四大指增组合本周均跑赢基准【国信金工】

Group 1 - The core viewpoint of the article is to track the performance of various index-enhanced portfolios and the factors influencing stock selection across different indices [2][3][19] Group 2 - The performance of the CSI 300 index-enhanced portfolio showed an excess return of 1.60% for the week and 2.09% year-to-date [7][19] - The CSI 500 index-enhanced portfolio had an excess return of 0.23% for the week but a negative return of -1.59% year-to-date [7][19] - The CSI 1000 index-enhanced portfolio achieved an excess return of 1.77% for the week and -0.36% year-to-date [7][19] - The CSI A500 index-enhanced portfolio reported an excess return of 0.97% for the week and 1.63% year-to-date [7][19] Group 3 - In the CSI 300 component stocks, factors such as standardized unexpected earnings, quarterly earnings surprises, and DELTAROE performed well [8][10] - In the CSI 500 component stocks, factors like year-on-year revenue growth, specificity, and expected net profit quarter-on-quarter showed strong performance [10][12] - For the CSI 1000 component stocks, factors such as illiquidity shock, one-month turnover, and three-month turnover performed well [10][14] - In the CSI A500 index component stocks, factors like three-month earnings adjustments, standardized unexpected revenue, and specificity showed good performance [10][16] Group 4 - The public fund index-enhanced products for the CSI 300 had a maximum excess return of 2.12% and a minimum of -0.45% for the week, with a median of 0.44% [21][23] - The CSI 500 index-enhanced products had a maximum excess return of 0.42% and a minimum of -2.18% for the week, with a median of -0.14% [25] - The CSI 1000 index-enhanced products reported a maximum excess return of 1.18% and a minimum of -0.52% for the week, with a median of 0.49% [24][25] - The CSI A500 index-enhanced products had a maximum excess return of 2.00% and a minimum of -0.52% for the week, with a median of 0.37% [26]