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_20241108_151556
0 multin_zz1000_71001_barra_residualvolatility_topG 78.47 134.54 70.70 201.30 108.91 61.00 -44.66 -106.85 5.14
1 multin_zz1000_71001_barra_growth_topG 54.12 110.20 46.35 176.96 84.56 36.66 -69.01 -131.20 -19.21
2 multin_zz1000_71001_barra_momentum_topG 30.87 86.95 23.10 153.71 61.31 13.40 -92.26 -154.45 -42.46
3 multin_zz1000_71001_barra_nonlinearsize_topG -20.91 35.17 -28.68 101.93 9.54 -38.37 -144.04 -206.23 -94.24
4 multin_zz1000_71001_barra_liquidity_botG -41.55 14.53 -49.32 81.29 -11.11 -59.01 -164.68 -226.87 -114.88
5 multin_zz1000_71001_barra_size_topG -61.48 -5.41 -69.25 61.35 -31.04 -78.95 -184.61 -246.80 -134.81
6 multin_zz1000_71001_barra_beta_botG -70.85 -14.77 -78.62 51.99 -40.41 -88.32 -193.98 -256.17 -144.18
7 multin_zz1000_71001_barra_earningsyield_topG -98.01 -41.94 -105.78 24.82 -67.57 -115.48 -221.14 -283.33 -171.34
8 multin_zz1000_71001_barra_leverage_topG -101.19 -45.11 -108.96 21.65 -70.75 -118.66 -224.32 -286.51 -174.52
9 multin_zz1000_71001_barra_btop_topG -151.96 -95.89 -159.73 -29.13 -121.52 -169.43 -275.09 -337.28 -225.29