价值掘金：低估值反弹策略:年化收益率（20.98%）
本策略精选股价较近一年高点跌幅超过30%的股票，结合自由现金流指标，挖掘被市场错杀的低估值潜力股，构建16只股票的投资组合，每13个交易日调仓，力求在市场反弹中获取超额收益。
概要
核心指标
- 累计收益率: 32.17%
- 年化收益率: 20.98%
- 基准收益率: 18.64%
- 阿尔法: 0.09
- 夏普比率: 0.61
- 最大回撤: 34.05%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-14 | 旭升集团(603305.SH) | 13.283983606557 | 6100 | 4 | 13.26 | 80886 | -146.3/-0.181% |
| 2025-07-14 | 恒而达(300946.SZ) | 48.054411764706 | 1700 | 4 | 50.86 | 86462 | 4769.5/5.838% |
| 2025-07-14 | 仙琚制药(002332.SZ) | 9.3828139534884 | 8600 | 4 | 9.61 | 82646 | 1953.8/2.421% |
| 2025-07-14 | 福能东方(300173.SZ) | 6.1118330827068 | 13300 | 4 | 6.15 | 81795 | 507.62/0.624% |
| 2025-07-14 | 三花智控(002050.SZ) | 25.577670967742 | 3100 | 4 | 25.87 | 80197 | 906.22/1.143% |
| 2025-07-14 | 一致魔芋(839273.BJ) | 38.89756 | 2000 | 17 | 39.65 | 79300 | 1504.88/1.934% |
| 2025-07-14 | 瑞普生物(300119.SZ) | 19.615882926829 | 4100 | 4 | 19.85 | 81385 | 959.88/1.194% |
| 2025-07-14 | 晶丰明源(688368.SH) | 84.225264317181 | 908 | 17 | 85.3 | 77452.4 | 975.86/1.276% |
| 2025-07-14 | 神州数码(000034.SZ) | 36.901068181818 | 2200 | 4 | 37.12 | 81664 | 481.65/0.593% |
| 2025-07-14 | 至正股份(603991.SH) | 55.796735714286 | 1300 | 43 | 70.58 | 91754 | 19218.24/26.495% |
交易详情
| 2025-07-09 | 汇顶科技(603160.SH) | 卖 | -1100 | 70.6 | -77660 | ¥100.96 | 2441.44 |
| 2025-07-09 | 祥龙电业(600769.SH) | 卖 | -7600 | 10.62 | -80712 | ¥104.93 | 3852.95 |
| 2025-07-09 | 烽火通信(600498.SH) | 卖 | -3833 | 21.2 | -81259.6 | ¥105.64 | 5564.5 |
| 2025-07-09 | 国脉科技(002093.SZ) | 卖 | -7000 | 13.6 | -95200 | ¥123.76 | 20277.53 |
| 2025-07-09 | 巨星农牧(603477.SH) | 卖 | -3628 | 20.94 | -75970.32 | ¥98.76 | 4648.05 |
| 2025-07-09 | 探路者(300005.SZ) | 卖 | -9200 | 8.36 | -76912 | ¥99.99 | 160.98 |
| 2025-07-09 | 华东数控(002248.SZ) | 卖 | -9400 | 8.88 | -83472 | ¥108.51 | 7027.07 |
| 2025-07-09 | 沈阳机床(000410.SZ) | 卖 | -12100 | 6.46 | -78166 | ¥101.62 | 1065.88 |
| 2025-07-09 | 一致魔芋(839273.BJ) | 买 | 100 | 40.29 | 4029 | ¥5 | 0 |
| 2025-07-09 | 海德股份(000567.SZ) | 卖 | -800 | 6.23 | -4984 | ¥9.98 | 449 |
