质量因子表现出色，沪深300增强组合年内超额19.95%【国信金工】

Group 1: Weekly Index Enhanced Portfolio Performance - The CSI 300 index enhanced portfolio achieved an excess return of 0.73% this week and 19.95% year-to-date [1][7] - The CSI 500 index enhanced portfolio recorded an excess return of -0.02% this week and 7.36% year-to-date [1][7] - The CSI 1000 index enhanced portfolio had an excess return of -0.31% this week and 15.60% year-to-date [1][7] - The CSI A500 index enhanced portfolio saw an excess return of 0.09% this week and 9.62% year-to-date [1][7] Group 2: Factor Performance Tracking - In the CSI 300 component stocks, factors such as three-month earnings adjustments, standardized unexpected earnings, and quarterly net profit year-on-year growth performed well [1][8] - In the CSI 500 component stocks, factors like quarterly ROA, quarterly ROE, and non-liquidity shocks showed strong performance [1][8] - For the CSI 1000 component stocks, factors including quarterly ROA, quarterly revenue year-on-year growth, and quarterly ROE performed well [1][8] - In the CSI A500 index component stocks, factors such as three-month earnings adjustments, one-year momentum, and standardized unexpected earnings performed well [1][8] Group 3: Public Fund Index Enhanced Product Performance Tracking - The CSI 300 index enhanced products had a maximum excess return of 1.75%, a minimum of -0.80%, and a median of 0.21% this week [1][21] - The CSI 500 index enhanced products recorded a maximum excess return of 0.44%, a minimum of -1.50%, and a median of -0.29% this week [1][23] - The CSI 1000 index enhanced products had a maximum excess return of 0.83%, a minimum of -1.22%, and a median of -0.27% this week [1][27] - The CSI A500 index enhanced products achieved a maximum excess return of 1.02%, a minimum of -0.67%, and a median of 0.01% this week [1][28]