盈利增长反弹预期策略:年化收益率（-5.26%）
本策略精选盈利能力快速增长的股票，通过跟踪归母净利润同比增长率，每日优选3只成长性突出的股票进行投资，力求捕捉市场中的成长机会。
概要
核心指标
- 累计收益率: -7.88%
- 年化收益率: -5.26%
- 基准收益率: 19.74%
- 阿尔法: -0.13
- 夏普比率: -0.26
- 最大回撤: 28.76%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | 东鹏饮料(605499.SH) | 291.01728 | 1000 | 7 | 285.05 | 285050 | -5967.28/-2.05% |
| 2025-08-01 | 浦发银行(600000.SH) | 13.374010964912 | 22800 | 7 | 12.92 | 294576 | -10351.45/-3.395% |
| 2025-08-01 | 恒瑞医药(600276.SH) | 54.263416071429 | 5400 | 37 | 61.31 | 331074 | 38051.55/12.986% |
| 2025-07-31 | 东鹏饮料(605499.SH) | 291.01728 | 1000 | 6 | 281.3 | 281300 | -9717.28/-3.339% |
| 2025-07-31 | 浦发银行(600000.SH) | 13.374010964912 | 22800 | 6 | 12.81 | 292068 | -12859.45/-4.217% |
| 2025-07-31 | 恒瑞医药(600276.SH) | 54.263416071429 | 5400 | 36 | 62.9 | 339660 | 46637.55/15.916% |
| 2025-07-30 | 东鹏饮料(605499.SH) | 291.01728 | 1000 | 5 | 288.91 | 288910 | -2107.28/-0.724% |
| 2025-07-30 | 浦发银行(600000.SH) | 13.374010964912 | 22800 | 5 | 12.88 | 293664 | -11263.45/-3.694% |
| 2025-07-30 | 恒瑞医药(600276.SH) | 54.263416071429 | 5400 | 35 | 63.59 | 343386 | 50363.55/17.188% |
| 2025-07-29 | 东鹏饮料(605499.SH) | 291.01728 | 1000 | 4 | 286.72 | 286720 | -4297.28/-1.477% |
交易详情
| 2025-07-24 | 长江电力(600900.SH) | 卖 | -9940 | 29.19 | -290148.6 | ¥377.19 | -3461.46 |
| 2025-07-24 | 中国人寿(601628.SH) | 卖 | -7180 | 40.77 | -292728.6 | ¥380.55 | 1257.18 |
| 2025-07-24 | 浦发银行(600000.SH) | 买 | 22800 | 13.37 | 304836 | ¥91.45 | 0 |
| 2025-07-24 | 恒瑞医药(600276.SH) | 卖 | -200 | 57.44 | -11488 | ¥16.49 | 635.32 |
| 2025-07-24 | 东鹏饮料(605499.SH) | 买 | 1000 | 290.93 | 290930 | ¥87.28 | 0 |
| 2025-07-18 | 长江电力(600900.SH) | 买 | 240 | 29.43 | -17.8 | ¥0 | 0 |
| 2025-07-10 | 中国人寿(601628.SH) | 买 | 80 | 39.69 | -19.8 | ¥0 | 0 |
| 2025-07-03 | 浦发银行(600000.SH) | 卖 | -23100 | 14.21 | -328251 | ¥426.73 | 42880.41 |
| 2025-07-03 | 美的集团(000333.SZ) | 卖 | -3700 | 72.79 | -269323 | ¥350.12 | 955.51 |
| 2025-07-03 | 中国人寿(601628.SH) | 买 | 7100 | 41.04 | 291384 | ¥87.42 | 0 |
