低PE与高EPS的组合策略:年化收益率（53.5%）
该策略以风险控制和价值投资为核心，通过多维度筛选构建投资组合。在基本面指标上，剔除 ST 股票、科创板及北交所股票，规避高风险与流动性、信息不对称问题；同时筛选具有流动性、成长性与稳定性的高成长股票。
概要
核心指标
- 累计收益率: 560.36%
- 年化收益率: 53.5%
- 基准收益率: -23.02%
- 阿尔法: 0.66
- 夏普比率: 1.26
- 最大回撤: 29.54%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 61 | 39.8 | 6601029 | 456711.26/7.433% |
| 2025-07-31 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 60 | 39.42 | 6538004.1 | 393686.36/6.407% |
| 2025-07-30 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 59 | 39.71 | 6586102.05 | 441784.31/7.19% |
| 2025-07-29 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 58 | 39.91 | 6619273.05 | 474955.31/7.73% |
| 2025-07-28 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 57 | 40.19 | 6665712.45 | 521394.71/8.486% |
| 2025-07-25 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 56 | 40.08 | 6647468.4 | 503150.66/8.189% |
| 2025-07-24 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 55 | 41.44 | 6873031.2 | 728713.46/11.86% |
| 2025-07-23 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 54 | 40.4 | 6700542 | 556224.26/9.053% |
| 2025-07-22 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 53 | 40.11 | 6652444.05 | 508126.31/8.27% |
| 2025-07-21 | 力聚热能(603391.SH) | 37.046322028278 | 165855 | 52 | 40.06 | 6644151.3 | 499833.56/8.135% |
交易详情
| 2025-05-19 | 力聚热能(603391.SH) | 买 | 5355 | 37.46 | -26.7 | ¥0 | 0 |
| 2025-05-14 | 力聚热能(603391.SH) | 买 | 1000 | 38.41 | 38410 | ¥11.52 | 0 |
| 2025-05-08 | 万得凯(301309.SZ) | 卖 | -246200 | 24.5 | -6031900 | ¥7841.47 | 259240.72 |
| 2025-05-08 | 力聚热能(603391.SH) | 买 | 159500 | 38.27 | 6104065 | ¥1831.22 | 0 |
| 2025-04-29 | 扬州金泉(603307.SH) | 卖 | -165300 | 35.7 | -5901210 | ¥7671.57 | 486058.94 |
| 2025-04-29 | 万得凯(301309.SZ) | 买 | 246200 | 23.44 | 5770928 | ¥1731.28 | 0 |
| 2025-04-17 | 扬州金泉(603307.SH) | 买 | 800 | 32.69 | 26152 | ¥7.85 | 0 |
| 2025-04-11 | 扬州金泉(603307.SH) | 买 | 164500 | 32.75 | 5387375 | ¥1616.21 | 0 |
| 2025-03-27 | 锡装股份(001332.SZ) | 卖 | -141300 | 38.11 | -5384943 | ¥7000.43 | 159514.84 |
| 2025-03-25 | 锡装股份(001332.SZ) | 买 | 141300 | 36.97 | 5223861 | ¥1567.16 | 0 |
