基于广发证券高频因子的选股策略:年化收益率（20.77%）
例子
概要
核心指标
- 累计收益率: 87%
- 年化收益率: 20.77%
- 基准收益率: 27.1%
- 阿尔法: 0.14
- 夏普比率: 0.83
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-18 | 永创智能(603901.SH) | 10.945261612848 | 11582 | 10 | 10.78 | 124853.96 | -1914.06/-1.51% |
| 2026-06-18 | 松原安全(300893.SZ) | 20.81437459177 | 6124 | 10 | 18.35 | 112375.4 | -15091.83/-11.84% |
| 2026-06-18 | 炬芯科技(688049.SH) | 42.612781546811 | 2948 | 10 | 46 | 135608 | 9985.52/7.949% |
| 2026-06-18 | 汉朔科技(301275.SZ) | 42.612779310345 | 2900 | 10 | 44.8 | 129920 | 6342.94/5.133% |
| 2026-06-18 | 金龙羽(002882.SZ) | 20.912195121951 | 6027 | 10 | 21.28 | 128254.56 | 2216.76/1.759% |
| 2026-06-18 | 凤凰传媒(601928.SH) | 8.8226458333333 | 14400 | 10 | 9.13 | 131472 | 4425.9/3.484% |
| 2026-06-18 | 康尼机电(603111.SH) | 5.9196350873931 | 21512 | 10 | 5.93 | 127566.16 | 222.97/0.175% |
| 2026-06-18 | 东信和平(002017.SZ) | 16.04089707751 | 7870 | 10 | 15.96 | 125605.2 | -636.66/-0.504% |
| 2026-06-18 | 视源股份(002841.SZ) | 35.370608333333 | 3600 | 10 | 34.92 | 125712 | -1622.19/-1.274% |
| 2026-06-18 | 杭州解百(600814.SH) | 6.9520847826087 | 18400 | 10 | 6.67 | 122728 | -5190.36/-4.058% |
交易详情
| 2026-06-18 | 康尼机电(603111.SH) | 买 | 1012 | 5.87 | -4.56 | ¥0 | 0 |
| 2026-06-18 | 惠而浦(600983.SH) | 买 | 1194 | 8.3 | -5.8 | ¥0 | 0 |
| 2026-06-18 | 深圳燃气(601139.SH) | 买 | 519 | 6.04 | -1.24 | ¥0 | 0 |
| 2026-06-16 | 金龙羽(002882.SZ) | 买 | 27 | 21.93 | -7.89 | ¥0 | 0 |
| 2026-06-12 | 松原安全(300893.SZ) | 买 | 24 | 19.81 | -12.56 | ¥0 | 0 |
| 2026-06-12 | 东信和平(002017.SZ) | 买 | 70 | 15.55 | -3.5 | ¥0 | 0 |
| 2026-06-08 | 永创智能(603901.SH) | 买 | 82 | 11.14 | -6.52 | ¥0 | 0 |
| 2026-06-05 | 国光股份(002749.SZ) | 卖 | -13543 | 9.09 | -123105.87 | ¥160.04 | -12687.86 |
| 2026-06-05 | 信达证券(601059.SH) | 卖 | -7800 | 16.34 | -127452 | ¥165.69 | -3783.36 |
| 2026-06-05 | 通行宝(301339.SZ) | 卖 | -10700 | 11.36 | -121552 | ¥158.02 | -14485.8 |
