动量因子表现出色，沪深300增强组合年内超额17.47%【国信金工】

Group 1: Weekly Index Enhanced Portfolio Performance - The CSI 300 index enhanced portfolio achieved an excess return of 0.61% this week and 17.47% year-to-date [1][6] - The CSI 500 index enhanced portfolio recorded an excess return of -0.85% this week and 8.97% year-to-date [1][6] - The CSI 1000 index enhanced portfolio had an excess return of -0.05% this week and 17.24% year-to-date [1][6] - The CSI A500 index enhanced portfolio reported an excess return of -0.55% this week and 9.19% year-to-date [1][6] Group 2: Stock Selection Factor Performance Tracking - In the CSI 300 component stocks, factors such as three-month institutional coverage, one-month volatility, and one-year momentum performed well [1][7] - In the CSI 500 component stocks, one-year momentum, expected net profit month-on-month, and single-quarter revenue year-on-year growth showed strong performance [1][7] - In the CSI 1000 component stocks, single-quarter EP, three-month earnings adjustments, and single-quarter ROE were notable factors [1][7] - In the CSI A500 index component stocks, one-year momentum, standardized expected external income, and single-quarter revenue year-on-year growth performed well [1][7] - Among public fund heavy stocks, one-year momentum, single-quarter revenue year-on-year growth, and expected net profit month-on-month were strong factors [1][7] Group 3: Public Fund Index Enhanced Product Performance Tracking - The CSI 300 index enhanced products had a maximum excess return of 2.13%, a minimum of -1.11%, and a median of 0.05% this week [1][20] - The CSI 500 index enhanced products had a maximum excess return of 0.44%, a minimum of -1.86%, and a median of -0.42% this week [1][22] - The CSI 1000 index enhanced products had a maximum excess return of 0.63%, a minimum of -1.37%, and a median of 0.03% this week [1][26] - The CSI A500 index enhanced products had a maximum excess return of 0.84%, a minimum of -0.79%, and a median of -0.02% this week [1][27]