价值精选300:年化收益率（-8.15%）
本策略精选沪深300成分股中低市净率（PB<1.2）且高股息率（股息率>3%）的价值型股票，每月初进行调仓，力求捕捉价值回归和获取稳定收益。
概要
核心指标
- 累计收益率: -11.53%
- 年化收益率: -8.15%
- 基准收益率: 17.6%
- 阿尔法: -0.15
- 夏普比率: -0.13
- 最大回撤: 40.4%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-04 | TCL中环(002129.SZ) | 7.6555555555556 | 900 | 4 | 7.89 | 7101 | 211/3.062% |
| 2025-07-04 | 山西焦煤(000983.SZ) | 6.3869877565982 | 136400 | 182 | 6.42 | 875688 | 4502.87/0.517% |
| 2025-07-04 | 浙商银行(601916.SH) | 2.9401913875598 | 418 | 246 | 3.68 | 1538.24 | 309.24/25.162% |
| 2025-07-03 | TCL中环(002129.SZ) | 7.6555555555556 | 900 | 3 | 7.95 | 7155 | 265/3.846% |
| 2025-07-03 | 山西焦煤(000983.SZ) | 6.3869877565982 | 136400 | 181 | 6.5 | 886600 | 15414.87/1.769% |
| 2025-07-03 | 浙商银行(601916.SH) | 2.9401913875598 | 418 | 245 | 3.59 | 1500.62 | 271.62/22.101% |
| 2025-07-02 | TCL中环(002129.SZ) | 7.6555555555556 | 900 | 2 | 8.02 | 7218 | 328/4.761% |
| 2025-07-02 | 山西焦煤(000983.SZ) | 6.3869877565982 | 136400 | 180 | 6.49 | 885236 | 14050.87/1.613% |
| 2025-07-02 | 浙商银行(601916.SH) | 2.9401913875598 | 418 | 244 | 3.53 | 1475.54 | 246.54/20.06% |
| 2025-07-01 | TCL中环(002129.SZ) | 7.6555555555556 | 900 | 1 | 7.59 | 6831 | -59/-0.856% |
交易详情
| 2025-07-01 | 恩捷股份(002812.SZ) | 卖 | -29700 | 29.33 | -871101 | ¥1132.43 | -111966.83 |
| 2025-07-01 | 东方雨虹(002271.SZ) | 卖 | -100 | 10.73 | -1073 | ¥6.07 | -37 |
| 2025-07-01 | 山西焦煤(000983.SZ) | 买 | 135600 | 6.37 | 863772 | ¥259.13 | 0 |
| 2025-07-01 | TCL中环(002129.SZ) | 买 | 900 | 7.65 | 6885 | ¥5 | 0 |
| 2025-06-27 | 浙商银行(601916.SH) | 买 | 18 | 3.52 | -0.64 | ¥0 | 0 |
| 2025-06-03 | 东方电气(600875.SH) | 卖 | -100 | 15.8 | -1580 | ¥6.58 | 108 |
| 2025-06-03 | 东方雨虹(002271.SZ) | 买 | 100 | 11.05 | 1105 | ¥5 | 0 |
| 2025-06-03 | 山西焦煤(000983.SZ) | 买 | 100 | 5.99 | 599 | ¥5 | 0 |
| 2025-05-06 | 南山铝业(600219.SH) | 卖 | -100 | 3.65 | -365 | ¥5.37 | -31 |
| 2025-05-06 | 浙商银行(601916.SH) | 买 | 100 | 3 | 300 | ¥5 | 0 |
