主动量化策略周报：成长风格强势，四大主动量化组合本周均战胜股基指数-20250712

Core Insights - The report highlights the strong performance of growth styles, with all four active quantitative portfolios outperforming the stock fund index this week [1][14] - The report tracks the performance of various active quantitative strategies, including the Excellent Fund Performance Enhancement Portfolio, the Exceeding Expectations Selection Portfolio, the Broker's Golden Stock Performance Enhancement Portfolio, and the Growth Stability Portfolio [13][14] Excellent Fund Performance Enhancement Portfolio - This portfolio achieved an absolute return of 0.95% this week and a year-to-date return of 7.36%, ranking in the 45.95 percentile among active stock funds [1][23] - The strategy focuses on enhancing performance by benchmarking against active stock funds rather than broad indices, utilizing quantitative methods to select top-performing funds [3][18] Exceeding Expectations Selection Portfolio - The portfolio recorded an absolute return of 2.11% this week and 19.99% year-to-date, with a year-to-date excess return of 10.87% over the stock fund index, ranking in the 10.69 percentile among active stock funds [1][31] - The strategy involves selecting stocks based on exceeding expectations and analyst upgrades, focusing on both fundamental and technical criteria [4][55] Broker's Golden Stock Performance Enhancement Portfolio - This portfolio achieved an absolute return of 1.60% this week and 11.98% year-to-date, with a year-to-date excess return of 2.86% over the stock fund index, ranking in the 27.13 percentile among active stock funds [1][39] - The strategy is based on a selection of stocks from the broker's golden stock pool, optimizing the portfolio to minimize deviations from this pool [5][60] Growth Stability Portfolio - The portfolio achieved an absolute return of 2.21% this week and 26.87% year-to-date, with a year-to-date excess return of 17.76% over the stock fund index, ranking in the 5.42 percentile among active stock funds [1][44] - The strategy employs a two-dimensional evaluation system for growth stocks, prioritizing those with upcoming earnings announcements to capture potential excess returns [6][65]