指增产品本周赢了beta输了alpha【国信金工】

Group 1: Weekly Index Enhanced Portfolio Performance - The CSI 300 index enhanced portfolio achieved an excess return of 0.44% this week, with the same excess return for the year [8] - The CSI 500 index enhanced portfolio recorded an excess return of -1.80% this week, matching the year-to-date performance [8] - The CSI 1000 index enhanced portfolio saw an excess return of -2.20% this week, consistent with the year-to-date performance [8] - The CSI A500 index enhanced portfolio achieved an excess return of 0.61% this week, with the same year-to-date performance [8] Group 2: Stock Selection Factor Performance Tracking - In the CSI 300 component stocks, factors such as three-month institutional coverage, DELTAROA, and DELTAROE performed well [9] - In the CSI 500 component stocks, factors like quarterly net profit year-on-year growth, expected net profit quarter-on-quarter, and specificity showed strong performance [11] - In the CSI 1000 component stocks, factors such as one-year momentum, quarterly revenue year-on-year growth, and standardized expected external income performed well [14] - In the CSI A500 index component stocks, factors like quarterly net profit year-on-year growth, DELTAROE, and quarterly profit year-on-year growth showed strong performance [17] - In public fund heavy stocks, factors like quarterly net profit year-on-year growth, expected net profit quarter-on-quarter, and three-month reversal performed well [20] Group 3: Public Fund Index Enhanced Product Performance Tracking - The CSI 300 index enhanced products had a maximum excess return of 1.48%, a minimum of -1.42%, and a median of 0.09% this week [28] - The CSI 500 index enhanced products had a maximum excess return of 0.06%, a minimum of -3.87%, and a median of -1.38% this week [30] - The CSI 1000 index enhanced products had a maximum excess return of 1.11%, a minimum of -1.84%, and a median of -0.38% this week [29] - The CSI A500 index enhanced products had a maximum excess return of 2.21%, a minimum of -1.13%, and a median of -0.26% this week [28]