市净率市盈率低估值轮动策略:年化收益率（46.14%）
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: 435.08%
- 年化收益率: 46.14%
- 基准收益率: -21.89%
- 阿尔法: 0.66
- 夏普比率: 1.01
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 鸿铭股份(301105.SZ) | 39.411819953052 | 42600 | 3 | 40.33 | 1718058 | 39114.47/2.33% |
| 2025-08-07 | 播恩集团(001366.SZ) | 13.026379548989 | 128600 | 8 | 13.17 | 1693662 | 18469.59/1.103% |
| 2025-08-07 | 欧普泰(836414.BJ) | 14.869649374561 | 110600 | 13 | 15.59 | 1724254 | 79670.78/4.844% |
| 2025-08-06 | 鸿铭股份(301105.SZ) | 39.411819953052 | 42600 | 2 | 40.25 | 1714650 | 35706.47/2.127% |
| 2025-08-06 | 播恩集团(001366.SZ) | 13.026379548989 | 128600 | 7 | 13.17 | 1693662 | 18469.59/1.103% |
| 2025-08-06 | 欧普泰(836414.BJ) | 14.869649374561 | 110600 | 12 | 15.52 | 1716512 | 71928.78/4.374% |
| 2025-08-05 | 鸿铭股份(301105.SZ) | 39.411819953052 | 42600 | 1 | 40.02 | 1704852 | 25908.47/1.543% |
| 2025-08-05 | 胜通能源(001331.SZ) | 10.583174017467 | 0 | 6 | 13.92 | 0 | 660457.89/45.42% |
| 2025-08-05 | 播恩集团(001366.SZ) | 13.026379548989 | 128600 | 6 | 13.17 | 1693662 | 18469.59/1.103% |
| 2025-08-05 | 欧普泰(836414.BJ) | 14.869649374561 | 110600 | 11 | 15.23 | 1684438 | 39854.78/2.423% |
交易详情
| 2025-08-05 | 胜通能源(001331.SZ) | 卖 | -137400 | 16.93 | -2326182 | ¥3024.04 | 872053.89 |
| 2025-08-05 | 鸿铭股份(301105.SZ) | 买 | 42600 | 39.4 | 1678440 | ¥503.53 | 0 |
| 2025-08-05 | 播恩集团(001366.SZ) | 买 | 17000 | 13.17 | 223890 | ¥67.17 | 0 |
| 2025-08-05 | 欧普泰(836414.BJ) | 买 | 15400 | 15.33 | 236082 | ¥70.82 | 0 |
| 2025-07-29 | 生物谷(833266.BJ) | 卖 | -128100 | 11.41 | -1461621 | ¥1900.11 | 49535.5 |
| 2025-07-29 | 鸿铭股份(301105.SZ) | 卖 | -37400 | 38.87 | -1453738 | ¥1889.86 | 13031.92 |
| 2025-07-29 | 播恩集团(001366.SZ) | 买 | 111600 | 13 | 1450800 | ¥435.24 | 0 |
| 2025-07-29 | 胜通能源(001331.SZ) | 买 | 137400 | 10.58 | 1453692 | ¥436.11 | 0 |
| 2025-07-29 | 欧普泰(836414.BJ) | 卖 | -1600 | 15.33 | -24528 | ¥31.89 | 856.9 |
| 2025-07-22 | 大禹生物(871970.BJ) | 卖 | -147500 | 9.58 | -1413050 | ¥1836.97 | -21080.11 |
