小市值营收增长低波动精选策略:年化收益率（112.54%）
本策略精选小市值、营收高增长且换手率低波动的股票构建投资组合。策略综合考虑了市值规模、成长性和交易稳定性，力求在控制风险的前提下，获取超额收益。
概要
核心指标
- 累计收益率: 183.26%
- 年化收益率: 112.54%
- 基准收益率: 22.19%
- 阿尔法: 0.85
- 夏普比率: 1.91
- 最大回撤: 22.91%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-21 | 博闻科技(600883.SH) | 8.1724510222222 | 112500 | 2 | 8.3 | 933750 | 14349.26/1.561% |
| 2025-07-21 | 天地源(600665.SH) | 3.3252782582654 | 271200 | 12 | 3.43 | 930216 | 28400.54/3.149% |
| 2025-07-21 | 金迪克(688670.SH) | 12.322632098843 | 61757 | 52 | 15.64 | 965879.48 | 204870.69/26.921% |
| 2025-07-18 | 博闻科技(600883.SH) | 8.1724510222222 | 112500 | 1 | 8.15 | 916875 | -2525.74/-0.275% |
| 2025-07-18 | 联翔股份(603272.SH) | 16.934400722973 | 0 | 6 | 17.56 | 0 | 26323.26/2.927% |
| 2025-07-18 | 天地源(600665.SH) | 3.3252782582654 | 271200 | 11 | 3.37 | 913944 | 12128.54/1.345% |
| 2025-07-18 | 金迪克(688670.SH) | 12.322632098843 | 61757 | 51 | 14.96 | 923884.72 | 162875.93/21.403% |
| 2025-07-17 | 联翔股份(603272.SH) | 16.934400722973 | 53114 | 5 | 17.43 | 925777.02 | 26323.26/2.927% |
| 2025-07-17 | 天地源(600665.SH) | 3.3209959877723 | 258300 | 10 | 3.39 | 875637 | 17823.74/2.078% |
| 2025-07-17 | 金迪克(688670.SH) | 12.322632098843 | 63957 | 50 | 14.9 | 952959.3 | 164840.72/20.916% |
交易详情
| 2025-07-18 | 联翔股份(603272.SH) | 卖 | -53114 | 17.5 | -929495 | ¥1208.34 | 30041.24 |
| 2025-07-18 | 天地源(600665.SH) | 买 | 12900 | 3.41 | 43989 | ¥13.2 | 0 |
| 2025-07-18 | 金迪克(688670.SH) | 卖 | -2200 | 14.97 | -32934 | ¥42.81 | 5824.21 |
| 2025-07-18 | 博闻科技(600883.SH) | 买 | 112500 | 8.17 | 919125 | ¥275.74 | 0 |
| 2025-07-14 | 联翔股份(603272.SH) | 买 | 314 | 16.81 | -1.66 | ¥0 | 0 |
| 2025-07-11 | 恒誉环保(688309.SH) | 卖 | -47785 | 19.22 | -918427.7 | ¥1193.96 | 142674.14 |
| 2025-07-11 | 金迪克(688670.SH) | 买 | 1878 | 14.09 | 26461.02 | ¥7.94 | 0 |
| 2025-07-11 | 天地源(600665.SH) | 卖 | -3400 | 3.5 | -11900 | ¥16.9 | 608.61 |
| 2025-07-11 | 联翔股份(603272.SH) | 买 | 52800 | 17.03 | 899184 | ¥269.76 | 0 |
| 2025-07-04 | 煜邦电力(688597.SH) | 卖 | -107114 | 7.95 | -851556.3 | ¥1107.02 | 17959.38 |
