基于广发证券高频因子的选股策略:年化收益率（17.86%）
例子
概要
核心指标
- 累计收益率: 82.57%
- 年化收益率: 17.86%
- 基准收益率: 5.04%
- 阿尔法: 0.17
- 夏普比率: 0.73
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-10-28 | 通用股份(601500.SH) | 3.7511249240122 | 32900 | 7 | 3.61 | 118769 | -4643.01/-3.762% |
| 2026-10-28 | 中交设计(600720.SH) | 5.1611971595656 | 23940 | 7 | 4.99 | 119460.6 | -4098.46/-3.317% |
| 2026-10-28 | 科博达(603786.SH) | 36.600975757576 | 3300 | 7 | 37.1 | 122430 | 1646.78/1.363% |
| 2026-10-28 | 正丹股份(300641.SZ) | 12.543762244898 | 9800 | 7 | 12.17 | 119266 | -3662.87/-2.98% |
| 2026-10-28 | 泰豪科技(600590.SH) | 7.4122228915663 | 16600 | 7 | 7.11 | 118026 | -5016.9/-4.077% |
| 2026-10-28 | 国泰集团(603977.SH) | 10.103030327869 | 12200 | 7 | 9.77 | 119194 | -4062.97/-3.296% |
| 2026-10-28 | 凌云股份(600480.SH) | 7.8623579617834 | 15700 | 7 | 8.12 | 127484 | 4044.98/3.277% |
| 2026-10-28 | 好上好(001298.SZ) | 15.10452962963 | 8100 | 7 | 16.56 | 134136 | 11789.31/9.636% |
| 2026-10-28 | 利尔化学(002258.SZ) | 14.144242528736 | 8700 | 7 | 13.82 | 120234 | -2820.91/-2.292% |
| 2026-10-28 | 苏垦农发(601952.SH) | 8.4225258503401 | 14700 | 7 | 7.95 | 116865 | -6946.13/-5.61% |
交易详情
| 2026-10-21 | 中交设计(600720.SH) | 买 | 140 | 5.09 | -1.4 | ¥0 | 0 |
| 2026-10-20 | 伟星新材(002372.SZ) | 卖 | -15500 | 8.71 | -135005 | ¥175.51 | -507.46 |
| 2026-10-20 | 利亚德(300296.SZ) | 卖 | -25600 | 4.53 | -115968 | ¥150.76 | -9765.71 |
| 2026-10-20 | 国药股份(600511.SH) | 卖 | -4800 | 27.25 | -130800 | ¥170.04 | 5530.43 |
| 2026-10-20 | 山西高速(000755.SZ) | 卖 | -26700 | 4.64 | -123888 | ¥161.05 | -1372.57 |
| 2026-10-20 | 景津装备(603279.SH) | 卖 | -11200 | 10.88 | -121856 | ¥158.41 | -3173.5 |
| 2026-10-20 | 威胜信息(688100.SH) | 卖 | -5090 | 23.48 | -119513.2 | ¥155.37 | -6451.18 |
| 2026-10-20 | 百龙创园(605016.SH) | 卖 | -6020 | 18.62 | -112092.4 | ¥145.72 | -12144.86 |
| 2026-10-20 | 会通股份(688219.SH) | 卖 | -12372 | 9.41 | -116420.52 | ¥151.35 | -9564.22 |
| 2026-10-20 | 羚锐制药(600285.SH) | 卖 | -6500 | 21.25 | -138125 | ¥179.56 | 13872.74 |
