低估值分散选股策略:年化收益率（48.33%）
本策略基于市净率（PB）< 1 筛选低估值股票，结合行业分散和市值优选，构建稳健投资组合，力求在控制风险的前提下获取长期回报。
概要
核心指标
- 累计收益率: 75.92%
- 年化收益率: 48.33%
- 基准收益率: 13.22%
- 阿尔法: 0.39
- 夏普比率: 1.61
- 最大回撤: 16.32%
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 | 田野股份(920023.BJ) | 3.6911070362473 | 46900 | 5 | 3.71 | 173999 | 886.08/0.512% |
| 2026-04-02 | 明泰铝业(601677.SH) | 14.984494262295 | 11900 | 10 | 15.06 | 179214 | 898.52/0.504% |
| 2026-04-02 | 长青股份(002391.SZ) | 6.2018598639456 | 29100 | 10 | 6.2 | 180420 | -54.12/-0.03% |
| 2026-04-02 | 木林森(002745.SZ) | 8.5525651162791 | 20700 | 20 | 8.45 | 174915 | -2123.1/-1.199% |
| 2026-04-02 | 春兴精工(002547.SZ) | 4.4034917440742 | 51900 | 45 | 3.31 | 171789 | -56752.22/-24.832% |
| 2026-04-02 | 唐人神(002567.SZ) | 3.9611879907621 | 43300 | 5 | 4.13 | 178829 | 7309.56/4.262% |
| 2026-04-02 | 八一钢铁(600581.SH) | 3.677120114264 | 66600 | 95 | 2.78 | 185148 | -59748.2/-24.397% |
| 2026-04-02 | 深天马Ａ(000050.SZ) | 8.5987589041096 | 21900 | 10 | 7.89 | 172791 | -15521.82/-8.243% |
| 2026-04-02 | 中南股份(000717.SZ) | 2.5334560500685 | 69700 | 70 | 2.43 | 169371 | -7210.89/-4.084% |
| 2026-04-02 | 天晟新材(300169.SZ) | 6.8915950238217 | 27800 | 100 | 5.94 | 165132 | -26454.34/-13.808% |
交易详情
| 2026-03-27 | 禾丰股份(603609.SH) | 卖 | -25600 | 6.7 | -171520 | ¥222.98 | -46873.89 |
| 2026-03-27 | 常熟汽饰(603035.SH) | 卖 | -12600 | 13.4 | -168840 | ¥219.49 | -14418.96 |
| 2026-03-27 | 田野股份(920023.BJ) | 买 | 46900 | 3.69 | 173061 | ¥51.92 | 0 |
| 2026-03-27 | 唐人神(002567.SZ) | 买 | 43300 | 3.96 | 171468 | ¥51.44 | 0 |
| 2026-03-27 | 长青股份(002391.SZ) | 卖 | -300 | 6 | -1800 | ¥6.8 | -60.56 |
| 2026-03-27 | 八一钢铁(600581.SH) | 买 | 700 | 2.58 | 1806 | ¥5 | 0 |
| 2026-03-27 | 中南股份(000717.SZ) | 卖 | -500 | 2.48 | -1240 | ¥6.24 | -26.73 |
| 2026-03-27 | 明泰铝业(601677.SH) | 卖 | -300 | 14.52 | -4356 | ¥9.36 | -139.35 |
| 2026-03-27 | 木林森(002745.SZ) | 卖 | -700 | 8.51 | -5957 | ¥10.96 | -29.8 |
| 2026-03-27 | 深天马Ａ(000050.SZ) | 买 | 700 | 7.87 | 5509 | ¥5 | 0 |
