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一季度，估值类因子一枝独秀，成长、分析师预期等基本面因子与反转、换手等传统量价因子多数表现不佳。二季度，我国经济仍处于弱复苏进程之中，市场风险偏好继续承压，A股震荡下行，存量博弈下，行业板块轮动速度较快，人工智能与“中特估”主题表现较好，但经常伴随高波动，汽车、新能源、国防军工等中游制造板块也有阶段性机会。风格方面，小盘与价值风格偏强，基本面因子4月下旬以来企稳回升。截至本报告期末，上证指数上涨3.65%，深证成指上涨0.10%，中证500指数上涨2.29%，创业板指数下跌5.61%。在操作上，本基金作为指数增强型基金，严格遵守基金合同，在保持相对中证500指数较小跟踪误差情况下，控制行业、风格与个股偏离度，通过量化多因子模型精选个股，追求长期稳健的超额收益。","declarationDate":"2023-07-19T16:00:00.000Z","lastUpdated":"2026-03-09T13:58:28.798Z","mo":"展望下半年，各项宏观数据显示，我国经济底部逐渐夯实，复苏正在路上，国内稳增长政策发力，海外加息已处尾声，我们认为下半年的宏观环境对股票资产相对有利，顺周期、中游制造、科技等板块都存在结构性机会。在缺少增量资金的存量博弈格局下，行业与风格轮动较快，我们将严格控制风险敞口，通过量化多因子模型精选个股，追求长期稳健的超额收益。","fund":{"_id":3000000016865,"__csrcFundId":12231,"stockCode":"016865","shortName":"华泰紫金中证500指数增强发起(016865)","masterFundShortName":"华泰紫金中证500指数增强发起","fundSecondLevel":"company","stockType":"fund","areaCode":"cn","market":"a","tickerId":16865,"currency":"CNY","masterFundFlag":1,"lastUpdated":"2026-07-03T17:14:00.426Z","status":"normal","exchange":"jj","name":"华泰紫金中证500指数增强型发起式证券投资基金","fundCollectionId":4000051430000,"inceptionDate":"2023-02-21T16:00:00.000Z","setUpDate":"2023-02-21T16:00:00.000Z","setUpAssetScale":11275937.81,"setUpShares":11275937.81,"pinyin":"htzjzz500zszqxfqszqtzjj","__indexSourceEastMoney":1,"__indexSourceCsi":1,"followedNum":1,"indexFundFlag":1,"indexId":1000000000905,"managers":[{"stockCode":"db20124126","stockType":"fund_manager","exchange":"fm","tickerId":1320172790,"name":"毛甜"}]},"announcement":{"linkText":"华泰紫金中证500指数增强型发起式证券投资基金2023年中期报告","linkUrl":"http://eid.csrc.gov.cn/fund/disclose/instance_show_pdf_id.do?instanceid=961095","linkType":"PDF","source":"csrc_pdf"}}]}