估值因子表现出色，四大指增组合本周均战胜基准【国信金工】

Performance of Index Enhancement Portfolios - The CSI 300 index enhancement portfolio achieved an excess return of 0.31% this week and 3.36% year-to-date [1][6] - The CSI 500 index enhancement portfolio recorded an excess return of 1.11% this week but a negative return of -1.15% year-to-date [1][6] - The CSI 1000 index enhancement portfolio had an excess return of 1.60% this week and 3.40% year-to-date [1][6] - The CSI A500 index enhancement portfolio saw an excess return of 0.05% this week and 3.77% year-to-date [1][6] Stock Selection Factor Performance Tracking - In the CSI 300 component stocks, factors such as EPTTM, expected EPTTM, and single-quarter EP performed well [1][9] - In the CSI 500 component stocks, expected EPTTM, single-quarter EP, and EPTTM were the top-performing factors [1][11] - For the CSI 1000 component stocks, expected EPTTM, BP, and expected BP showed strong performance [1][13] - In the CSI A500 index component stocks, expected EPTTM, EPTTM, and single-quarter EP were the best-performing factors [1][15] - Among publicly offered fund heavy stocks, single-quarter EP, EPTTM, and expected EPTTM also performed well [1][17] Public Fund Index Enhancement Product Performance Tracking - The CSI 300 index enhancement products had a maximum excess return of 1.02% and a minimum of -2.08% this week, with a median of -0.08% [1][20] - The CSI 500 index enhancement products achieved a maximum excess return of 1.65% and a minimum of -0.86% this week, with a median of 0.01% [1][23] - The CSI 1000 index enhancement products recorded a maximum excess return of 1.32% and a minimum of -1.01% this week, with a median of 0.04% [1][24] - The CSI A500 index enhancement products had a maximum excess return of 1.14% and a minimum of -0.88% this week, with a median of 0.03% [1][25]