高股息低估值蓝筹策略:年化收益率（13.81%）
本策略精选沪深主板市场上高股息率（>4%）且低市盈率（<15）的蓝筹股，每月最后一个交易日调仓，等权重持有，旨在捕捉价值洼地，获取长期稳健收益和现金分红回报。
概要
核心指标
- 累计收益率: 20.85%
- 年化收益率: 13.81%
- 基准收益率: 18.64%
- 阿尔法: 0.04
- 夏普比率: 0.6
- 最大回撤: 19.77%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-14 | 渝农商行(601077.SH) | 7.1421422360248 | 16100 | 11 | 7.51 | 120911 | 5922.51/5.151% |
| 2025-07-14 | 兴业银行(601166.SH) | 23.427026530612 | 4900 | 11 | 24.69 | 120981 | 6188.57/5.391% |
| 2025-07-14 | 中远海控(601919.SH) | 15.064518181818 | 7700 | 11 | 15.33 | 118041 | 2044.21/1.762% |
| 2025-07-14 | 陕西煤业(601225.SH) | 19.285783333333 | 6000 | 11 | 19.46 | 116760 | 1045.3/0.903% |
| 2025-07-14 | 建设银行(601939.SH) | 9.0334104 | 12500 | 31 | 9.77 | 122125 | 9207.37/8.154% |
| 2025-07-14 | 中国银行(601988.SH) | 5.6744842105263 | 20900 | 50 | 5.75 | 120175 | 1578.28/1.331% |
| 2025-07-14 | 交通银行(601328.SH) | 7.5817429530201 | 14600 | 50 | 8.14 | 118844 | 8150.55/7.363% |
| 2025-07-14 | 邮储银行(601658.SH) | 5.1462881019453 | 21353 | 71 | 5.71 | 121925.63 | 12036.94/10.954% |
| 2025-07-14 | 山西焦煤(000983.SZ) | 7.5473967554772 | 18809 | 230 | 6.64 | 124891.76 | -17067.23/-12.023% |
| 2025-07-14 | 兖矿能源(600188.SH) | 13.799302585346 | 9572 | 368 | 12.39 | 118597.08 | -13489.84/-10.213% |
交易详情
| 2025-07-11 | 山西焦煤(000983.SZ) | 买 | 609 | 6.57 | -2.87 | ¥0 | 0 |
| 2025-06-30 | 民生银行(600016.SH) | 卖 | -26200 | 4.75 | -124450 | ¥161.79 | 21180.61 |
| 2025-06-30 | 东方雨虹(002271.SZ) | 卖 | -10100 | 10.65 | -107565 | ¥139.83 | -4763.69 |
| 2025-06-30 | 南京银行(601009.SH) | 卖 | -10168 | 11.57 | -117643.76 | ¥152.94 | 11764.39 |
| 2025-06-30 | 平安银行(000001.SZ) | 卖 | -10224 | 12.14 | -124119.36 | ¥161.36 | 25881.37 |
| 2025-06-30 | 兖矿能源(600188.SH) | 买 | 500 | 12.18 | 6090 | ¥5 | 0 |
| 2025-06-30 | 陕西煤业(601225.SH) | 买 | 6000 | 19.28 | 115680 | ¥34.7 | 0 |
| 2025-06-30 | 山西焦煤(000983.SZ) | 卖 | -100 | 6.49 | -649 | ¥5.65 | -130.99 |
| 2025-06-30 | 中远海控(601919.SH) | 买 | 7700 | 15.06 | 115962 | ¥34.79 | 0 |
| 2025-06-30 | 邮储银行(601658.SH) | 买 | 100 | 5.45 | 545 | ¥5 | 0 |
