低价成长策略:年化收益率（22.78%）
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: 147.76%
- 年化收益率: 22.78%
- 基准收益率: -21.89%
- 阿尔法: 0.28
- 夏普比率: 0.91
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 蓝焰控股(000968.SZ) | 7.0621179597701 | 69600 | 3 | 7.21 | 501816 | 10292.59/2.094% |
| 2025-08-07 | 绿色动力(601330.SH) | 7.1525393063584 | 69200 | 6 | 7.11 | 492012 | -2943.72/-0.595% |
| 2025-08-07 | 山西高速(000755.SZ) | 4.9412775334537 | 99300 | 30 | 4.99 | 495507 | 4838.14/0.986% |
| 2025-08-07 | 海天股份(603759.SH) | 8.1455951572402 | 57600 | 63 | 8.53 | 491328 | 22141.72/4.719% |
| 2025-08-07 | 创业环保(600874.SH) | 5.6099597939159 | 83538 | 69 | 5.91 | 493709.58 | 25064.76/5.348% |
| 2025-08-06 | 蓝焰控股(000968.SZ) | 7.0621179597701 | 69600 | 2 | 7.18 | 499728 | 8204.59/1.669% |
| 2025-08-06 | 绿色动力(601330.SH) | 7.1525393063584 | 69200 | 5 | 7.16 | 495472 | 516.28/0.104% |
| 2025-08-06 | 山西高速(000755.SZ) | 4.9412775334537 | 99300 | 29 | 4.99 | 495507 | 4838.14/0.986% |
| 2025-08-06 | 海天股份(603759.SH) | 8.1455951572402 | 57600 | 62 | 8.57 | 493632 | 24445.72/5.21% |
| 2025-08-06 | 创业环保(600874.SH) | 5.6099597939159 | 83538 | 68 | 5.93 | 495380.34 | 26735.52/5.705% |
交易详情
| 2025-08-05 | 东亚机械(301028.SZ) | 卖 | -39100 | 13.14 | -513774 | ¥667.91 | 9736.35 |
| 2025-08-05 | 绿色动力(601330.SH) | 买 | 800 | 7.18 | 5744 | ¥5 | 0 |
| 2025-08-05 | 创业环保(600874.SH) | 买 | 1800 | 5.94 | 10692 | ¥5 | 0 |
| 2025-08-05 | 山西高速(000755.SZ) | 买 | 1100 | 4.98 | 5478 | ¥5 | 0 |
| 2025-08-05 | 海天股份(603759.SH) | 卖 | -200 | 8.59 | -1718 | ¥6.72 | 88.88 |
| 2025-08-05 | 蓝焰控股(000968.SZ) | 买 | 69600 | 7.06 | 491376 | ¥147.41 | 0 |
| 2025-07-31 | 蓝焰控股(000968.SZ) | 卖 | -69282 | 7.2 | -498830.4 | ¥648.48 | 4125.9 |
| 2025-07-31 | 绿色动力(601330.SH) | 买 | 68400 | 7.15 | 489060 | ¥146.72 | 0 |
| 2025-07-31 | 创业环保(600874.SH) | 卖 | -300 | 6.05 | -1815 | ¥6.82 | 134.21 |
| 2025-07-31 | 海天股份(603759.SH) | 买 | 500 | 8.52 | 4260 | ¥5 | 0 |
