基本面优选小市值轮动策略:年化收益率（34.68%）
本策略精选基本面稳健（高ROE）、估值合理（低PE）且具备一定规模的小市值股票构建投资组合。策略通过严格的基本面和市场条件筛选股票，并侧重于流通市值较小的股票，以期捕捉小市值股票的超额收益潜力。策略定期（每5个交易日）轮动调整持仓，优化投资组合，适合追求稳健收益的投资者。
概要
核心指标
- 累计收益率: 262.5%
- 年化收益率: 34.68%
- 基准收益率: -25.15%
- 阿尔法: 0.46
- 夏普比率: 1.01
- 最大回撤: 32.6%
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 | 聚力文化(002247.SZ) | 2.8008508003049 | 262400 | 9 | 2.71 | 711104 | -23839.25/-3.244% |
| 2025-08-01 | 鑫磊股份(301317.SZ) | 34.752898019802 | 20200 | 14 | 37.07 | 748814 | 46805.46/6.667% |
| 2025-08-01 | 众鑫股份(603091.SH) | 53.683218668654 | 11338 | 39 | 63.09 | 715314.42 | 106654.09/17.523% |
| 2025-08-01 | 伟隆股份(002871.SZ) | 9.9496309686857 | 68268 | 64 | 10.55 | 720227.4 | 40985.99/6.034% |
| 2025-08-01 | 常润股份(603201.SH) | 14.885955222221 | 43662 | 304 | 16.59 | 724352.58 | 74402/11.447% |
| 2025-07-31 | 聚力文化(002247.SZ) | 2.8008508003049 | 262400 | 8 | 2.67 | 700608 | -34335.25/-4.672% |
| 2025-07-31 | 鑫磊股份(301317.SZ) | 34.752898019802 | 20200 | 13 | 34.57 | 698314 | -3694.54/-0.526% |
| 2025-07-31 | 众鑫股份(603091.SH) | 53.683218668654 | 11338 | 38 | 62.55 | 709191.9 | 100531.57/16.517% |
| 2025-07-31 | 伟隆股份(002871.SZ) | 9.9496309686857 | 68268 | 63 | 10.42 | 711352.56 | 32111.15/4.728% |
| 2025-07-31 | 常润股份(603201.SH) | 14.885955222221 | 43662 | 303 | 16.18 | 706451.16 | 56500.58/8.693% |
交易详情
| 2025-07-29 | 常润股份(603201.SH) | 卖 | -600 | 16.7 | -10020 | ¥15.02 | 1088.43 |
| 2025-07-29 | 众鑫股份(603091.SH) | 买 | 900 | 65.8 | 59220 | ¥17.77 | 0 |
| 2025-07-29 | 伟隆股份(002871.SZ) | 买 | 4000 | 10.75 | 43000 | ¥12.9 | 0 |
| 2025-07-29 | 鑫磊股份(301317.SZ) | 买 | 800 | 36.5 | 29200 | ¥8.76 | 0 |
| 2025-07-29 | 聚力文化(002247.SZ) | 买 | 262200 | 2.8 | 734160 | ¥220.25 | 0 |
| 2025-07-25 | 退市锦港(600190.SH) | 卖 | -1366100 | 0.63 | -860643 | ¥0 | 306129.7 |
| 2025-07-22 | 常润股份(603201.SH) | 买 | 400 | 16.25 | 6500 | ¥5 | 0 |
| 2025-07-22 | 聚力文化(002247.SZ) | 买 | 200 | 2.79 | 558 | ¥5 | 0 |
| 2025-07-15 | 小方制药(603207.SH) | 卖 | -22761 | 33.8 | -769321.8 | ¥1000.12 | 160403.95 |
| 2025-07-15 | 退市锦港(600190.SH) | 买 | 134800 | 0.55 | 74140 | ¥22.24 | 0 |
