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
barraAttack_20250113_151530
0 multin_zz1000_71001_barra_beta_topG 69.63 70.67 98.62 118.39 89.89 31.70 16.81 18.67 -5.70
1 multin_zz1000_71001_barra_size_botG 58.40 59.44 87.39 107.16 78.66 20.47 5.58 7.44 -16.93
2 multin_zz1000_71001_barra_nonlinearsize_botG 58.40 59.44 87.39 107.16 78.66 20.47 5.58 7.44 -16.93
3 multin_zz1000_71001_barra_residualvolatility_botG 40.25 41.28 69.23 89.00 60.50 2.31 -12.57 -10.71 -35.09
4 multin_zz1000_71001_barra_momentum_botG 37.15 38.18 66.14 85.90 57.40 -0.78 -15.67 -13.81 -38.19
5 multin_zz1000_71001_barra_earningsyield_botG 26.10 27.13 55.09 74.85 46.35 -11.83 -26.72 -24.86 -49.24
6 multin_zz1000_71001_barra_leverage_botG 2.87 3.90 31.86 51.62 23.12 -35.06 -49.95 -48.09 -72.47
7 multin_zz1000_71001_barra_btop_botG -4.86 -3.83 24.13 43.89 15.39 -42.79 -57.68 -55.82 -80.20
8 multin_zz1000_71001_barra_growth_botG -8.34 -7.30 20.65 40.42 11.92 -46.27 -61.16 -59.30 -83.67
9 multin_zz1000_71001_barra_liquidity_topG -58.22 -57.18 -29.23 -9.46 -37.96 -96.15 -111.04 -109.17 -133.55