小市值营收增长低波动精选策略:年化收益率（91.29%）
本策略精选小市值、营收高增长且换手率低波动的股票构建投资组合。策略综合考虑了市值规模、成长性和交易稳定性，力求在控制风险的前提下，获取超额收益。
概要
核心指标
- 累计收益率: 126.13%
- 年化收益率: 91.29%
- 基准收益率: 15.86%
- 阿尔法: 0.74
- 夏普比率: 1.65
- 最大回撤: 22.93%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-06-06 | 菲沃泰(688371.SH) | 15.464637974684 | 47400 | 1 | 15.45 | 732330 | -693.84/-0.095% |
| 2025-06-06 | 必得科技(605298.SH) | 12.356398386443 | 0 | 6 | 13.7 | 0 | 83087.2/11.845% |
| 2025-06-06 | 宝地矿业(601121.SH) | 5.9307353130016 | 124600 | 6 | 6.07 | 756322 | 17352.38/2.348% |
| 2025-06-06 | 金迪克(688670.SH) | 12.260754371752 | 55955 | 21 | 13.26 | 741963.3 | 55912.79/8.15% |
| 2025-06-05 | 必得科技(605298.SH) | 12.356398386443 | 56769 | 5 | 13.82 | 784547.58 | 83087.2/11.845% |
| 2025-06-05 | 宝地矿业(601121.SH) | 5.9317790008467 | 118100 | 5 | 5.92 | 699152 | -1391.1/-0.199% |
| 2025-06-05 | 金迪克(688670.SH) | 12.245281881002 | 55115 | 20 | 13.19 | 726966.85 | 52068.14/7.715% |
| 2025-06-04 | 必得科技(605298.SH) | 12.356398386443 | 56769 | 4 | 12.56 | 713018.64 | 11558.26/1.648% |
| 2025-06-04 | 宝地矿业(601121.SH) | 5.9317790008467 | 118100 | 4 | 5.97 | 705057 | 4513.9/0.644% |
| 2025-06-04 | 金迪克(688670.SH) | 12.245281881002 | 55115 | 19 | 13.35 | 735785.25 | 60886.54/9.022% |
交易详情
| 2025-06-06 | 必得科技(605298.SH) | 卖 | -56769 | 14.28 | -810661.32 | ¥1053.86 | 109200.94 |
| 2025-06-06 | 宝地矿业(601121.SH) | 买 | 6500 | 5.91 | 38415 | ¥11.52 | 0 |
| 2025-06-06 | 金迪克(688670.SH) | 买 | 840 | 13.27 | 11146.8 | ¥5 | 0 |
| 2025-06-06 | 菲沃泰(688371.SH) | 买 | 47400 | 15.46 | 732804 | ¥219.84 | 0 |
| 2025-06-04 | 必得科技(605298.SH) | 买 | 669 | 12.57 | -5.67 | ¥0 | 0 |
| 2025-05-29 | 天地源(600665.SH) | 卖 | -222300 | 3.13 | -695799 | ¥904.54 | -13550.74 |
| 2025-05-29 | 恒誉环保(688309.SH) | 卖 | -42200 | 16.8 | -708960 | ¥921.65 | 19834.06 |
| 2025-05-29 | 宝地矿业(601121.SH) | 买 | 118100 | 5.93 | 700333 | ¥210.1 | 0 |
| 2025-05-29 | 金迪克(688670.SH) | 卖 | -200 | 12.78 | -2556 | ¥7.56 | 106.94 |
| 2025-05-29 | 必得科技(605298.SH) | 买 | 56100 | 12.5 | 701250 | ¥210.38 | 0 |
