高股息低估值蓝筹策略:年化收益率（11.56%）
本策略精选沪深主板市场上高股息率（>4%）且低市盈率（<15）的蓝筹股，每月最后一个交易日调仓，等权重持有，旨在捕捉价值洼地，获取长期稳健收益和现金分红回报。
概要
核心指标
- 累计收益率: 18.09%
- 年化收益率: 11.56%
- 基准收益率: 19.74%
- 阿尔法: 0.02
- 夏普比率: 0.5
- 最大回撤: 19.77%
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 | 宇通客车(600066.SH) | 25.497647826087 | 4600 | 2 | 25.54 | 117484 | 194.82/0.166% |
| 2025-08-01 | 中国神华(601088.SH) | 38.291483870968 | 3100 | 2 | 37.56 | 116436 | -2267.6/-1.91% |
| 2025-08-01 | 海尔智家(600690.SH) | 25.57767173913 | 4600 | 2 | 24.9 | 114540 | -3117.29/-2.649% |
| 2025-08-01 | 德业股份(605117.SH) | 52.225663636364 | 2200 | 2 | 51.95 | 114290 | -606.46/-0.528% |
| 2025-08-01 | 格力电器(000651.SZ) | 46.393916 | 2500 | 2 | 45.89 | 114725 | -1259.79/-1.086% |
| 2025-08-01 | 新奥股份(600803.SH) | 18.6055796875 | 6400 | 2 | 18.54 | 118656 | -419.71/-0.352% |
| 2025-08-01 | 中远海控(601919.SH) | 15.064518181818 | 7600 | 25 | 15.5 | 117800 | 3309.66/2.891% |
| 2025-08-01 | 陕西煤业(601225.SH) | 19.285783333333 | 5900 | 25 | 20.01 | 118059 | 4272.88/3.755% |
| 2025-08-01 | 浙能电力(600023.SH) | 5.2315688596491 | 22800 | 2 | 5.2 | 118560 | -719.77/-0.603% |
| 2025-08-01 | 兖矿能源(600188.SH) | 13.799302585346 | 9272 | 382 | 12.69 | 117661.68 | -10285.45/-8.039% |
交易详情
| 2025-07-31 | 邮储银行(601658.SH) | 卖 | -21353 | 5.69 | -121498.57 | ¥157.95 | 11609.88 |
| 2025-07-31 | 山西焦煤(000983.SZ) | 卖 | -18809 | 7.26 | -136553.34 | ¥177.52 | -5405.65 |
| 2025-07-31 | 交通银行(601328.SH) | 卖 | -14600 | 7.67 | -111982 | ¥145.58 | 1288.55 |
| 2025-07-31 | 中国银行(601988.SH) | 卖 | -20900 | 5.53 | -115577 | ¥150.25 | -3019.72 |
| 2025-07-31 | 渝农商行(601077.SH) | 卖 | -16100 | 6.83 | -109963 | ¥142.95 | -5025.49 |
| 2025-07-31 | 兴业银行(601166.SH) | 卖 | -4900 | 22.8 | -111720 | ¥145.24 | -3072.43 |
| 2025-07-31 | 建设银行(601939.SH) | 卖 | -12500 | 9.33 | -116625 | ¥151.61 | 3707.37 |
| 2025-07-31 | 中远海控(601919.SH) | 卖 | -100 | 15.95 | -1595 | ¥6.6 | 88.55 |
| 2025-07-31 | 新奥股份(600803.SH) | 买 | 6400 | 18.6 | 119040 | ¥35.71 | 0 |
| 2025-07-31 | 格力电器(000651.SZ) | 买 | 2500 | 46.38 | 115950 | ¥34.79 | 0 |
