|
name |
quantile |
count |
index_bp |
mkt_bp |
| mkt_20240704_151518 |
|
|
|
|
|
| 0 |
micro_ret_quantile |
0.46 |
- |
- |
- |
| 1 |
subbot_ret_quantile |
1.0 |
- |
- |
- |
| 2 |
zz2000_ret_quantile |
0.55 |
- |
- |
- |
| 3 |
zz1000_ret_quantile |
0.74 |
- |
- |
- |
| 4 |
zz500_ret_quantile |
0.83 |
- |
- |
- |
| 5 |
hs300_ret_quantile |
0.92 |
- |
- |
- |
| 6 |
sz50_ret_quantile |
0.93 |
- |
- |
- |
| 7 |
gei_ret_quantile |
0.9 |
- |
- |
- |
| 8 |
retOverMicro_stock_num |
- |
2247.0 |
- |
- |
| 9 |
retOverSubbot_stock_num |
- |
1282.0 |
- |
- |
| 10 |
retOverZZ2000_stock_num |
- |
2247.0 |
- |
- |
| 11 |
retOverZZ1000_stock_num |
- |
1282.0 |
- |
- |
| 12 |
retOverZZ500_stock_num |
- |
864.0 |
- |
- |
| 13 |
retOverHS300_stock_num |
- |
403.0 |
- |
- |
| 14 |
retOverSZ50_stock_num |
- |
343.0 |
- |
- |
| 15 |
retOverGEI_stock_num |
- |
487.0 |
- |
- |
| 16 |
micro_ret |
- |
- |
-367.6 |
- |
| 17 |
subbot_ret |
- |
- |
-352.7 |
- |
| 18 |
zz2000_ret |
- |
- |
-317.5 |
- |
| 19 |
zz1000_ret |
- |
- |
-216.3 |
- |
| 20 |
zz500_ret |
- |
- |
-155.6 |
- |
| 21 |
hs300_ret |
- |
- |
-50.8 |
- |
| 22 |
sz50_ret |
- |
- |
-28.8 |
- |
| 23 |
gei_ret |
- |
- |
-77.7 |
- |
| 24 |
shci_ret |
- |
- |
-83.2 |
- |
| 25 |
szci_ret |
- |
- |
-98.9 |
- |
| 26 |
q75_ret |
- |
- |
- |
-161.3 |
| 27 |
all_mean |
- |
- |
- |
-253.4 |
| 28 |
q25_ret |
- |
- |
- |
-368.7 |