动量因子表现出色，四大指增组合本周均战胜基准【国信金工】

Group 1 - The performance of the HuShen 300 index enhanced portfolio achieved an excess return of 0.64% this week and 17.85% year-to-date [5][17] - The performance of the Zhongzheng 500 index enhanced portfolio recorded an excess return of 0.00% this week and 7.07% year-to-date [5][17] - The Zhongzheng 1000 index enhanced portfolio had an excess return of 0.21% this week and 14.89% year-to-date [5][17] - The Zhongzheng A500 index enhanced portfolio achieved an excess return of 0.44% this week and 8.26% year-to-date [5][17] Group 2 - In the HuShen 300 constituent stocks, factors such as three-month institutional coverage, one-year momentum, and single-quarter ROE performed well [6][8] - In the Zhongzheng 500 constituent stocks, factors like one-year momentum, expected net profit month-on-month, and DELTAROE showed strong performance [6][8] - For Zhongzheng 1000 constituent stocks, factors such as single-quarter revenue year-on-year growth, DELTAROA, and standardized expected external income performed well [6][8] - In the Zhongzheng A500 index constituent stocks, one-year momentum, standardized expected external profit, and standardized expected external income were strong factors [6][8] Group 3 - The HuShen 300 index enhanced products had a maximum excess return of 2.01%, a minimum of -0.78%, and a median of 0.19% this week [21] - The Zhongzheng 500 index enhanced products recorded a maximum excess return of 0.93%, a minimum of -2.16%, and a median of 0.05% this week [22] - The Zhongzheng 1000 index enhanced products achieved a maximum excess return of 1.47%, a minimum of -0.59%, and a median of 0.39% this week [23] - The Zhongzheng A500 index enhanced products had a maximum excess return of 1.47%, a minimum of -0.59%, and a median of 0.39% this week [24]