中盘价值精选策略:年化收益率（1.39%）
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: 4.56%
- 年化收益率: 1.39%
- 基准收益率: 24.99%
- 阿尔法: 0
- 夏普比率: 0.15
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 328 | 18.34 | 1045031.54 | 350623.28/50.492% |
| 2026-05-14 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 327 | 18.79 | 1070672.99 | 376264.73/54.185% |
| 2026-05-13 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 326 | 18.93 | 1078650.33 | 384242.07/55.334% |
| 2026-05-12 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 325 | 18.41 | 1049020.21 | 354611.95/51.067% |
| 2026-05-11 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 324 | 18.32 | 1043891.92 | 349483.66/50.328% |
| 2026-05-08 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 323 | 18.23 | 1038763.63 | 344355.37/49.59% |
| 2026-05-07 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 322 | 18.25 | 1039903.25 | 345494.99/49.754% |
| 2026-05-06 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 321 | 18.26 | 1040473.06 | 346064.8/49.836% |
| 2026-04-30 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 320 | 18.67 | 1063835.27 | 369427.01/53.2% |
| 2026-04-29 | 郑煤机(601717.SH) | 12.186663273723 | 56981 | 319 | 20.74 | 1181785.94 | 487377.68/70.186% |
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 | 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 |
| 2024-12-02 | 水井坊(600779.SH) | 卖 | -12400 | 59 | -731600 | ¥951.08 | 222799.41 |
| 2024-12-02 | 郑煤机(601717.SH) | 卖 | -100 | 12.51 | -1251 | ¥6.25 | -86 |
| 2024-12-02 | 嘉友国际(603871.SH) | 买 | 35500 | 20.6 | 731300 | ¥219.39 | 0 |
