红利价值精选策略:年化收益率（10.43%）
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: 122.14%
- 年化收益率: 10.43%
- 基准收益率: 18.89%
- 阿尔法: 0.1
- 夏普比率: 0.41
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-05-15 | 中创物流(603967.SH) | 13.524056066176 | 54400 | 1 | 13.49 | 733856 | -1852.65/-0.252% |
| 2026-05-15 | 小方制药(603207.SH) | 26.165467013889 | 28800 | 6 | 25.45 | 732960 | -20605.45/-2.734% |
| 2026-05-15 | 友发集团(601686.SH) | 5.5316589837997 | 0 | 11 | 5.34 | 0 | -16411.8/-2.199% |
| 2026-05-15 | 渤海轮渡(603167.SH) | 10.338062208851 | 82000 | 121 | 9.09 | 745380 | -102341.1/-12.072% |
| 2026-05-14 | 小方制药(603207.SH) | 26.167847902098 | 28600 | 5 | 25.85 | 739310 | -9090.45/-1.215% |
| 2026-05-14 | 友发集团(601686.SH) | 5.5316589837997 | 134900 | 10 | 5.41 | 729809 | -16411.8/-2.199% |
| 2026-05-14 | 渤海轮渡(603167.SH) | 10.338062208851 | 83500 | 120 | 9.09 | 759015 | -104213.19/-12.072% |
| 2026-05-13 | 小方制药(603207.SH) | 26.167847902098 | 28600 | 4 | 26.16 | 748176 | -224.45/-0.03% |
| 2026-05-13 | 友发集团(601686.SH) | 5.5316589837997 | 134900 | 9 | 5.54 | 747346 | 1125.2/0.151% |
| 2026-05-13 | 渤海轮渡(603167.SH) | 10.338062208851 | 83500 | 119 | 9.14 | 763190 | -100038.19/-11.589% |
交易详情
| 2026-05-15 | 友发集团(601686.SH) | 卖 | -134900 | 5.41 | -729809 | ¥948.75 | -16411.8 |
| 2026-05-15 | 中创物流(603967.SH) | 买 | 54400 | 13.52 | 735488 | ¥220.65 | 0 |
| 2026-05-15 | 渤海轮渡(603167.SH) | 卖 | -1500 | 9.12 | -13680 | ¥18.68 | -1827.09 |
| 2026-05-15 | 小方制药(603207.SH) | 买 | 200 | 25.8 | 5160 | ¥5 | 0 |
| 2026-05-08 | 蓝天燃气(605368.SH) | 卖 | -98600 | 7.69 | -758234 | ¥985.7 | -148285.17 |
| 2026-05-08 | 渤海轮渡(603167.SH) | 买 | 700 | 9.03 | 6321 | ¥5 | 0 |
| 2026-05-08 | 小方制药(603207.SH) | 买 | 28600 | 26.16 | 748176 | ¥224.45 | 0 |
| 2026-05-08 | 友发集团(601686.SH) | 卖 | -900 | 5.59 | -5031 | ¥10.03 | 52.51 |
| 2026-04-28 | 平煤股份(601666.SH) | 卖 | -98300 | 8.16 | -802128 | ¥1042.77 | 42041.04 |
| 2026-04-28 | 蓝天燃气(605368.SH) | 买 | 6000 | 7.75 | 46500 | ¥13.95 | 0 |
