低估值分散选股策略:年化收益率（86.64%）
本策略基于市净率（PB）< 1 筛选低估值股票，结合行业分散和市值优选，构建稳健投资组合，力求在控制风险的前提下获取长期回报。
概要
核心指标
- 累计收益率: 66.13%
- 年化收益率: 86.64%
- 基准收益率: 4.01%
- 阿尔法: 0.81
- 夏普比率: 2.41
- 最大回撤: 16.27%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 中粮科技(000930.SZ) | 5.8617580645161 | 27900 | 4 | 5.89 | 164331 | 787.95/0.482% |
| 2025-08-07 | 深天马Ａ(000050.SZ) | 9.1427419889503 | 17800 | 9 | 9.44 | 168032 | 5291.19/3.251% |
| 2025-08-07 | 四川美丰(000731.SZ) | 7.2224799145299 | 23400 | 9 | 7.08 | 165672 | -3334.03/-1.973% |
| 2025-08-07 | 常宝股份(002478.SZ) | 5.474038047138 | 29700 | 24 | 5.56 | 165132 | 2553.07/1.57% |
| 2025-08-07 | 长青股份(002391.SZ) | 6.2718810077519 | 25800 | 4 | 6.38 | 164604 | 2789.47/1.724% |
| 2025-08-07 | 众兴菌业(002772.SZ) | 7.8214705707799 | 20100 | 54 | 8.32 | 167232 | 10020.44/6.374% |
| 2025-08-07 | 木林森(002745.SZ) | 8.275167001708 | 19624 | 64 | 8.6 | 168766.4 | 6374.52/3.925% |
| 2025-08-07 | 金洲管道(002443.SZ) | 6.1114884495554 | 24082 | 179 | 6.72 | 161831.04 | 14654.18/9.957% |
| 2025-08-07 | 新疆众和(600888.SH) | 6.5318759435183 | 22967 | 79 | 7.18 | 164903.06 | 14885.47/9.922% |
| 2025-08-07 | 万顺新材(300057.SZ) | 5.4097165893748 | 29261 | 174 | 5.73 | 167665.53 | 9371.81/5.921% |
交易详情
| 2025-08-04 | 常熟汽饰(603035.SH) | 卖 | -12200 | 13.45 | -164090 | ¥213.32 | 1019.74 |
| 2025-08-04 | 兴化股份(002109.SZ) | 卖 | -46100 | 3.44 | -158584 | ¥206.16 | -7886.93 |
| 2025-08-04 | 众兴菌业(002772.SZ) | 卖 | -100 | 8.16 | -816 | ¥5.82 | 33.85 |
| 2025-08-04 | 中粮科技(000930.SZ) | 买 | 27900 | 5.86 | 163494 | ¥49.05 | 0 |
| 2025-08-04 | 四川美丰(000731.SZ) | 买 | 300 | 7.23 | 2169 | ¥5 | 0 |
| 2025-08-04 | 长青股份(002391.SZ) | 买 | 25800 | 6.27 | 161766 | ¥48.53 | 0 |
| 2025-08-04 | 金洲管道(002443.SZ) | 卖 | -400 | 6.77 | -2708 | ¥7.71 | 263.4 |
| 2025-08-04 | 常宝股份(002478.SZ) | 买 | 300 | 5.5 | 1650 | ¥5 | 0 |
| 2025-08-04 | 万顺新材(300057.SZ) | 卖 | -200 | 5.59 | -1118 | ¥6.12 | 36.06 |
| 2025-08-04 | 新疆众和(600888.SH) | 买 | 300 | 7.07 | 2121 | ¥5 | 0 |
