稳健盈利 ROE 选股策略:年化收益率（34.62%）
本策略精选低负债、非ST、无风险警示且上市时间较长的股票，并结合 ROE 净资产收益率指标，选取盈利能力强的优质标的构建投资组合，旨在获取长期稳健收益。
概要
核心指标
- 累计收益率: 89.76%
- 年化收益率: 34.62%
- 基准收益率: 32.26%
- 阿尔法: 0.19
- 夏普比率: 1
- 最大回撤: 25.02%
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 | 兴齐眼药(300573.SZ) | 79.104420564516 | 3100 | 102 | 67.5 | 209250 | -35973.7/-14.67% |
| 2026-04-02 | 天孚通信(300394.SZ) | 177.04382751247 | 703 | 135 | 322.8 | 226928.4 | 102466.59/82.328% |
| 2026-04-02 | 冰川网络(300533.SZ) | 35.921300579151 | 7400 | 102 | 28.2 | 208680 | -57137.62/-21.495% |
| 2026-04-02 | 达仁堂(600329.SH) | 43.488982398386 | 4881 | 146 | 41.18 | 200999.58 | -11270.14/-5.309% |
| 2026-04-02 | 合力泰(002217.SZ) | 2.7085250489032 | 86700 | 179 | 2.22 | 192474 | -42355.12/-18.037% |
| 2026-04-02 | 双象股份(002395.SZ) | 17.068437908697 | 11491 | 223 | 17.96 | 206378.36 | 10244.94/5.223% |
| 2026-04-02 | 新易盛(300502.SZ) | 66.111425324836 | 549 | 223 | 447.49 | 245672.01 | 209376.84/576.872% |
| 2026-04-02 | 贵州茅台(600519.SH) | 1522.0250980392 | 102 | 234 | 1459.88 | 148907.76 | -6338.8/-4.083% |
| 2026-04-02 | 锦波生物(920982.BJ) | 191.27714209969 | 1328 | 377 | 180 | 239040 | -14976.04/-5.896% |
| 2026-04-01 | 兴齐眼药(300573.SZ) | 79.104420564516 | 3100 | 101 | 68.18 | 211358 | -33865.7/-13.81% |
交易详情
| 2026-03-31 | 合力泰(002217.SZ) | 买 | 3000 | 2.4 | 7200 | ¥5 | 0 |
| 2026-03-31 | 锦波生物(920982.BJ) | 买 | 200 | 153.05 | 30610 | ¥9.18 | 0 |
| 2026-03-31 | 冰川网络(300533.SZ) | 买 | 600 | 27.7 | 16620 | ¥5 | 0 |
| 2026-03-31 | 达仁堂(600329.SH) | 卖 | -400 | 43.3 | -17320 | ¥22.52 | -75.59 |
| 2026-03-31 | 双象股份(002395.SZ) | 卖 | -100 | 18.11 | -1811 | ¥6.81 | 104.16 |
| 2026-03-16 | 合力泰(002217.SZ) | 买 | 8300 | 2.56 | 21248 | ¥6.37 | 0 |
| 2026-03-16 | 锦波生物(920982.BJ) | 买 | 100 | 185 | 18500 | ¥5.55 | 0 |
| 2026-03-16 | 达仁堂(600329.SH) | 卖 | -100 | 41.6 | -4160 | ¥9.16 | -188.9 |
| 2026-03-16 | 双象股份(002395.SZ) | 卖 | -100 | 18.73 | -1873 | ¥6.87 | 166.16 |
| 2026-03-16 | 兴齐眼药(300573.SZ) | 卖 | -100 | 70.7 | -7070 | ¥12.07 | -840.44 |
