红利价值精选策略:年化收益率（10.66%）
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: 123.27%
- 年化收益率: 10.66%
- 基准收益率: 8.87%
- 阿尔法: 0.11
- 夏普比率: 0.42
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 元祖股份(603886.SH) | 12.714852272727 | 61600 | 12 | 12.47 | 768152 | -15082.9/-1.926% |
| 2026-03-31 | 渤海轮渡(603167.SH) | 10.387979955544 | 80100 | 92 | 9.25 | 740925 | -91152.19/-10.955% |
| 2026-03-31 | 蓝天燃气(605368.SH) | 9.3698539813296 | 87600 | 117 | 8.21 | 719196 | -101603.21/-12.379% |
| 2026-03-30 | 元祖股份(603886.SH) | 12.714852272727 | 61600 | 11 | 12.58 | 774928 | -8306.9/-1.061% |
| 2026-03-30 | 渤海轮渡(603167.SH) | 10.387979955544 | 80100 | 91 | 9.31 | 745731 | -86346.19/-10.377% |
| 2026-03-30 | 蓝天燃气(605368.SH) | 9.3698539813296 | 87600 | 116 | 8.32 | 728832 | -91967.21/-11.205% |
| 2026-03-27 | 元祖股份(603886.SH) | 12.714852272727 | 61600 | 10 | 11.94 | 735504 | -47730.9/-6.094% |
| 2026-03-27 | 渤海轮渡(603167.SH) | 10.387979955544 | 80500 | 90 | 9.18 | 738990 | -97242.39/-11.629% |
| 2026-03-27 | 蓝天燃气(605368.SH) | 9.3709852430225 | 87500 | 115 | 8.33 | 728875 | -91086.21/-11.109% |
| 2026-03-26 | 元祖股份(603886.SH) | 12.714852272727 | 61600 | 9 | 11.84 | 729344 | -53890.9/-6.881% |
交易详情
| 2026-03-30 | 蓝天燃气(605368.SH) | 买 | 100 | 8.33 | 833 | ¥5 | 0 |
| 2026-03-30 | 渤海轮渡(603167.SH) | 卖 | -400 | 9.2 | -3680 | ¥8.68 | -475.19 |
| 2026-03-23 | 蓝天燃气(605368.SH) | 卖 | -2300 | 8.45 | -19435 | ¥25.27 | -2118.27 |
| 2026-03-23 | 渤海轮渡(603167.SH) | 买 | 100 | 9.19 | 919 | ¥5 | 0 |
| 2026-03-23 | 元祖股份(603886.SH) | 买 | 1600 | 12 | 19200 | ¥5.76 | 0 |
| 2026-03-16 | 华旺科技(605377.SH) | 卖 | -80500 | 10.17 | -818685 | ¥1064.29 | 78668.06 |
| 2026-03-16 | 蓝天燃气(605368.SH) | 买 | 2100 | 8.56 | 17976 | ¥5.39 | 0 |
| 2026-03-16 | 渤海轮渡(603167.SH) | 买 | 3900 | 9.51 | 37089 | ¥11.13 | 0 |
| 2026-03-16 | 元祖股份(603886.SH) | 买 | 60000 | 12.73 | 763800 | ¥229.14 | 0 |
| 2026-03-09 | 元祖股份(603886.SH) | 卖 | -55300 | 12.97 | -717241 | ¥932.41 | -25107.64 |
