低PE高ROE价值精选策略:年化收益率（28.18%）
本策略精选低市盈率、高净资产收益率且具备一定盈利增长潜力的A股股票，构建价值投资组合。策略结合基本面、估值和流动性等多重筛选条件，并定期调仓，旨在获取长期稳健的投资回报。
概要
核心指标
- 累计收益率: 175.03%
- 年化收益率: 28.18%
- 基准收益率: -8.92%
- 阿尔法: 0.36
- 夏普比率: 0.85
- 最大回撤: 28.18%
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 | 江天化学(300927.SZ) | 26.848051941748 | 20600 | 1 | 26.35 | 542810 | -10259.87/-1.855% |
| 2026-04-02 | 学大教育(000526.SZ) | 31.709510227273 | 17600 | 1 | 30.9 | 543840 | -14247.38/-2.553% |
| 2026-04-02 | 微光股份(002801.SZ) | 31.0093 | 17900 | 1 | 30.29 | 542191 | -12875.47/-2.32% |
| 2026-04-02 | 鑫磊股份(301317.SZ) | 49.304787155963 | 0 | 6 | 49.05 | 0 | 28832.82/5.365% |
| 2026-04-02 | 诚意药业(603811.SH) | 11.484927086777 | 0 | 36 | 12.25 | 0 | 38860.93/7.184% |
| 2026-04-02 | 青达环保(688501.SH) | 26.681251205001 | 22866 | 36 | 23.88 | 546040.08 | -64053.41/-10.499% |
| 2026-04-02 | 我乐家居(603326.SH) | 8.9575853791918 | 0 | 111 | 8.52 | 0 | -7031.61/-1.313% |
| 2026-04-02 | 锦江航运(601083.SH) | 11.67087130656 | 43308 | 136 | 13.16 | 569933.28 | 64491.19/12.759% |
| 2026-04-01 | 鑫磊股份(301317.SZ) | 49.304787155963 | 10900 | 5 | 51.95 | 566255 | 28832.82/5.365% |
| 2026-04-01 | 诚意药业(603811.SH) | 11.484927086777 | 47100 | 35 | 12.31 | 579801 | 38860.93/7.184% |
交易详情
| 2026-04-02 | 诚意药业(603811.SH) | 卖 | -47100 | 12.29 | -578859 | ¥752.52 | 37918.93 |
| 2026-04-02 | 我乐家居(603326.SH) | 卖 | -59800 | 8.87 | -530426 | ¥689.55 | -5237.61 |
| 2026-04-02 | 鑫磊股份(301317.SZ) | 卖 | -10900 | 51.41 | -560369 | ¥728.48 | 22946.82 |
| 2026-04-02 | 锦江航运(601083.SH) | 卖 | -2200 | 12.79 | -28138 | ¥36.58 | 2462.08 |
| 2026-04-02 | 青达环保(688501.SH) | 买 | 1635 | 24.46 | 39992.1 | ¥12 | 0 |
| 2026-04-02 | 微光股份(002801.SZ) | 买 | 17900 | 31 | 554900 | ¥166.47 | 0 |
| 2026-04-02 | 学大教育(000526.SZ) | 买 | 17600 | 31.7 | 557920 | ¥167.38 | 0 |
| 2026-04-02 | 江天化学(300927.SZ) | 买 | 20600 | 26.84 | 552904 | ¥165.87 | 0 |
| 2026-03-26 | 学大教育(000526.SZ) | 卖 | -16400 | 32.23 | -528572 | ¥687.14 | -35101.05 |
| 2026-03-26 | 锦江航运(601083.SH) | 卖 | -900 | 12.03 | -10827 | ¥15.83 | 323.22 |
