稳健增长价值精选策略:年化收益率（26.64%）
本策略精选流通市值大、营收规模高、市盈率合理且净利润增长稳健的股票，旨在构建一个兼顾价值与成长的投资组合，并通过定期调仓实现优化配置。
概要
核心指标
- 累计收益率: 177.73%
- 年化收益率: 26.64%
- 基准收益率: -25.15%
- 阿尔法: 0.35
- 夏普比率: 0.95
- 最大回撤: 26.18%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 友发集团(601686.SH) | 5.5344755214318 | 87359 | 63 | 6.24 | 545120.16 | 61633.91/12.748% |
| 2025-08-01 | 豫光金铅(600531.SH) | 6.8188930347304 | 67251 | 63 | 8.51 | 572306.01 | 113728.63/24.8% |
| 2025-08-01 | 中信金属(601061.SH) | 7.5143525643935 | 67537 | 66 | 7.87 | 531516.19 | 24019.36/4.733% |
| 2025-08-01 | 北京人力(600861.SH) | 15.597518357607 | 27075 | 222 | 20.84 | 564243 | 141940.19/33.611% |
| 2025-08-01 | 甬金股份(603995.SH) | 17.270776539588 | 30724 | 234 | 17.82 | 547501.68 | 16874.34/3.18% |
| 2025-07-31 | 友发集团(601686.SH) | 5.5344755214318 | 87359 | 62 | 6.11 | 533763.49 | 50277.24/10.399% |
| 2025-07-31 | 豫光金铅(600531.SH) | 6.8188930347304 | 67251 | 62 | 8.14 | 547423.14 | 88845.76/19.374% |
| 2025-07-31 | 中信金属(601061.SH) | 7.5143525643935 | 67537 | 65 | 7.79 | 526113.23 | 18616.4/3.668% |
| 2025-07-31 | 北京人力(600861.SH) | 15.597518357607 | 27075 | 221 | 21 | 568575 | 146272.19/34.637% |
| 2025-07-31 | 甬金股份(603995.SH) | 17.270776539588 | 30724 | 233 | 17.85 | 548423.4 | 17796.06/3.354% |
交易详情
| 2025-07-30 | 中信金属(601061.SH) | 买 | 600 | 8.22 | 4932 | ¥5 | 0 |
| 2025-07-30 | 北京人力(600861.SH) | 卖 | -300 | 20.72 | -6216 | ¥11.22 | 1536.74 |
| 2025-07-30 | 豫光金铅(600531.SH) | 买 | 800 | 8.21 | 6568 | ¥5 | 0 |
| 2025-07-30 | 友发集团(601686.SH) | 卖 | -2600 | 6.4 | -16640 | ¥21.64 | 2250.36 |
| 2025-07-25 | 中信金属(601061.SH) | 买 | 500 | 8.49 | 4245 | ¥5 | 0 |
| 2025-07-25 | 甬金股份(603995.SH) | 买 | 100 | 18.42 | 1842 | ¥5 | 0 |
| 2025-07-25 | 友发集团(601686.SH) | 买 | 200 | 6.29 | 1258 | ¥5 | 0 |
| 2025-07-25 | 豫光金铅(600531.SH) | 卖 | -600 | 8.52 | -5112 | ¥10.11 | 1030.76 |
| 2025-07-22 | 中信金属(601061.SH) | 买 | 500 | 8.28 | 4140 | ¥5 | 0 |
| 2025-07-22 | 甬金股份(603995.SH) | 买 | 100 | 17.81 | 1781 | ¥5 | 0 |
