中盘价值精选策略:年化收益率（4.96%）
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: 16.24%
- 年化收益率: 4.96%
- 基准收益率: 14.46%
- 阿尔法: 0.06
- 夏普比率: 0.24
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 299 | 20.39 | 1161842.59 | 467434.33/67.314% |
| 2026-03-30 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 298 | 21.93 | 1249593.33 | 555185.07/79.951% |
| 2026-03-27 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 297 | 22.01 | 1254151.81 | 559743.55/80.607% |
| 2026-03-26 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 296 | 21.91 | 1248453.71 | 554045.45/79.787% |
| 2026-03-25 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 295 | 21.91 | 1248453.71 | 554045.45/79.787% |
| 2026-03-24 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 294 | 21.6 | 1230789.6 | 536381.34/77.243% |
| 2026-03-23 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 293 | 21.07 | 1200589.67 | 506181.41/72.894% |
| 2026-03-20 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 292 | 21.92 | 1249023.52 | 554615.26/79.869% |
| 2026-03-19 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 291 | 21.96 | 1251302.76 | 556894.5/80.197% |
| 2026-03-18 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 290 | 22.45 | 1279223.45 | 584815.19/84.218% |
交易详情
| 2025-07-25 | 郑煤机(601717.SH) | 买 | 3581 | 16.7 | -5.3 | ¥0 | 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 | 嘉友国际(603871.SH) | 卖 | -35500 | 19.4 | -688700 | ¥895.31 | -42819.39 |
| 2025-01-02 | 捷佳伟创(300724.SZ) | 卖 | -100 | 63.16 | -6316 | ¥11.32 | -990 |
| 2025-01-02 | 郑煤机(601717.SH) | 买 | 53400 | 13 | 694200 | ¥208.26 | 0 |
| 2024-12-02 | 郑煤机(601717.SH) | 卖 | -100 | 12.51 | -1251 | ¥6.25 | -86 |
| 2024-12-02 | 水井坊(600779.SH) | 卖 | -12400 | 59 | -731600 | ¥951.08 | 222799.41 |
| 2024-12-02 | 嘉友国际(603871.SH) | 买 | 35500 | 20.6 | 731300 | ¥219.39 | 0 |
