市净率市盈率低估值轮动策略:年化收益率（43.2%）
本策略精选流通市值小于200亿、市盈率乘市净率小于25、近20日涨幅低于10%的低估值小盘股，构建3只股票的投资组合，并每5日轮动调仓，力求在控制风险的前提下，捕捉小市值股票的成长潜力。
概要
核心指标
- 累计收益率: 386.32%
- 年化收益率: 43.2%
- 基准收益率: -23.02%
- 阿尔法: 0.63
- 夏普比率: 0.96
- 最大回撤: 57.14%
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 | 胜通能源(001331.SZ) | 10.583174017467 | 137400 | 4 | 13.99 | 1922226 | 468097.89/32.191% |
| 2025-08-01 | 播恩集团(001366.SZ) | 13.0039 | 111600 | 4 | 13 | 1450800 | -435.24/-0.03% |
| 2025-08-01 | 欧普泰(836414.BJ) | 14.794436983471 | 95200 | 9 | 15.33 | 1459416 | 50985.6/3.62% |
| 2025-07-31 | 胜通能源(001331.SZ) | 10.583174017467 | 137400 | 3 | 12.72 | 1747728 | 293599.89/20.191% |
| 2025-07-31 | 播恩集团(001366.SZ) | 13.0039 | 111600 | 3 | 12.82 | 1430712 | -20523.24/-1.414% |
| 2025-07-31 | 欧普泰(836414.BJ) | 14.794436983471 | 95200 | 8 | 14.96 | 1424192 | 15761.6/1.119% |
| 2025-07-30 | 胜通能源(001331.SZ) | 10.583174017467 | 137400 | 2 | 11.56 | 1588344 | 134215.89/9.23% |
| 2025-07-30 | 播恩集团(001366.SZ) | 13.0039 | 111600 | 2 | 13.02 | 1453032 | 1796.76/0.124% |
| 2025-07-30 | 欧普泰(836414.BJ) | 14.794436983471 | 95200 | 7 | 15.56 | 1481312 | 72881.6/5.175% |
| 2025-07-29 | 胜通能源(001331.SZ) | 10.583174017467 | 137400 | 1 | 10.51 | 1444074 | -10054.11/-0.691% |
交易详情
| 2025-07-29 | 生物谷(833266.BJ) | 卖 | -128100 | 11.41 | -1461621 | ¥1900.11 | 49535.5 |
| 2025-07-29 | 鸿铭股份(301105.SZ) | 卖 | -37400 | 38.87 | -1453738 | ¥1889.86 | 13031.92 |
| 2025-07-29 | 播恩集团(001366.SZ) | 买 | 111600 | 13 | 1450800 | ¥435.24 | 0 |
| 2025-07-29 | 胜通能源(001331.SZ) | 买 | 137400 | 10.58 | 1453692 | ¥436.11 | 0 |
| 2025-07-29 | 欧普泰(836414.BJ) | 卖 | -1600 | 15.33 | -24528 | ¥31.89 | 856.9 |
| 2025-07-22 | 播恩集团(001366.SZ) | 卖 | -111500 | 12.92 | -1440580 | ¥1872.75 | 11836.51 |
| 2025-07-22 | 大禹生物(871970.BJ) | 卖 | -147500 | 9.58 | -1413050 | ¥1836.97 | -21080.11 |
| 2025-07-22 | 胜通能源(001331.SZ) | 卖 | -136200 | 10.42 | -1419204 | ¥1844.97 | -5875.4 |
| 2025-07-22 | 鸿铭股份(301105.SZ) | 买 | 37400 | 38.51 | 1440274 | ¥432.08 | 0 |
| 2025-07-22 | 欧普泰(836414.BJ) | 买 | 96800 | 14.79 | 1431672 | ¥429.5 | 0 |
