中证1000增强组合年内超额12.30%【国信金工】

Group 1 - The core viewpoint of the article is to track the performance of various index enhancement portfolios and stock selection factors across different indices, highlighting their excess returns and factor performance over recent periods [1][2][3]. Group 2 - The performance of the CSI 300 index enhancement portfolio showed an excess return of -0.11% for the week and 6.68% year-to-date [5]. - The CSI 500 index enhancement portfolio recorded an excess return of -0.18% for the week and 7.95% year-to-date [5]. - The CSI 1000 index enhancement portfolio had an excess return of -0.79% for the week and 12.30% year-to-date [5]. - The CSI A500 index enhancement portfolio reported an excess return of -0.26% for the week and 7.34% year-to-date [5]. Group 3 - In the CSI 300 component stocks, factors such as quarterly profit growth year-on-year, three-month reversal, and specificity performed well [6]. - In the CSI 500 component stocks, factors like one-year momentum, specificity, and quarterly revenue growth year-on-year showed strong performance [6]. - For the CSI 1000 component stocks, one-year momentum, three-month reversal, and standardized unexpected earnings were notable [6]. - In the CSI A500 index component stocks, quarterly profit growth year-on-year, three-month reversal, and one-year momentum were effective [6]. Group 4 - The public fund index enhancement products for the CSI 300 had a maximum excess return of 0.98%, a minimum of -0.64%, and a median of 0.20% for the week [19]. - The CSI 500 index enhancement products had a maximum excess return of 0.82%, a minimum of -1.45%, and a median of -0.17% for the week [19]. - The CSI 1000 index enhancement products recorded a maximum excess return of 1.47%, a minimum of -1.10%, and a median of 0.01% for the week [19]. - The CSI A500 index enhancement products had a maximum excess return of 0.95%, a minimum of -0.48%, and a median of 0.11% for the week [19].