困境反转低估值策略:年化收益率（12.76%）
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: 31.21%
- 年化收益率: 12.76%
- 基准收益率: 43.51%
- 阿尔法: -0.02
- 夏普比率: 0.44
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 南京新百(600682.SH) | 6.7620280612245 | 19600 | 8 | 6.17 | 120932 | -11603.75/-8.755% |
| 2026-05-15 | 天健集团(000090.SZ) | 3.5210560846561 | 37800 | 8 | 3.42 | 129276 | -3819.92/-2.87% |
| 2026-05-15 | 万年青(000789.SZ) | 4.9614880597015 | 26800 | 8 | 4.77 | 127836 | -5131.88/-3.859% |
| 2026-05-15 | 新钢股份(600782.SH) | 3.1109329466357 | 43100 | 8 | 2.99 | 128869 | -5212.21/-3.887% |
| 2026-05-15 | 建发股份(600153.SH) | 9.5128528571429 | 14000 | 8 | 10.13 | 141820 | 8640.06/6.488% |
| 2026-05-15 | 中国中冶(601618.SH) | 3.0274224175824 | 45500 | 29 | 2.89 | 131495 | -6252.72/-4.539% |
| 2026-05-15 | 招商蛇口(001979.SZ) | 8.5025503225806 | 15400 | 29 | 9.07 | 139678 | 8738.73/6.674% |
| 2026-05-15 | 陕建股份(600248.SH) | 3.784831683148 | 38300 | 128 | 3.36 | 128688 | -16271.05/-11.225% |
| 2026-05-15 | 华发股份(600325.SH) | 4.6637823783806 | 38454 | 250 | 3.31 | 127282.74 | -52058.35/-29.028% |
| 2026-05-15 | 保利发展(600048.SH) | 7.8381433349695 | 21736 | 408 | 6.21 | 134980.56 | -35389.32/-20.772% |
交易详情
| 2026-05-06 | 信达地产(600657.SH) | 卖 | -43500 | 3.13 | -136155 | ¥177 | -12981.34 |
| 2026-05-06 | 浙商中拓(000906.SZ) | 卖 | -22500 | 6.37 | -143325 | ¥186.32 | 3769.71 |
| 2026-05-06 | 惠天热电(000692.SZ) | 卖 | -26400 | 4.96 | -130944 | ¥170.23 | 31555.68 |
| 2026-05-06 | 福星股份(000926.SZ) | 卖 | -62400 | 2.15 | -134160 | ¥174.41 | -24097.91 |
| 2026-05-06 | 城建发展(600266.SH) | 卖 | -25700 | 5.14 | -132098 | ¥171.73 | 4427.6 |
| 2026-05-06 | 华发股份(600325.SH) | 买 | 2000 | 3.47 | 6940 | ¥5 | 0 |
| 2026-05-06 | 建发股份(600153.SH) | 买 | 14000 | 9.51 | 133140 | ¥39.94 | 0 |
| 2026-05-06 | 保利发展(600048.SH) | 卖 | -700 | 6.19 | -4333 | ¥9.33 | -1153.7 |
| 2026-05-06 | 招商蛇口(001979.SZ) | 卖 | -100 | 8.87 | -887 | ¥5.89 | 36.74 |
| 2026-05-06 | 中国中冶(601618.SH) | 买 | 1800 | 2.94 | 5292 | ¥5 | 0 |
