可转债低价潜伏策略:年化收益率（29.43%）
该策略选取溢价率最低的可转债，其具有较强的股性，能紧跟股票涨幅的同时，具有较低的风险性。通过每日调仓，选取最具性价比的低溢价标的
概要
核心指标
- 累计收益率: 48%
- 年化收益率: 29.43%
- 基准收益率: 19.74%
- 阿尔法: 0.21
- 夏普比率: 1
- 最大回撤: 15.69%
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 | 豫光转债(110096.SH) | 149.95497826087 | 460 | 1 | 153.75 | 70725 | 1745.71/2.531% |
| 2025-08-01 | 中辰转债(123147.SZ) | 134.7704137931 | 0 | 2 | 134 | 0 | -794.84/-1.017% |
| 2025-08-01 | 睿创转债(118030.SH) | 182.75591489362 | 470 | 2 | 181.3 | 85211 | -684.28/-0.797% |
| 2025-08-01 | 金埔转债(123198.SZ) | 132.384546875 | 640 | 7 | 134.3 | 85952 | 1225.89/1.447% |
| 2025-08-01 | 奇正转债(128133.SZ) | 136.97271666667 | 600 | 9 | 197 | 118200 | 36016.37/43.824% |
| 2025-08-01 | 聚隆转债(123209.SZ) | 185.31525 | 440 | 10 | 188.29 | 82847.6 | 1308.89/1.605% |
| 2025-07-31 | 中辰转债(123147.SZ) | 134.7704137931 | 580 | 1 | 133.4 | 77372 | -794.84/-1.017% |
| 2025-07-31 | 睿创转债(118030.SH) | 182.87484444444 | 450 | 1 | 180.16 | 81072 | -1221.68/-1.485% |
| 2025-07-31 | 京源转债(118016.SH) | 167.57025 | 0 | 2 | 161.98 | 0 | -696.12/-0.865% |
| 2025-07-31 | 洪城转债(110077.SH) | 206.23251219512 | 0 | 5 | 199.8 | 0 | -1427.83/-1.689% |
交易详情
| 2025-08-01 | 中辰转债(123147.SZ) | 卖 | -580 | 133.4 | -77372 | ¥23.21 | -794.84 |
| 2025-08-01 | 聚隆转债(123209.SZ) | 买 | 10 | 192.2 | 1922 | ¥5 | 0 |
| 2025-08-01 | 金埔转债(123198.SZ) | 买 | 20 | 131.8 | 2636 | ¥5 | 0 |
| 2025-08-01 | 睿创转债(118030.SH) | 买 | 20 | 179.83 | 3596.6 | ¥5 | 0 |
| 2025-08-01 | 豫光转债(110096.SH) | 买 | 460 | 149.91 | 68958.6 | ¥20.69 | 0 |
| 2025-07-31 | 京源转债(118016.SH) | 卖 | -480 | 165.67 | -79521.6 | ¥23.86 | -912.12 |
| 2025-07-31 | 洪城转债(110077.SH) | 卖 | -410 | 202.9 | -83189 | ¥24.96 | -1366.33 |
| 2025-07-31 | 金埔转债(123198.SZ) | 买 | 10 | 133.85 | 1338.5 | ¥5 | 0 |
| 2025-07-31 | 睿创转债(118030.SH) | 买 | 450 | 182.82 | 82269 | ¥24.68 | 0 |
| 2025-07-31 | 中辰转债(123147.SZ) | 买 | 580 | 134.73 | 78143.4 | ¥23.44 | 0 |
