小市值高息精选策略:年化收益率（15.22%）
本策略精选A股市场上总市值小于100亿、股息率大于5%的优质小市值股票，每周调仓，构建10只股票的投资组合。策略旨在捕捉小市值股票的成长性和高股息股票的稳定现金流，实现长期稳健收益。
概要
核心指标
- 累计收益率: 78.12%
- 年化收益率: 15.22%
- 基准收益率: -8.92%
- 阿尔法: 0.19
- 夏普比率: 0.57
- 最大回撤: 27.91%
源码
查看AI策略代码
绩效
持仓详情
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当日收盘价 | 当日市值 | 浮动收益/浮动收益率
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-02 | 嘉益股份(301004.SZ) | 50.951537837838 | 3700 | 14 | 48.09 | 177933 | -10587.69/-5.616% |
| 2026-04-02 | 元祖股份(603886.SH) | 12.709373287671 | 14600 | 14 | 12.93 | 188778 | 3221.15/1.736% |
| 2026-04-02 | 思维列控(603508.SH) | 26.227897101449 | 6900 | 19 | 25.82 | 178158 | -2814.49/-1.555% |
| 2026-04-02 | 荣晟环保(603165.SH) | 14.270218796992 | 11600 | 33 | 15.44 | 179104 | 13569.46/8.197% |
| 2026-04-02 | 好想你(002582.SZ) | 12.88856969697 | 15600 | 38 | 11.27 | 175812 | -25249.69/-12.558% |
| 2026-04-02 | 渤海轮渡(603167.SH) | 9.4673923809524 | 19000 | 61 | 9.36 | 177840 | -2040.46/-1.134% |
| 2026-04-02 | 蓝天燃气(605368.SH) | 9.2562622974937 | 20800 | 118 | 8.27 | 172016 | -20514.26/-10.655% |
| 2026-04-02 | 得邦照明(603303.SH) | 13.310600427879 | 12300 | 120 | 14.7 | 180810 | 17089.61/10.438% |
| 2026-04-02 | 富安娜(002327.SZ) | 7.2480607482515 | 25700 | 165 | 6.96 | 178872 | -7403.16/-3.974% |
| 2026-04-02 | 富森美(002818.SZ) | 11.948822426573 | 15494 | 170 | 10.78 | 167025.32 | -18109.73/-9.782% |
交易详情
| 2026-03-30 | 蓝天燃气(605368.SH) | 买 | 100 | 8.33 | 833 | ¥5 | 0 |
| 2026-03-30 | 荣晟环保(603165.SH) | 卖 | -300 | 14.8 | -4440 | ¥9.44 | 158.93 |
| 2026-03-30 | 富森美(002818.SZ) | 买 | 400 | 11.1 | 4440 | ¥5 | 0 |
| 2026-03-30 | 好想你(002582.SZ) | 卖 | -900 | 11.11 | -9999 | ¥15 | -1600.71 |
| 2026-03-30 | 嘉益股份(301004.SZ) | 买 | 100 | 46.27 | 4627 | ¥5 | 0 |
| 2026-03-30 | 元祖股份(603886.SH) | 买 | 100 | 12 | 1200 | ¥5 | 0 |
| 2026-03-23 | 蓝天燃气(605368.SH) | 卖 | -500 | 8.45 | -4225 | ¥9.23 | -405.25 |
| 2026-03-23 | 荣晟环保(603165.SH) | 卖 | -500 | 15.3 | -7650 | ¥12.65 | 514.89 |
| 2026-03-23 | 得邦照明(603303.SH) | 买 | 100 | 14 | 1400 | ¥5 | 0 |
| 2026-03-23 | 好想你(002582.SZ) | 买 | 300 | 10.38 | 3114 | ¥5 | 0 |
