稳健盈利 ROE 选股策略:年化收益率（46.25%）
本策略精选低负债、非ST、无风险警示且上市时间较长的股票，并结合 ROE 净资产收益率指标，选取盈利能力强的优质标的构建投资组合，旨在获取长期稳健收益。
概要
核心指标
- 累计收益率: 74.48%
- 年化收益率: 46.25%
- 基准收益率: 18.64%
- 阿尔法: 0.32
- 夏普比率: 1.19
- 最大回撤: 23.1%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-14 | 合力泰(002217.SZ) | 2.5907770068027 | 73500 | 5 | 2.55 | 187425 | -2997.11/-1.574% |
| 2025-07-14 | 双象股份(002395.SZ) | 16.579305225865 | 9991 | 49 | 20.4 | 203816.4 | 38172.56/23.045% |
| 2025-07-14 | 新易盛(300502.SZ) | 66.111425324836 | 1549 | 49 | 130.9 | 202764.1 | 100357.5/97.999% |
| 2025-07-14 | 正丹股份(300641.SZ) | 24.584611949306 | 8285 | 49 | 23.03 | 190803.55 | -12879.96/-6.324% |
| 2025-07-14 | 山西汾酒(600809.SH) | 188.94987378641 | 1030 | 170 | 177.97 | 183309.1 | -11309.27/-5.811% |
| 2025-07-14 | 聚力文化(002247.SZ) | 2.4260876203576 | 70500 | 60 | 2.81 | 198105 | 27065.82/15.824% |
| 2025-07-14 | 嘉益股份(301004.SZ) | 64.722771158036 | 2652 | 203 | 70.82 | 187814.64 | 16169.85/9.421% |
| 2025-07-14 | 锦波生物(832982.BJ) | 141.6163587612 | 526 | 203 | 360.87 | 189817.62 | 115327.42/154.822% |
| 2025-07-14 | 贵州茅台(600519.SH) | 1537.0946534653 | 101 | 60 | 1423.6 | 143783.6 | -11462.96/-7.384% |
| 2025-07-11 | 合力泰(002217.SZ) | 2.5907770068027 | 73500 | 4 | 2.57 | 188895 | -1527.11/-0.802% |
交易详情
| 2025-07-08 | 天孚通信(300394.SZ) | 卖 | -2456 | 72.56 | -178207.36 | ¥231.67 | 61970.92 |
| 2025-07-08 | 合力泰(002217.SZ) | 买 | 73500 | 2.59 | 190365 | ¥57.11 | 0 |
| 2025-07-08 | 正丹股份(300641.SZ) | 买 | 100 | 22.95 | 2295 | ¥5 | 0 |
| 2025-07-08 | 新易盛(300502.SZ) | 卖 | -100 | 126.48 | -12648 | ¥17.65 | 6036.86 |
| 2025-07-08 | 双象股份(002395.SZ) | 卖 | -800 | 19.47 | -15576 | ¥20.58 | 2312.56 |
| 2025-07-08 | 聚力文化(002247.SZ) | 卖 | -2200 | 2.72 | -5984 | ¥10.98 | 646.61 |
| 2025-07-08 | 山西汾酒(600809.SH) | 买 | 100 | 172.49 | 17249 | ¥5.17 | 0 |
| 2025-07-07 | 山西汾酒(600809.SH) | 买 | 19 | 172.1 | -9.7 | ¥0 | 0 |
| 2025-07-03 | 双象股份(002395.SZ) | 买 | 91 | 17.59 | -4.31 | ¥0 | 0 |
| 2025-06-26 | 贵州茅台(600519.SH) | 买 | 1 | 1408.26 | -1351.74 | ¥0 | 0 |
