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_20250120_151519
0 multin_zz1000_71001_barra_residualvolatility_topG 41.87 55.62 -12.93 55.55 106.78 -41.38 -244.12 -294.39 -304.31
1 multin_zz1000_71001_barra_momentum_topG 38.92 52.66 -15.88 52.60 103.83 -44.33 -247.08 -297.34 -307.27
2 multin_zz1000_71001_barra_liquidity_botG 37.88 51.63 -16.92 51.56 102.79 -45.37 -248.11 -298.38 -308.30
3 multin_zz1000_71001_barra_growth_topG 29.79 43.54 -25.01 43.47 94.70 -53.46 -256.20 -306.47 -316.39
4 multin_zz1000_71001_barra_leverage_topG -5.72 8.02 -60.52 7.96 59.19 -88.97 -291.72 -341.98 -351.91
5 multin_zz1000_71001_barra_nonlinearsize_topG -8.72 5.03 -63.51 4.97 56.19 -91.97 -294.71 -344.97 -354.90
6 multin_zz1000_71001_barra_btop_topG -12.40 1.35 -67.20 1.28 52.51 -95.65 -298.39 -348.66 -358.58
7 multin_zz1000_71001_barra_earningsyield_topG -21.21 -7.47 -76.01 -7.53 43.69 -104.47 -307.21 -357.47 -367.40
8 multin_zz1000_71001_barra_beta_botG -25.04 -11.29 -79.83 -11.36 39.87 -108.29 -311.03 -361.30 -371.22
9 multin_zz1000_71001_barra_size_topG -31.56 -17.82 -86.36 -17.88 33.35 -114.82 -317.56 -367.82 -377.75