低估值中小市值精选策略:年化收益率（23.43%）
本策略精选低市盈率、低市净率的中小市值股票，旨在发掘被市场低估的优质标的，通过长期持有获取稳健收益。
概要
核心指标
- 累计收益率: 136%
- 年化收益率: 23.43%
- 基准收益率: -9.7%
- 阿尔法: 0.3
- 夏普比率: 0.75
- 最大回撤: 35.25%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 甘源食品(002991.SZ) | 49.734916326531 | 9800 | 2 | 49.25 | 482650 | -4752.18/-0.975% |
| 2026-04-03 | 依依股份(001206.SZ) | 21.346402173913 | 23000 | 2 | 20.45 | 470350 | -20617.25/-4.199% |
| 2026-04-03 | 海象新材(003011.SZ) | 25.134149509804 | 20100 | 12 | 22.73 | 456873 | -48323.41/-9.565% |
| 2026-04-03 | 索宝蛋白(603231.SH) | 18.273175357143 | 28000 | 12 | 16.93 | 474040 | -37608.91/-7.351% |
| 2026-04-03 | 真兰仪表(301303.SZ) | 15.739256495468 | 33100 | 12 | 14.37 | 475647 | -45322.39/-8.7% |
| 2026-04-02 | 甘源食品(002991.SZ) | 49.734916326531 | 9800 | 1 | 50.35 | 493430 | 6027.82/1.237% |
| 2026-04-02 | 依依股份(001206.SZ) | 21.346402173913 | 23000 | 1 | 21.07 | 484610 | -6357.25/-1.295% |
| 2026-04-02 | 爱婴室(603214.SH) | 15.864758085809 | 0 | 6 | 16.25 | 0 | 13793.83/2.87% |
| 2026-04-02 | 海象新材(003011.SZ) | 25.134149509804 | 20100 | 11 | 24.07 | 483807 | -21389.41/-4.234% |
| 2026-04-02 | 索宝蛋白(603231.SH) | 18.273175357143 | 28000 | 11 | 17.45 | 488600 | -23048.91/-4.505% |
交易详情
| 2026-04-02 | 同为股份(002835.SZ) | 卖 | -30900 | 15.63 | -482967 | ¥627.86 | -763.08 |
| 2026-04-02 | 爱婴室(603214.SH) | 卖 | -30300 | 16.32 | -494496 | ¥642.84 | 13793.83 |
| 2026-04-02 | 真兰仪表(301303.SZ) | 买 | 500 | 14.78 | 7390 | ¥5 | 0 |
| 2026-04-02 | 海象新材(003011.SZ) | 卖 | -300 | 24.69 | -7407 | ¥12.41 | -133.24 |
| 2026-04-02 | 依依股份(001206.SZ) | 买 | 23000 | 21.34 | 490820 | ¥147.25 | 0 |
| 2026-04-02 | 甘源食品(002991.SZ) | 买 | 9800 | 49.72 | 487256 | ¥146.18 | 0 |
| 2026-03-26 | 依依股份(001206.SZ) | 卖 | -22700 | 21.08 | -478516 | ¥622.07 | -59354.33 |
| 2026-03-26 | 锦江航运(601083.SH) | 卖 | -41200 | 12.03 | -495636 | ¥644.33 | -3033.55 |
| 2026-03-26 | 真兰仪表(301303.SZ) | 买 | 600 | 14.63 | 8778 | ¥5 | 0 |
| 2026-03-26 | 索宝蛋白(603231.SH) | 买 | 300 | 17.12 | 5136 | ¥5 | 0 |
