Core Viewpoint - The article provides a comprehensive analysis of market performance, highlighting the positive returns of certain factors while noting the underperformance of others, indicating a mixed market sentiment and potential investment opportunities in specific sectors [3][4][5]. Factor Performance Summary - In the week of June 3 to June 6, 2025, the beta factor and momentum factor achieved positive returns of 0.58% and 0.31% respectively, while the size factor and liquidity factor recorded negative returns of -0.66% and -0.37% [3]. - In the CSI 300 stock pool, the best-performing factors included total asset growth rate (2.23%), quarterly revenue growth rate (1.78%), and quarterly ROA (1.58%), while the worst-performing factors were net profit gap (-0.36%), 5-day average turnover rate (-0.51%), and price-to-book ratio factor (-0.64%) [4]. - In the CSI 500 stock pool, the top factors were quarterly net profit growth rate (1.54%), quarterly operating profit growth rate (1.29%), and quarterly ROE (1.28%), with the weakest factors being 6-day transaction amount standard deviation (-0.95%), TTM price-to-earnings ratio reciprocal (-0.95%), and 6-day transaction amount moving average (-0.97%) [4]. - In the liquidity 1500 stock pool, the leading factors were total asset growth rate (2.67%), quarterly ROA growth (2.15%), and quarterly revenue growth (2.13%), while the lagging factors included TTM price-to-earnings ratio reciprocal (-0.65%), price-to-book ratio factor (-0.80%), and price-to-earnings ratio factor (-0.81%) [4]. Industry-Specific Factor Performance - The net asset growth rate factor performed well in the telecommunications industry, while the net profit growth rate factor excelled in the commercial trade sector [5]. - The earnings per share factor showed strong performance in the telecommunications industry, and the TTM operating profit per share factor was notable in both telecommunications and commercial trade sectors [5]. - The 5-day momentum factor exhibited significant momentum effects in the light manufacturing industry, while reversal effects were prominent in the defense, coal, and comprehensive industries [5]. Combination Tracking - The PB-ROE-50 combination achieved significant excess returns across various stock pools, with excess returns of 0.45% in the CSI 500 pool, 1.87% in the CSI 800 pool, and 3.35% in the overall market pool [7]. - The public fund research selection strategy and private fund research tracking strategy both yielded positive excess returns, with the public fund strategy outperforming the CSI 800 by 3.37% and the private fund strategy by 1.31% [8]. - The block trading combination also achieved excess returns relative to the CSI All Index, with an excess return of 0.41% [9]. - The targeted issuance combination outperformed the CSI All Index with an excess return of 1.97% [10].