市值适中盈利为正选股策略:年化收益率（28.74%）
本策略选取总市值位于市场中等水平（30%-70%分位），且市盈率（TTM）为正的非ST股票构建投资组合，旨在捕捉市值适中且盈利能力稳健的股票的投资机会。
概要
核心指标
- 累计收益率: 72.33%
- 年化收益率: 28.74%
- 基准收益率: 32.26%
- 阿尔法: 0.16
- 夏普比率: 1.34
- 最大回撤: 16.12%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 中国海油(600938.SH) | 39.203237837838 | 3700 | 2 | 39.33 | 145521 | 469.02/0.323% |
| 2026-04-02 | 宁德时代(300750.SZ) | 413.1239 | 400 | 3 | 401.17 | 160468 | -4781.56/-2.894% |
| 2026-04-02 | 贵州茅台(600519.SH) | 1406.4218 | 100 | 21 | 1459.88 | 145988 | 5345.82/3.801% |
| 2026-04-02 | 中国神华(601088.SH) | 43.708979018443 | 3400 | 50 | 47.69 | 162146 | 13535.47/9.108% |
| 2026-04-02 | 紫金矿业(601899.SH) | 34.367315793246 | 4700 | 65 | 33.12 | 155664 | -5862.38/-3.629% |
| 2026-04-02 | 比亚迪(002594.SZ) | 95.785013844134 | 1500 | 66 | 101.65 | 152475 | 8797.48/6.123% |
| 2026-04-02 | 工业富联(601138.SH) | 55.032003558119 | 3012 | 152 | 52 | 156624 | -9132.39/-5.51% |
| 2026-04-02 | 中国人寿(601628.SH) | 41.757520363753 | 4324 | 542 | 36.36 | 157220.64 | -23338.88/-12.926% |
| 2026-04-02 | 中国银行(601988.SH) | 5.4368898077951 | 26836 | 542 | 5.94 | 159405.84 | 13501.47/9.254% |
| 2026-04-02 | 招商银行(600036.SH) | 39.610740768926 | 4041 | 542 | 39.76 | 160670.16 | 603.16/0.377% |
交易详情
| 2026-04-02 | 中国海油(600938.SH) | 买 | 3400 | 39.2 | 133280 | ¥39.98 | 0 |
| 2026-04-02 | 紫金矿业(601899.SH) | 卖 | -100 | 33.99 | -3399 | ¥8.4 | -37.73 |
| 2026-04-02 | 工业富联(601138.SH) | 卖 | -100 | 52.66 | -5266 | ¥10.27 | -237.2 |
| 2026-04-02 | 中国银行(601988.SH) | 买 | 200 | 5.87 | 1174 | ¥5 | 0 |
| 2026-04-01 | 中国海油(600938.SH) | 买 | 300 | 39.09 | 11727 | ¥5 | 0 |
| 2026-04-01 | 比亚迪(002594.SZ) | 卖 | -200 | 105.9 | -21180 | ¥27.53 | 2023 |
| 2026-04-01 | 中国平安(601318.SH) | 卖 | -300 | 57.58 | -17274 | ¥22.46 | -213.4 |
| 2026-04-01 | 紫金矿业(601899.SH) | 卖 | -500 | 33.86 | -16930 | ¥22.01 | -253.66 |
| 2026-04-01 | 中国人寿(601628.SH) | 卖 | -400 | 36.85 | -14740 | ¥19.74 | -1963.01 |
| 2026-04-01 | 中国神华(601088.SH) | 卖 | -200 | 46.33 | -9266 | ¥14.27 | 524.2 |
