超额全线回暖，四大指增组合本周均战胜基准【国信金工】

Group 1: Performance of Index Enhancement Portfolios - The CSI 300 index enhancement portfolio achieved an excess return of 0.68% this week and 18.98% year-to-date [8] - The CSI 500 index enhancement portfolio recorded an excess return of 0.13% this week and 7.30% year-to-date [8] - The CSI 1000 index enhancement portfolio had an excess return of 0.77% this week and 15.97% year-to-date [8] - The CSI A500 index enhancement portfolio reported an excess return of 0.87% this week and 9.47% year-to-date [8] Group 2: Factor Performance Tracking - In the CSI 300 component stocks, factors such as quarterly ROE, three-month institutional coverage, and EPTTM performed well [9] - In the CSI 500 component stocks, factors like BP, three-month turnover, and expected BP showed strong performance [12] - For the CSI 1000 component stocks, factors including quarterly EP, expected EPTTM, and EPTTM were notable [15] - In the CSI A500 index component stocks, factors such as quarterly ROE, three-month institutional coverage, and quarterly ROA performed well [18] Group 3: Public Fund Index Enhancement Products Performance - The CSI 300 index enhancement products had a maximum excess return of 1.01%, a minimum of -0.79%, and a median of 0.18% this week [24] - The CSI 500 index enhancement products achieved a maximum excess return of 1.26%, a minimum of -0.76%, and a median of 0.38% this week [27] - The CSI 1000 index enhancement products recorded a maximum excess return of 1.20%, a minimum of -0.85%, and a median of 0.54% this week [29] - The CSI A500 index enhancement products had a maximum excess return of 0.98%, a minimum of -1.14%, and a median of 0.16% this week [33] Group 4: Factor Performance in Public Fund Heavyweight Index - In the public fund heavyweight index, factors such as quarterly ROE, three-month institutional coverage, and quarterly ROA performed well recently [20] - Over the past month, three-month institutional coverage, three-month turnover, and one-month turnover showed strong performance [20] - Year-to-date, factors like quarterly ROE, DELTAROE, and quarterly revenue growth performed well [20]