权益因子观察周报第102期：上周小市值风格占优，价量因子表现较好

Performance of Enhanced Index Funds - As of November 15, 2024, the top three enhanced funds for the CSI 300 index achieved excess returns of 6.9%, 6.45%, and 5.02% respectively[5] - The top three enhanced funds for the CSI 500 index achieved excess returns of 6.7%, 6.28%, and 4.63% respectively[5] - The top three enhanced funds for the CSI 1000 index achieved excess returns of 11.43%, 9.17%, and 8.1% respectively[5] - The top three enhanced funds for the CSI 2000 index achieved excess returns of 6.78%, 3.3%, and 4.07% respectively[5] Factor Performance - The best performing factors in the CSI 300 index last week were market capitalization, analyst ratings, and valuation[4] - The best performing factors in the CSI 500 index last week were price-volume, market capitalization, and analyst ratings[4] - The best performing factors in the CSI 1000 index last week were price-volume, profitability, and market capitalization[4] - The best performing factors in the CSI 2000 index last week were analyst expectations, price-volume, and profitability[4] Enhanced Strategy Performance - The CSI 300 enhanced strategy had a weekly return of -2.2% with an excess return of 1.09% and a year-to-date return of 21.52%[5] - The CSI 500 enhanced strategy had a weekly return of -4.32% with an excess return of 0.47% and a year-to-date return of 15.39%[5] - The CSI 1000 enhanced strategy had a weekly return of -3.24% with an excess return of 1.39% and a year-to-date return of 9.54%[5] - The CSI 2000 enhanced strategy had a weekly return of -2.52% with an excess return of 1.68% and a year-to-date return of 7.3%[5]