中盘价值精选策略:年化收益率（-1.6%）
本策略精选中盘市值股票，结合低市盈率和高净资产收益率的基本面指标，构建价值投资组合，旨在获取稳健收益。
概要
核心指标
- 累计收益率: -3.93%
- 年化收益率: -1.6%
- 基准收益率: 4.3%
- 阿尔法: 0.03
- 夏普比率: 0.07
- 最大回撤: 57.93%
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 | 天山铝业(002532.SZ) | 7.3627450980392 | 102 | 63 | 9.07 | 925.14 | 174.14/23.188% |
| 2025-08-01 | 中谷物流(603565.SH) | 9.2932098765432 | 324 | 84 | 9.86 | 3194.64 | 183.64/6.099% |
| 2025-08-01 | 郑煤机(601717.SH) | 12.186600511491 | 57088 | 141 | 16.75 | 956224 | 260515.35/37.446% |
| 2025-07-31 | 天山铝业(002532.SZ) | 7.3627450980392 | 102 | 62 | 9.13 | 931.26 | 180.26/24.003% |
| 2025-07-31 | 中谷物流(603565.SH) | 9.2932098765432 | 324 | 83 | 9.88 | 3201.12 | 190.12/6.314% |
| 2025-07-31 | 郑煤机(601717.SH) | 12.186600511491 | 57088 | 140 | 16.2 | 924825.6 | 229116.95/32.933% |
| 2025-07-30 | 天山铝业(002532.SZ) | 7.3627450980392 | 102 | 61 | 9.56 | 975.12 | 224.12/29.843% |
| 2025-07-30 | 中谷物流(603565.SH) | 9.2932098765432 | 324 | 82 | 10.06 | 3259.44 | 248.44/8.251% |
| 2025-07-30 | 郑煤机(601717.SH) | 12.186600511491 | 57088 | 139 | 16.36 | 933959.68 | 238251.03/34.246% |
| 2025-07-29 | 天山铝业(002532.SZ) | 7.3627450980392 | 102 | 60 | 9.37 | 955.74 | 204.74/27.262% |
交易详情
| 2025-07-25 | 郑煤机(601717.SH) | 买 | 3588 | 16.7 | -0.4 | ¥0 | 0 |
| 2025-05-22 | 天山铝业(002532.SZ) | 买 | 2 | 8.01 | -3.98 | ¥0 | 0 |
| 2025-05-08 | 中谷物流(603565.SH) | 买 | 24 | 9.63 | -5.88 | ¥0 | 0 |
| 2025-05-06 | 天山铝业(002532.SZ) | 买 | 100 | 7.46 | 746 | ¥5 | 0 |
| 2025-04-01 | 正邦科技(002157.SZ) | 卖 | -1400 | 2.77 | -3878 | ¥8.88 | -75 |
| 2025-04-01 | 中谷物流(603565.SH) | 买 | 300 | 10.02 | 3006 | ¥5 | 0 |
| 2025-03-03 | 华峰铝业(601702.SH) | 卖 | -100 | 20.03 | -2003 | ¥7 | -9 |
| 2025-03-03 | 中粮糖业(600737.SH) | 卖 | -202 | 9.38 | -1894.76 | ¥6.89 | -44.24 |
| 2025-03-03 | 正邦科技(002157.SZ) | 买 | 1400 | 2.82 | 3948 | ¥5 | 0 |
| 2025-02-05 | 中谷物流(603565.SH) | 卖 | -200 | 9.4 | -1880 | ¥6.88 | -83 |
