中证1000增强组合年内超额14.45%【国信金工】

Group 1: Weekly Index Enhanced Portfolio Performance - The CSI 300 index enhanced portfolio achieved an excess return of -0.30% this week, with a year-to-date excess return of 7.76% [5] - The CSI 500 index enhanced portfolio recorded an excess return of 0.31% this week, with a year-to-date excess return of 9.34% [5] - The CSI 1000 index enhanced portfolio had an excess return of 0.39% this week, with a year-to-date excess return of 14.45% [5] - The CSI A500 index enhanced portfolio posted an excess return of 0.71% this week, with a year-to-date excess return of 9.03% [5] Group 2: Stock Selection Factor Performance Tracking - In the CSI 300 constituent stocks, factors such as standardized unexpected income, specificity, and quarterly EP performed well [6] - In the CSI 500 constituent stocks, factors like standardized unexpected earnings, specificity, and SPTTM showed strong performance [6] - In the CSI 1000 constituent stocks, factors such as DELTAROE, quarterly profit growth year-on-year, and DELTAROA performed well [6] - In the CSI A500 index constituent stocks, factors like specificity, expected EPTTM, and quarterly profit growth year-on-year showed good performance [6] - In public fund heavy stocks, factors like specificity, DELTAROE, and DELTAROA performed well [6] Group 3: Public Fund Index Enhanced Product Performance Tracking - The CSI 300 index enhanced product had a maximum excess return of 0.87%, a minimum of -0.57%, and a median of 0.24% this week [19] - The CSI 500 index enhanced product recorded a maximum excess return of 0.90%, a minimum of -0.68%, and a median of 0.24% this week [22] - The CSI 1000 index enhanced product achieved a maximum excess return of 1.06%, a minimum of -0.31%, and a median of 0.29% this week [24] - The CSI A500 index enhanced product had a maximum excess return of 0.80%, a minimum of -0.35%, and a median of 0.20% this week [25]