小市值高股息价值精选策略:年化收益率（15%）
本策略精选小市值和高股息率股票，每月调仓，构建价值投资组合，力求在获取股息收益的同时，捕捉小市值股票的成长潜力。
概要
核心指标
- 累计收益率: 61.99%
- 年化收益率: 15%
- 基准收益率: -16.35%
- 阿尔法: 0.23
- 夏普比率: 0.52
- 最大回撤: 34.23%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 冀中能源(000937.SZ) | 5.9717909090909 | 52800 | 4 | 6.24 | 329472 | 14161.44/4.491% |
| 2025-08-06 | 广日股份(600894.SH) | 10.003 | 31500 | 4 | 10.29 | 324135 | 9040.5/2.869% |
| 2025-08-06 | 好想你(002582.SZ) | 9.8939915662651 | 33200 | 27 | 9.51 | 315732 | -12748.52/-3.881% |
| 2025-08-06 | 荣安地产(000517.SZ) | 2.3471838802952 | 167900 | 166 | 1.86 | 312294 | -81798.17/-20.756% |
| 2025-08-06 | 美盈森(002303.SZ) | 3.4766036680625 | 85791 | 205 | 3.87 | 332011.17 | 33749.86/11.316% |
| 2025-08-05 | 冀中能源(000937.SZ) | 5.9717909090909 | 52800 | 3 | 6.13 | 323664 | 8353.44/2.649% |
| 2025-08-05 | 广日股份(600894.SH) | 10.003 | 31500 | 3 | 10.35 | 326025 | 10930.5/3.469% |
| 2025-08-05 | 好想你(002582.SZ) | 9.8939915662651 | 33200 | 26 | 9.5 | 315400 | -13080.52/-3.982% |
| 2025-08-05 | 荣安地产(000517.SZ) | 2.3471838802952 | 167900 | 165 | 1.87 | 313973 | -80119.17/-20.33% |
| 2025-08-05 | 美盈森(002303.SZ) | 3.4766036680625 | 85791 | 204 | 3.82 | 327721.62 | 29460.31/9.877% |
交易详情
| 2025-08-01 | 兖矿能源(600188.SH) | 卖 | -24900 | 12.61 | -313989 | ¥408.19 | 10865.09 |
| 2025-08-01 | 东方雨虹(002271.SZ) | 卖 | -28300 | 12.14 | -343562 | ¥446.63 | 39811.9 |
| 2025-08-01 | 荣安地产(000517.SZ) | 卖 | -700 | 1.89 | -1323 | ¥6.32 | -320.03 |
| 2025-08-01 | 好想你(002582.SZ) | 买 | 2600 | 9.55 | 24830 | ¥7.45 | 0 |
| 2025-08-01 | 广日股份(600894.SH) | 买 | 31500 | 10 | 315000 | ¥94.5 | 0 |
| 2025-08-01 | 冀中能源(000937.SZ) | 买 | 52800 | 5.97 | 315216 | ¥94.56 | 0 |
| 2025-07-01 | 华旺科技(605377.SH) | 卖 | -34672 | 8.8 | -305113.6 | ¥396.65 | 3647.19 |
| 2025-07-01 | 潞安环能(601699.SH) | 卖 | -29201 | 10.53 | -307486.53 | ¥399.73 | -28354.22 |
| 2025-07-01 | 长城科技(603897.SH) | 卖 | -12700 | 23.89 | -303403 | ¥394.42 | 5371.62 |
| 2025-07-01 | 美盈森(002303.SZ) | 卖 | -1200 | 3.56 | -4272 | ¥9.27 | 100.08 |
