低估值小市值轮动策略:年化收益率（25.19%）
本策略精选非ST、非科创板、非北交所上市的低市盈率、低市净率小市值股票，并进行等权重配置，旨在捕捉市场中被低估的价值洼地。策略定期轮动持仓，动态跟踪市场变化，追求稳健收益。
概要
核心指标
- 累计收益率: 164.98%
- 年化收益率: 25.19%
- 基准收益率: -24.07%
- 阿尔法: 0.34
- 夏普比率: 0.84
- 最大回撤: 29.88%
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 | 七 匹 狼(002029.SZ) | 6.9606505291005 | 75600 | 7 | 7.49 | 566244 | 40018.82/7.605% |
| 2025-08-06 | 联发股份(002394.SZ) | 9.9029419659735 | 52900 | 7 | 10 | 529000 | 5134.37/0.98% |
| 2025-08-06 | 浙商中拓(000906.SZ) | 6.4543986163522 | 79100 | 22 | 6.51 | 514941 | 4398.07/0.861% |
| 2025-08-06 | 龙建股份(600853.SH) | 3.6934221316819 | 137210 | 62 | 3.75 | 514537.5 | 7763.05/1.532% |
| 2025-08-06 | 鲁 泰Ａ(000726.SZ) | 6.3537566319563 | 75197 | 147 | 6.98 | 524875.06 | 47091.62/9.856% |
| 2025-08-05 | 七 匹 狼(002029.SZ) | 6.9606505291005 | 75600 | 6 | 6.81 | 514836 | -11389.18/-2.164% |
| 2025-08-05 | 联发股份(002394.SZ) | 9.9029419659735 | 52900 | 6 | 9.87 | 522123 | -1742.63/-0.333% |
| 2025-08-05 | 浙商中拓(000906.SZ) | 6.4543986163522 | 79100 | 21 | 6.52 | 515732 | 5189.07/1.016% |
| 2025-08-05 | 龙建股份(600853.SH) | 3.6934221316819 | 137210 | 61 | 3.78 | 518653.8 | 11879.35/2.344% |
| 2025-08-05 | 鲁 泰Ａ(000726.SZ) | 6.3537566319563 | 75197 | 146 | 6.9 | 518859.3 | 41075.86/8.597% |
交易详情
| 2025-08-05 | 联发股份(002394.SZ) | 买 | 500 | 9.89 | 4945 | ¥5 | 0 |
| 2025-08-05 | 龙建股份(600853.SH) | 卖 | -500 | 3.75 | -1875 | ¥6.88 | 28.29 |
| 2025-08-05 | 鲁 泰Ａ(000726.SZ) | 卖 | -100 | 6.85 | -685 | ¥5.69 | 49.62 |
| 2025-08-05 | 七 匹 狼(002029.SZ) | 买 | 800 | 6.82 | 5456 | ¥5 | 0 |
| 2025-07-29 | 浙农股份(002758.SZ) | 卖 | -55600 | 9.35 | -519860 | ¥675.82 | -6273.79 |
| 2025-07-29 | 大商股份(600694.SH) | 卖 | -25800 | 19.84 | -511872 | ¥665.43 | 16105.31 |
| 2025-07-29 | 联发股份(002394.SZ) | 买 | 52400 | 9.9 | 518760 | ¥155.63 | 0 |
| 2025-07-29 | 龙建股份(600853.SH) | 卖 | -1700 | 3.81 | -6477 | ¥11.48 | 198.18 |
| 2025-07-29 | 鲁 泰Ａ(000726.SZ) | 卖 | -1000 | 6.97 | -6970 | ¥11.97 | 616.24 |
| 2025-07-29 | 七 匹 狼(002029.SZ) | 买 | 74800 | 6.96 | 520608 | ¥156.18 | 0 |
