中盘价值精选策略:年化收益率（-2.2%）
本策略精选中盘市值股票，结合低市盈率和高净资产收益率的基本面指标，构建价值投资组合，旨在获取稳健收益。
概要
核心指标
- 累计收益率: -7.49%
- 年化收益率: -2.2%
- 基准收益率: 17.08%
- 阿尔法: -0.01
- 夏普比率: 0.05
- 最大回撤: 58.12%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | 郑煤机(601717.SH) | 11.333391979893 | 61271 | 399 | 15.09 | 924579.39 | 230171.13/33.146% |
| 2026-08-24 | 郑煤机(601717.SH) | 11.333391979893 | 61271 | 398 | 15.12 | 926417.52 | 232009.26/33.411% |
| 2026-08-21 | 郑煤机(601717.SH) | 11.333391979893 | 61271 | 397 | 14.87 | 911099.77 | 216691.51/31.205% |
| 2026-08-20 | 郑煤机(601717.SH) | 11.333391979893 | 61271 | 396 | 14.99 | 918452.29 | 224044.03/32.264% |
| 2026-08-19 | 郑煤机(601717.SH) | 11.333391979893 | 61271 | 395 | 15.14 | 927642.94 | 233234.68/33.588% |
| 2026-08-18 | 郑煤机(601717.SH) | 11.333391979893 | 61271 | 394 | 15.17 | 929481.07 | 235072.81/33.852% |
| 2026-08-17 | 郑煤机(601717.SH) | 11.333391979893 | 61271 | 393 | 15.33 | 939284.43 | 244876.17/35.264% |
| 2026-08-14 | 郑煤机(601717.SH) | 11.333391979893 | 61271 | 392 | 15.39 | 942960.69 | 248552.43/35.793% |
| 2026-08-13 | 郑煤机(601717.SH) | 11.333391979893 | 61271 | 391 | 15.36 | 941122.56 | 246714.3/35.529% |
| 2026-08-12 | 郑煤机(601717.SH) | 11.333391979893 | 61271 | 390 | 15.71 | 962567.41 | 268159.15/38.617% |
交易详情
| 2026-06-18 | 郑煤机(601717.SH) | 买 | 4290 | 16.6 | -12.25 | ¥0 | 0 |
| 2025-07-25 | 郑煤机(601717.SH) | 买 | 3581 | 16.7 | -5.3 | ¥0 | 0 |
| 2025-06-03 | 海航控股(600221.SH) | 卖 | -200 | 1.34 | -268 | ¥5.27 | -9 |
| 2025-05-06 | 海航控股(600221.SH) | 买 | 200 | 1.36 | 272 | ¥5 | 0 |
| 2025-04-01 | 正邦科技(002157.SZ) | 卖 | -100 | 2.77 | -277 | ¥5.28 | -10 |
| 2025-03-03 | 正邦科技(002157.SZ) | 买 | 100 | 2.82 | 282 | ¥5 | 0 |
| 2025-02-05 | 正邦科技(002157.SZ) | 卖 | -200 | 2.76 | -552 | ¥5.55 | -129 |
| 2025-01-02 | 捷佳伟创(300724.SZ) | 卖 | -100 | 63.16 | -6316 | ¥11.32 | -990 |
| 2025-01-02 | 嘉友国际(603871.SH) | 卖 | -35500 | 19.4 | -688700 | ¥895.31 | -42819.39 |
| 2025-01-02 | 郑煤机(601717.SH) | 买 | 53400 | 13 | 694200 | ¥208.26 | 0 |
