2026.03.06-2026.03.13：低频选股因子周报-20260313

• The report highlights the performance of low-frequency stock selection factors, emphasizing the dominance of low volatility and low turnover rate factors during the week[1][5][8] - Quantitative stock portfolios such as the balanced portfolio achieved a weekly return of 0.91%, with a cumulative return of 16.49% in 2026[1][8][11] - The PB-earnings optimized portfolio delivered a weekly return of 1.43%, outperforming the CSI 300 index by 1.24%[5][8][30] - Small-cap growth portfolio recorded a weekly return of -0.93%, underperforming the micro-cap index by -0.59%[5][8][39] - Style factors showed that small-cap stocks outperformed large-cap stocks, and low valuation stocks outperformed high valuation stocks. For example, the PB factor achieved a multi-long-short return of 3.76% during the week[43][44][46] - Technical factors such as turnover rate and volatility contributed positive returns, with turnover rate factor achieving a multi-long-short return of 2.68% during the week[43][48][51] - Fundamental factors like adjusted expected net profit showed positive returns, with a multi-long-short return of 0.15% during the week[43][52][54]