估值因子表现出色，沪深300增强组合年内超额18.75%【国信金工】

Group 1: Weekly Index Enhanced Portfolio Performance - The CSI 300 index enhanced portfolio recorded a weekly excess return of -0.02% and a year-to-date excess return of 18.75% [6][18] - The CSI 500 index enhanced portfolio had a weekly excess return of -0.64% and a year-to-date excess return of 8.25% [6][18] - The CSI 1000 index enhanced portfolio experienced a weekly excess return of -1.24% and a year-to-date excess return of 17.45% [6][18] - The CSI A500 index enhanced portfolio achieved a weekly excess return of 1.03% and a year-to-date excess return of 9.51% [6][18] Group 2: Stock Selection Factor Performance Tracking - In the CSI 300 component stocks, factors such as EPTTM, expected BP, and expected EPTTM performed well [9][10] - In the CSI 500 component stocks, factors like single-season SP, SPTTM, and expected PEG showed strong performance [10][11] - In the CSI 1000 component stocks, factors such as specificity, three-month turnover, and expected net profit month-on-month performed well [10][12] - In the CSI A500 index component stocks, single-season SP, SPTTM, and BP factors performed well [10][14] - Among publicly offered fund heavy stocks, factors like SPTTM, one-month reversal, and single-season SP performed well [10][16] Group 3: Public Fund Index Enhanced Product Performance Tracking - The CSI 300 index enhanced products had a maximum excess return of 1.06%, a minimum of -0.51%, and a median of 0.13% for the week [20][22] - The CSI 500 index enhanced products recorded a maximum excess return of 0.79%, a minimum of -1.26%, and a median of -0.13% for the week [23][25] - The CSI 1000 index enhanced products had a maximum excess return of 0.75%, a minimum of -1.44%, and a median of -0.34% for the week [24][25] - The CSI A500 index enhanced products achieved a maximum excess return of 0.91%, a minimum of -0.59%, and a median of 0.07% for the week [24][25]