主动量化策略周报：红利涨成长跌，成长稳健组合年内上涨24.13%-20250705

Group 1 - The report highlights that the "Growth and Stability" portfolio has achieved an absolute return of 24.13% year-to-date, outperforming the mixed equity fund index by 15.92% [2][45] - The "Excellent Fund Performance Enhancement" portfolio has an absolute return of 6.35% year-to-date, underperforming the mixed equity fund index by 1.86% [1][24] - The "Brokerage Golden Stock Performance Enhancement" portfolio has achieved an absolute return of 10.21% year-to-date, outperforming the mixed equity fund index by 2.00% [1][40] Group 2 - The "Super Expected Selection" portfolio has an absolute return of 17.50% year-to-date, outperforming the mixed equity fund index by 9.30% [1][33] - The report indicates that 53% of stocks increased in value this week, with a median stock return of 0.24% [2][49] - The report also notes that 70% of stocks have increased in value year-to-date, with a median stock return of 9.64% [2][49] Group 3 - The "Excellent Fund Performance Enhancement" strategy aims to outperform the median return of actively managed equity funds by utilizing a quantitative approach based on the holdings of top-performing funds [3][17] - The "Super Expected Selection" strategy focuses on selecting stocks that have shown positive earnings surprises, combining fundamental and technical analysis [4][56] - The "Brokerage Golden Stock Performance Enhancement" strategy is designed to optimize stock selection from a pool of stocks recommended by brokerage firms, aiming to outperform the mixed equity fund index [5][61] Group 4 - The "Growth and Stability" strategy employs a two-dimensional evaluation system for growth stocks, prioritizing those with upcoming earnings announcements to capture potential excess returns [6][66] - The report emphasizes that the "Growth and Stability" portfolio has achieved a year-to-date return of 24.13%, significantly outperforming the mixed equity fund index [2][42] - The "Super Expected Selection" portfolio has consistently ranked in the top 30% of actively managed equity funds since its inception [57][59]