四大指增组合年内超额均逾8%【国信金工】

Group 1: Weekly Index Enhanced Portfolio Performance - The CSI 300 index enhanced portfolio achieved an excess return of 1.17% this week and 8.03% year-to-date [1][2] - The CSI 500 index enhanced portfolio recorded an excess return of 0.73% this week and 8.82% year-to-date [1][2] - The CSI 1000 index enhanced portfolio had an excess return of 1.10% this week and 13.66% year-to-date [1][2] - The CSI A500 index enhanced portfolio saw an excess return of 0.69% this week and 8.18% year-to-date [1][2] Group 2: Stock Selection Factor Performance Tracking - In the CSI 300 component stocks, factors such as single-season EP, EPTTM, and expected EPTTM performed well [1] - In the CSI 500 component stocks, factors like single-season ROE, DELTAROE, and single-season EP showed strong performance [1] - In the CSI 1000 component stocks, standardized expected external profit, EPTTM, and single-season EP were among the top performers [1] - In the CSI A500 index component stocks, expected EPTTM, EPTTM, and single-season ROE were notable factors [1] Group 3: Public Fund Index Enhanced Product Performance Tracking - The CSI 300 index enhanced products had a maximum excess return of 1.02%, a minimum of -0.37%, and a median of 0.08% this week [1] - The CSI 500 index enhanced products achieved a maximum excess return of 1.87%, a minimum of -0.44%, and a median of 0.38% this week [1] - The CSI 1000 index enhanced products recorded a maximum excess return of 1.06%, a minimum of -0.43%, and a median of 0.38% this week [1] - The CSI A500 index enhanced products had a maximum excess return of 0.73%, a minimum of -0.19%, and a median of 0.17% this week [1]