中盘价值精选策略:年化收益率（0.22%）
本策略精选中盘市值股票，结合低市盈率和高净资产收益率的基本面指标，构建价值投资组合，旨在获取稳健收益。
概要
核心指标
- 累计收益率: 0.54%
- 年化收益率: 0.22%
- 基准收益率: 5.83%
- 阿尔法: 0.04
- 夏普比率: 0.12
- 最大回撤: 57.93%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2025-08-07 | 天山铝业(002532.SZ) | 7.3627450980392 | 102 | 67 | 9.3 | 948.6 | 197.6/26.312% |
| 2025-08-07 | 中谷物流(603565.SH) | 9.2932098765432 | 324 | 88 | 10.49 | 3398.76 | 387.76/12.878% |
| 2025-08-07 | 郑煤机(601717.SH) | 12.186600511491 | 57088 | 145 | 17.53 | 1000752.64 | 305043.99/43.847% |
| 2025-08-06 | 天山铝业(002532.SZ) | 7.3627450980392 | 102 | 66 | 9.2 | 938.4 | 187.4/24.953% |
| 2025-08-06 | 中谷物流(603565.SH) | 9.2932098765432 | 324 | 87 | 10.27 | 3327.48 | 316.48/10.511% |
| 2025-08-06 | 郑煤机(601717.SH) | 12.186600511491 | 57088 | 144 | 17.39 | 992760.32 | 297051.67/42.698% |
| 2025-08-05 | 天山铝业(002532.SZ) | 7.3627450980392 | 102 | 65 | 9.17 | 935.34 | 184.34/24.546% |
| 2025-08-05 | 中谷物流(603565.SH) | 9.2932098765432 | 324 | 86 | 10.25 | 3321 | 310/10.296% |
| 2025-08-05 | 郑煤机(601717.SH) | 12.186600511491 | 57088 | 143 | 17.39 | 992760.32 | 297051.67/42.698% |
| 2025-08-04 | 天山铝业(002532.SZ) | 7.3627450980392 | 102 | 64 | 9.16 | 934.32 | 183.32/24.41% |
交易详情
| 2025-07-25 | 郑煤机(601717.SH) | 买 | 3588 | 16.7 | -0.4 | ¥0 | 0 |
| 2025-05-22 | 天山铝业(002532.SZ) | 买 | 2 | 8.01 | -3.98 | ¥0 | 0 |
| 2025-05-08 | 中谷物流(603565.SH) | 买 | 24 | 9.63 | -5.88 | ¥0 | 0 |
| 2025-05-06 | 天山铝业(002532.SZ) | 买 | 100 | 7.46 | 746 | ¥5 | 0 |
| 2025-04-01 | 正邦科技(002157.SZ) | 卖 | -1400 | 2.77 | -3878 | ¥8.88 | -75 |
| 2025-04-01 | 中谷物流(603565.SH) | 买 | 300 | 10.02 | 3006 | ¥5 | 0 |
| 2025-03-03 | 华峰铝业(601702.SH) | 卖 | -100 | 20.03 | -2003 | ¥7 | -9 |
| 2025-03-03 | 中粮糖业(600737.SH) | 卖 | -202 | 9.38 | -1894.76 | ¥6.89 | -44.24 |
| 2025-03-03 | 正邦科技(002157.SZ) | 买 | 1400 | 2.82 | 3948 | ¥5 | 0 |
| 2025-02-05 | 正邦科技(002157.SZ) | 卖 | -400 | 2.76 | -1104 | ¥6.1 | -212 |
