小市值营收增长低波动精选策略:年化收益率（63.58%）
本策略精选小市值、营收高增长且换手率低波动的股票构建投资组合。策略综合考虑了市值规模、成长性和交易稳定性，力求在控制风险的前提下，获取超额收益。
概要
核心指标
- 累计收益率: 175.01%
- 年化收益率: 63.58%
- 基准收益率: 32.81%
- 阿尔法: 0.46
- 夏普比率: 1.39
- 最大回撤: 22.87%
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 | 思林杰(688115.SH) | 40.482141131596 | 23595 | 2 | 39.04 | 921148.8 | -34027.32/-3.562% |
| 2026-04-03 | 栖霞建设(600533.SH) | 2.5506572663001 | 381900 | 7 | 2.33 | 889827 | -84269.01/-8.651% |
| 2026-04-03 | 大地电气(920436.BJ) | 15.019818786127 | 69200 | 12 | 13.57 | 939044 | -100327.46/-9.653% |
| 2026-04-02 | 思林杰(688115.SH) | 40.482141131596 | 23595 | 1 | 39.58 | 933890.1 | -21286.02/-2.228% |
| 2026-04-02 | 源飞宠物(001222.SZ) | 19.60588 | 0 | 6 | 19.08 | 0 | 691.88/0.072% |
| 2026-04-02 | 栖霞建设(600533.SH) | 2.5506572663001 | 381900 | 6 | 2.45 | 935655 | -38441.01/-3.946% |
| 2026-04-02 | 大地电气(920436.BJ) | 15.019818786127 | 69200 | 11 | 14.04 | 971568 | -67803.46/-6.524% |
| 2026-04-01 | 源飞宠物(001222.SZ) | 19.60588 | 49000 | 5 | 19.62 | 961380 | 691.88/0.072% |
| 2026-04-01 | 栖霞建设(600533.SH) | 2.5507650105152 | 380400 | 5 | 2.5 | 951000 | -19311.01/-1.99% |
| 2026-04-01 | 大地电气(920436.BJ) | 15.023050144928 | 69000 | 10 | 13.78 | 950820 | -85770.46/-8.274% |
交易详情
| 2026-04-02 | 源飞宠物(001222.SZ) | 卖 | -49000 | 19.62 | -961380 | ¥1249.79 | 691.88 |
| 2026-04-02 | 大地电气(920436.BJ) | 买 | 200 | 13.88 | 2776 | ¥5 | 0 |
| 2026-04-02 | 栖霞建设(600533.SH) | 买 | 1500 | 2.52 | 3780 | ¥5 | 0 |
| 2026-04-02 | 思林杰(688115.SH) | 买 | 23595 | 40.47 | 954889.65 | ¥286.47 | 0 |
| 2026-03-26 | 灵康药业(603669.SH) | 卖 | -225200 | 4.47 | -1006644 | ¥1308.64 | -25081.43 |
| 2026-03-26 | 威奥股份(605001.SH) | 卖 | -128200 | 7.25 | -929450 | ¥1208.29 | -92610.53 |
| 2026-03-26 | 大地电气(920436.BJ) | 买 | 100 | 13.97 | 1397 | ¥5 | 0 |
| 2026-03-26 | 栖霞建设(600533.SH) | 买 | 380400 | 2.55 | 970020 | ¥291.01 | 0 |
| 2026-03-26 | 源飞宠物(001222.SZ) | 买 | 49000 | 19.6 | 960400 | ¥288.12 | 0 |
| 2026-03-19 | 大千生态(603955.SH) | 卖 | -37000 | 26.76 | -990120 | ¥1287.16 | -66546.91 |
