近两年小盘股表现持续亮眼，今年以来，中证2000涨幅已近13%，招商旗下中证2000增强ETF(159552)年内涨幅已超26%，超额收益达13%。近一年收益超65%！近期资金持续净流入，份额创年内新高。
分析指出，市场上比较公认的因子有6种：规模、价值、低波动、红利、质量、动量，而规模因子的有效性指，多国历史数据表明，小盘股长期比大盘股回报要高一些。作为小盘股的代表，中证2000指数综合反映中国A股市场中一批小市值公司的股票价格表现，招商旗下中证2000增强ETF(159552)采用多因子模型选股与组合优化的策略框架，将量化团队在指数增强领域的专长与ETF的高效、透明形式相结合，力争为投资者带来更加稳健alpha收益。场外投资者可以考虑借道招商中证2000指数增强(A:019918 C:019919)布局。
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