基于广发证券高频因子的选股策略:年化收益率（20.26%）
例子
概要
核心指标
- 累计收益率: 86.46%
- 年化收益率: 20.26%
- 基准收益率: 22.97%
- 阿尔法: 0.15
- 夏普比率: 0.81
- 最大回撤: 29.2%
源码
查看AI策略代码
绩效
持仓详情
|
当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-07-10 | 科森科技(603626.SH) | 18.0054 | 6200 | 10 | 17.01 | 105462 | -6171.48/-5.528% |
| 2026-07-10 | 大豪科技(603025.SH) | 13.364008045977 | 8700 | 10 | 13.5 | 117450 | 1183.13/1.018% |
| 2026-07-10 | 仙琚制药(002332.SZ) | 7.9723910344828 | 14500 | 10 | 8.25 | 119625 | 4025.33/3.482% |
| 2026-07-10 | 苏能股份(600925.SH) | 4.0115661244939 | 29142 | 10 | 4.29 | 125019.18 | 8114.12/6.941% |
| 2026-07-10 | 三角轮胎(601163.SH) | 12.301249067462 | 9383 | 10 | 12.93 | 121322.19 | 5899.57/5.111% |
| 2026-07-10 | 佛燃能源(002911.SZ) | 9.7129132231405 | 12100 | 10 | 9.96 | 120516 | 2989.75/2.544% |
| 2026-07-10 | 五矿新能(688779.SH) | 7.802340110408 | 14854 | 10 | 7.48 | 111107.92 | -4788.04/-4.131% |
| 2026-07-10 | 易普力(002096.SZ) | 8.9926968992248 | 12900 | 10 | 8.8 | 113520 | -2485.79/-2.143% |
| 2026-07-10 | 沃尔核材(002130.SZ) | 17.61275152439 | 6560 | 10 | 17.62 | 115587.2 | 47.55/0.041% |
| 2026-07-10 | 顶点软件(603383.SH) | 26.647993023256 | 4300 | 10 | 27.05 | 116315 | 1728.63/1.509% |
交易详情
| 2026-07-10 | 三角轮胎(601163.SH) | 买 | 283 | 12.82 | -11.94 | ¥0 | 0 |
| 2026-07-10 | 沃尔核材(002130.SZ) | 买 | 60 | 17.15 | -11 | ¥0 | 0 |
| 2026-06-30 | 苏能股份(600925.SH) | 买 | 142 | 4.06 | -3.48 | ¥0 | 0 |
| 2026-06-29 | 汉朔科技(301275.SZ) | 卖 | -2900 | 42.51 | -123279 | ¥160.26 | -298.06 |
| 2026-06-29 | 成都燃气(603053.SH) | 卖 | -13700 | 8.37 | -114669 | ¥149.07 | -19357.2 |
| 2026-06-29 | 深圳燃气(601139.SH) | 卖 | -20119 | 5.65 | -113672.35 | ¥147.77 | -13961.93 |
| 2026-06-29 | 云鼎科技(000409.SZ) | 卖 | -13500 | 8.51 | -114885 | ¥149.35 | -18670.06 |
| 2026-06-29 | 惠而浦(600983.SH) | 卖 | -15994 | 6.86 | -109718.84 | ¥142.63 | -17303.26 |
| 2026-06-29 | 炬芯科技(688049.SH) | 卖 | -2964 | 42.87 | -127066.68 | ¥165.19 | 1444.2 |
| 2026-06-29 | 凤凰传媒(601928.SH) | 卖 | -14400 | 8.74 | -125856 | ¥163.61 | -1190.1 |
