盈利小盘价值策略:年化收益率（35.5%）
本策略精选A股市场中盈利持续增长的小市值股票，结合低动态市盈率估值，力求在控制风险的前提下，获取长期稳健收益。
概要
核心指标
- 累计收益率: 273.42%
- 年化收益率: 35.5%
- 基准收益率: -24.07%
- 阿尔法: 0.45
- 夏普比率: 1.08
- 最大回撤: 41.54%
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 | 福斯达(603173.SH) | 43.823142857143 | 16800 | 2 | 43.72 | 734496 | -1732.8/-0.235% |
| 2025-08-06 | 鑫磊股份(301317.SZ) | 36.931075879397 | 19900 | 2 | 37.73 | 750827 | 15898.59/2.163% |
| 2025-08-06 | 金房能源(001210.SZ) | 14.523753413655 | 49200 | 17 | 15.21 | 748332 | 33763.33/4.725% |
| 2025-08-06 | 嘉华股份(603182.SH) | 12.847052421522 | 50600 | 47 | 14.75 | 746350 | 96289.15/14.812% |
| 2025-08-06 | 民爆光电(301362.SZ) | 37.406753009789 | 17400 | 67 | 42.69 | 742806 | 91928.5/14.124% |
| 2025-08-05 | 福斯达(603173.SH) | 43.823142857143 | 16800 | 1 | 43.41 | 729288 | -6940.8/-0.943% |
| 2025-08-05 | 鑫磊股份(301317.SZ) | 36.931075879397 | 19900 | 1 | 38.18 | 759782 | 24853.59/3.382% |
| 2025-08-05 | 金房能源(001210.SZ) | 14.523753413655 | 49200 | 16 | 15.43 | 759156 | 44587.33/6.24% |
| 2025-08-05 | 劲旅环境(001230.SZ) | 21.282485571197 | 0 | 41 | 23.25 | 0 | 69901.59/10.091% |
| 2025-08-05 | 嘉华股份(603182.SH) | 12.847052421522 | 50600 | 46 | 14.74 | 745844 | 95783.15/14.734% |
交易详情
| 2025-08-05 | 常润股份(603201.SH) | 卖 | -43561 | 16.91 | -736616.51 | ¥957.6 | 104691.02 |
| 2025-08-05 | 劲旅环境(001230.SZ) | 卖 | -32550 | 23.43 | -762646.5 | ¥991.44 | 69901.59 |
| 2025-08-05 | 民爆光电(301362.SZ) | 买 | 900 | 42.48 | 38232 | ¥11.47 | 0 |
| 2025-08-05 | 嘉华股份(603182.SH) | 卖 | -400 | 14.64 | -5856 | ¥10.86 | 717.18 |
| 2025-08-05 | 金房能源(001210.SZ) | 卖 | -300 | 15.08 | -4524 | ¥9.52 | 166.87 |
| 2025-08-05 | 鑫磊股份(301317.SZ) | 买 | 19900 | 36.92 | 734708 | ¥220.41 | 0 |
| 2025-08-05 | 福斯达(603173.SH) | 买 | 16800 | 43.81 | 736008 | ¥220.8 | 0 |
| 2025-07-29 | 劲旅环境(001230.SZ) | 买 | 700 | 22.46 | 15722 | ¥5 | 0 |
| 2025-07-29 | 民爆光电(301362.SZ) | 买 | 100 | 43.59 | 4359 | ¥5 | 0 |
| 2025-07-29 | 常润股份(603201.SH) | 卖 | -800 | 16.7 | -13360 | ¥18.36 | 1754.66 |
