困境反转低估值策略:年化收益率（10.19%）
本策略精选净利润大幅下滑但PB破净的低估值股票，捕捉困境反转的投资机会。
概要
核心指标
- 累计收益率: 23.29%
- 年化收益率: 10.19%
- 基准收益率: 31.14%
- 阿尔法: -0
- 夏普比率: 0.37
- 最大回撤: 30.72%
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 | 中国中冶(601618.SH) | 3.0309089244851 | 43700 | 3 | 2.94 | 128478 | -3972.72/-2.999% |
| 2026-04-03 | 招商蛇口(001979.SZ) | 8.5025503225806 | 15500 | 3 | 7.93 | 122915 | -8874.53/-6.734% |
| 2026-04-03 | 信达地产(600657.SH) | 3.4284216091954 | 43500 | 59 | 2.95 | 128325 | -20811.34/-13.955% |
| 2026-04-03 | 城建发展(600266.SH) | 4.9677197965731 | 25700 | 102 | 4.87 | 125159 | -2511.4/-1.967% |
| 2026-04-03 | 陕建股份(600248.SH) | 3.7893913385827 | 37700 | 102 | 3.37 | 127049 | -15811.05/-11.068% |
| 2026-04-03 | 惠天热电(000692.SZ) | 3.7647089415847 | 26400 | 102 | 4 | 105600 | 6211.68/6.25% |
| 2026-04-03 | 浙商中拓(000906.SZ) | 6.2024574090683 | 22500 | 141 | 5.61 | 126225 | -13330.29/-9.552% |
| 2026-04-03 | 华发股份(600325.SH) | 4.7291404942735 | 36454 | 224 | 3.37 | 122849.98 | -49546.11/-28.74% |
| 2026-04-03 | 福星股份(000926.SZ) | 2.5361843750685 | 62400 | 119 | 1.96 | 122304 | -35953.91/-22.719% |
| 2026-04-03 | 保利发展(600048.SH) | 7.8381433349695 | 22436 | 382 | 5.51 | 123622.36 | -52234.22/-29.703% |
交易详情
| 2026-04-01 | 上汽集团(600104.SH) | 卖 | -9600 | 14.76 | -141696 | ¥184.2 | 5968.85 |
| 2026-04-01 | 五矿资本(600390.SH) | 卖 | -24100 | 5.39 | -129899 | ¥168.87 | -3750.22 |
| 2026-04-01 | 惠天热电(000692.SZ) | 卖 | -8000 | 4.75 | -38000 | ¥49.4 | 7882.33 |
| 2026-04-01 | 华发股份(600325.SH) | 买 | 4200 | 3.64 | 15288 | ¥5 | 0 |
| 2026-04-01 | 保利发展(600048.SH) | 买 | 2100 | 5.88 | 12348 | ¥5 | 0 |
| 2026-04-01 | 招商蛇口(001979.SZ) | 买 | 15500 | 8.5 | 131750 | ¥39.53 | 0 |
| 2026-04-01 | 陕建股份(600248.SH) | 卖 | -400 | 3.5 | -1400 | ¥6.4 | -115.76 |
| 2026-04-01 | 中国中冶(601618.SH) | 买 | 43700 | 3.03 | 132411 | ¥39.72 | 0 |
| 2026-04-01 | 福星股份(000926.SZ) | 买 | 2000 | 2.14 | 4280 | ¥5 | 0 |
| 2026-04-01 | 信达地产(600657.SH) | 买 | 3200 | 3.06 | 9792 | ¥5 | 0 |
