低估值分散选股策略:年化收益率（92.47%）
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: 64.69%
- 年化收益率: 92.47%
- 基准收益率: 3.28%
- 阿尔法: 0.88
- 夏普比率: 2.47
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-21 | 彩虹股份(600707.SH) | 6.1218359073359 | 25900 | 1 | 6.24 | 161616 | 3060.45/1.93% |
| 2025-07-21 | 吉华集团(603980.SH) | 5.6917068493151 | 29200 | 1 | 5.86 | 171112 | 4914.16/2.957% |
| 2025-07-21 | 常熟汽饰(603035.SH) | 13.354005084746 | 11800 | 6 | 13.62 | 160716 | 3138.74/1.992% |
| 2025-07-21 | 四川美丰(000731.SZ) | 7.012103125 | 0 | 6 | 7.28 | 0 | 1072.89/0.683% |
| 2025-07-21 | 常宝股份(002478.SZ) | 5.472762116041 | 29300 | 11 | 5.59 | 163787 | 3435.07/2.142% |
| 2025-07-21 | 长青股份(002391.SZ) | 5.7517250922509 | 26700 | 11 | 6.35 | 169545 | 15973.94/10.402% |
| 2025-07-21 | 深天马Ａ(000050.SZ) | 8.2807215809358 | 0 | 41 | 9.06 | 0 | 14522.72/9.532% |
| 2025-07-21 | 众兴菌业(002772.SZ) | 7.8040361810131 | 19500 | 41 | 8.31 | 162045 | 9866.29/6.483% |
| 2025-07-21 | 木林森(002745.SZ) | 8.2736568962056 | 19524 | 51 | 8.38 | 163611.12 | 2076.24/1.285% |
| 2025-07-21 | 新疆众和(600888.SH) | 6.5245332331047 | 22967 | 66 | 7.17 | 164673.39 | 14824.44/9.893% |
交易详情
| 2025-07-21 | 深天马Ａ(000050.SZ) | 卖 | -18400 | 9.07 | -166888 | ¥216.95 | 14522.72 |
| 2025-07-21 | 四川美丰(000731.SZ) | 卖 | -22400 | 7.14 | -159936 | ¥207.92 | 2864.89 |
| 2025-07-21 | 众兴菌业(002772.SZ) | 卖 | -200 | 8.25 | -1650 | ¥6.65 | 89.19 |
| 2025-07-21 | 吉华集团(603980.SH) | 买 | 29200 | 5.69 | 166148 | ¥49.84 | 0 |
| 2025-07-21 | 长青股份(002391.SZ) | 卖 | -200 | 6.07 | -1214 | ¥6.21 | 63.65 |
| 2025-07-21 | 金洲管道(002443.SZ) | 买 | 500 | 6.69 | 3345 | ¥5 | 0 |
| 2025-07-21 | 常宝股份(002478.SZ) | 买 | 600 | 5.5 | 3300 | ¥5 | 0 |
| 2025-07-21 | 新疆众和(600888.SH) | 买 | 200 | 7.04 | 1408 | ¥5 | 0 |
| 2025-07-21 | 木林森(002745.SZ) | 卖 | -400 | 8.27 | -3308 | ¥8.31 | -1.46 |
| 2025-07-21 | 彩虹股份(600707.SH) | 买 | 25900 | 6.12 | 158508 | ¥47.55 | 0 |
