红利价值精选策略:年化收益率（9.39%）
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: 106.94%
- 年化收益率: 9.39%
- 基准收益率: 17.85%
- 阿尔法: 0.09
- 夏普比率: 0.37
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-06-05 | 建霖家居(603408.SH) | 10.103029955291 | 67100 | 1 | 10.17 | 682407 | 4493.69/0.663% |
| 2026-06-05 | 嘉化能源(600273.SH) | 7.3021899782135 | 0 | 6 | 7.23 | 0 | -16725.04/-2.495% |
| 2026-06-05 | 小方制药(603207.SH) | 26.053845666667 | 30000 | 21 | 22.77 | 683100 | -98515.37/-12.604% |
| 2026-06-05 | 渤海轮渡(603167.SH) | 10.338062208851 | 75900 | 136 | 9.12 | 692208 | -92450.92/-11.782% |
| 2026-06-04 | 嘉化能源(600273.SH) | 7.3021899782135 | 91800 | 5 | 7.12 | 653616 | -16725.04/-2.495% |
| 2026-06-04 | 小方制药(603207.SH) | 26.053845666667 | 30000 | 20 | 22.49 | 674700 | -106915.37/-13.679% |
| 2026-06-04 | 渤海轮渡(603167.SH) | 10.338062208851 | 77100 | 135 | 9.01 | 694671 | -102393.6/-12.846% |
| 2026-06-03 | 嘉化能源(600273.SH) | 7.3021899782135 | 91800 | 4 | 7.18 | 659124 | -11217.04/-1.673% |
| 2026-06-03 | 小方制药(603207.SH) | 26.053845666667 | 30000 | 19 | 22.9 | 687000 | -94615.37/-12.105% |
| 2026-06-03 | 渤海轮渡(603167.SH) | 10.338062208851 | 77100 | 134 | 9.11 | 702381 | -94683.6/-11.879% |
交易详情
| 2026-06-05 | 嘉化能源(600273.SH) | 卖 | -91800 | 7.12 | -653616 | ¥849.7 | -16725.04 |
| 2026-06-05 | 建霖家居(603408.SH) | 买 | 67100 | 10.1 | 677710 | ¥203.31 | 0 |
| 2026-06-05 | 渤海轮渡(603167.SH) | 卖 | -1200 | 9.05 | -10860 | ¥15.86 | -1545.67 |
| 2026-05-29 | 元祖股份(603886.SH) | 卖 | -62400 | 10.46 | -652704 | ¥848.52 | -35774.48 |
| 2026-05-29 | 小方制药(603207.SH) | 买 | 1000 | 23.05 | 23050 | ¥6.92 | 0 |
| 2026-05-29 | 嘉化能源(600273.SH) | 买 | 91800 | 7.3 | 670140 | ¥201.04 | 0 |
| 2026-05-29 | 渤海轮渡(603167.SH) | 卖 | -2800 | 9.03 | -25284 | ¥32.87 | -3662.57 |
| 2026-05-22 | 中创物流(603967.SH) | 卖 | -54400 | 13.02 | -708288 | ¥920.77 | -27420.65 |
| 2026-05-22 | 小方制药(603207.SH) | 买 | 200 | 24.94 | 4988 | ¥5 | 0 |
| 2026-05-22 | 渤海轮渡(603167.SH) | 卖 | -2100 | 9.12 | -19152 | ¥24.9 | -2557.93 |
