价值投资多因子选股:年化收益率（-3.24%）
本策略融合了价值投资与动量投资的理念，精选低估值、高动量且盈利能力稳定的股票，力求在控制风险的同时，获取稳健的超额收益。
概要
核心指标
- 累计收益率: -10.75%
- 年化收益率: -3.24%
- 基准收益率: -16.35%
- 阿尔法: 0.05
- 夏普比率: -0.07
- 最大回撤: 47.09%
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 | 振华股份(603067.SH) | 14.084223728814 | 5900 | 9 | 16.35 | 96465 | 13368.08/16.087% |
| 2025-08-06 | 中国人保(601319.SH) | 8.4525353535354 | 9900 | 9 | 8.44 | 83556 | -124.1/-0.148% |
| 2025-08-06 | 华荣股份(603855.SH) | 20.4661375 | 4000 | 9 | 21.64 | 86560 | 4695.45/5.736% |
| 2025-08-06 | 新乳业(002946.SZ) | 16.845051020408 | 4900 | 9 | 16.99 | 83251 | 710.25/0.86% |
| 2025-08-06 | 赤峰黄金(600988.SH) | 23.887164705882 | 3400 | 9 | 24.74 | 84116 | 2899.64/3.57% |
| 2025-08-06 | 新泉股份(603179.SH) | 43.523052631579 | 1900 | 9 | 48.45 | 92055 | 9361.2/11.32% |
| 2025-08-06 | 合力泰(002217.SZ) | 2.50075 | 33400 | 9 | 2.45 | 81830 | -1695.05/-2.029% |
| 2025-08-06 | 兴民智通(002355.SZ) | 6.4219261538462 | 13000 | 9 | 6.51 | 84630 | 1144.96/1.371% |
| 2025-08-06 | 纽威股份(603699.SH) | 29.488842857143 | 2800 | 9 | 33.24 | 93072 | 10503.24/12.721% |
| 2025-08-06 | 无锡振华(605319.SH) | 30.659196296296 | 2700 | 9 | 33.9 | 91530 | 8750.17/10.57% |
交易详情
| 2025-07-25 | 德业股份(605117.SH) | 卖 | -1500 | 54.28 | -81420 | ¥105.85 | 4401.9 |
| 2025-07-25 | 宝立食品(603170.SH) | 卖 | -6300 | 12.59 | -79317 | ¥103.11 | 1299.6 |
| 2025-07-25 | 步步高(002251.SZ) | 卖 | -16300 | 5.32 | -86716 | ¥112.73 | -3581.9 |
| 2025-07-25 | 劲仔食品(003000.SZ) | 卖 | -6000 | 12.95 | -77700 | ¥101.01 | -623.49 |
| 2025-07-25 | 今世缘(603369.SH) | 卖 | -2000 | 41.02 | -82040 | ¥106.65 | 4136.64 |
| 2025-07-25 | 古井贡酒(000596.SZ) | 卖 | -500 | 146.58 | -73290 | ¥95.28 | 6645.01 |
| 2025-07-25 | 承德露露(000848.SZ) | 卖 | -8500 | 9.15 | -77775 | ¥101.11 | -618.51 |
| 2025-07-25 | 诺 普 信(002215.SZ) | 卖 | -7600 | 11.39 | -86564 | ¥112.53 | 8792.68 |
| 2025-07-25 | 江天化学(300927.SZ) | 卖 | -2800 | 27.91 | -78148 | ¥101.59 | 480.71 |
| 2025-07-25 | 新坐标(603040.SH) | 卖 | -2100 | 46.68 | -98028 | ¥127.44 | 20871.86 |
