小市值营收增长低波动精选策略:年化收益率（59.95%）
本策略精选小市值、营收高增长且换手率低波动的股票构建投资组合。策略综合考虑了市值规模、成长性和交易稳定性，力求在控制风险的前提下，获取超额收益。
概要
核心指标
- 累计收益率: 162.12%
- 年化收益率: 59.95%
- 基准收益率: 33.95%
- 阿尔法: 0.42
- 夏普比率: 1.36
- 最大回撤: 22.88%
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 | 思林杰(688115.SH) | 40.482140788082 | 21749 | 1 | 39.58 | 860825.42 | -19620.66/-2.228% |
| 2026-04-02 | 源飞宠物(001222.SZ) | 19.6058799117 | 0 | 6 | 19.08 | 0 | 639.64/0.072% |
| 2026-04-02 | 栖霞建设(600533.SH) | 2.5506656826568 | 352300 | 6 | 2.45 | 863135 | -35464.52/-3.947% |
| 2026-04-02 | 大地电气(920436.BJ) | 15.019210954617 | 63900 | 11 | 14.04 | 897156 | -62571.58/-6.52% |
| 2026-04-01 | 源飞宠物(001222.SZ) | 19.6058799117 | 45300 | 5 | 19.62 | 888786 | 639.64/0.072% |
| 2026-04-01 | 栖霞建设(600533.SH) | 2.550765014245 | 351000 | 5 | 2.5 | 877500 | -17818.52/-1.99% |
| 2026-04-01 | 大地电气(920436.BJ) | 15.024505974843 | 63600 | 10 | 13.78 | 876408 | -79150.58/-8.283% |
| 2026-03-31 | 源飞宠物(001222.SZ) | 19.6058799117 | 45300 | 4 | 19.17 | 868401 | -19745.36/-2.223% |
| 2026-03-31 | 栖霞建设(600533.SH) | 2.550765014245 | 351000 | 4 | 2.54 | 891540 | -3778.52/-0.422% |
| 2026-03-31 | 大地电气(920436.BJ) | 15.024505974843 | 63600 | 9 | 13.68 | 870048 | -85510.58/-8.949% |
交易详情
| 2026-04-02 | 源飞宠物(001222.SZ) | 卖 | -45300 | 19.62 | -888786 | ¥1155.42 | 639.64 |
| 2026-04-02 | 大地电气(920436.BJ) | 买 | 300 | 13.88 | 4164 | ¥5 | 0 |
| 2026-04-02 | 栖霞建设(600533.SH) | 买 | 1300 | 2.52 | 3276 | ¥5 | 0 |
| 2026-04-02 | 思林杰(688115.SH) | 买 | 21749 | 40.47 | 880182.03 | ¥264.05 | 0 |
| 2026-03-26 | 威奥股份(605001.SH) | 卖 | -118200 | 7.25 | -856950 | ¥1114.04 | -85386.62 |
| 2026-03-26 | 灵康药业(603669.SH) | 卖 | -207700 | 4.47 | -928419 | ¥1206.94 | -23132.38 |
| 2026-03-26 | 栖霞建设(600533.SH) | 买 | 351000 | 2.55 | 895050 | ¥268.52 | 0 |
| 2026-03-26 | 源飞宠物(001222.SZ) | 买 | 45300 | 19.6 | 887880 | ¥266.36 | 0 |
| 2026-03-19 | 大千生态(603955.SH) | 卖 | -34200 | 26.76 | -915192 | ¥1189.75 | -61510.92 |
| 2026-03-19 | 栖霞建设(600533.SH) | 卖 | -364600 | 2.64 | -962544 | ¥1251.31 | 25240.89 |
