Group 1: Weekly Index Enhanced Portfolio Performance - The CSI 300 index enhanced portfolio recorded an excess return of -0.17% for the week and 16.49% year-to-date [1][6] - The CSI 500 index enhanced portfolio achieved an excess return of 0.26% for the week and 8.94% year-to-date [1][6] - The CSI 1000 index enhanced portfolio had an excess return of 0.91% for the week and 17.72% year-to-date [1][6] - The CSI A500 index enhanced portfolio reported an excess return of -0.21% for the week and 9.06% year-to-date [1][6] Group 2: Stock Selection Factor Performance Tracking - In the CSI 300 component stocks, factors such as quarterly earnings surprises, year-on-year revenue growth, and quarterly ROE performed well [1][9] - In the CSI 500 component stocks, factors like three-month turnover, quarterly revenue year-on-year growth, and EPTTM one-year percentile showed strong performance [1][9] - For the CSI 1000 component stocks, factors including three-month institutional coverage, quarterly ROE, and executive compensation performed well [1][9] - In the CSI A500 index component stocks, factors such as quarterly revenue year-on-year growth, EPTTM one-year percentile, and quarterly ROE were notable [1][9] - Among publicly offered fund heavy stocks, factors like executive compensation, quarterly ROE, and three-month institutional coverage performed well [1][9] Group 3: Public Fund Index Enhanced Product Performance Tracking - The CSI 300 index enhanced products had a maximum excess return of 0.91%, a minimum of -1.54%, and a median of -0.17% for the week [1][22] - The CSI 500 index enhanced products recorded a maximum excess return of 1.63%, a minimum of -1.35%, and a median of -0.01% for the week [1][23] - The CSI 1000 index enhanced products achieved a maximum excess return of 1.66%, a minimum of -0.37%, and a median of 0.44% for the week [1][24] - The CSI A500 index enhanced products had a maximum excess return of 0.53%, a minimum of -0.76%, and a median of -0.11% for the week [1][26]
中证1000增强组合本周超额0.91%,年内超额17.72%【国信金工】