估值因子表现出色，沪深300增强组合年内超额收益 20.75%【国信金工】

Group 1: Weekly Index Enhanced Portfolio Performance - The CSI 300 index enhanced portfolio achieved an excess return of 0.62% this week and 20.75% year-to-date [1][9] - The CSI 500 index enhanced portfolio recorded an excess return of -0.37% this week and 6.86% year-to-date [1][9] - The CSI 1000 index enhanced portfolio had an excess return of 0.97% this week and 16.87% year-to-date [1][9] - The CSI A500 index enhanced portfolio reported an excess return of 0.85% this week and 10.70% year-to-date [1][9] Group 2: Factor Performance Tracking - In the CSI 300 component stocks, factors such as DELTAROE, dividend yield, and DELTAROA performed well [1][10] - In the CSI 500 component stocks, factors like expected BP, BP, and three-month institutional coverage showed strong performance [1][12] - For the CSI 1000 component stocks, factors such as expected PEG, single-quarter SP, and SPTTM performed well [1][15] - In the CSI A500 index component stocks, factors like three-month turnover, dividend yield, and DELTAROE showed good performance [1][19] - In public fund heavy stocks, factors like BP, SPTTM, and expected BP performed well [1][23] Group 3: Public Fund Index Enhanced Product Performance Tracking - The CSI 300 index enhanced products had a maximum excess return of 1.38%, a minimum of -0.44%, and a median of 0.41% this week [1][28] - The CSI 500 index enhanced products achieved a maximum excess return of 1.55%, a minimum of -0.51%, and a median of 0.46% this week [1][30] - The CSI 1000 index enhanced products recorded a maximum excess return of 1.57%, a minimum of -0.32%, and a median of 0.57% this week [1][31] - The CSI A500 index enhanced products had a maximum excess return of 1.29%, a minimum of -0.35%, and a median of 0.43% this week [2][36]