Group 1 - The core viewpoint of the article is to track and analyze the performance of various index enhancement portfolios and the factors influencing stock selection across different indices [1][2][3][17]. Group 2 - The performance of the CSI 300 index enhancement portfolio showed an excess return of -0.65% for the week and 16.53% year-to-date [5][21]. - The CSI 500 index enhancement portfolio had an excess return of -0.37% for the week and 8.50% year-to-date [5][23]. - The CSI 1000 index enhancement portfolio recorded an excess return of -0.53% for the week and 16.52% year-to-date [5][26]. - The CSI A500 index enhancement portfolio achieved an excess return of 0.02% for the week and 9.22% year-to-date [5][27]. Group 3 - In the CSI 300 component stocks, factors such as one-year momentum, quarterly revenue growth year-on-year, and three-month institutional coverage performed well [6][8]. - In the CSI 500 component stocks, factors like executive compensation, standardized expected non-operating income, and quarterly revenue growth year-on-year showed strong performance [6][10]. - For the CSI 1000 component stocks, factors such as expected PEG, standardized expected non-operating income, and three-month institutional coverage performed well [6][12]. - In the CSI A500 index component stocks, factors like executive compensation, three-month institutional coverage, and quarterly revenue growth year-on-year were notable [6][14]. Group 4 - The public fund index enhancement products for the CSI 300 had a maximum excess return of 1.16% and a minimum of -1.26% for the week, with a median of -0.17% [21][19]. - The CSI 500 public fund index enhancement products had a maximum excess return of 1.09% and a minimum of -1.70% for the week, with a median of -0.25% [23][20]. - The CSI 1000 public fund index enhancement products recorded a maximum excess return of 0.96% and a minimum of -1.05% for the week, with a median of -0.08% [26][24]. - The CSI A500 public fund index enhancement products achieved a maximum excess return of 0.77% and a minimum of -0.96% for the week, with a median of -0.07% [27][25].
成长因子表现出色,中证1000增强组合年内超额16.52%【国信金工】