1月12日，宇信科技涨5.04%，截至发稿，报25.23元/股，成交4.43亿元，换手率2.55%，总市值177.63亿 元。 资料显示，北京宇信科技集团股份有限公司位于北京市朝阳区酒仙桥东路9号院电子城研发中心A2楼东 5-6层,北京市朝阳区建国门外大街1号国贸大厦A座2601室,香港湾仔皇后大道东248号大新金融中心40 楼，成立日期2006年10月19日，上市日期2018年11月7日，公司主营业务涉及从事向以银行为主的金融 机构提供包括咨询、软件产品、软件开发和实施、运营维护、系统集成等信息化服务。主营业务收入构 成为：银行IT解决方案84.94%，非银IT解决方案10.56%，创新业务4.34%，其他(补充)0.16%。 从基金十大重仓股角度 数据显示，长信基金旗下1只基金重仓宇信科技。长信中证1000指数增强A（018013）三季度持有股数 15.25万股，占基金净值比例为0.85%，位居第七大重仓股。根据测算，今日浮盈赚取约18.45万元。 长信中证1000指数增强A（018013）成立日期2023年4月20日，最新规模3.2亿。今年以来收益6.65%， 同类排名1428/5579；近一年收益63 ...

2026 年 01 月 09 日 金融工程研究团队 魏建榕（首席分析师） 证书编号：S0790519120001 傅开波（分析师） 证书编号：S0790520090003 高 鹏（分析师） 证书编号：S0790520090002 证书编号：S0790522030001 王志豪（分析师） 证书编号：S0790522070003 盛少成（分析师） 证书编号：S0790523060003 蒋 韬（分析师） 证书编号：S0790525070001 相关研究报告 苏俊豪（分析师） 证书编号：S0790522020001 胡亮勇（分析师） 《量化产品季度点评：300&500 增强 Q3 超额回撤，公募红利量化表现优 异》-2025.10.11 请务必参阅正文后面的信息披露和法律声明 1 / 12 量化产品季度点评：宽基增强 Q4 超额优秀，885001 增强产品备受关注 ——开源量化评论（116） | 魏建榕（分析师） | 高鹏（分析师） | | --- | --- | | weijianrong@kysec.cn | gaopeng@kysec.cn | | 证书编号：S0790519120001 | 证书编号：S07 ...

Core Viewpoint - The article discusses the performance of public quantitative index-enhanced funds in the A-share market, highlighting the importance of both offensive and defensive capabilities in achieving excess returns during a steady bull market [3][4]. Group 1: Market Overview - The A-share market has shown a steady upward trend, with the Shanghai Composite Index surpassing 3900 points, reaching a nearly ten-year high [3]. - The average return of 138 Hu-Shen 300 index-enhanced products this year is 19.17%, with an average offensive capability of 0.982 and a defensive capability of 0.912 [5]. Group 2: Offensive and Defensive Capabilities - Offensive capability (upside capture ratio) measures a fund's sensitivity to market increases, with values greater than 1 indicating stronger performance against the benchmark [3]. - Defensive capability (downside capture ratio) measures a fund's sensitivity to market declines, with values less than 1 indicating better performance in down markets [3]. Group 3: Top Performing Funds - The top three Hu-Shen 300 index-enhanced funds based on offensive capability are: 1. **Fu Rong Hu-Shen 300 Index Enhanced A**: Offensive capability of 1.19, defensive capability of 0.93, and a return of 27.07% [5][6]. 2. **Ping An Hu-Shen 300 Index Quantitative Enhanced A**: Offensive capability of 1.13, defensive capability of 0.88, and a return of 26.17% [6]. 3. **China Europe Hu-Shen 300 Index Enhanced A**: Offensive capability of 1.11, defensive capability of 0.83, and a return of 27.69% [5]. Group 4: Performance of Other Indexes - The average return of 212 Zhong Zheng 500 index-enhanced products this year is 29.69%, with an average offensive capability of 0.920 and a defensive capability of 0.824 [7]. - The top three Zhong Zheng 500 index-enhanced funds are: 1. **Penghua Zhong Zheng 500 Index Enhanced A**: Offensive capability of 1.01, defensive capability of 0.66, and a return of 41.63% [7]. 2. **Changcheng Zhong Zheng 500 Index Enhanced A**: Offensive capability of 1.00, defensive capability of 0.81, and a return of 36.44% [7]. 3. **Tianhong Zhong Zheng 500 Index Enhanced A**: Offensive capability of 1.00, defensive capability of 0.81, and a return of 35.47% [7]. Group 5: Insights on Fund Managers - Fund manager Meng Yaqiang of Fu Rong focuses on a macro-level quantitative approach, combining fundamental analysis with models to avoid factor distortion [6]. - Fund manager Su Junjie of Penghua employs a unique AI and fundamental quantitative model to capture excess returns [8]. - Fund manager Zuo Jinbao of Changxin uses a multi-factor model based on financial statements and stock price volatility to achieve superior returns [11].

Group 1 - The core viewpoint of the news is that Dailong (002209.SZ) has seen an increase in institutional investor holdings, indicating growing confidence in the company [1] - As of August 21, 2025, 22 institutional investors disclosed holding a total of 37.93 million shares of Dailong, accounting for 19.06% of the total share capital [1] - The top ten institutional investors collectively hold 18.84% of the shares, with their combined holding ratio increasing by 5.07 percentage points compared to the previous quarter [1] Group 2 - In the public fund sector, two public funds increased their holdings, accounting for 1.34% of the total [2] - A total of 18 new public funds were disclosed compared to the previous quarter, including several notable funds such as Huaxia Ruipan Taili Mixed A and the Southern CSI 500 Quantitative Enhanced Stock Initiation A [2] - One new foreign institution, UBS AG, was disclosed this quarter, while Morgan Stanley & Co. International PLC was not disclosed in the current period [2]

Group 1 - Wanliyang (002434.SZ) released its 2024 annual report on April 23, 2025, indicating that as of April 22, 2025, 83 institutional investors disclosed holding a total of 849 million shares, accounting for 64.68% of the total share capital [1] - The top ten institutional investors include Wanliyang Group Co., Ltd., Shaanxi International Trust Co., Ltd., Anhui Guoyuan Trust Co., Ltd., and others, with a combined holding ratio of 63.50%, which is a slight decrease of 0.06 percentage points compared to the previous quarter [1] Group 2 - In the public fund sector, 73 new public funds were disclosed this period, including Southern CSI 1000 ETF, Huaxia CSI 1000 ETF, and others [2] - Four public funds were not disclosed this period compared to the previous quarter, including Jianxin CSI 1000 Index Enhanced A and others [2] - Regarding foreign investment, one foreign fund, Hong Kong Central Clearing Limited, reduced its holdings slightly this period [2]