strategy alpha_zz1000_bp alpha_zz500_bp alpha_zz2000_bp alpha_hs300_bp ret_from_close_ytd alpha_subbot_bp alpha_wind_micro_bp alpha_ths_micro_bp alpha_bot_bp
barraDefence_20240918_151506
0 multin_zz1000_71001_barra_size_topG 69.37 12.67 103.77 3.02 39.02 157.24 315.43 314.24 370.32
1 multin_zz1000_71001_barra_beta_botG 44.13 -12.57 78.53 -22.22 13.78 131.99 290.19 289.00 345.08
2 multin_zz1000_71001_barra_momentum_topG 27.63 -29.07 62.03 -38.72 -2.73 115.49 273.68 272.50 328.58
3 multin_zz1000_71001_barra_btop_topG 22.26 -34.44 56.66 -44.09 -8.09 110.13 268.32 267.13 323.21
4 multin_zz1000_71001_barra_earningsyield_topG 18.83 -37.87 53.23 -47.53 -11.53 106.69 264.88 263.70 319.78
5 multin_zz1000_71001_barra_nonlinearsize_topG 18.03 -38.67 52.43 -48.32 -12.32 105.90 264.09 262.90 318.98
6 multin_zz1000_71001_barra_leverage_topG -24.30 -81.00 10.10 -90.65 -54.65 63.57 221.76 220.58 276.65
7 multin_zz1000_71001_barra_growth_topG -60.43 -117.13 -26.03 -126.79 -90.79 27.43 185.62 184.44 240.52
8 multin_zz1000_71001_barra_liquidity_botG -61.64 -118.34 -27.24 -127.99 -91.99 26.23 184.42 183.23 239.31
9 multin_zz1000_71001_barra_residualvolatility_topG -98.87 -155.58 -64.47 -165.23 -129.23 -11.01 147.18 146.00 202.07