戴维斯双击策略本周超额收益0.52%

Group 1: Davis Double-Click Strategy - The Davis Double-Click strategy involves buying stocks with growth potential at lower price-to-earnings (PE) ratios, selling them once growth is realized and PE increases, thus achieving a "double-click" effect on earnings per share (EPS) and PE [1][8] - The strategy achieved an annualized return of 26.45% during the backtest period from 2010 to 2017, outperforming the benchmark by 21.08% [1][9] - Year-to-date, the strategy has delivered an absolute return of 54.23%, exceeding the CSI 500 index by 27.77%, with a weekly excess return of 0.52% [1][10] 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 [2][12] - Since 2010, this strategy has achieved an annualized return of 29.39%, outperforming the benchmark by 26.34% [2][13] - The current year's absolute return for the strategy is 56.13%, with an excess return over the benchmark of 29.67%, although it recorded a weekly excess return of -0.30% [2][13] 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 PEG factors to identify undervalued stocks with strong profitability and growth potential [3][15] - The strategy has shown stable excess returns in historical backtesting, with a year-to-date excess return of 17.56% over the CSI 300 index, a weekly excess return of -0.60%, and a monthly excess return of 1.01% [3][17]