低估值中小市值精选策略:年化收益率（20.77%）
本策略精选低市盈率、低市净率的中小市值股票，旨在发掘被市场低估的优质标的，通过长期持有获取稳健收益。
概要
核心指标
- 累计收益率: 91.43%
- 年化收益率: 20.77%
- 基准收益率: -17.55%
- 阿尔法: 0.31
- 夏普比率: 0.67
- 最大回撤: 35.24%
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 | 锡装股份(001332.SZ) | 37.431225742574 | 10100 | 1 | 37.64 | 380164 | 2108.62/0.558% |
| 2025-08-01 | 力聚热能(603391.SH) | 38.705696875 | 9600 | 26 | 39.8 | 382080 | 10505.31/2.827% |
| 2025-08-01 | 光华股份(001333.SZ) | 20.000665303641 | 18097 | 36 | 21.11 | 382027.67 | 20075.63/5.546% |
| 2025-08-01 | 嘉曼服饰(301276.SZ) | 16.288264934166 | 0 | 131 | 25.45 | 0 | 150489.29/53.239% |
| 2025-08-01 | 万得凯(301309.SZ) | 26.521854964001 | 13453 | 181 | 28.68 | 385832.04 | 29033.53/8.137% |
| 2025-08-01 | 扬州金泉(603307.SH) | 33.735416905702 | 9650 | 201 | 39.4 | 380210 | 54663.23/16.791% |
| 2025-07-31 | 力聚热能(603391.SH) | 38.657005494505 | 9100 | 25 | 39.42 | 358722 | 6943.25/1.974% |
| 2025-07-31 | 光华股份(001333.SZ) | 19.962018847199 | 17297 | 35 | 20.87 | 360988.39 | 15705.35/4.549% |
| 2025-07-31 | 嘉曼服饰(301276.SZ) | 16.288264934166 | 17354 | 130 | 24.96 | 433155.84 | 150489.29/53.239% |
| 2025-07-31 | 万得凯(301309.SZ) | 26.497209298325 | 13253 | 180 | 28.15 | 373071.95 | 21904.44/6.238% |
交易详情
| 2025-08-01 | 嘉曼服饰(301276.SZ) | 卖 | -17354 | 24.67 | -428123.18 | ¥556.56 | 145456.63 |
| 2025-08-01 | 扬州金泉(603307.SH) | 买 | 100 | 39 | 3900 | ¥5 | 0 |
| 2025-08-01 | 万得凯(301309.SZ) | 买 | 200 | 28.13 | 5626 | ¥5 | 0 |
| 2025-08-01 | 力聚热能(603391.SH) | 买 | 500 | 39.58 | 19790 | ¥5.94 | 0 |
| 2025-08-01 | 光华股份(001333.SZ) | 买 | 800 | 20.83 | 16664 | ¥5 | 0 |
| 2025-08-01 | 锡装股份(001332.SZ) | 买 | 10100 | 37.42 | 377942 | ¥113.38 | 0 |
| 2025-07-25 | 扬州金泉(603307.SH) | 买 | 100 | 38.89 | 3889 | ¥5 | 0 |
| 2025-07-18 | 扬州金泉(603307.SH) | 买 | 100 | 38.75 | 3875 | ¥5 | 0 |
| 2025-07-18 | 万得凯(301309.SZ) | 买 | 100 | 27.65 | 2765 | ¥5 | 0 |
| 2025-07-18 | 力聚热能(603391.SH) | 买 | 200 | 39.84 | 7968 | ¥5 | 0 |
