动量因子表现出色，沪深300增强组合年内超额21.85%【国信金工】

Group 1: Weekly Index Enhanced Portfolio Performance - The CSI 300 index enhanced portfolio achieved an excess return of 0.51% this week and 21.85% year-to-date [7] - The CSI 500 index enhanced portfolio recorded an excess return of -0.73% this week and 6.17% year-to-date [7] - The CSI 1000 index enhanced portfolio had an excess return of -1.12% this week and 15.93% year-to-date [7] - The CSI A500 index enhanced portfolio saw an excess return of -0.28% this week and 10.62% year-to-date [7] Group 2: Factor Performance Tracking - In the CSI 300 component stocks, factors such as one-year momentum, standardized unexpected earnings, and expected net profit quarter-on-quarter performed well [10] - In the CSI 500 component stocks, factors like expected net profit quarter-on-quarter, standardized unexpected earnings, and DELTAROE showed strong performance [10] - For the CSI 1000 component stocks, factors including one-month reversal, single-quarter revenue year-on-year growth, and standardized unexpected income performed well [10] - In the CSI A500 index component stocks, factors such as expected net profit quarter-on-quarter, one-year momentum, and standardized unexpected earnings performed well [10] Group 3: Public Fund Index Enhanced Product Performance Tracking - The CSI 300 index enhanced products had a maximum excess return of 1.61%, a minimum of -0.73%, and a median of 0.01% this week [23] - The CSI 500 index enhanced products had a maximum excess return of 0.79%, a minimum of -2.23%, and a median of -0.49% this week [25] - The CSI 1000 index enhanced products had a maximum excess return of 1.74%, a minimum of -1.55%, and a median of -0.15% this week [24] - The CSI A500 index enhanced products had a maximum excess return of 0.97%, a minimum of -1.15%, and a median of -0.12% this week [28] Group 4: Public Fund Index Enhanced Product Scale - There are currently 79 CSI 300 index enhanced products with a total scale of 79.9 billion [20] - There are 76 CSI 500 index enhanced products with a total scale of 51.4 billion [20] - There are 46 CSI 1000 index enhanced products with a total scale of 21.4 billion [20] - There are 71 CSI A500 index enhanced products with a total scale of 26.3 billion [20]