基于广发证券高频因子的选股策略:年化收益率（25.05%）
例子
概要
核心指标
- 累计收益率: 104.97%
- 年化收益率: 25.05%
- 基准收益率: 27.27%
- 阿尔法: 0.17
- 夏普比率: 0.99
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-12 | 南天信息(000948.SZ) | 15.544661797753 | 8900 | 13 | 15.06 | 134034 | -4313.49/-3.118% |
| 2026-05-12 | 新北洋(002376.SZ) | 7.132138974359 | 19500 | 13 | 7.28 | 141960 | 2883.29/2.073% |
| 2026-05-12 | 苏盐井神(603299.SH) | 10.933278740157 | 12700 | 13 | 10.48 | 133096 | -5756.64/-4.146% |
| 2026-05-12 | 英杰电气(300820.SZ) | 47.144137931034 | 2900 | 13 | 54.72 | 158688 | 21970/16.07% |
| 2026-05-12 | 铜峰电子(600237.SH) | 9.2927873333333 | 15000 | 13 | 9.44 | 141600 | 2208.19/1.584% |
| 2026-05-12 | 今天国际(300532.SZ) | 8.2884654593428 | 16676 | 13 | 8.04 | 134075.04 | -4143.41/-2.998% |
| 2026-05-12 | 常熟汽饰(603035.SH) | 13.724116494845 | 9700 | 13 | 13.11 | 127167 | -5956.93/-4.475% |
| 2026-05-12 | 蓝天燃气(605368.SH) | 8.2224658823529 | 17000 | 13 | 7.6 | 129200 | -10581.92/-7.57% |
| 2026-05-12 | 中国海防(600764.SH) | 24.787433928571 | 5600 | 13 | 24.11 | 135016 | -3793.63/-2.733% |
| 2026-05-12 | 新华医疗(600587.SH) | 14.164247959184 | 9800 | 13 | 13.72 | 134456 | -4353.63/-3.136% |
交易详情
| 2026-05-06 | 今天国际(300532.SZ) | 买 | 4976 | 8.04 | -6.96 | ¥0 | 0 |
| 2026-04-21 | 易德龙(603380.SH) | 卖 | -4000 | 36.91 | -147640 | ¥191.93 | 14720.14 |
| 2026-04-21 | 九牧王(601566.SH) | 卖 | -12800 | 10.8 | -138240 | ¥179.71 | 4183.8 |
| 2026-04-21 | 海兴电力(603556.SH) | 卖 | -3900 | 32.4 | -126360 | ¥164.27 | -6396.82 |
| 2026-04-21 | 百合花(603823.SH) | 卖 | -8800 | 16.19 | -142472 | ¥185.21 | 8143.71 |
| 2026-04-21 | 广东建工(002060.SZ) | 卖 | -33900 | 3.84 | -130176 | ¥169.23 | -4108.27 |
| 2026-04-21 | 承德露露(000848.SZ) | 卖 | -17200 | 8.24 | -141728 | ¥184.25 | 6667.49 |
| 2026-04-21 | 明泰铝业(601677.SH) | 卖 | -9000 | 17.52 | -157680 | ¥204.98 | 17147.85 |
| 2026-04-21 | 万孚生物(300482.SZ) | 卖 | -7300 | 17.74 | -129502 | ¥168.35 | -4493.19 |
| 2026-04-21 | 西子洁能(002534.SZ) | 卖 | -8200 | 18.4 | -150880 | ¥196.14 | 17590.02 |
