小市值高股息价值精选策略:年化收益率（14.38%）
本策略精选小市值和高股息率股票，每月调仓，构建价值投资组合，力求在获取股息收益的同时，捕捉小市值股票的成长潜力。
概要
核心指标
- 累计收益率: 58.76%
- 年化收益率: 14.38%
- 基准收益率: -17.55%
- 阿尔法: 0.23
- 夏普比率: 0.5
- 最大回撤: 34.23%
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 | 冀中能源(000937.SZ) | 5.9717909090909 | 52800 | 1 | 6 | 316800 | 1489.44/0.472% |
| 2025-08-01 | 广日股份(600894.SH) | 10.003 | 31500 | 1 | 10.01 | 315315 | 220.5/0.07% |
| 2025-08-01 | 好想你(002582.SZ) | 9.8939915662651 | 33200 | 24 | 9.47 | 314404 | -14076.52/-4.285% |
| 2025-08-01 | 东方雨虹(002271.SZ) | 10.733219081272 | 0 | 24 | 11.92 | 0 | 36698.9/12.082% |
| 2025-08-01 | 兖矿能源(600188.SH) | 12.173651004016 | 0 | 24 | 12.69 | 0 | 11114.09/3.667% |
| 2025-08-01 | 荣安地产(000517.SZ) | 2.3471838802952 | 167900 | 163 | 1.87 | 313973 | -80119.17/-20.33% |
| 2025-08-01 | 美盈森(002303.SZ) | 3.4766036680625 | 85791 | 202 | 3.74 | 320858.34 | 22597.03/7.576% |
| 2025-07-31 | 好想你(002582.SZ) | 9.9229761437908 | 30600 | 23 | 9.55 | 292230 | -11413.07/-3.759% |
| 2025-07-31 | 东方雨虹(002271.SZ) | 10.733219081272 | 28300 | 23 | 12.03 | 340449 | 36698.9/12.082% |
| 2025-07-31 | 兖矿能源(600188.SH) | 12.173651004016 | 24900 | 23 | 12.62 | 314238 | 11114.09/3.667% |
交易详情
| 2025-08-01 | 东方雨虹(002271.SZ) | 卖 | -28300 | 12.14 | -343562 | ¥446.63 | 39811.9 |
| 2025-08-01 | 兖矿能源(600188.SH) | 卖 | -24900 | 12.61 | -313989 | ¥408.19 | 10865.09 |
| 2025-08-01 | 荣安地产(000517.SZ) | 卖 | -700 | 1.89 | -1323 | ¥6.32 | -320.03 |
| 2025-08-01 | 好想你(002582.SZ) | 买 | 2600 | 9.55 | 24830 | ¥7.45 | 0 |
| 2025-08-01 | 广日股份(600894.SH) | 买 | 31500 | 10 | 315000 | ¥94.5 | 0 |
| 2025-08-01 | 冀中能源(000937.SZ) | 买 | 52800 | 5.97 | 315216 | ¥94.56 | 0 |
| 2025-07-01 | 潞安环能(601699.SH) | 卖 | -29201 | 10.53 | -307486.53 | ¥399.73 | -28354.22 |
| 2025-07-01 | 华旺科技(605377.SH) | 卖 | -34672 | 8.8 | -305113.6 | ¥396.65 | 3647.19 |
| 2025-07-01 | 长城科技(603897.SH) | 卖 | -12700 | 23.89 | -303403 | ¥394.42 | 5371.62 |
| 2025-07-01 | 美盈森(002303.SZ) | 卖 | -1200 | 3.56 | -4272 | ¥9.27 | 100.08 |
