低PE高ROE价值精选策略:年化收益率（25.85%）
本策略精选低市盈率、高净资产收益率且具备一定盈利增长潜力的A股股票，构建价值投资组合。策略结合基本面、估值和流动性等多重筛选条件，并定期调仓，旨在获取长期稳健的投资回报。
概要
核心指标
- 累计收益率: 121.36%
- 年化收益率: 25.85%
- 基准收益率: -16.33%
- 阿尔法: 0.38
- 夏普比率: 0.77
- 最大回撤: 28.18%
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 | 开润股份(300577.SZ) | 20.435176525822 | 21200 | 15 | 20.91 | 443292 | 10066.26/2.324% |
| 2025-08-07 | 伟隆股份(002871.SZ) | 10.560017317073 | 41000 | 20 | 10.99 | 450590 | 17629.29/4.072% |
| 2025-08-07 | 同为股份(002835.SZ) | 17.4537602411 | 23363 | 65 | 19.03 | 444597.89 | 36825.69/9.031% |
| 2025-08-07 | 鑫磊股份(301317.SZ) | 26.006998255523 | 12391 | 70 | 36.43 | 451404.13 | 129151.41/40.078% |
| 2025-08-07 | 盛德鑫泰(300881.SZ) | 32.808284713743 | 11499 | 180 | 36.6 | 420863.4 | 43600.93/11.557% |
| 2025-08-06 | 开润股份(300577.SZ) | 20.435176525822 | 21200 | 14 | 20.9 | 443080 | 9854.26/2.275% |
| 2025-08-06 | 伟隆股份(002871.SZ) | 10.560017317073 | 41000 | 19 | 10.98 | 450180 | 17219.29/3.977% |
| 2025-08-06 | 同为股份(002835.SZ) | 17.4537602411 | 23363 | 64 | 18.93 | 442261.59 | 34489.39/8.458% |
| 2025-08-06 | 鑫磊股份(301317.SZ) | 26.006998255523 | 12391 | 69 | 37.73 | 467512.43 | 145259.71/45.076% |
| 2025-08-06 | 盛德鑫泰(300881.SZ) | 32.808284713743 | 11499 | 179 | 37.18 | 427532.82 | 50270.35/13.325% |
交易详情
| 2025-08-01 | 鑫磊股份(301317.SZ) | 卖 | -400 | 34.99 | -13996 | ¥19 | 3593.2 |
| 2025-08-01 | 伟隆股份(002871.SZ) | 买 | 1000 | 10.46 | 10460 | ¥5 | 0 |
| 2025-08-01 | 盛德鑫泰(300881.SZ) | 买 | 700 | 36.8 | 25760 | ¥7.73 | 0 |
| 2025-08-01 | 同为股份(002835.SZ) | 买 | 200 | 18.24 | 3648 | ¥5 | 0 |
| 2025-08-01 | 开润股份(300577.SZ) | 卖 | -100 | 20.28 | -2028 | ¥7.03 | -15.52 |
| 2025-07-25 | 鑫磊股份(301317.SZ) | 买 | 300 | 33 | 9900 | ¥5 | 0 |
| 2025-07-25 | 盛德鑫泰(300881.SZ) | 卖 | -1000 | 40.61 | -40610 | ¥52.79 | 8061.18 |
| 2025-07-25 | 开润股份(300577.SZ) | 买 | 700 | 20.4 | 14280 | ¥5 | 0 |
| 2025-07-18 | 福斯达(603173.SH) | 卖 | -11256 | 42.76 | -481306.56 | ¥625.7 | 143077.49 |
| 2025-07-18 | 伟隆股份(002871.SZ) | 买 | 4100 | 10.64 | 43624 | ¥13.09 | 0 |
