价值选股策略:年化收益率（18.06%）
这是一个基于资产价值的多因子选股策略
概要
核心指标
- 累计收益率: 143.74%
- 年化收益率: 18.06%
- 基准收益率: -7.5%
- 阿尔法: 0.2
- 夏普比率: 0.76
- 最大回撤: 21.61%
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 | 地铁设计(003013.SZ) | 13.395714583333 | 9600 | 2 | 13.15 | 126240 | -2358.86/-1.834% |
| 2026-04-02 | TCL智家(002668.SZ) | 8.9508951388889 | 0 | 3 | 9.06 | 0 | 2027.83/1.666% |
| 2026-04-02 | 新联电子(002546.SZ) | 9.1063334831685 | 14200 | 3 | 8.88 | 126096 | -3213.94/-2.485% |
| 2026-04-02 | 健民集团(600976.SH) | 32.382168358603 | 3700 | 7 | 35.11 | 129907 | 10092.98/8.424% |
| 2026-04-02 | 常宝股份(002478.SZ) | 11.07651586618 | 12100 | 7 | 10.62 | 128502 | -5523.84/-4.121% |
| 2026-04-02 | 炬华科技(300360.SZ) | 16.405867289652 | 7800 | 8 | 16.2 | 126360 | -1605.76/-1.255% |
| 2026-04-02 | 苏农银行(603323.SH) | 4.7915369760603 | 26300 | 8 | 4.9 | 128870 | 2852.58/2.264% |
| 2026-04-02 | 辉煌科技(002296.SZ) | 12.147998132951 | 11100 | 12 | 11.19 | 124209 | -10633.78/-7.886% |
| 2026-04-02 | 新疆火炬(603080.SH) | 22.967668559657 | 5900 | 14 | 21.54 | 127086 | -8423.24/-6.216% |
| 2026-04-02 | 真兰仪表(301303.SZ) | 15.925275876652 | 8700 | 14 | 14.65 | 127455 | -11094.9/-8.008% |
交易详情
| 2026-04-02 | TCL智家(002668.SZ) | 卖 | -13600 | 9.08 | -123488 | ¥12.35 | 1755.83 |
| 2026-04-02 | 新联电子(002546.SZ) | 买 | 500 | 8.98 | 4490 | ¥0.45 | 0 |
| 2026-04-02 | 海利生物(603718.SH) | 买 | 1400 | 4.7 | 6580 | ¥0.66 | 0 |
| 2026-04-02 | 苏农银行(603323.SH) | 买 | 1600 | 4.91 | 7856 | ¥0.79 | 0 |
| 2026-04-02 | 富森美(002818.SZ) | 买 | 600 | 10.8 | 6480 | ¥0.65 | 0 |
| 2026-04-02 | 炬华科技(300360.SZ) | 买 | 300 | 16.44 | 4932 | ¥0.49 | 0 |
| 2026-04-02 | 黔源电力(002039.SZ) | 买 | 500 | 18.44 | 9220 | ¥0.92 | 0 |
| 2026-04-02 | 九强生物(300406.SZ) | 买 | 300 | 12.18 | 3654 | ¥0.37 | 0 |
| 2026-04-02 | 辉煌科技(002296.SZ) | 买 | 600 | 11.55 | 6930 | ¥0.69 | 0 |
| 2026-04-02 | 真兰仪表(301303.SZ) | 买 | 300 | 14.78 | 4434 | ¥0.44 | 0 |
