價值增強策略
代碼: value_enhanced | 調倉頻率: quarterly
策略描述
基於價值因子的增強型選股策略，結合基本面分析和動量因子
回測淨值曲線
2025-06-16 至 2026-02-10年化收益率
12.01%
最大回撤
8.37%
夏普比率
0.91
波動率
13.53%
當前推薦組合
調倉日: 2026-02-09
新增 KSPI, MATH, TMP；賣出 ASND, BBVA, TYG；權重調整 CALM(-0.0%), TRMD(-0.0%), ESEA(-0.0%), JFIN(-0.0%), REFI(-0.0%)
| 股票代碼 | 公司名稱 | 權重 |
|---|---|---|
| KSPI | Joint Stock Company Kaspi.kz | 3.99% |
| MATH | Metalpha Technology Holding Limited | 3.99% |
| ASA | ASA Gold and Precious Metals Limited | 3.99% |
| EICC | Eagle Point Income Company Inc. | 3.99% |
| HQL | Tekla Life Sciences Investors | 3.99% |
| EIC | Eagle Point Income Company Inc. | 3.99% |
| TMP | TOMPKINS FINANCIAL CORP | 3.99% |
| EICA | Eagle Point Income Company Inc. | 3.98% |
| PXS | Pyxis Tankers Inc. | 3.89% |
| CPA | Copa Holdings, S.A. | 3.89% |
| HAFN | Hafnia Limited | 3.89% |
| STNG | Scorpio Tankers Inc. | 3.89% |
| INSW | International Seaways, Inc. | 3.89% |
| CMBT | Cmb.Tech N.V. | 3.89% |
| GSL | Global Ship Lease, Inc. | 3.89% |
| ECO | Okeanis Eco Tankers Corp. | 3.89% |
| ASC | Ardmore Shipping Corporation | 3.89% |
| XYF | X Financial | 3.89% |
| CALM | Cal-Maine Foods, Inc. | 3.89% |
| TRMD | TORM plc | 3.89% |
| ESEA | Euroseas Ltd. | 3.89% |
| JFIN | Jiayin Group Inc. | 3.89% |
| REFI | Chicago Atlantic Real Estate Finance, Inc. | 3.89% |
| VIASP | Via Renewables, Inc. | 3.89% |
| GPJA | Georgia Power Company 5% JR SUB NT 77 | 3.89% |
KSPI
Joint Stock Company Kaspi.kz
權重
3.99%
MATH
Metalpha Technology Holding Limited
權重
3.99%
ASA
ASA Gold and Precious Metals Limited
權重
3.99%
EICC
Eagle Point Income Company Inc.
權重
3.99%
HQL
Tekla Life Sciences Investors
權重
3.99%
EIC
Eagle Point Income Company Inc.
權重
3.99%
TMP
TOMPKINS FINANCIAL CORP
權重
3.99%
EICA
Eagle Point Income Company Inc.
權重
3.98%
PXS
Pyxis Tankers Inc.
權重
3.89%
CPA
Copa Holdings, S.A.
權重
3.89%
HAFN
Hafnia Limited
權重
3.89%
STNG
Scorpio Tankers Inc.
權重
3.89%
INSW
International Seaways, Inc.
權重
3.89%
CMBT
Cmb.Tech N.V.
權重
3.89%
GSL
Global Ship Lease, Inc.
權重
3.89%
ECO
Okeanis Eco Tankers Corp.
權重
3.89%
ASC
Ardmore Shipping Corporation
權重
3.89%
XYF
X Financial
權重
3.89%
CALM
Cal-Maine Foods, Inc.
權重
3.89%
TRMD
TORM plc
權重
3.89%
ESEA
Euroseas Ltd.
權重
3.89%
JFIN
Jiayin Group Inc.
權重
3.89%
REFI
Chicago Atlantic Real Estate Finance, Inc.
權重
3.89%
VIASP
Via Renewables, Inc.
權重
3.89%
GPJA
Georgia Power Company 5% JR SUB NT 77
權重
3.89%