基于广发证券高频因子的选股策略:年化收益率（24.38%）
例子
概要
核心指标
- 累计收益率: 97.5%
- 年化收益率: 24.38%
- 基准收益率: 14.22%
- 阿尔法: 0.2
- 夏普比率: 0.97
- 最大回撤: 29.2%
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
|
|||||
|---|---|---|---|---|---|---|---|
| 2026-04-03 | 西子洁能(002534.SZ) | 16.254875609756 | 8200 | 5 | 15.88 | 130216 | -3073.98/-2.306% |
| 2026-04-03 | 成大生物(688739.SH) | 24.207260347608 | 5581 | 5 | 24.41 | 136232.21 | 1131.49/0.838% |
| 2026-04-03 | 承德露露(000848.SZ) | 7.8523552325581 | 17200 | 5 | 7.92 | 136224 | 1163.49/0.861% |
| 2026-04-03 | 九牧王(601566.SH) | 10.473140625 | 12800 | 5 | 10.42 | 133376 | -680.2/-0.507% |
| 2026-04-03 | 明泰铝业(601677.SH) | 15.614683333333 | 9000 | 5 | 15.07 | 135630 | -4902.15/-3.488% |
| 2026-04-03 | 佛燃能源(002911.SZ) | 14.514352688172 | 9300 | 5 | 13.89 | 129177 | -5806.48/-4.302% |
| 2026-04-03 | 视源股份(002841.SZ) | 32.629785 | 4000 | 5 | 32.32 | 129280 | -1239.14/-0.949% |
| 2026-04-03 | 易德龙(603380.SH) | 33.229965 | 4000 | 5 | 32.96 | 131840 | -1079.86/-0.812% |
| 2026-04-03 | 万孚生物(300482.SZ) | 18.355505479452 | 7300 | 5 | 17.8 | 129940 | -4055.19/-3.026% |
| 2026-04-03 | 中科软(603927.SH) | 16.504950617284 | 8100 | 5 | 16.1 | 130410 | -3280.1/-2.454% |
交易详情
| 2026-03-30 | 新华文轩(601811.SH) | 卖 | -10500 | 13.29 | -139545 | ¥181.41 | -1512.3 |
| 2026-03-30 | 振华风光(688439.SH) | 卖 | -2439 | 50.16 | -122340.24 | ¥159.04 | -19017.81 |
| 2026-03-30 | 北京人力(600861.SH) | 卖 | -8300 | 16 | -132800 | ¥172.64 | -9172.58 |
| 2026-03-30 | 普门科技(688389.SH) | 卖 | -10798 | 12.22 | -131951.56 | ¥171.54 | -9976.73 |
| 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 | 友发集团(601686.SH) | 卖 | -23100 | 5.77 | -133287 | ¥173.27 | -8589.55 |
| 2026-03-30 | 联美控股(600167.SH) | 卖 | -20800 | 7.23 | -150384 | ¥195.5 | 7861.26 |
| 2026-03-30 | 双塔食品(002481.SZ) | 卖 | -29300 | 4.54 | -133022 | ¥172.93 | -8539.46 |
| 2026-03-30 | 天能股份(688819.SH) | 卖 | -4439 | 33.3 | -147818.7 | ¥192.16 | 11056.48 |
