基于广发证券高频因子的选股策略:年化收益率（19.68%）
例子
概要
核心指标
- 累计收益率: 87.37%
- 年化收益率: 19.68%
- 基准收益率: 18.8%
- 阿尔法: 0.15
- 夏普比率: 0.79
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-21 | 浙版传媒(601921.SH) | 7.1821542857143 | 17500 | 10 | 7.33 | 128275 | 2587.3/2.059% |
| 2026-08-21 | 莱茵生物(002166.SZ) | 6.7720308108108 | 18500 | 10 | 6.74 | 124690 | -592.57/-0.473% |
| 2026-08-21 | 广日股份(600894.SH) | 7.83234875 | 16000 | 10 | 7.75 | 124000 | -1317.58/-1.051% |
| 2026-08-21 | 绿联科技(301606.SZ) | 53.005895652174 | 2300 | 10 | 50.59 | 116357 | -5556.56/-4.558% |
| 2026-08-21 | 中熔电气(301031.SZ) | 88.6866 | 1400 | 10 | 92.78 | 129892 | 5730.76/4.616% |
| 2026-08-21 | 冀中能源(000937.SZ) | 4.6814041044776 | 26800 | 10 | 4.7 | 125960 | 498.37/0.397% |
| 2026-08-21 | 成大生物(688739.SH) | 20.586173344235 | 6115 | 10 | 20.68 | 126458.2 | 573.75/0.456% |
| 2026-08-21 | 上大股份(301522.SZ) | 23.236968518519 | 5400 | 10 | 22.76 | 122904 | -2575.63/-2.053% |
| 2026-08-21 | 海普瑞(002399.SZ) | 9.9629880952381 | 12600 | 10 | 10.47 | 131922 | 6388.35/5.089% |
| 2026-08-21 | 科林电气(603050.SH) | 18.085424637681 | 6900 | 10 | 18.53 | 127857 | 3067.57/2.458% |
交易详情
| 2026-08-10 | 千禾味业(603027.SH) | 卖 | -16812 | 7.45 | -125249.4 | ¥162.82 | 5493.48 |
| 2026-08-10 | 中国电研(688128.SH) | 卖 | -5731 | 22.7 | -130093.7 | ¥169.12 | 8961.34 |
| 2026-08-10 | 麦克奥迪(300341.SZ) | 卖 | -10200 | 13.39 | -136578 | ¥177.55 | 17508.29 |
| 2026-08-10 | 江苏神通(002438.SZ) | 卖 | -9800 | 13.99 | -137102 | ¥178.23 | 16819.93 |
| 2026-08-10 | 物产环能(603071.SH) | 卖 | -10200 | 11.94 | -121788 | ¥158.32 | 1595.95 |
| 2026-08-10 | 思维列控(603508.SH) | 卖 | -5400 | 21.81 | -117774 | ¥153.11 | -1763.85 |
| 2026-08-10 | 信达证券(601059.SH) | 卖 | -7217 | 16.64 | -120090.88 | ¥156.12 | 1183.22 |
| 2026-08-10 | 镇洋发展(603213.SH) | 卖 | -8600 | 13.9 | -119540 | ¥155.4 | -293.94 |
| 2026-08-10 | 海 利 得(002206.SZ) | 卖 | -23100 | 5.38 | -124278 | ¥161.56 | 4584.1 |
| 2026-08-10 | 中国出版(601949.SH) | 卖 | -24175 | 5.28 | -127644 | ¥165.94 | 7686.02 |
