量价因子表现出色，沪深300指增组合年内超额16.74%【国信金工】

Group 1: Weekly Index Enhanced Portfolio Performance - The CSI 300 index enhanced portfolio recorded a weekly excess return of -0.71% and a year-to-date excess return of 16.74% [1][6] - The CSI 500 index enhanced portfolio achieved a weekly excess return of 0.12% and a year-to-date excess return of 6.85% [1][6] - The CSI 1000 index enhanced portfolio experienced a weekly excess return of -0.94% and a year-to-date excess return of 14.08% [1][6] - The CSI A500 index enhanced portfolio had a weekly excess return of -1.37% and a year-to-date excess return of 7.55% [1][6] Group 2: Stock Selection Factor Performance Tracking - In the CSI 300 component stocks, factors such as one-month volatility, one-month turnover, and three-month volatility performed well [1][9] - In the CSI 500 component stocks, factors like three-month institutional coverage, one-month reversal, and three-month reversal showed strong performance [1][9] - For the CSI 1000 component stocks, one-month turnover, three-month institutional coverage, and single-season ROA were among the best-performing factors [1][9] - In the CSI A500 index component stocks, one-month turnover, three-month turnover, and one-month volatility were notable performers [1][9] Group 3: Public Fund Index Enhanced Product Performance Tracking - The CSI 300 index enhanced products had a weekly excess return ranging from a maximum of 0.70% to a minimum of -1.26%, with a median of 0.09% [1][22] - The CSI 500 index enhanced products recorded a weekly excess return with a maximum of 1.17%, a minimum of -1.13%, and a median of 0.11% [1][24] - The CSI 1000 index enhanced products had a weekly excess return ranging from a maximum of 0.89% to a minimum of -1.38%, with a median of -0.05% [1][26] - The CSI A500 index enhanced products showed a weekly excess return with a maximum of 0.71%, a minimum of -0.86%, and a median of -0.04% [1][27]