价值成长小市值精选策略:年化收益率（146.68%）
本策略精选非ST、非科创板、非退市风险警示、非停牌的股票，并筛选出流通市值大于5亿元，同时满足净利润和营业收入同比增速均大于30%，市盈率在0-50倍之间，市净率小于5的优质成长型小市值股票。策略旨在通过基本面和估值双重筛选，捕捉具备增长潜力且估值合理的投资标的，并分散投资于多只股票以降低风险。
概要
核心指标
- 累计收益率: 158.44%
- 年化收益率: 146.68%
- 基准收益率: 20.96%
- 阿尔法: 1.04
- 夏普比率: 2.45
- 最大回撤: 16.88%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 华康洁净(301235.SZ) | 32.0096 | 7300 | 4 | 31.33 | 228709 | -4961.08/-2.123% |
| 2025-08-07 | 江南奕帆(301023.SZ) | 44.417043103448 | 5800 | 14 | 45.6 | 264480 | 6861.15/2.663% |
| 2025-08-07 | 智迪科技(301503.SZ) | 39.681901639344 | 6100 | 14 | 42.2 | 257420 | 15360.4/6.346% |
| 2025-08-07 | 洪通燃气(605169.SH) | 11.083324090909 | 21600 | 14 | 15.36 | 331776 | 92376.2/38.587% |
| 2025-08-07 | 瑜欣电子(301107.SZ) | 29.397655294118 | 8500 | 19 | 31.3 | 266050 | 16169.93/6.471% |
| 2025-08-07 | 粤宏远Ａ(000573.SZ) | 4.0306277384254 | 59598 | 44 | 4.12 | 245543.76 | 5326.41/2.217% |
| 2025-08-07 | 君禾股份(603617.SH) | 7.1361962944865 | 31769 | 49 | 7.8 | 247798.2 | 21088.38/9.302% |
| 2025-08-07 | 洪汇新材(002802.SZ) | 14.700757878743 | 17618 | 64 | 13.93 | 245418.74 | -13579.21/-5.243% |
| 2025-08-07 | 德瑞锂电(833523.BJ) | 26.443337209937 | 9597 | 64 | 25.13 | 241172.61 | -12604.1/-4.967% |
| 2025-08-07 | 建邦科技(837242.BJ) | 30.930635958407 | 7134 | 179 | 35.08 | 250260.72 | 29601.56/13.415% |
交易详情
| 2025-08-04 | 倍杰特(300774.SZ) | 卖 | -26800 | 9.1 | -243880 | ¥317.04 | -73.16 |
| 2025-08-04 | 建邦科技(837242.BJ) | 卖 | -200 | 34.2 | -6840 | ¥11.84 | 653.87 |
| 2025-08-04 | 德瑞锂电(833523.BJ) | 买 | 100 | 25.4 | 2540 | ¥5 | 0 |
| 2025-08-04 | 粤宏远Ａ(000573.SZ) | 买 | 900 | 4.09 | 3681 | ¥5 | 0 |
| 2025-08-04 | 君禾股份(603617.SH) | 买 | 800 | 7.63 | 6104 | ¥5 | 0 |
| 2025-08-04 | 洪通燃气(605169.SH) | 卖 | -400 | 11.36 | -4544 | ¥9.54 | 110.67 |
| 2025-08-04 | 江南奕帆(301023.SZ) | 买 | 300 | 41.7 | 12510 | ¥5 | 0 |
| 2025-08-04 | 华康洁净(301235.SZ) | 买 | 7300 | 32 | 233600 | ¥70.08 | 0 |
| 2025-07-28 | 唯万密封(301161.SZ) | 卖 | -9937 | 28.58 | -283999.46 | ¥369.2 | 106765.08 |
| 2025-07-28 | 建邦科技(837242.BJ) | 卖 | -100 | 33.98 | -3398 | ¥8.4 | 304.94 |
