可转债小盘次新策略:年化收益率（2.98%）
本策略利用可转债上市不足6个月时，董监高和持股5%以上股东需要锁定而造成的流通盘小的情况，考虑当期收益率限制，与短线资金展开博弈，赚取收益
概要
核心指标
- 累计收益率: 23.02%
- 年化收益率: 2.98%
- 基准收益率: -7.48%
- 阿尔法: 0.02
- 夏普比率: 0.08
- 最大回撤: 33.45%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-04-28 | 渝水转债(113070.SH) | 124.01551754386 | 3420 | 39 | 122.74 | 419770.8 | -4362.27/-1.028% |
| 2025-04-28 | 南药转债(110098.SH) | 119.43152341211 | 3460 | 63 | 121.71 | 421116.6 | 7883.53/1.898% |
| 2025-04-28 | 天润转债(110097.SH) | 123.42251220626 | 2760 | 108 | 140.68 | 388276.8 | 47630.67/13.514% |
| 2025-04-25 | 渝水转债(113070.SH) | 124.01551754386 | 3420 | 38 | 122.85 | 420147 | -3986.07/-0.94% |
| 2025-04-25 | 南药转债(110098.SH) | 119.43152341211 | 3460 | 62 | 122.35 | 423331 | 10097.93/2.439% |
| 2025-04-25 | 天润转债(110097.SH) | 123.42251220626 | 2760 | 107 | 144.96 | 400089.6 | 59443.47/17.296% |
| 2025-04-24 | 渝水转债(113070.SH) | 124.01551754386 | 3420 | 37 | 122.76 | 419839.2 | -4293.87/-1.014% |
| 2025-04-24 | 南药转债(110098.SH) | 119.43152341211 | 3460 | 61 | 122.59 | 424161.4 | 10928.33/2.646% |
| 2025-04-24 | 天润转债(110097.SH) | 123.42251220626 | 2760 | 106 | 146.06 | 403125.6 | 62479.47/18.52% |
| 2025-04-23 | 渝水转债(113070.SH) | 124.01551754386 | 3420 | 36 | 122.57 | 419189.4 | -4943.67/-1.17% |
交易详情
| 2025-04-11 | 天润转债(110097.SH) | 卖 | -100 | 153.5 | -15350 | ¥5 | 3007.75 |
| 2025-04-11 | 南药转债(110098.SH) | 买 | 60 | 122 | 7320 | ¥5 | 0 |
| 2025-04-11 | 渝水转债(113070.SH) | 买 | 60 | 123.18 | 7390.8 | ¥5 | 0 |
| 2025-04-10 | 天润转债(110097.SH) | 卖 | -100 | 145 | -14500 | ¥5 | 2157.75 |
| 2025-04-10 | 南药转债(110098.SH) | 买 | 120 | 122.43 | 14691.6 | ¥5 | 0 |
| 2025-04-01 | 天润转债(110097.SH) | 买 | 90 | 136.3 | 12267 | ¥5 | 0 |
| 2025-03-31 | 南药转债(110098.SH) | 卖 | -100 | 125.1 | -12510 | ¥5 | 582.82 |
| 2025-03-17 | 天润转债(110097.SH) | 卖 | -100 | 149.44 | -14944 | ¥5 | 2642.31 |
| 2025-03-17 | 南药转债(110098.SH) | 买 | 20 | 123.85 | 2477 | ¥5 | 0 |
| 2025-03-17 | 渝水转债(113070.SH) | 买 | 100 | 123.71 | 12371 | ¥5 | 0 |
