稳健增长价值精选策略:年化收益率（26.83%）
本策略精选流通市值大、营收规模高、市盈率合理且净利润增长稳健的股票，旨在构建一个兼顾价值与成长的投资组合，并通过定期调仓实现优化配置。
概要
核心指标
- 累计收益率: 180.33%
- 年化收益率: 26.83%
- 基准收益率: -24.07%
- 阿尔法: 0.34
- 夏普比率: 0.96
- 最大回撤: 26.18%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-06 | 友发集团(601686.SH) | 5.544290450792 | 88659 | 66 | 6.11 | 541706.49 | 50155.24/10.203% |
| 2025-08-06 | 豫光金铅(600531.SH) | 6.8188930347304 | 65351 | 66 | 8.73 | 570514.23 | 124892.75/28.027% |
| 2025-08-06 | 中信金属(601061.SH) | 7.5245462777179 | 69637 | 69 | 8.13 | 566148.81 | 42161.98/8.046% |
| 2025-08-06 | 北京人力(600861.SH) | 15.597518357607 | 26675 | 225 | 20.86 | 556440.5 | 140376.7/33.739% |
| 2025-08-06 | 甬金股份(603995.SH) | 17.270776539588 | 30724 | 237 | 17.96 | 551803.04 | 21175.7/3.991% |
| 2025-08-05 | 友发集团(601686.SH) | 5.544290450792 | 88659 | 65 | 6.13 | 543479.67 | 51928.42/10.564% |
| 2025-08-05 | 豫光金铅(600531.SH) | 6.8188930347304 | 65351 | 65 | 8.72 | 569860.72 | 124239.24/27.88% |
| 2025-08-05 | 中信金属(601061.SH) | 7.5245462777179 | 69637 | 68 | 8.19 | 570327.03 | 46340.2/8.844% |
| 2025-08-05 | 北京人力(600861.SH) | 15.597518357607 | 26675 | 224 | 21.24 | 566577 | 150513.2/36.176% |
| 2025-08-05 | 甬金股份(603995.SH) | 17.270776539588 | 30724 | 236 | 18 | 553032 | 22404.66/4.222% |
交易详情
| 2025-08-04 | 中信金属(601061.SH) | 买 | 2100 | 7.85 | 16485 | ¥5 | 0 |
| 2025-08-04 | 北京人力(600861.SH) | 卖 | -400 | 20.73 | -8292 | ¥13.29 | 2052.99 |
| 2025-08-04 | 友发集团(601686.SH) | 买 | 1300 | 6.2 | 8060 | ¥5 | 0 |
| 2025-08-04 | 豫光金铅(600531.SH) | 卖 | -1900 | 8.6 | -16340 | ¥21.34 | 3384.1 |
| 2025-07-30 | 中信金属(601061.SH) | 买 | 600 | 8.22 | 4932 | ¥5 | 0 |
| 2025-07-30 | 北京人力(600861.SH) | 卖 | -300 | 20.72 | -6216 | ¥11.22 | 1536.74 |
| 2025-07-30 | 豫光金铅(600531.SH) | 买 | 800 | 8.21 | 6568 | ¥5 | 0 |
| 2025-07-30 | 友发集团(601686.SH) | 卖 | -2600 | 6.4 | -16640 | ¥21.64 | 2250.36 |
| 2025-07-25 | 中信金属(601061.SH) | 买 | 500 | 8.49 | 4245 | ¥5 | 0 |
| 2025-07-25 | 甬金股份(603995.SH) | 买 | 100 | 18.42 | 1842 | ¥5 | 0 |
