四大主动量化组合本周均战胜股基指数

Core Viewpoint - The report tracks the performance of various active quantitative strategies by GuoXin JinGong, aiming to outperform the median returns of active equity funds, with a focus on four specific strategies: Excellent Fund Performance Enhancement, Exceeding Expectations Selection, Broker Golden Stocks Performance Enhancement, and Growth Stability Combination [2][3]. Group 1: Performance Overview - The Excellent Fund Performance Enhancement strategy had an absolute return of -2.39% this week and a year-to-date return of 6.17%, outperforming the mixed equity fund index by 0.00% and 1.42% respectively [1][10]. - The Exceeding Expectations Selection strategy reported an absolute return of -1.29% this week and a year-to-date return of 10.59%, with an outperformance of 1.10% and 5.84% against the mixed equity fund index [1][18]. - The Broker Golden Stocks Performance Enhancement strategy had an absolute return of -2.27% this week and a year-to-date return of 8.94%, outperforming the mixed equity fund index by 0.12% and 4.19% respectively [1][19]. - The Growth Stability Combination strategy reported an absolute return of -1.79% this week and a year-to-date return of 10.88%, with an outperformance of 0.60% and 6.12% against the mixed equity fund index [1][27]. Group 2: Strategy Details - The Excellent Fund Performance Enhancement strategy benchmarks against the median returns of active equity funds, utilizing a quantitative approach to enhance performance based on the holdings of top-performing funds [5][32]. - The Exceeding Expectations Selection strategy selects stocks based on exceeding expectations events and analyst profit upgrades, focusing on both fundamental and technical criteria to build a portfolio [12][39]. - The Broker Golden Stocks Performance Enhancement strategy uses a stock pool from broker recommendations, optimizing the portfolio to minimize deviations from the stock pool while aiming to outperform the ordinary equity fund index [15][44]. - The Growth Stability Combination strategy employs a two-dimensional evaluation system for growth stocks, prioritizing stocks closer to their earnings announcement dates and using multi-factor scoring to select high-quality stocks [21][47].