低频选股因子周报（2026.02.27-2026.03.06）：沪深 300 指数增强组合 2026 年累计超额收益 8.76%-20260307

• The report highlights the performance of various quantitative stock portfolios, including the CSI 300 Enhanced Portfolio, which achieved a cumulative excess return of 8.76% in 2026[1][5][9] - The report discusses the performance of different factor-based portfolios, such as the PB-Profit Selection Portfolio, which had a weekly return of -1.51% and a cumulative return of 6.23% in 2026[5][9][30] - The report evaluates the performance of single factors, including style factors like market capitalization and valuation, technical factors like turnover rate and volatility, and fundamental factors like ROE and SUE, with detailed performance metrics for each[43][44][50][54]