红利价值精选策略:年化收益率（11.03%）
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: 114.02%
- 年化收益率: 11.03%
- 基准收益率: 0.77%
- 阿尔法: 0.12
- 夏普比率: 0.43
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-22 | 中国外运(601598.SH) | 5.2715810344828 | 133400 | 1 | 5.35 | 713690 | 10461.09/1.488% |
| 2025-07-22 | 蓝天燃气(605368.SH) | 10.073021 | 70000 | 1 | 10.17 | 711900 | 6788.53/0.963% |
| 2025-07-22 | 欧普照明(603515.SH) | 16.935079028133 | 0 | 11 | 18.5 | 0 | 71745.41/10.835% |
| 2025-07-22 | 陕天然气(002267.SZ) | 7.622785176868 | 0 | 21 | 8.03 | 0 | 25188.74/3.768% |
| 2025-07-22 | 华旺科技(605377.SH) | 9.6790919794645 | 77573 | 126 | 9.21 | 714447.33 | -36388.87/-4.846% |
| 2025-07-21 | 欧普照明(603515.SH) | 16.935079028133 | 39100 | 10 | 18.77 | 733907 | 71745.41/10.835% |
| 2025-07-21 | 陕天然气(002267.SZ) | 7.622785176868 | 87700 | 20 | 7.91 | 693707 | 25188.74/3.768% |
| 2025-07-21 | 华旺科技(605377.SH) | 9.6900503742853 | 76073 | 125 | 9.12 | 693785.76 | -43365.44/-5.883% |
| 2025-07-18 | 欧普照明(603515.SH) | 16.935079028133 | 39100 | 9 | 18.5 | 723350 | 61188.41/9.241% |
| 2025-07-18 | 陕天然气(002267.SZ) | 7.622785176868 | 87700 | 19 | 7.8 | 684060 | 15541.74/2.325% |
交易详情
| 2025-07-22 | 欧普照明(603515.SH) | 卖 | -39100 | 18.61 | -727651 | ¥945.95 | 65489.41 |
| 2025-07-22 | 陕天然气(002267.SZ) | 卖 | -87700 | 7.91 | -693707 | ¥901.82 | 25188.74 |
| 2025-07-22 | 华旺科技(605377.SH) | 买 | 1500 | 9.12 | 13680 | ¥5 | 0 |
| 2025-07-22 | 蓝天燃气(605368.SH) | 买 | 70000 | 10.07 | 704900 | ¥211.47 | 0 |
| 2025-07-22 | 中国外运(601598.SH) | 买 | 133400 | 5.27 | 703018 | ¥210.91 | 0 |
| 2025-07-15 | 华旺科技(605377.SH) | 买 | 200 | 9.13 | 1826 | ¥5 | 0 |
| 2025-07-15 | 陕天然气(002267.SZ) | 买 | 1000 | 7.94 | 7940 | ¥5 | 0 |
| 2025-07-08 | 地素时尚(603587.SH) | 卖 | -53600 | 12.3 | -659280 | ¥857.06 | -6095.55 |
| 2025-07-08 | 欧普照明(603515.SH) | 买 | 39100 | 16.93 | 661963 | ¥198.59 | 0 |
| 2025-07-08 | 陕天然气(002267.SZ) | 卖 | -1600 | 7.77 | -12432 | ¥17.43 | 241.49 |
