中证1000增强组合年内超额15.24%【国信金工】

Group 1: Weekly Index Enhanced Portfolio Performance - The CSI 300 index enhanced portfolio achieved an excess return of 0.42% this week and 8.31% year-to-date [1][4] - The CSI 500 index enhanced portfolio recorded an excess return of 0.63% this week and 10.17% year-to-date [1][4] - The CSI 1000 index enhanced portfolio had an excess return of 0.48% this week and 15.24% year-to-date [1][4] - The CSI A500 index enhanced portfolio saw an excess return of 0.28% this week and 9.48% year-to-date [1][4] Group 2: Stock Selection Factor Performance Tracking - In the CSI 300 component stocks, factors such as quarterly revenue growth rate, DELTAROA, and quarterly ROE performed well [1][7] - In the CSI 500 component stocks, factors like one-year momentum, standardized unexpected revenue, and standardized unexpected earnings showed strong performance [1][7] - In the CSI 1000 component stocks, factors such as three-month reversal, standardized unexpected revenue, and quarterly earnings surprise performed well [1][7] - In the CSI A500 index component stocks, factors like DELTAROA, standardized unexpected earnings, and quarterly ROA performed well [1][7] - Among publicly offered fund heavy stocks, factors like one-year momentum, standardized unexpected revenue, and expected net profit quarter-on-quarter performed well [1][7] Group 3: Public Fund Index Enhanced Product Performance Tracking - The CSI 300 index enhanced product had a maximum excess return of 2.14%, a minimum of -0.62%, and a median of -0.06% this week [1][20] - The CSI 500 index enhanced product recorded a maximum excess return of 0.73%, a minimum of -1.10%, and a median of -0.09% this week [1][22] - The CSI 1000 index enhanced product achieved a maximum excess return of 0.91%, a minimum of -0.81%, and a median of 0.13% this week [1][21] - The CSI A500 index enhanced product had a maximum excess return of 1.06%, a minimum of -0.90%, and a median of -0.02% this week [1][23]