价值反转精选策略:年化收益率（33.12%）
本策略精选低市净率、高股息率、营收高增长的价值型股票，结合短期股价反转信号，力求在控制风险的前提下，获取稳健收益。
概要
核心指标
- 累计收益率: 47.6%
- 年化收益率: 33.12%
- 基准收益率: 14.4%
- 阿尔法: 0.23
- 夏普比率: 0.99
- 最大回撤: 19.83%
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 | 招商公路(001965.SZ) | 12.573771134021 | 29100 | 2 | 12.56 | 365496 | -400.74/-0.11% |
| 2025-06-06 | 长虹美菱(000521.SZ) | 7.4622379032258 | 49600 | 2 | 7.49 | 371504 | 1377/0.372% |
| 2025-06-06 | 司尔特(002538.SZ) | 5.1215359440559 | 71500 | 2 | 5.19 | 371085 | 4895.18/1.337% |
| 2025-06-06 | 常熟汽饰(603035.SH) | 13.524056088561 | 27100 | 12 | 13.54 | 366934 | 432.08/0.118% |
| 2025-06-05 | 招商公路(001965.SZ) | 12.573771134021 | 29100 | 1 | 12.63 | 367533 | 1636.26/0.447% |
| 2025-06-05 | 长虹美菱(000521.SZ) | 7.4622379032258 | 49600 | 1 | 7.39 | 366544 | -3583/-0.968% |
| 2025-06-05 | 司尔特(002538.SZ) | 5.1215359440559 | 71500 | 1 | 5.1 | 364650 | -1539.82/-0.42% |
| 2025-06-05 | 海天股份(603759.SH) | 7.9823939130435 | 0 | 11 | 7.84 | 0 | -5170.12/-1.408% |
| 2025-06-05 | 中远海特(600428.SH) | 6.1222108247423 | 0 | 21 | 6.17 | 0 | 4527.33/1.271% |
| 2025-06-05 | 华鲁恒升(600426.SH) | 20.466137988827 | 0 | 11 | 21.23 | 0 | 12599.13/3.439% |
交易详情
| 2025-06-05 | 华鲁恒升(600426.SH) | 卖 | -17900 | 21.08 | -377332 | ¥490.53 | 10988.13 |
| 2025-06-05 | 海天股份(603759.SH) | 卖 | -46000 | 7.9 | -363400 | ¥472.42 | -3790.12 |
| 2025-06-05 | 中远海特(600428.SH) | 卖 | -58200 | 6.2 | -360840 | ¥469.09 | 4527.33 |
| 2025-06-05 | 司尔特(002538.SZ) | 买 | 71500 | 5.12 | 366080 | ¥109.82 | 0 |
| 2025-06-05 | 长虹美菱(000521.SZ) | 买 | 49600 | 7.46 | 370016 | ¥111 | 0 |
| 2025-06-05 | 招商公路(001965.SZ) | 买 | 29100 | 12.57 | 365787 | ¥109.74 | 0 |
| 2025-05-21 | 高能环境(603588.SH) | 卖 | -61900 | 5.87 | -363353 | ¥472.36 | 10417.15 |
| 2025-05-21 | 长虹美菱(000521.SZ) | 卖 | -46300 | 7.9 | -365770 | ¥475.5 | 10542.46 |
| 2025-05-21 | 风神股份(600469.SH) | 卖 | -65200 | 5.65 | -368380 | ¥478.89 | -9368.29 |
| 2025-05-21 | 华鲁恒升(600426.SH) | 买 | 17900 | 20.46 | 366234 | ¥109.87 | 0 |
