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 [2][3]. Group 1: Performance Overview - The "Excellent Fund Performance Enhancement Portfolio" achieved an absolute return of 4.01% this week and a year-to-date return of 23.48%, underperforming the mixed equity fund index by 5.75% [1][9]. - The "Super Expected Selection Portfolio" recorded an absolute return of 3.89% this week and 38.59% year-to-date, outperforming the mixed equity fund index by 9.36% [1][17]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" had an absolute return of 5.02% this week and 33.65% year-to-date, exceeding the mixed equity fund index by 4.42% [1][18]. - The "Growth and Stability Portfolio" posted an absolute return of 4.39% this week and 49.35% year-to-date, outperforming the mixed equity fund index by 20.12% [1][26]. 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 [5][31]. - The "Super Expected Selection Portfolio" selects stocks based on positive earnings surprises and analyst upgrades, focusing on both fundamental and technical criteria [11][37]. - The "Brokerage Golden Stock Performance Enhancement Portfolio" is constructed using a selection of stocks from the brokerage's recommended list, optimizing for individual stock and style deviations [14][39]. - 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 [23][43].