价值精选300:年化收益率（0.38%）
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: 0.58%
- 年化收益率: 0.38%
- 基准收益率: 19.74%
- 阿尔法: -0.08
- 夏普比率: 0.12
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-01 | TCL中环(002129.SZ) | 7.6555555555556 | 0 | 24 | 8.24 | 0 | 445/6.459% |
| 2025-08-01 | 山西焦煤(000983.SZ) | 6.1866030112553 | 142067 | 202 | 7.07 | 1004413.69 | 125501.56/14.279% |
| 2025-08-01 | 浙商银行(601916.SH) | 2.9401913875598 | 418 | 266 | 3.38 | 1412.84 | 183.84/14.959% |
| 2025-07-31 | TCL中环(002129.SZ) | 7.6555555555556 | 900 | 23 | 8.15 | 7335 | 445/6.459% |
| 2025-07-31 | 山西焦煤(000983.SZ) | 6.1800643412997 | 140967 | 201 | 7.05 | 993817.35 | 122632.22/14.076% |
| 2025-07-31 | 浙商银行(601916.SH) | 2.9401913875598 | 418 | 265 | 3.39 | 1417.02 | 188.02/15.299% |
| 2025-07-30 | TCL中环(002129.SZ) | 7.6555555555556 | 900 | 22 | 8.54 | 7686 | 796/11.553% |
| 2025-07-30 | 山西焦煤(000983.SZ) | 6.1800643412997 | 140967 | 200 | 7.36 | 1037517.12 | 166331.99/19.093% |
| 2025-07-30 | 浙商银行(601916.SH) | 2.9401913875598 | 418 | 264 | 3.43 | 1433.74 | 204.74/16.659% |
| 2025-07-29 | TCL中环(002129.SZ) | 7.6555555555556 | 900 | 21 | 8.72 | 7848 | 958/13.904% |
交易详情
| 2025-08-01 | TCL中环(002129.SZ) | 卖 | -900 | 8.16 | -7344 | ¥12.34 | 454 |
| 2025-08-01 | 山西焦煤(000983.SZ) | 买 | 1100 | 7.02 | 7722 | ¥5 | 0 |
| 2025-07-11 | 山西焦煤(000983.SZ) | 买 | 4567 | 6.57 | -2.81 | ¥0 | 0 |
| 2025-07-01 | 东方雨虹(002271.SZ) | 卖 | -100 | 10.73 | -1073 | ¥6.07 | -37 |
| 2025-07-01 | 恩捷股份(002812.SZ) | 卖 | -29700 | 29.33 | -871101 | ¥1132.43 | -111966.83 |
| 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 |
