -2.86%
- 阿尔法: 0.42
- 夏普比率: 0.69
- 最大回撤: 45.06%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-12 | 海昌智能(920156.BJ) | 60.348099315068 | 14600 | 13 | 51.3 | 748980 | -132102.25/-14.993% |
| 2026-06-12 | 恒道科技(920177.BJ) | 34.085188435374 | 29400 | 33 | 27.6 | 811440 | -190664.54/-19.026% |
| 2026-06-12 | 中成股份(000151.SZ) | 10.893267043121 | 86900 | 33 | 13.94 | 1211386 | 264761.09/27.969% |
| 2026-06-11 | 海昌智能(920156.BJ) | 60.348099315068 | 14600 | 12 | 53.06 | 774676 | -106406.25/-12.077% |
| 2026-06-11 | 恒道科技(920177.BJ) | 34.085188435374 | 29400 | 32 | 27.88 | 819672 | -182432.54/-18.205% |
| 2026-06-11 | 中成股份(000151.SZ) | 10.893267043121 | 86900 | 32 | 12.67 | 1101023 | 154398.09/16.31% |
| 2026-06-10 | 海昌智能(920156.BJ) | 60.348099315068 | 14600 | 11 | 56.86 | 830156 | -50926.25/-5.78% |
| 2026-06-10 | 恒道科技(920177.BJ) | 34.085188435374 | 29400 | 31 | 29.55 | 868770 | -133334.54/-13.305% |
| 2026-06-10 | 中成股份(000151.SZ) | 10.893267043121 | 86900 | 31 | 13.25 | 1151425 | 204800.09/21.635% |
| 2026-06-09 | 海昌智能(920156.BJ) | 60.348099315068 | 14600 | 10 | 60.93 | 889578 | 8495.75/0.964% |
交易详情
| 2026-05-27 | 朗鸿科技(920395.BJ) | 卖 | -105922 | 8.35 | -884448.7 | ¥1149.78 | -137302.73 |
| 2026-05-27 | 海昌智能(920156.BJ) | 买 | 14600 | 60.33 | 880818 | ¥264.25 | 0 |
| 2026-05-27 | 中成股份(000151.SZ) | 卖 | -10500 | 11.28 | -118440 | ¥153.97 | 4060.7 |
| 2026-05-27 | 恒道科技(920177.BJ) | 买 | 800 | 33.18 | 26544 | ¥7.96 | 0 |
| 2026-05-22 | 朗鸿科技(920395.BJ) | 买 | 2222 | 9.33 | -8.74 | ¥0 | 0 |
| 2026-04-24 | 海达尔(920699.BJ) | 卖 | -23900 | 43 | -1027700 | ¥1336.01 | -112399.73 |
| 2026-04-24 | 江天科技(920121.BJ) | 卖 | -25900 | 36.17 | -936803 | ¥1217.84 | -215838.04 |
| 2026-04-24 | 中诚咨询(920003.BJ) | 卖 | -33937 | 31.5 | -1069015.5 | ¥1389.72 | -58357.25 |
| 2026-04-24 | 中成股份(000151.SZ) | 买 | 97400 | 10.89 | 1060686 | ¥318.21 | 0 |
| 2026-04-24 | 朗鸿科技(920395.BJ) | 买 | 103700 | 9.85 | 1021445 | ¥306.43 | 0 |
