低价成长策略:年化收益率（18.87%）
本策略精选总市值小于100亿、市盈率小于28、每股收益在0.3-2元、净利润环比增长、营业收入大于2亿、净利润大于1亿且毛利率大于30%的股票。策略每日在符合条件的股票中，选取股价最低的5只股票买入并等权重持有3个交易日，到期轮换股票，旨在捕捉低价优质成长股的短期轮动机会。
概要
核心指标
- 累计收益率: 104.82%
- 年化收益率: 18.87%
- 基准收益率: -28.21%
- 阿尔法: 0.26
- 夏普比率: 0.75
- 最大回撤: 21.03%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-28 | 联合水务(603291.SH) | 11.323395901639 | 36600 | 3 | 10.81 | 395646 | -18790.29/-4.455% |
| 2025-04-28 | 苏农银行(603323.SH) | 5.1315389851485 | 80800 | 3 | 5.28 | 426624 | 11995.65/2.91% |
| 2025-04-28 | 森赫股份(301056.SZ) | 8.4625380165289 | 48300 | 6 | 8.31 | 401373 | -7367.59/-1.763% |
| 2025-04-28 | 芯能科技(603105.SH) | 8.3911270916335 | 50200 | 9 | 8.1 | 406620 | -14614.58/-3.385% |
| 2025-04-28 | 威奥股份(605001.SH) | 6.1536850152905 | 64700 | 12 | 6.38 | 412786 | 14642.58/3.708% |
| 2025-04-25 | 联合水务(603291.SH) | 11.323395901639 | 36600 | 2 | 11.01 | 402966 | -11470.29/-2.729% |
| 2025-04-25 | 苏农银行(603323.SH) | 5.1315389851485 | 80800 | 2 | 5.25 | 424200 | 9571.65/2.34% |
| 2025-04-25 | 森赫股份(301056.SZ) | 8.4625380165289 | 48300 | 5 | 8.5 | 410550 | 1809.41/0.44% |
| 2025-04-25 | 芯能科技(603105.SH) | 8.3911270916335 | 50200 | 8 | 8.31 | 417162 | -4072.58/-0.961% |
| 2025-04-25 | 威奥股份(605001.SH) | 6.1536850152905 | 64700 | 11 | 6.33 | 409551 | 11407.58/2.847% |
交易详情
| 2025-04-24 | 海峡环保(603817.SH) | 卖 | -74436 | 5.65 | -420563.4 | ¥546.73 | 62868.21 |
| 2025-04-24 | 倍杰特(300774.SZ) | 卖 | -49200 | 8.43 | -414756 | ¥539.18 | 2827.23 |
| 2025-04-24 | 芯能科技(603105.SH) | 买 | 700 | 8.32 | 5824 | ¥5 | 0 |
| 2025-04-24 | 威奥股份(605001.SH) | 卖 | -700 | 6.41 | -4487 | ¥9.49 | 179.42 |
| 2025-04-24 | 苏农银行(603323.SH) | 买 | 80800 | 5.13 | 414504 | ¥124.35 | 0 |
| 2025-04-24 | 森赫股份(301056.SZ) | 卖 | -100 | 8.67 | -867 | ¥5.87 | 20.75 |
| 2025-04-24 | 联合水务(603291.SH) | 买 | 36600 | 11.32 | 414312 | ¥124.29 | 0 |
| 2025-04-21 | 瑞丰银行(601528.SH) | 卖 | -81800 | 5.16 | -422088 | ¥548.71 | 19008.79 |
| 2025-04-21 | 海峡环保(603817.SH) | 卖 | -1800 | 5.5 | -9900 | ¥14.9 | 1250.27 |
| 2025-04-21 | 威奥股份(605001.SH) | 买 | 900 | 6.28 | 5652 | ¥5 | 0 |
