低估值中小市值精选策略:年化收益率（21.68%）
本策略精选低市盈率、低市净率的中小市值股票，旨在发掘被市场低估的优质标的，通过长期持有获取稳健收益。
概要
核心指标
- 累计收益率: 96.86%
- 年化收益率: 21.68%
- 基准收益率: -16.35%
- 阿尔法: 0.31
- 夏普比率: 0.69
- 最大回撤: 35.24%
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 | 锡装股份(001332.SZ) | 37.431225742574 | 10100 | 4 | 38.7 | 390870 | 12814.62/3.39% |
| 2025-08-06 | 力聚热能(603391.SH) | 38.705696875 | 9600 | 29 | 40.11 | 385056 | 13481.31/3.628% |
| 2025-08-06 | 光华股份(001333.SZ) | 20.000665303641 | 18097 | 39 | 21.69 | 392523.93 | 30571.89/8.446% |
| 2025-08-06 | 万得凯(301309.SZ) | 26.521854964001 | 13453 | 184 | 29.67 | 399150.51 | 42352/11.87% |
| 2025-08-06 | 扬州金泉(603307.SH) | 33.735416905702 | 9650 | 204 | 41.14 | 397001 | 71454.23/21.949% |
| 2025-08-05 | 锡装股份(001332.SZ) | 37.431225742574 | 10100 | 3 | 38.41 | 387941 | 9885.62/2.615% |
| 2025-08-05 | 力聚热能(603391.SH) | 38.705696875 | 9600 | 28 | 39.99 | 383904 | 12329.31/3.318% |
| 2025-08-05 | 光华股份(001333.SZ) | 20.000665303641 | 18097 | 38 | 21.68 | 392342.96 | 30390.92/8.396% |
| 2025-08-05 | 万得凯(301309.SZ) | 26.521854964001 | 13453 | 183 | 29.75 | 400226.75 | 43428.24/12.172% |
| 2025-08-05 | 扬州金泉(603307.SH) | 33.735416905702 | 9650 | 203 | 40.84 | 394106 | 68559.23/21.06% |
交易详情
| 2025-08-01 | 嘉曼服饰(301276.SZ) | 卖 | -17354 | 24.67 | -428123.18 | ¥556.56 | 145456.63 |
| 2025-08-01 | 扬州金泉(603307.SH) | 买 | 100 | 39 | 3900 | ¥5 | 0 |
| 2025-08-01 | 万得凯(301309.SZ) | 买 | 200 | 28.13 | 5626 | ¥5 | 0 |
| 2025-08-01 | 力聚热能(603391.SH) | 买 | 500 | 39.58 | 19790 | ¥5.94 | 0 |
| 2025-08-01 | 光华股份(001333.SZ) | 买 | 800 | 20.83 | 16664 | ¥5 | 0 |
| 2025-08-01 | 锡装股份(001332.SZ) | 买 | 10100 | 37.42 | 377942 | ¥113.38 | 0 |
| 2025-07-25 | 扬州金泉(603307.SH) | 买 | 100 | 38.89 | 3889 | ¥5 | 0 |
| 2025-07-18 | 扬州金泉(603307.SH) | 买 | 100 | 38.75 | 3875 | ¥5 | 0 |
| 2025-07-18 | 万得凯(301309.SZ) | 买 | 100 | 27.65 | 2765 | ¥5 | 0 |
| 2025-07-18 | 力聚热能(603391.SH) | 买 | 200 | 39.84 | 7968 | ¥5 | 0 |
