|
name |
quantile |
count |
index_bp |
mkt_bp |
| mkt_20240528_151508 |
|
|
|
|
|
| 0 |
micro_ret_quantile |
0.57 |
- |
- |
- |
| 1 |
subbot_ret_quantile |
1.0 |
- |
- |
- |
| 2 |
zz2000_ret_quantile |
0.7 |
- |
- |
- |
| 3 |
zz1000_ret_quantile |
0.7 |
- |
- |
- |
| 4 |
zz500_ret_quantile |
0.7 |
- |
- |
- |
| 5 |
hs300_ret_quantile |
0.76 |
- |
- |
- |
| 6 |
sz50_ret_quantile |
0.83 |
- |
- |
- |
| 7 |
gei_ret_quantile |
0.62 |
- |
- |
- |
| 8 |
retOverMicro_stock_num |
- |
1503.0 |
- |
- |
| 9 |
retOverSubbot_stock_num |
- |
1477.0 |
- |
- |
| 10 |
retOverZZ2000_stock_num |
- |
1503.0 |
- |
- |
| 11 |
retOverZZ1000_stock_num |
- |
1477.0 |
- |
- |
| 12 |
retOverZZ500_stock_num |
- |
1463.0 |
- |
- |
| 13 |
retOverHS300_stock_num |
- |
1171.0 |
- |
- |
| 14 |
retOverSZ50_stock_num |
- |
854.0 |
- |
- |
| 15 |
retOverGEI_stock_num |
- |
1850.0 |
- |
- |
| 16 |
micro_ret |
- |
- |
-154.2 |
- |
| 17 |
subbot_ret |
- |
- |
-114.6 |
- |
| 18 |
zz2000_ret |
- |
- |
-106.7 |
- |
| 19 |
zz1000_ret |
- |
- |
-104.7 |
- |
| 20 |
zz500_ret |
- |
- |
-102.8 |
- |
| 21 |
hs300_ret |
- |
- |
-73.0 |
- |
| 22 |
sz50_ret |
- |
- |
-29.8 |
- |
| 23 |
gei_ret |
- |
- |
-134.9 |
- |
| 24 |
shci_ret |
- |
- |
-46.3 |
- |
| 25 |
szci_ret |
- |
- |
-122.7 |
- |
| 26 |
q75_ret |
- |
- |
- |
-34.5 |
| 27 |
all_mean |
- |
- |
- |
-100.9 |
| 28 |
q25_ret |
- |
- |
- |
-203.1 |