低估值分散选股策略:年化收益率（84.24%）
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: 42.83%
- 年化收益率: 84.24%
- 基准收益率: -1.69%
- 阿尔法: 0.96
- 夏普比率: 2.11
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-05-16 | 交运股份(600676.SH) | 4.3112930091185 | 32900 | 1 | 4.31 | 141799 | -42.54/-0.03% |
| 2025-05-16 | 同德化工(002360.SZ) | 4.9514849122807 | 28500 | 1 | 5.02 | 143070 | 1952.68/1.404% |
| 2025-05-16 | 深天马Ａ(000050.SZ) | 8.2124627906977 | 0 | 6 | 8.27 | 0 | 1677.64/1.173% |
| 2025-05-16 | 木林森(002745.SZ) | 8.3987988372093 | 17200 | 6 | 8.23 | 141556 | -2903.34/-2.01% |
| 2025-05-16 | 永冠新材(603681.SH) | 12.863858181818 | 0 | 6 | 14.11 | 0 | 4247.56/3.04% |
| 2025-05-16 | 常宝股份(002478.SZ) | 5.371174906367 | 26700 | 6 | 5.33 | 142311 | -1099.37/-0.767% |
| 2025-05-16 | 众兴菌业(002772.SZ) | 7.9923971751412 | 0 | 6 | 8.42 | 0 | 12347.57/9.686% |
| 2025-05-16 | 裕兴股份(300305.SZ) | 5.1445275682005 | 24400 | 21 | 5.85 | 142740 | 17213.53/13.794% |
| 2025-05-16 | 超声电子(000823.SZ) | 10.053014893617 | 14100 | 1 | 10.13 | 142833 | 1085.49/0.772% |
| 2025-05-16 | 中粮科技(000930.SZ) | 5.5802848837209 | 25800 | 6 | 5.46 | 140868 | -3103.35/-2.14% |
交易详情
| 2025-05-16 | 万顺新材(300057.SZ) | 买 | 61 | 4.74 | -2.86 | ¥0 | 0 |
| 2025-05-16 | 永冠新材(603681.SH) | 卖 | -11000 | 13.18 | -144980 | ¥188.47 | 3477.56 |
| 2025-05-16 | 众兴菌业(002772.SZ) | 卖 | -17700 | 8.88 | -157176 | ¥204.33 | 15710.57 |
| 2025-05-16 | 深天马Ａ(000050.SZ) | 卖 | -17200 | 8.3 | -142760 | ¥185.59 | 1505.64 |
| 2025-05-16 | 中粮科技(000930.SZ) | 买 | 500 | 5.5 | 2750 | ¥5 | 0 |
| 2025-05-16 | 同德化工(002360.SZ) | 买 | 28500 | 4.95 | 141075 | ¥42.32 | 0 |
| 2025-05-16 | 裕兴股份(300305.SZ) | 买 | 100 | 5.82 | 582 | ¥5 | 0 |
| 2025-05-16 | 金洲管道(002443.SZ) | 买 | 1100 | 6.23 | 6853 | ¥5 | 0 |
| 2025-05-16 | 常宝股份(002478.SZ) | 买 | 400 | 5.33 | 2132 | ¥5 | 0 |
| 2025-05-16 | 万顺新材(300057.SZ) | 买 | 700 | 4.74 | 3318 | ¥5 | 0 |
