基于广发证券高频因子的选股策略:年化收益率（23.51%）
例子
概要
核心指标
- 累计收益率: 99.3%
- 年化收益率: 23.51%
- 基准收益率: 24.6%
- 阿尔法: 0.17
- 夏普比率: 0.94
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-01 | 健友股份(603707.SH) | 8.8526551948052 | 15400 | 12 | 8.28 | 127512 | -8818.89/-6.469% |
| 2026-06-01 | 瑞泰新材(301238.SZ) | 21.326501317625 | 6451 | 12 | 24.91 | 160694.41 | 23117.15/16.803% |
| 2026-06-01 | 国光股份(002749.SZ) | 10.026857417116 | 13543 | 12 | 9.43 | 127710.49 | -8083.24/-5.953% |
| 2026-06-01 | 康冠科技(001308.SZ) | 20.162366492147 | 6685 | 12 | 21.94 | 146668.9 | 11883.48/8.817% |
| 2026-06-01 | 百川能源(600681.SH) | 3.9911970674487 | 34100 | 12 | 3.91 | 133331 | -2768.82/-2.034% |
| 2026-06-01 | 莱尔科技(688683.SH) | 44.143239208049 | 3081 | 12 | 37.64 | 115968.84 | -20036.48/-14.732% |
| 2026-06-01 | 成都燃气(603053.SH) | 9.782934057971 | 13800 | 12 | 9.63 | 132894 | -2110.49/-1.563% |
| 2026-06-01 | 大众公用(600635.SH) | 5.211562835249 | 26100 | 12 | 5.36 | 139896 | 3874.21/2.848% |
| 2026-06-01 | 雪天盐业(600929.SH) | 6.6519951219512 | 20500 | 12 | 5.59 | 114595 | -21770.9/-15.965% |
| 2026-06-01 | 江盐集团(601065.SH) | 8.1124327380952 | 16800 | 12 | 7.85 | 131880 | -4408.87/-3.235% |
交易详情
| 2026-05-29 | 瑞泰新材(301238.SZ) | 买 | 51 | 24.72 | -19.28 | ¥0 | 0 |
| 2026-05-29 | 康冠科技(001308.SZ) | 买 | 185 | 21.04 | -7.6 | ¥0 | 0 |
| 2026-05-29 | 上海凯宝(300039.SZ) | 买 | 459 | 5.27 | -1.07 | ¥0 | 0 |
| 2026-05-22 | 国光股份(002749.SZ) | 买 | 2443 | 9.72 | -8.04 | ¥0 | 0 |
| 2026-05-15 | 南天信息(000948.SZ) | 卖 | -8900 | 14.71 | -130919 | ¥170.19 | -7428.49 |
| 2026-05-15 | 广东鸿图(002101.SZ) | 卖 | -13500 | 9.64 | -130140 | ¥169.18 | -8681.63 |
| 2026-05-15 | 新华医疗(600587.SH) | 卖 | -9800 | 13.57 | -132986 | ¥172.88 | -5823.63 |
| 2026-05-15 | 今天国际(300532.SZ) | 卖 | -16676 | 7.8 | -130072.8 | ¥169.09 | -8145.65 |
| 2026-05-15 | 常熟汽饰(603035.SH) | 卖 | -9700 | 12.9 | -125130 | ¥162.67 | -7993.93 |
| 2026-05-15 | 中国海防(600764.SH) | 卖 | -5600 | 23.43 | -131208 | ¥170.57 | -7601.63 |
