红利价值精选策略:年化收益率（10.79%）
本策略基于股息率、估值、市值和价格等多重因子，精选红利价值股构建投资组合，旨在获取长期稳健收益。
概要
核心指标
- 累计收益率: 111.35%
- 年化收益率: 10.79%
- 基准收益率: -0.79%
- 阿尔法: 0.12
- 夏普比率: 0.42
- 最大回撤: 36.77%
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 | 三角轮胎(601163.SH) | 14.034209090909 | 50600 | 4 | 13.95 | 705870 | -4260.98/-0.6% |
| 2025-08-01 | 蓝天燃气(605368.SH) | 10.071768811189 | 71500 | 9 | 9.98 | 713570 | -6561.47/-0.911% |
| 2025-08-01 | 华旺科技(605377.SH) | 9.6790919794645 | 75773 | 134 | 9.04 | 684987.92 | -48425.92/-6.603% |
| 2025-07-31 | 三角轮胎(601163.SH) | 14.034209090909 | 50600 | 3 | 13.84 | 700304 | -9826.98/-1.384% |
| 2025-07-31 | 蓝天燃气(605368.SH) | 10.071768811189 | 71500 | 8 | 9.93 | 709995 | -10136.47/-1.408% |
| 2025-07-31 | 华旺科技(605377.SH) | 9.6790919794645 | 75773 | 133 | 9.03 | 684230.19 | -49183.65/-6.706% |
| 2025-07-30 | 三角轮胎(601163.SH) | 14.034209090909 | 50600 | 2 | 14.09 | 712954 | 2823.02/0.398% |
| 2025-07-30 | 蓝天燃气(605368.SH) | 10.071768811189 | 71500 | 7 | 10.02 | 716430 | -3701.47/-0.514% |
| 2025-07-30 | 华旺科技(605377.SH) | 9.6790919794645 | 75773 | 132 | 9.17 | 694838.41 | -38575.43/-5.26% |
| 2025-07-29 | 三角轮胎(601163.SH) | 14.034209090909 | 50600 | 1 | 14.03 | 709918 | -212.98/-0.03% |
交易详情
| 2025-07-29 | 中国外运(601598.SH) | 卖 | -133400 | 5.38 | -717692 | ¥933 | 14463.09 |
| 2025-07-29 | 华旺科技(605377.SH) | 卖 | -1800 | 9.61 | -17298 | ¥22.49 | -124.37 |
| 2025-07-29 | 蓝天燃气(605368.SH) | 买 | 1500 | 10.01 | 15015 | ¥5 | 0 |
| 2025-07-29 | 三角轮胎(601163.SH) | 买 | 50600 | 14.03 | 709918 | ¥212.98 | 0 |
| 2025-07-22 | 欧普照明(603515.SH) | 卖 | -39100 | 18.61 | -727651 | ¥945.95 | 65489.41 |
| 2025-07-22 | 陕天然气(002267.SZ) | 卖 | -87700 | 7.91 | -693707 | ¥901.82 | 25188.74 |
| 2025-07-22 | 华旺科技(605377.SH) | 买 | 1500 | 9.12 | 13680 | ¥5 | 0 |
| 2025-07-22 | 蓝天燃气(605368.SH) | 买 | 70000 | 10.07 | 704900 | ¥211.47 | 0 |
| 2025-07-22 | 中国外运(601598.SH) | 买 | 133400 | 5.27 | 703018 | ¥210.91 | 0 |
| 2025-07-15 | 华旺科技(605377.SH) | 买 | 200 | 9.13 | 1826 | ¥5 | 0 |
