中盘价值精选策略:年化收益率（-4.91%）
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: -11.4%
- 年化收益率: -4.91%
- 基准收益率: 2.43%
- 阿尔法: -0
- 夏普比率: -0.01
- 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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-07-04 | 天山铝业(002532.SZ) | 7.3627450980392 | 102 | 43 | 8.78 | 895.56 | 144.56/19.249% |
| 2025-07-04 | 中谷物流(603565.SH) | 9.2932098765432 | 324 | 64 | 9.71 | 3146.04 | 135.04/4.485% |
| 2025-07-04 | 郑煤机(601717.SH) | 13.0039 | 53500 | 121 | 16.48 | 881680 | 185971.35/26.731% |
| 2025-07-03 | 天山铝业(002532.SZ) | 7.3627450980392 | 102 | 42 | 8.84 | 901.68 | 150.68/20.064% |
| 2025-07-03 | 中谷物流(603565.SH) | 9.2932098765432 | 324 | 63 | 9.64 | 3123.36 | 112.36/3.732% |
| 2025-07-03 | 郑煤机(601717.SH) | 13.0039 | 53500 | 120 | 16.6 | 888100 | 192391.35/27.654% |
| 2025-07-02 | 天山铝业(002532.SZ) | 7.3627450980392 | 102 | 41 | 8.9 | 907.8 | 156.8/20.879% |
| 2025-07-02 | 中谷物流(603565.SH) | 9.2932098765432 | 324 | 62 | 9.69 | 3139.56 | 128.56/4.27% |
| 2025-07-02 | 郑煤机(601717.SH) | 13.0039 | 53500 | 119 | 16.65 | 890775 | 195066.35/28.039% |
| 2025-07-01 | 天山铝业(002532.SZ) | 7.3627450980392 | 102 | 40 | 8.64 | 881.28 | 130.28/17.348% |
交易详情
| 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 | 正邦科技(002157.SZ) | 卖 | -400 | 2.76 | -1104 | ¥6.1 | -212 |
| 2025-02-05 | 中谷物流(603565.SH) | 卖 | -200 | 9.4 | -1880 | ¥6.88 | -83 |
