超预期股票精选策略跟踪周报-20251130

Group 1 - The median return of active quantitative funds for the week of November 24-28, 2025, was 3.02%, outperforming the CSI 300 index at 1.64% and the Wind All A index at 2.90% [3][8] - For the year, the median return of active quantitative funds was 24.89%, compared to 15.04% for the CSI 300 index and 23.57% for the Wind All A index [3][8] - The top-performing active quantitative funds this week had returns between 6% and 8%, with a focus on the computer and electronics sectors [3][8] Group 2 - The "Super Expected Stock Selection Strategy" constructs a stock pool based on net profit exceeding expectations and analyst expectations, using the Wind All A index as the base stock pool [5][14] - For the week of November 24-28, 2025, the selected strategy yielded a return of 3.00%, exceeding the benchmark index by 0.09% [5][16] - For the year, the selected strategy achieved a return of 43.91%, significantly outperforming the benchmark index by 20.34% [5][19] Group 3 - The top 30 selected stocks for November 2025 were concentrated in the machinery sector, with the highest return from Joyoung Co., Ltd. (002242.SZ) at 8.63% [6][20] - The highest-performing active quantitative funds for the year had returns ranging from 58% to 119%, primarily focused on the electronics and machinery sectors [11][12] - The lowest-performing active quantitative funds for the year had returns between -11% and 0%, with a concentration in the food and beverage sector [11][13]