低价低PE小市值轮动策略:年化收益率（29.14%）
本策略精选低价、低市盈率且具备一定流通市值的股票，并结合营业收入环比增长率指标进行排序，旨在挖掘被市场低估的价值型投资标的。策略定期轮动持仓，动态跟踪市场变化。
概要
核心指标
- 累计收益率: 196.22%
- 年化收益率: 29.14%
- 基准收益率: -26.46%
- 阿尔法: 0.37
- 夏普比率: 1.02
- 最大回撤: 22.03%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 傲农生物(603363.SH) | 3.7711309853734 | 259800 | 4 | 3.77 | 979446 | -293.83/-0.03% |
| 2025-06-06 | 招商南油(601975.SH) | 2.720936360287 | 362000 | 19 | 2.74 | 991880 | 6901.04/0.701% |
| 2025-06-06 | 华鼎股份(601113.SH) | 3.6984028796912 | 247700 | 144 | 4 | 990800 | 74705.61/8.155% |
| 2025-06-05 | 傲农生物(603363.SH) | 3.7711309853734 | 259800 | 3 | 3.76 | 976848 | -2891.83/-0.295% |
| 2025-06-05 | 招商南油(601975.SH) | 2.720936360287 | 362000 | 18 | 2.72 | 984640 | -338.96/-0.034% |
| 2025-06-05 | 华鼎股份(601113.SH) | 3.6984028796912 | 247700 | 143 | 3.99 | 988323 | 72228.61/7.884% |
| 2025-06-04 | 傲农生物(603363.SH) | 3.7711309853734 | 259800 | 2 | 3.8 | 987240 | 7500.17/0.766% |
| 2025-06-04 | 招商南油(601975.SH) | 2.720936360287 | 362000 | 17 | 2.73 | 988260 | 3281.04/0.333% |
| 2025-06-04 | 华鼎股份(601113.SH) | 3.6984028796912 | 247700 | 142 | 4.03 | 998231 | 82136.61/8.966% |
| 2025-06-03 | 傲农生物(603363.SH) | 3.7711309853734 | 259800 | 1 | 3.72 | 966456 | -13283.83/-1.356% |
交易详情
| 2025-06-03 | 鹏鹞环保(300664.SZ) | 卖 | -193500 | 5.26 | -1017810 | ¥1323.15 | 49602.12 |
| 2025-06-03 | 华鼎股份(601113.SH) | 买 | 8300 | 4.01 | 33283 | ¥9.98 | 0 |
| 2025-06-03 | 招商南油(601975.SH) | 买 | 4200 | 2.73 | 11466 | ¥5 | 0 |
| 2025-06-03 | 傲农生物(603363.SH) | 买 | 259800 | 3.77 | 979446 | ¥293.83 | 0 |
| 2025-05-26 | 鹏鹞环保(300664.SZ) | 卖 | -1100 | 5.02 | -5522 | ¥10.52 | 17.98 |
| 2025-05-26 | 华鼎股份(601113.SH) | 买 | 4300 | 4.04 | 17372 | ¥5.21 | 0 |
| 2025-05-26 | 招商南油(601975.SH) | 卖 | -2900 | 2.71 | -7859 | ¥12.86 | -31.37 |
| 2025-05-19 | 鹏鹞环保(300664.SZ) | 买 | 1600 | 5.08 | 8128 | ¥5 | 0 |
| 2025-05-19 | 华鼎股份(601113.SH) | 卖 | -2300 | 4.27 | -9821 | ¥14.82 | 1354.49 |
| 2025-05-19 | 招商南油(601975.SH) | 卖 | -700 | 2.78 | -1946 | ¥6.95 | 41.43 |
