困境反转低估值策略:年化收益率（13.47%）
本策略精选净利润大幅下滑但PB破净的低估值股票，捕捉困境反转的投资机会。
概要
核心指标
- 累计收益率: 31.16%
- 年化收益率: 13.47%
- 基准收益率: 31.41%
- 阿尔法: 0.02
- 夏普比率: 0.46
- 最大回撤: 30.72%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 上汽集团(600104.SH) | 14.138244791667 | 9600 | 36 | 14.59 | 140064 | 4336.85/3.195% |
| 2026-03-31 | 信达地产(600657.SH) | 3.4575518610422 | 40300 | 56 | 3.01 | 121303 | -18036.34/-12.944% |
| 2026-03-31 | 五矿资本(600390.SH) | 5.5456109049758 | 24100 | 79 | 5.34 | 128694 | -4955.22/-3.708% |
| 2026-03-31 | 城建发展(600266.SH) | 4.9613413161418 | 24900 | 99 | 5.1 | 126990 | 3452.6/2.795% |
| 2026-03-31 | 陕建股份(600248.SH) | 3.7893913385827 | 38100 | 99 | 3.48 | 132588 | -11787.81/-8.165% |
| 2026-03-31 | 惠天热电(000692.SZ) | 3.7647089415847 | 34400 | 99 | 4.97 | 170968 | 41462.01/32.016% |
| 2026-03-31 | 浙商中拓(000906.SZ) | 6.2087914798206 | 22100 | 138 | 5.78 | 127738 | -9476.29/-6.906% |
| 2026-03-31 | 华发股份(600325.SH) | 4.8708094369147 | 32254 | 221 | 3.59 | 115791.86 | -41311.23/-26.296% |
| 2026-03-31 | 福星股份(000926.SZ) | 2.5492202815277 | 60400 | 116 | 2.1 | 126840 | -27132.91/-17.622% |
| 2026-03-31 | 保利发展(600048.SH) | 8.0401054220779 | 20336 | 379 | 5.82 | 118355.52 | -45148.06/-27.613% |
交易详情
| 2026-03-02 | 惠天热电(000692.SZ) | 卖 | -2000 | 4 | -8000 | ¥13 | 470.58 |
| 2026-03-02 | 保利发展(600048.SH) | 买 | 100 | 6.72 | 672 | ¥5 | 0 |
| 2026-03-02 | 陕建股份(600248.SH) | 买 | 200 | 3.62 | 724 | ¥5 | 0 |
| 2026-03-02 | 福星股份(000926.SZ) | 卖 | -400 | 2.29 | -916 | ¥5.92 | -103.69 |
| 2026-03-02 | 信达地产(600657.SH) | 买 | 400 | 3.39 | 1356 | ¥5 | 0 |
| 2026-03-02 | 城建发展(600266.SH) | 买 | 400 | 5.5 | 2200 | ¥5 | 0 |
| 2026-03-02 | 上汽集团(600104.SH) | 买 | 600 | 14.19 | 8514 | ¥5 | 0 |
| 2026-03-02 | 五矿资本(600390.SH) | 买 | 300 | 5.7 | 1710 | ¥5 | 0 |
| 2026-02-02 | 天健集团(000090.SZ) | 卖 | -35300 | 3.83 | -135199 | ¥175.76 | 4196.71 |
| 2026-02-02 | 惠天热电(000692.SZ) | 卖 | -1600 | 3.77 | -6032 | ¥11.03 | 8.47 |
