红利价值精选策略:年化收益率（10.92%）
本策略基于股息率、估值、市值和价格等多重因子，精选红利价值股构建投资组合，旨在获取长期稳健收益。
概要
核心指标
- 累计收益率: 113.48%
- 年化收益率: 10.92%
- 基准收益率: 0.67%
- 阿尔法: 0.12
- 夏普比率: 0.42
- 最大回撤: 36.77%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 三角轮胎(601163.SH) | 14.034209090909 | 50500 | 8 | 14.05 | 709525 | 797.44/0.113% |
| 2025-08-07 | 蓝天燃气(605368.SH) | 10.071768811189 | 70700 | 13 | 10.07 | 711949 | -125.05/-0.018% |
| 2025-08-07 | 华旺科技(605377.SH) | 9.6721249535034 | 76673 | 138 | 9.17 | 703091.41 | -38499.43/-5.191% |
| 2025-08-06 | 三角轮胎(601163.SH) | 14.034209090909 | 50500 | 7 | 14.08 | 711040 | 2312.44/0.326% |
| 2025-08-06 | 蓝天燃气(605368.SH) | 10.071768811189 | 70700 | 12 | 10.09 | 713363 | 1288.95/0.181% |
| 2025-08-06 | 华旺科技(605377.SH) | 9.6721249535034 | 76673 | 137 | 9.18 | 703858.14 | -37732.7/-5.088% |
| 2025-08-05 | 三角轮胎(601163.SH) | 14.034209090909 | 50500 | 6 | 14.01 | 707505 | -1222.56/-0.172% |
| 2025-08-05 | 蓝天燃气(605368.SH) | 10.071768811189 | 70700 | 11 | 10.04 | 709828 | -2246.05/-0.315% |
| 2025-08-05 | 华旺科技(605377.SH) | 9.6721249535034 | 76673 | 136 | 9.14 | 700791.22 | -40799.62/-5.502% |
| 2025-08-04 | 三角轮胎(601163.SH) | 14.034209090909 | 50600 | 5 | 13.98 | 707388 | -2742.98/-0.386% |
交易详情
| 2025-08-05 | 华旺科技(605377.SH) | 买 | 900 | 9.08 | 8172 | ¥5 | 0 |
| 2025-08-05 | 蓝天燃气(605368.SH) | 卖 | -800 | 9.99 | -7992 | ¥12.99 | -65.42 |
| 2025-08-05 | 三角轮胎(601163.SH) | 卖 | -100 | 13.95 | -1395 | ¥6.4 | -8.42 |
| 2025-07-29 | 中国外运(601598.SH) | 卖 | -133400 | 5.38 | -717692 | ¥933 | 14463.09 |
| 2025-07-29 | 华旺科技(605377.SH) | 卖 | -1800 | 9.61 | -17298 | ¥22.49 | -124.37 |
| 2025-07-29 | 蓝天燃气(605368.SH) | 买 | 1500 | 10.01 | 15015 | ¥5 | 0 |
| 2025-07-29 | 三角轮胎(601163.SH) | 买 | 50600 | 14.03 | 709918 | ¥212.98 | 0 |
| 2025-07-22 | 陕天然气(002267.SZ) | 卖 | -87700 | 7.91 | -693707 | ¥901.82 | 25188.74 |
| 2025-07-22 | 欧普照明(603515.SH) | 卖 | -39100 | 18.61 | -727651 | ¥945.95 | 65489.41 |
| 2025-07-22 | 华旺科技(605377.SH) | 买 | 1500 | 9.12 | 13680 | ¥5 | 0 |
