四大主动量化组合本周均战胜股基指数

Core Viewpoint - The report tracks the performance of various active quantitative strategies by Guosen Securities, focusing on their absolute and relative returns against benchmarks, particularly the active equity fund median and the mixed equity fund index [2][3]. Group 1: Performance Overview - The "Excellent Fund Performance Enhancement Portfolio" achieved an absolute return of 4.27% this week and a year-to-date return of 29.53%, underperforming the mixed equity fund index by 0.45% and 2.86% respectively [1][9]. - The "Super Expected Selection Portfolio" recorded an absolute return of 3.90% this week and 43.86% year-to-date, outperforming the mixed equity fund index by 0.08% and 11.47% respectively [1][20]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" had an absolute return of 5.82% this week and 34.66% year-to-date, exceeding the mixed equity fund index by 2.00% and 2.27% respectively [1][21]. - The "Growth and Stability Portfolio" posted an absolute return of 4.31% this week and 54.64% year-to-date, outperforming the mixed equity fund index by 0.49% and 22.26% respectively [1][30]. Group 2: Strategy Summaries - The "Excellent Fund Performance Enhancement Portfolio" aims to outperform the median returns of active equity funds by utilizing a quantitative approach based on the holdings of top-performing funds [6][34]. - The "Super Expected Selection Portfolio" selects stocks based on positive earnings surprises and analyst upgrades, focusing on both fundamental and technical criteria to build a robust stock selection [13][41]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" is constructed using a selection of stocks from the brokerage golden stock pool, optimizing the portfolio to minimize deviations from this benchmark [17][43]. - The "Growth and Stability Portfolio" employs a two-dimensional evaluation system for growth stocks, prioritizing those with upcoming earnings announcements to capture potential excess returns [27][47].