低估值分散选股策略:年化收益率（86.47%）
本策略基于市净率（PB）< 1 筛选低估值股票，结合行业分散和市值优选，构建稳健投资组合，力求在控制风险的前提下获取长期回报。
概要
核心指标
- 累计收益率: 64.38%
- 年化收益率: 86.47%
- 基准收益率: 2.5%
- 阿尔法: 0.84
- 夏普比率: 2.38
- 最大回撤: 16.27%
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 | 深天马Ａ(000050.SZ) | 9.1427419889503 | 18100 | 5 | 9.24 | 167244 | 1760.37/1.064% |
| 2025-08-01 | 四川美丰(000731.SZ) | 7.2221658008658 | 23100 | 5 | 7.01 | 161931 | -4901.03/-2.938% |
| 2025-08-01 | 常熟汽饰(603035.SH) | 13.366414754098 | 12200 | 15 | 13.45 | 164090 | 1019.74/0.625% |
| 2025-08-01 | 常宝股份(002478.SZ) | 5.4736030612245 | 29400 | 20 | 5.53 | 162582 | 1658.07/1.03% |
| 2025-08-01 | 兴化股份(002109.SZ) | 3.6110830802603 | 46100 | 5 | 3.46 | 159506 | -6964.93/-4.184% |
| 2025-08-01 | 众兴菌业(002772.SZ) | 7.8214705707799 | 20200 | 50 | 8.2 | 165640 | 7646.29/4.84% |
| 2025-08-01 | 木林森(002745.SZ) | 8.275167001708 | 19624 | 60 | 8.33 | 163467.92 | 1076.04/0.663% |
| 2025-08-01 | 金洲管道(002443.SZ) | 6.1114884495554 | 24482 | 175 | 6.84 | 167456.88 | 17835.42/11.92% |
| 2025-08-01 | 新疆众和(600888.SH) | 6.5245332331047 | 22667 | 75 | 7.11 | 161162.37 | 13270.78/8.973% |
| 2025-08-01 | 万顺新材(300057.SZ) | 5.4097165893748 | 29461 | 170 | 5.63 | 165865.43 | 6489.77/4.072% |
交易详情
| 2025-07-28 | 彩虹股份(600707.SH) | 卖 | -25900 | 6.45 | -167055 | ¥217.17 | 8499.45 |
| 2025-07-28 | 长青股份(002391.SZ) | 卖 | -26700 | 6.61 | -176487 | ¥229.43 | 22915.94 |
| 2025-07-28 | 吉华集团(603980.SH) | 卖 | -29200 | 6.04 | -176368 | ¥229.28 | 10170.16 |
| 2025-07-28 | 众兴菌业(002772.SZ) | 买 | 700 | 8.3 | 5810 | ¥5 | 0 |
| 2025-07-28 | 四川美丰(000731.SZ) | 买 | 23100 | 7.22 | 166782 | ¥50.03 | 0 |
| 2025-07-28 | 兴化股份(002109.SZ) | 买 | 46100 | 3.61 | 166421 | ¥49.93 | 0 |
| 2025-07-28 | 常宝股份(002478.SZ) | 买 | 100 | 5.67 | 567 | ¥5 | 0 |
| 2025-07-28 | 万顺新材(300057.SZ) | 买 | 900 | 5.67 | 5103 | ¥5 | 0 |
| 2025-07-28 | 新疆众和(600888.SH) | 卖 | -300 | 7.31 | -2193 | ¥7.19 | 235.64 |
| 2025-07-28 | 木林森(002745.SZ) | 买 | 100 | 8.52 | 852 | ¥5 | 0 |
