低频选股因子周报（2026.03.13-2026.03.20）-20260321

• The report highlights that large-cap stocks outperformed small-cap stocks last week, and technical factors performed relatively well[1][5] - The report summarizes the performance of various quantitative stock portfolios constructed by Guotai Haitong Securities' financial engineering team for the past week, March, and 2026 year-to-date (YTD)[8] - The report provides detailed performance metrics for multiple factor portfolios, including aggressive, balanced, and enhanced index portfolios, as well as specific combinations like PB-earnings, GARP, and small-cap value and growth portfolios[9][10][11][13][15][26][28][30][33][35][37][39][40] - The report evaluates the performance of single factors, including style factors (market cap, PB, PE_TTM), technical factors (reversal, turnover rate, volatility), and fundamental factors (ROE, SUE, expected net profit adjustment)[44][45][46][50][51][53][54] - The report provides specific performance values for each factor and portfolio, such as weekly, monthly, and YTD returns, excess returns, tracking errors, and maximum relative drawdowns[9][10][11][13][15][26][28][30][33][35][37][39][40][45][46][50][51][53][54]