红利价值精选策略:年化收益率（9.18%）
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: 107.76%
- 年化收益率: 9.18%
- 基准收益率: 11.37%
- 阿尔法: 0.09
- 夏普比率: 0.36
- 最大回撤: 36.74%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-08-25 | 惠而浦(600983.SH) | 7.6923070548712 | 88500 | 7 | 7.85 | 694725 | 13955.83/2.05% |
| 2026-08-25 | 奥普科技(603551.SH) | 9.4514342896175 | 73200 | 17 | 9.33 | 682956 | -8888.99/-1.285% |
| 2026-08-25 | 渤海轮渡(603167.SH) | 8.4264936649219 | 79200 | 32 | 8.75 | 693000 | 25621.7/3.839% |
| 2026-08-24 | 惠而浦(600983.SH) | 7.6923070548712 | 88500 | 6 | 7.9 | 699150 | 18380.83/2.7% |
| 2026-08-24 | 奥普科技(603551.SH) | 9.4514342896175 | 73200 | 16 | 9.23 | 675636 | -16208.99/-2.343% |
| 2026-08-24 | 渤海轮渡(603167.SH) | 8.4264936649219 | 79200 | 31 | 8.77 | 694584 | 27205.7/4.077% |
| 2026-08-21 | 惠而浦(600983.SH) | 7.6923070548712 | 89300 | 5 | 7.76 | 692968 | 6044.98/0.88% |
| 2026-08-21 | 奥普科技(603551.SH) | 9.4518902739726 | 73000 | 15 | 9.27 | 676710 | -13277.99/-1.924% |
| 2026-08-21 | 渤海轮渡(603167.SH) | 8.4264936649219 | 79500 | 30 | 8.68 | 690060 | 20153.75/3.008% |
| 2026-08-20 | 惠而浦(600983.SH) | 7.6923070548712 | 89300 | 4 | 7.84 | 700112 | 13188.98/1.92% |
交易详情
| 2026-08-24 | 渤海轮渡(603167.SH) | 卖 | -300 | 8.66 | -2598 | ¥7.6 | 70.05 |
| 2026-08-24 | 奥普科技(603551.SH) | 买 | 200 | 9.26 | 1852 | ¥5 | 0 |
| 2026-08-24 | 惠而浦(600983.SH) | 卖 | -800 | 7.71 | -6168 | ¥11.17 | 14.15 |
| 2026-08-17 | 久祺股份(300994.SZ) | 卖 | -62000 | 11.25 | -697500 | ¥906.75 | 77314 |
| 2026-08-17 | 渤海轮渡(603167.SH) | 买 | 1800 | 8.63 | 15534 | ¥5 | 0 |
| 2026-08-17 | 奥普科技(603551.SH) | 买 | 1400 | 9.4 | 13160 | ¥5 | 0 |
| 2026-08-17 | 惠而浦(600983.SH) | 买 | 89300 | 7.69 | 686717 | ¥206.02 | 0 |
| 2026-08-10 | 久祺股份(300994.SZ) | 卖 | -1700 | 11 | -18700 | ¥24.31 | 1694.9 |
| 2026-08-03 | 南方传媒(601900.SH) | 卖 | -57800 | 11.97 | -691866 | ¥899.43 | 41420.92 |
| 2026-08-03 | 渤海轮渡(603167.SH) | 买 | 2100 | 8.75 | 18375 | ¥5.51 | 0 |
