戴维斯双击本周超额基准3.76%

Group 1: Davis Double Strategy - The Davis Double strategy involves buying stocks with growth potential at a lower price-to-earnings (PE) ratio, waiting for growth to manifest, and then selling for a multiplier effect, achieving returns from both earnings per share (EPS) and PE increases [7][10] - The strategy has achieved an annualized return of 26.45% during the backtest period from 2010 to 2017, exceeding the benchmark by 21.08% [10] - Year-to-date, the strategy has a cumulative absolute return of 29.82%, outperforming the CSI 500 index by 21.30%, with a weekly excess return of 3.76% [10][14] Group 2: Net Profit Gap Strategy - The Net Profit Gap strategy focuses on selecting stocks based on fundamental and technical resonance, where "net profit" refers to earnings surprises, and "gap" indicates a significant upward price jump on the first trading day after earnings announcements [12][14] - Since 2010, this strategy has achieved an annualized return of 29.83%, with an annualized excess return of 27.67% over the benchmark [14] - The current year's cumulative absolute return for the strategy is 35.44%, exceeding the benchmark index by 26.93%, with a weekly excess return of 0.43% [14] Group 3: Enhanced CSI 300 Portfolio - The Enhanced CSI 300 portfolio is constructed based on investor preferences, including GARP (Growth at a Reasonable Price), growth, and value investing styles, utilizing PB-ROE and PE-growth factors to identify undervalued stocks with strong earnings potential [16] - The strategy has shown stable excess returns historically, with a year-to-date excess return of 17.08% relative to the CSI 300 index, and a weekly excess return of 0.45% [16] - The portfolio's performance for the current year reflects a 20.13% absolute return, with a 17.08% excess return over the benchmark [16]