年度收官！四大指增组合均大幅战胜基准【国信金工】

Group 1 - The core viewpoint of the article is to track the performance of various index enhancement portfolios and stock selection factors, highlighting their excess returns and factor performance across different indices [1][2][3]. Group 2 - The performance of the CSI 300 index enhancement portfolio showed an excess return of -0.59% for the week and 20.90% for the year [7]. - The performance of the CSI 500 index enhancement portfolio showed an excess return of -0.54% for the week and 5.45% for the year [7]. - The performance of the CSI 1000 index enhancement portfolio showed an excess return of -0.19% for the week and 15.64% for the year [7]. - The performance of the CSI A500 index enhancement portfolio showed an excess return of -0.24% for the week and 10.26% for the year [7]. Group 3 - In the CSI 300 component stocks, factors such as standardized unexpected earnings, DELTAROA, and DELTAROE performed well [8]. - In the CSI 500 component stocks, factors like SPTTM, quarterly SP, and quarterly revenue year-on-year growth showed good performance [8]. - In the CSI 1000 component stocks, factors such as illiquidity shock, three-month institutional coverage, and three-month reversal performed well [8]. - In the CSI A500 index component stocks, factors like specificity, SPTTM, and standardized unexpected earnings performed well [8]. Group 4 - The public fund index enhancement products for the CSI 300 had a maximum excess return of 0.59%, a minimum of -0.68%, and a median of -0.01% for the week [21]. - The public fund index enhancement products for the CSI 500 had a maximum excess return of 0.28%, a minimum of -0.84%, and a median of -0.39% for the week [22]. - The public fund index enhancement products for the CSI 1000 had a maximum excess return of 0.52%, a minimum of -1.43%, and a median of 0.00% for the week [23]. - The public fund index enhancement products for the CSI A500 had a maximum excess return of 0.50%, a minimum of -0.85%, and a median of -0.13% for the week [24].