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_20241210_151523
0 multin_zz1000_71001_barra_residualvolatility_topG 32.28 49.13 26.56 53.35 127.09 64.58 41.85 105.41 171.76
1 multin_zz1000_71001_barra_momentum_topG 23.66 40.50 17.93 44.73 118.46 55.96 33.23 96.79 163.13
2 multin_zz1000_71001_barra_nonlinearsize_topG 10.95 27.79 5.22 32.02 105.75 43.25 20.52 84.08 150.42
3 multin_zz1000_71001_barra_growth_topG 8.05 24.89 2.32 29.12 102.85 40.35 17.62 81.18 147.52
4 multin_zz1000_71001_barra_size_topG -39.00 -22.16 -44.73 -17.94 55.80 -6.71 -29.43 34.13 100.47
5 multin_zz1000_71001_barra_leverage_topG -51.79 -34.95 -57.52 -30.73 43.01 -19.49 -42.22 21.34 87.68
6 multin_zz1000_71001_barra_liquidity_botG -52.25 -35.40 -57.97 -31.18 42.56 -19.95 -42.68 20.88 87.23
7 multin_zz1000_71001_barra_earningsyield_topG -61.87 -45.03 -67.60 -40.81 32.93 -29.58 -52.30 11.26 77.60
8 multin_zz1000_71001_barra_btop_topG -74.75 -57.91 -80.48 -53.68 20.05 -42.45 -65.18 -1.62 64.72
9 multin_zz1000_71001_barra_beta_botG -79.91 -63.06 -85.63 -58.84 14.90 -47.61 -70.33 -6.77 59.57