低估值价值精选策略:年化收益率（31.4%）
本策略精选 "市值与净利润比" 较低的股票，掘金市场价值洼地。策略严格筛选非ST、无风险警示、非停牌的优质股票，并确保上市时间超过200天，规避次新股风险。精选8只低估值股票构建投资组合，每8日动态调仓，力求在控制风险的前提下，获取长期稳健收益。
概要
核心指标
- 累计收益率: 79.72%
- 年化收益率: 31.4%
- 基准收益率: 31.41%
- 阿尔法: 0.2
- 夏普比率: 1.36
- 最大回撤: 12.6%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 宏桥控股(002379.SZ) | 26.427925882353 | 8500 | 4 | 27.08 | 230180 | 5542.63/2.467% |
| 2026-03-31 | 热威股份(603075.SH) | 22.531799065421 | 10700 | 20 | 21.7 | 232190 | -8900.25/-3.692% |
| 2026-03-31 | 交通银行(601328.SH) | 6.6770312934476 | 32700 | 36 | 7 | 228900 | 10561.08/4.837% |
| 2026-03-31 | 中信金属(601061.SH) | 13.841624225628 | 18402 | 68 | 11.63 | 214015.26 | -40698.31/-15.978% |
| 2026-03-31 | 锦江航运(601083.SH) | 10.720450978686 | 18485 | 228 | 11.75 | 217198.75 | 19031.21/9.604% |
| 2026-03-31 | 中国移动(600941.SH) | 95.825046059083 | 2427 | 540 | 93.79 | 227628.33 | -4939.06/-2.124% |
| 2026-03-31 | 中国海油(600938.SH) | 22.629988613853 | 5440 | 540 | 40 | 217600 | 94492.86/76.757% |
| 2026-03-31 | 建设银行(601939.SH) | 7.4423626109233 | 23770 | 540 | 9.65 | 229380.5 | 52475.54/29.663% |
| 2026-03-30 | 宏桥控股(002379.SZ) | 26.427925882353 | 8500 | 3 | 27.83 | 236555 | 11917.63/5.305% |
| 2026-03-30 | 热威股份(603075.SH) | 22.531799065421 | 10700 | 19 | 21.13 | 226091 | -14999.25/-6.221% |
交易详情
| 2026-03-26 | 陕西能源(001286.SZ) | 卖 | -20700 | 11.41 | -236187 | ¥307.04 | 31084.02 |
| 2026-03-26 | 建设银行(601939.SH) | 卖 | -1400 | 9.36 | -13104 | ¥18.1 | 2684.69 |
| 2026-03-26 | 锦江航运(601083.SH) | 买 | 100 | 12.03 | 1203 | ¥5 | 0 |
| 2026-03-26 | 宏桥控股(002379.SZ) | 买 | 8500 | 26.42 | 224570 | ¥67.37 | 0 |
| 2026-03-26 | 交通银行(601328.SH) | 卖 | -900 | 6.8 | -6120 | ¥11.12 | 110.67 |
| 2026-03-26 | 中信金属(601061.SH) | 买 | 2300 | 12.02 | 27646 | ¥8.29 | 0 |
| 2026-03-26 | 热威股份(603075.SH) | 买 | 500 | 20.38 | 10190 | ¥5 | 0 |
| 2026-03-16 | 建设银行(601939.SH) | 卖 | -1200 | 9.15 | -10980 | ¥15.98 | 2049.16 |
| 2026-03-16 | 锦江航运(601083.SH) | 买 | 1200 | 12.12 | 14544 | ¥5 | 0 |
| 2026-03-16 | 交通银行(601328.SH) | 卖 | -1200 | 6.85 | -8220 | ¥13.22 | 207.56 |
