市净率市盈率低估值轮动策略:年化收益率（40.03%）
本策略精选流通市值小于200亿、市盈率乘市净率小于25、近20日涨幅低于10%的低估值小盘股，构建3只股票的投资组合，并每5日轮动调仓，力求在控制风险的前提下，捕捉小市值股票的成长潜力。
概要
核心指标
- 累计收益率: 328.43%
- 年化收益率: 40.03%
- 基准收益率: -24.67%
- 阿尔法: 0.6
- 夏普比率: 0.91
- 最大回撤: 57.14%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-03 | 康为世纪(688426.SH) | 22.266677965567 | 63428 | 3 | 23 | 1458844 | 46513.15/3.293% |
| 2025-07-03 | 天益医疗(301097.SZ) | 40.082021082621 | 35100 | 3 | 40.1 | 1407510 | 631.06/0.045% |
| 2025-07-03 | 鸿铭股份(301105.SZ) | 37.141138888889 | 37800 | 3 | 37.19 | 1405782 | 1846.95/0.132% |
| 2025-07-02 | 康为世纪(688426.SH) | 22.266677965567 | 63428 | 2 | 22.93 | 1454404.04 | 42073.19/2.979% |
| 2025-07-02 | 天益医疗(301097.SZ) | 40.082021082621 | 35100 | 2 | 39.88 | 1399788 | -7090.94/-0.504% |
| 2025-07-02 | 鸿铭股份(301105.SZ) | 37.141138888889 | 37800 | 2 | 37.1 | 1402380 | -1555.05/-0.111% |
| 2025-07-01 | 康为世纪(688426.SH) | 22.266677965567 | 63428 | 1 | 22.8 | 1446158.4 | 33827.55/2.395% |
| 2025-07-01 | 天益医疗(301097.SZ) | 40.082021082621 | 35100 | 1 | 40.32 | 1415232 | 8353.06/0.594% |
| 2025-07-01 | 鸿铭股份(301105.SZ) | 37.141138888889 | 37800 | 1 | 36.99 | 1398222 | -5713.05/-0.407% |
| 2025-07-01 | 晶华微(688130.SH) | 20.956285073844 | 0 | 6 | 22.15 | 0 | 71943.1/5.458% |
交易详情
| 2025-07-01 | 中设咨询(833873.BJ) | 卖 | -209800 | 7.09 | -1487482 | ¥1933.73 | 154852.33 |
| 2025-07-01 | 晶华微(688130.SH) | 卖 | -62903 | 22.03 | -1385753.09 | ¥1801.48 | 67539.89 |
| 2025-07-01 | 大禹生物(871970.BJ) | 卖 | -152800 | 8.95 | -1367560 | ¥1777.83 | 37801.19 |
| 2025-07-01 | 鸿铭股份(301105.SZ) | 买 | 37800 | 37.13 | 1403514 | ¥421.05 | 0 |
| 2025-07-01 | 天益医疗(301097.SZ) | 买 | 35100 | 40.07 | 1406457 | ¥421.94 | 0 |
| 2025-07-01 | 康为世纪(688426.SH) | 买 | 63428 | 22.26 | 1411907.28 | ¥423.57 | 0 |
| 2025-06-24 | 东方碳素(832175.BJ) | 卖 | -93900 | 14.99 | -1407561 | ¥1829.83 | 165830.59 |
| 2025-06-24 | 科净源(301372.SZ) | 卖 | -55900 | 21.91 | -1224769 | ¥1592.2 | -29444.15 |
| 2025-06-24 | 康为世纪(688426.SH) | 卖 | -59073 | 22.56 | -1332686.88 | ¥1732.49 | 85872.65 |
| 2025-06-24 | 大禹生物(871970.BJ) | 买 | 152800 | 8.7 | 1329360 | ¥398.81 | 0 |
