低PE高ROE价值精选策略:年化收益率（27.48%）
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: 168.46%
- 年化收益率: 27.48%
- 基准收益率: -9.51%
- 阿尔法: 0.35
- 夏普比率: 0.83
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-03-31 | 鑫磊股份(301317.SZ) | 49.304787155963 | 10900 | 4 | 51.43 | 560587 | 23164.82/4.31% |
| 2026-03-31 | 诚意药业(603811.SH) | 11.484927086777 | 47100 | 34 | 11.86 | 558606 | 17665.93/3.266% |
| 2026-03-31 | 青达环保(688501.SH) | 26.85174462124 | 21231 | 34 | 23.99 | 509331.69 | -60757.7/-10.658% |
| 2026-03-31 | 我乐家居(603326.SH) | 8.9575853791918 | 59800 | 109 | 8.45 | 505310 | -30353.61/-5.667% |
| 2026-03-31 | 锦江航运(601083.SH) | 11.67087130656 | 45508 | 134 | 11.75 | 534719 | 3600.99/0.678% |
| 2026-03-30 | 鑫磊股份(301317.SZ) | 49.304787155963 | 10900 | 3 | 50.5 | 550450 | 13027.82/2.424% |
| 2026-03-30 | 诚意药业(603811.SH) | 11.484927086777 | 47100 | 33 | 11.98 | 564258 | 23317.93/4.311% |
| 2026-03-30 | 青达环保(688501.SH) | 26.85174462124 | 21231 | 33 | 24.69 | 524193.39 | -45896/-8.051% |
| 2026-03-30 | 我乐家居(603326.SH) | 8.9575853791918 | 59800 | 108 | 9.06 | 541788 | 6124.39/1.143% |
| 2026-03-30 | 锦江航运(601083.SH) | 11.67087130656 | 45508 | 133 | 12.05 | 548371.4 | 17253.39/3.249% |
交易详情
| 2026-03-26 | 学大教育(000526.SZ) | 卖 | -16400 | 32.23 | -528572 | ¥687.14 | -35101.05 |
| 2026-03-26 | 锦江航运(601083.SH) | 卖 | -900 | 12.03 | -10827 | ¥15.83 | 323.22 |
| 2026-03-26 | 鑫磊股份(301317.SZ) | 买 | 10900 | 49.29 | 537261 | ¥161.18 | 0 |
| 2026-03-26 | 我乐家居(603326.SH) | 买 | 100 | 8.94 | 894 | ¥5 | 0 |
| 2026-03-26 | 青达环保(688501.SH) | 卖 | -200 | 25.73 | -5146 | ¥10.15 | -224.35 |
| 2026-03-26 | 诚意药业(603811.SH) | 卖 | -900 | 11.62 | -10458 | ¥15.46 | 121.57 |
| 2026-03-19 | 健盛集团(603558.SH) | 卖 | -46100 | 13.67 | -630187 | ¥819.24 | 95727.71 |
| 2026-03-19 | 锦江航运(601083.SH) | 买 | 3000 | 12.29 | 36870 | ¥11.06 | 0 |
| 2026-03-19 | 我乐家居(603326.SH) | 买 | 3000 | 9.64 | 28920 | ¥8.68 | 0 |
| 2026-03-19 | 青达环保(688501.SH) | 买 | 1234 | 26.6 | 32824.4 | ¥9.85 | 0 |
