超额全线回暖！四大指增组合年内超额均逾1.5%【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 the effectiveness of different factors in various indices [1][4][22]. Group 2 - The performance of the CSI 300 index enhancement portfolio showed an excess return of 0.55% for the week and 3.93% year-to-date [9]. - The CSI 500 index enhancement portfolio achieved an excess return of 2.40% for the week and 1.53% year-to-date [9]. - The CSI 1000 index enhancement portfolio recorded an excess return of 0.20% for the week and 3.61% year-to-date [9]. - The CSI A500 index enhancement portfolio had an excess return of 1.00% for the week and 4.83% year-to-date [9]. Group 3 - In the CSI 300 component stocks, factors such as expected EPTTM, EPTTM, and EPTTM one-year quantile performed well [10]. - In the CSI 500 component stocks, factors like expected EPTTM, single-quarter EP, and standardized expected non-operating income showed strong performance [12]. - For the CSI 1000 component stocks, factors such as expected PEG, three-month reversal, and expected BP performed well [15]. - In the CSI A500 index component stocks, expected EPTTM, EPTTM, and three-month reversal were among the top-performing factors [18]. - In public fund heavy stocks, expected EPTTM, expected PEG, and three-month reversal also showed good performance [21]. Group 4 - The public fund index enhancement products tracked showed varying excess returns, with the CSI 300 index enhancement product having a maximum of 0.88% and a minimum of -2.18% for the week [28]. - The CSI 500 index enhancement product had a maximum excess return of 2.84% and a minimum of -0.66% for the week [27]. - The CSI 1000 index enhancement product recorded a maximum excess return of 1.23% and a minimum of -0.55% for the week [31]. - The CSI A500 index enhancement product achieved a maximum excess return of 1.12% and a minimum of -1.22% for the week [34].