name quantile count index_bp mkt_bp
mkt_20241216_172021
0 bot_ret_quantile 0.71 - - -
1 ths_micro_ret_quantile 0.68 - - -
2 wind_micro_ret_quantile 0.65 - - -
3 subbot_ret_quantile 1.0 - - -
4 zz2000_ret_quantile 0.51 - - -
5 zz1000_ret_quantile 0.4 - - -
6 zz500_ret_quantile 0.4 - - -
7 hs300_ret_quantile 0.57 - - -
8 sz50_ret_quantile 0.69 - - -
9 gei_ret_quantile 0.35 - - -
10 retOverBot_stock_num - 1432.0 - -
11 retOverTHSMicro_stock_num - 1571.0 - -
12 retOverWINDMicro_stock_num - 1734.0 - -
13 retOverSubbot_stock_num - 2970.0 - -
14 retOverZZ2000_stock_num - 2428.0 - -
15 retOverZZ1000_stock_num - 2970.0 - -
16 retOverZZ500_stock_num - 3000.0 - -
17 retOverHS300_stock_num - 2158.0 - -
18 retOverSZ50_stock_num - 1554.0 - -
19 retOverGEI_stock_num - 3225.0 - -
20 bot_ret - - 29.8 -
21 ths_micro_ret - - 12.8 -
22 wind_micro_ret - - -0.2 -
23 subbot_ret - - -13.2 -
24 zz2000_ret - - -77.4 -
25 zz1000_ret - - -125.8 -
26 zz500_ret - - -129.1 -
27 hs300_ret - - -54.1 -
28 sz50_ret - - 15.0 -
29 gei_ret - - -153.7 -
30 shci_ret - - -17.0 -
31 szci_ret - - -131.6 -
32 q75_ret - - - 51.6
33 all_mean - - - -61.6
34 q25_ret - - - -221.4