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_20241111_151509
0 multin_zz1000_71001_barra_growth_topG 134.42 206.11 158.68 310.32 379.53 92.64 -161.02 -139.57 -190.68
1 multin_zz1000_71001_barra_momentum_topG -16.91 54.78 7.35 158.99 228.20 -58.69 -312.35 -290.91 -342.01
2 multin_zz1000_71001_barra_nonlinearsize_topG -25.80 45.90 -1.53 150.11 219.31 -67.57 -321.23 -299.79 -350.90
3 multin_zz1000_71001_barra_liquidity_botG -83.63 -11.94 -59.37 92.28 161.48 -125.40 -379.06 -357.62 -408.73
4 multin_zz1000_71001_barra_residualvolatility_topG -91.03 -19.34 -66.77 84.87 154.08 -132.81 -386.47 -365.02 -416.13
5 multin_zz1000_71001_barra_size_topG -125.43 -53.74 -101.17 50.47 119.68 -167.20 -420.86 -399.42 -450.53
6 multin_zz1000_71001_barra_earningsyield_topG -150.42 -78.73 -126.16 25.48 94.69 -192.20 -445.86 -424.42 -475.52
7 multin_zz1000_71001_barra_leverage_topG -158.01 -86.32 -133.75 17.89 87.10 -199.78 -453.44 -432.00 -483.11
8 multin_zz1000_71001_barra_btop_topG -210.48 -138.79 -186.22 -34.58 34.63 -252.25 -505.91 -484.47 -535.58
9 multin_zz1000_71001_barra_beta_botG -234.95 -163.26 -210.69 -59.05 10.16 -276.73 -530.39 -508.95 -560.05