基于广发证券高频因子的选股策略:年化收益率（26.08%）
例子
概要
核心指标
- 累计收益率: 108.11%
- 年化收益率: 26.08%
- 基准收益率: 22.64%
- 阿尔法: 0.2
- 夏普比率: 1.03
- 最大回撤: 29.2%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-21 | 南天信息(000948.SZ) | 15.544661797753 | 8900 | 1 | 15.26 | 135814 | -2533.49/-1.831% |
| 2026-04-21 | 新北洋(002376.SZ) | 7.132138974359 | 19500 | 1 | 7.08 | 138060 | -1016.71/-0.731% |
| 2026-04-21 | 苏盐井神(603299.SH) | 10.933278740157 | 12700 | 1 | 11.3 | 143510 | 4657.36/3.354% |
| 2026-04-21 | 英杰电气(300820.SZ) | 47.144137931034 | 2900 | 1 | 46.68 | 135372 | -1346/-0.985% |
| 2026-04-21 | 今天国际(300532.SZ) | 11.813542735043 | 11700 | 1 | 11.76 | 137592 | -626.45/-0.453% |
| 2026-04-21 | 常熟汽饰(603035.SH) | 13.724116494845 | 9700 | 1 | 13.57 | 131629 | -1494.93/-1.123% |
| 2026-04-21 | 蓝天燃气(605368.SH) | 8.2224658823529 | 17000 | 1 | 8.32 | 141440 | 1658.08/1.186% |
| 2026-04-21 | 中国海防(600764.SH) | 24.787433928571 | 5600 | 1 | 24.69 | 138264 | -545.63/-0.393% |
| 2026-04-21 | 铜峰电子(600237.SH) | 9.2927873333333 | 15000 | 1 | 9.31 | 139650 | 258.19/0.185% |
| 2026-04-21 | 卫光生物(002880.SZ) | 27.028105882353 | 5100 | 1 | 26.64 | 135864 | -1979.34/-1.436% |
交易详情
| 2026-04-21 | 明泰铝业(601677.SH) | 卖 | -9000 | 17.52 | -157680 | ¥204.98 | 17147.85 |
| 2026-04-21 | 万孚生物(300482.SZ) | 卖 | -7300 | 17.74 | -129502 | ¥168.35 | -4493.19 |
| 2026-04-21 | 承德露露(000848.SZ) | 卖 | -17200 | 8.24 | -141728 | ¥184.25 | 6667.49 |
| 2026-04-21 | 成大生物(688739.SH) | 卖 | -5581 | 24.14 | -134725.34 | ¥175.14 | -375.38 |
| 2026-04-21 | 恒通股份(603223.SH) | 卖 | -16000 | 8.73 | -139680 | ¥181.58 | -13125.51 |
| 2026-04-21 | 视源股份(002841.SZ) | 卖 | -4000 | 36.02 | -144080 | ¥187.3 | 13560.86 |
| 2026-04-21 | 九牧王(601566.SH) | 卖 | -12800 | 10.8 | -138240 | ¥179.71 | 4183.8 |
| 2026-04-21 | 百合花(603823.SH) | 卖 | -8800 | 16.19 | -142472 | ¥185.21 | 8143.71 |
| 2026-04-21 | 西子洁能(002534.SZ) | 卖 | -8200 | 18.4 | -150880 | ¥196.14 | 17590.02 |
| 2026-04-21 | 易德龙(603380.SH) | 卖 | -4000 | 36.91 | -147640 | ¥191.93 | 14720.14 |
