价值中盘长期价值投资策略:年化收益率（4.92%）
本策略精选流通市值在200亿到500亿之间，市盈率TTM小于20倍，且净资产收益率ROE_AVG_TTM大于15%的优质中盘股，旨在发掘价值被低估且盈利能力较好的成长型标的，通过每5个交易日调仓，等权重持有10只股票，力求在中盘股中获取长期稳健收益。
概要
核心指标
- 累计收益率: 7.58%
- 年化收益率: 4.92%
- 基准收益率: 19.74%
- 阿尔法: -0.06
- 夏普比率: 0.2
- 最大回撤: 26.59%
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 | 华润双鹤(600062.SH) | 21.176350980392 | 5100 | 2 | 20.8 | 106080 | -1919.39/-1.777% |
| 2025-08-01 | 达仁堂(600329.SH) | 35.61068 | 2900 | 12 | 38.76 | 112404 | 9133.03/8.844% |
| 2025-08-01 | 口子窖(603589.SH) | 33.51005 | 3200 | 12 | 33.37 | 106784 | -448.16/-0.418% |
| 2025-08-01 | 纽威股份(603699.SH) | 30.688202702703 | 3700 | 22 | 29.36 | 108632 | -4914.35/-4.328% |
| 2025-08-01 | 水井坊(600779.SH) | 41.833244 | 2500 | 27 | 41.45 | 103625 | -958.11/-0.916% |
| 2025-08-01 | 神州泰岳(300002.SZ) | 11.191413839582 | 8463 | 37 | 12.63 | 106887.69 | 12174.75/12.854% |
| 2025-08-01 | 亿联网络(300628.SZ) | 33.836696875 | 3200 | 42 | 33.58 | 107456 | -821.43/-0.759% |
| 2025-08-01 | 久立特材(002318.SZ) | 23.410765957447 | 4700 | 67 | 22.46 | 105562 | -4468.6/-4.061% |
| 2025-08-01 | 中谷物流(603565.SH) | 9.6938586051648 | 10800 | 27 | 9.86 | 106488 | 1794.33/1.714% |
| 2025-08-01 | 海信家电(000921.SZ) | 27.0002575 | 4000 | 32 | 25.5 | 102000 | -6001.03/-5.556% |
交易详情
| 2025-07-31 | 浙江鼎力(603338.SH) | 卖 | -2252 | 50.2 | -113050.4 | ¥146.97 | 10736.32 |
| 2025-07-31 | 中谷物流(603565.SH) | 买 | 300 | 10.04 | 3012 | ¥5 | 0 |
| 2025-07-31 | 达仁堂(600329.SH) | 卖 | -100 | 37.8 | -3780 | ¥8.78 | 218.93 |
| 2025-07-31 | 纽威股份(603699.SH) | 买 | 100 | 29.05 | 2905 | ¥5 | 0 |
| 2025-07-31 | 华润双鹤(600062.SH) | 买 | 5100 | 21.17 | 107967 | ¥32.39 | 0 |
| 2025-07-31 | 久立特材(002318.SZ) | 买 | 200 | 22.98 | 4596 | ¥5 | 0 |
| 2025-07-31 | 神州泰岳(300002.SZ) | 卖 | -400 | 12.99 | -5196 | ¥10.2 | 719.43 |
| 2025-07-24 | 中谷物流(603565.SH) | 卖 | -300 | 10.47 | -3141 | ¥8.14 | 235.95 |
| 2025-07-24 | 神州泰岳(300002.SZ) | 买 | 400 | 12.34 | 4936 | ¥5 | 0 |
| 2025-07-24 | 纽威股份(603699.SH) | 买 | 100 | 30.19 | 3019 | ¥5 | 0 |
