基于广发证券高频因子的选股策略:年化收益率（25.22%）
例子
概要
核心指标
- 累计收益率: 101.47%
- 年化收益率: 25.22%
- 基准收益率: 15.2%
- 阿尔法: 0.21
- 夏普比率: 1
- 最大回撤: 29.2%
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 | 西子洁能(002534.SZ) | 16.254875609756 | 8200 | 4 | 16.04 | 131528 | -1761.98/-1.322% |
| 2026-04-02 | 成大生物(688739.SH) | 24.207260347608 | 5581 | 4 | 24.91 | 139022.71 | 3921.99/2.903% |
| 2026-04-02 | 承德露露(000848.SZ) | 7.8523552325581 | 17200 | 4 | 7.99 | 137428 | 2367.49/1.753% |
| 2026-04-02 | 九牧王(601566.SH) | 10.473140625 | 12800 | 4 | 10.69 | 136832 | 2775.8/2.071% |
| 2026-04-02 | 明泰铝业(601677.SH) | 15.614683333333 | 9000 | 4 | 15.06 | 135540 | -4992.15/-3.552% |
| 2026-04-02 | 佛燃能源(002911.SZ) | 14.514352688172 | 9300 | 4 | 14.4 | 133920 | -1063.48/-0.788% |
| 2026-04-02 | 视源股份(002841.SZ) | 32.629785 | 4000 | 4 | 32.75 | 131000 | 480.86/0.368% |
| 2026-04-02 | 易德龙(603380.SH) | 33.229965 | 4000 | 4 | 33.16 | 132640 | -279.86/-0.211% |
| 2026-04-02 | 万孚生物(300482.SZ) | 18.355505479452 | 7300 | 4 | 18.68 | 136364 | 2368.81/1.768% |
| 2026-04-02 | 中科软(603927.SH) | 16.504950617284 | 8100 | 4 | 16.34 | 132354 | -1336.1/-0.999% |
交易详情
| 2026-03-30 | 普门科技(688389.SH) | 卖 | -10798 | 12.22 | -131951.56 | ¥171.54 | -9976.73 |
| 2026-03-30 | 东北制药(000597.SZ) | 卖 | -27400 | 5.18 | -141932 | ¥184.51 | 231.5 |
| 2026-03-30 | 新华文轩(601811.SH) | 卖 | -10500 | 13.29 | -139545 | ¥181.41 | -1512.3 |
| 2026-03-30 | 联美控股(600167.SH) | 卖 | -20800 | 7.23 | -150384 | ¥195.5 | 7861.26 |
| 2026-03-30 | 三角轮胎(601163.SH) | 卖 | -9500 | 13.8 | -131100 | ¥170.43 | -10492.47 |
| 2026-03-30 | 桂林三金(002275.SZ) | 卖 | -10200 | 14.07 | -143514 | ¥186.57 | 1079.28 |
| 2026-03-30 | 广日股份(600894.SH) | 卖 | -15300 | 8.59 | -131427 | ¥170.86 | -10905.69 |
| 2026-03-30 | 国光股份(002749.SZ) | 卖 | -10000 | 12.97 | -129700 | ¥168.61 | -12342.6 |
| 2026-03-30 | 天能股份(688819.SH) | 卖 | -4439 | 33.3 | -147818.7 | ¥192.16 | 11056.48 |
| 2026-03-30 | 友发集团(601686.SH) | 卖 | -23100 | 5.77 | -133287 | ¥173.27 | -8589.55 |
