小市值高股息价值精选策略:年化收益率（18.06%）
本策略精选小市值和高股息率股票，每月调仓，构建价值投资组合，力求在获取股息收益的同时，捕捉小市值股票的成长潜力。
概要
核心指标
- 累计收益率: 96.73%
- 年化收益率: 18.06%
- 基准收益率: -8.92%
- 阿尔法: 0.23
- 夏普比率: 0.63
- 最大回撤: 34.34%
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 | 东方雨虹(002271.SZ) | 15.614683070866 | 25400 | 2 | 15.56 | 395224 | -1388.95/-0.35% |
| 2026-04-02 | 格力电器(000651.SZ) | 37.34857961165 | 10300 | 24 | 37.85 | 389855 | 5164.63/1.343% |
| 2026-04-02 | 中远海控(601919.SH) | 14.429827692308 | 26000 | 38 | 15.2 | 395200 | 20024.48/5.337% |
| 2026-04-02 | 中谷物流(603565.SH) | 10.985622413793 | 34100 | 101 | 11.6 | 395560 | 20950.28/5.593% |
| 2026-04-02 | 思维列控(603508.SH) | 28.209399958976 | 15100 | 101 | 25.82 | 389882 | -36079.94/-8.47% |
| 2026-04-01 | 东方雨虹(002271.SZ) | 15.614683070866 | 25400 | 1 | 15.6 | 396240 | -372.95/-0.094% |
| 2026-04-01 | 格力电器(000651.SZ) | 37.34857961165 | 10300 | 23 | 38.02 | 391606 | 6915.63/1.798% |
| 2026-04-01 | 荣晟环保(603165.SH) | 13.414023076923 | 0 | 23 | 15.16 | 0 | 55855.17/15.253% |
| 2026-04-01 | 中远海控(601919.SH) | 14.429827692308 | 26000 | 37 | 15.18 | 394680 | 19504.48/5.199% |
| 2026-04-01 | 中谷物流(603565.SH) | 10.985622413793 | 34100 | 100 | 11.45 | 390445 | 15835.28/4.227% |
交易详情
| 2026-04-01 | 荣晟环保(603165.SH) | 卖 | -27300 | 15.77 | -430521 | ¥559.68 | 64318.17 |
| 2026-04-01 | 思维列控(603508.SH) | 买 | 1500 | 26.08 | 39120 | ¥11.74 | 0 |
| 2026-04-01 | 东方雨虹(002271.SZ) | 买 | 25400 | 15.61 | 396494 | ¥118.95 | 0 |
| 2026-04-01 | 中远海控(601919.SH) | 买 | 1300 | 15.1 | 19630 | ¥5.89 | 0 |
| 2026-04-01 | 格力电器(000651.SZ) | 买 | 500 | 38.07 | 19035 | ¥5.71 | 0 |
| 2026-03-02 | 广汇能源(600256.SH) | 卖 | -63600 | 6.37 | -405132 | ¥526.67 | 82184.32 |
| 2026-03-02 | 冀中能源(000937.SZ) | 卖 | -63000 | 5.85 | -368550 | ¥479.12 | 28576.36 |
| 2026-03-02 | 思维列控(603508.SH) | 买 | 100 | 26.88 | 2688 | ¥5 | 0 |
| 2026-03-02 | 中谷物流(603565.SH) | 卖 | -700 | 10.98 | -7686 | ¥12.69 | -3.94 |
| 2026-03-02 | 荣晟环保(603165.SH) | 买 | 27300 | 13.41 | 366093 | ¥109.83 | 0 |
