低PE高ROE价值精选策略:年化收益率（25.44%）
本策略精选低市盈率、高净资产收益率且具备一定盈利增长潜力的A股股票，构建价值投资组合。策略结合基本面、估值和流动性等多重筛选条件，并定期调仓，旨在获取长期稳健的投资回报。
概要
核心指标
- 累计收益率: 116.55%
- 年化收益率: 25.44%
- 基准收益率: -16.24%
- 阿尔法: 0.37
- 夏普比率: 0.76
- 最大回撤: 28.18%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-22 | 开润股份(300577.SZ) | 20.436129126214 | 20600 | 3 | 20.41 | 420446 | -538.26/-0.128% |
| 2025-07-22 | 伟隆股份(002871.SZ) | 10.56239275 | 40000 | 8 | 11 | 440000 | 17504.29/4.143% |
| 2025-07-22 | 同为股份(002835.SZ) | 17.446755623746 | 23163 | 53 | 18.37 | 425504.31 | 21385.11/5.292% |
| 2025-07-22 | 鑫磊股份(301317.SZ) | 25.838644999311 | 12491 | 58 | 33.5 | 418448.5 | 95697.99/29.651% |
| 2025-07-22 | 盛德鑫泰(300881.SZ) | 32.548822661666 | 11799 | 168 | 38.2 | 450721.8 | 66678.24/17.362% |
| 2025-07-21 | 开润股份(300577.SZ) | 20.436129126214 | 20600 | 2 | 20.72 | 426832 | 5847.74/1.389% |
| 2025-07-21 | 伟隆股份(002871.SZ) | 10.56239275 | 40000 | 7 | 11.01 | 440400 | 17904.29/4.238% |
| 2025-07-21 | 同为股份(002835.SZ) | 17.446755623746 | 23163 | 52 | 18.42 | 426662.46 | 22543.26/5.578% |
| 2025-07-21 | 鑫磊股份(301317.SZ) | 25.838644999311 | 12491 | 57 | 34.07 | 425568.37 | 102817.86/31.857% |
| 2025-07-21 | 盛德鑫泰(300881.SZ) | 32.548822661666 | 11799 | 167 | 37.77 | 445648.23 | 61604.67/16.041% |
交易详情
| 2025-07-18 | 福斯达(603173.SH) | 卖 | -11256 | 42.76 | -481306.56 | ¥625.7 | 143077.49 |
| 2025-07-18 | 伟隆股份(002871.SZ) | 买 | 4100 | 10.64 | 43624 | ¥13.09 | 0 |
| 2025-07-18 | 鑫磊股份(301317.SZ) | 买 | 800 | 33.73 | 26984 | ¥8.1 | 0 |
| 2025-07-18 | 盛德鑫泰(300881.SZ) | 买 | 100 | 35.78 | 3578 | ¥5 | 0 |
| 2025-07-18 | 同为股份(002835.SZ) | 买 | 400 | 18.35 | 7340 | ¥5 | 0 |
| 2025-07-18 | 开润股份(300577.SZ) | 买 | 20600 | 20.43 | 420858 | ¥126.26 | 0 |
| 2025-07-11 | 开润股份(300577.SZ) | 卖 | -18900 | 20.08 | -379512 | ¥493.37 | -11079.14 |
| 2025-07-11 | 伟隆股份(002871.SZ) | 买 | 35900 | 10.55 | 378745 | ¥113.62 | 0 |
| 2025-07-11 | 鑫磊股份(301317.SZ) | 卖 | -1600 | 34.9 | -55840 | ¥72.59 | 15363.27 |
| 2025-07-11 | 福斯达(603173.SH) | 买 | 100 | 36.8 | 3680 | ¥5 | 0 |
