基本面三因子排名策略:年化收益率（32.66%）
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: 226.12%
- 年化收益率: 32.66%
- 基准收益率: -1.18%
- 阿尔法: 0.47
- 夏普比率: 0.76
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 恒道科技(920177.BJ) | 34.11023006993 | 28600 | 13 | 38.35 | 1096810 | 121257.42/12.43% |
| 2026-05-15 | 朗鸿科技(920395.BJ) | 9.8529549662488 | 103700 | 13 | 9.79 | 1015223 | -6528.43/-0.639% |
| 2026-05-15 | 中成股份(000151.SZ) | 10.893267043121 | 97400 | 13 | 11.78 | 1147372 | 86367.79/8.14% |
| 2026-05-14 | 恒道科技(920177.BJ) | 34.11023006993 | 28600 | 12 | 34.27 | 980122 | 4569.42/0.468% |
| 2026-05-14 | 朗鸿科技(920395.BJ) | 9.8529549662488 | 103700 | 12 | 9.85 | 1021445 | -306.43/-0.03% |
| 2026-05-14 | 中成股份(000151.SZ) | 10.893267043121 | 97400 | 12 | 12 | 1168800 | 107795.79/10.16% |
| 2026-05-13 | 恒道科技(920177.BJ) | 34.11023006993 | 28600 | 11 | 36.12 | 1033032 | 57479.42/5.892% |
| 2026-05-13 | 朗鸿科技(920395.BJ) | 9.8529549662488 | 103700 | 11 | 9.97 | 1033889 | 12137.57/1.188% |
| 2026-05-13 | 中成股份(000151.SZ) | 10.893267043121 | 97400 | 11 | 12.43 | 1210682 | 149677.79/14.107% |
| 2026-05-12 | 恒道科技(920177.BJ) | 34.11023006993 | 28600 | 10 | 37.73 | 1079078 | 103525.42/10.612% |
交易详情
| 2026-04-24 | 海达尔(920699.BJ) | 卖 | -23900 | 43 | -1027700 | ¥1336.01 | -112399.73 |
| 2026-04-24 | 中诚咨询(920003.BJ) | 卖 | -33937 | 31.5 | -1069015.5 | ¥1389.72 | -58357.25 |
| 2026-04-24 | 江天科技(920121.BJ) | 卖 | -25900 | 36.17 | -936803 | ¥1217.84 | -215838.04 |
| 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 |
| 2026-04-24 | 恒道科技(920177.BJ) | 买 | 28600 | 34.1 | 975260 | ¥292.58 | 0 |
| 2026-03-26 | 中诚咨询(920003.BJ) | 卖 | -1400 | 27.79 | -38906 | ¥50.58 | -7601.41 |
| 2026-03-26 | 海达尔(920699.BJ) | 买 | 1200 | 38.26 | 45912 | ¥13.77 | 0 |
| 2026-03-26 | 江天科技(920121.BJ) | 卖 | -800 | 36.5 | -29200 | ¥37.96 | -6402.81 |
| 2026-02-26 | 中诚咨询(920003.BJ) | 卖 | -300 | 32.04 | -9612 | ¥14.61 | -353.87 |
