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_20250217_151506
0 multin_zz1000_71001_barra_residualvolatility_topG 165.48 219.91 74.42 199.30 221.41 28.08 -160.37 -67.75 -168.13
1 multin_zz1000_71001_barra_momentum_topG 136.89 191.32 45.82 170.70 192.81 -0.51 -188.96 -96.35 -196.73
2 multin_zz1000_71001_barra_leverage_topG 65.56 119.99 -25.50 99.38 121.49 -71.84 -260.29 -167.67 -268.05
3 multin_zz1000_71001_barra_growth_topG 64.86 119.29 -26.21 98.68 120.78 -72.54 -260.99 -168.38 -268.75
4 multin_zz1000_71001_barra_liquidity_botG 50.18 104.61 -40.89 84.00 106.10 -87.22 -275.67 -183.06 -283.43
5 multin_zz1000_71001_barra_btop_topG 43.44 97.87 -47.63 77.26 99.37 -93.96 -282.41 -189.79 -290.17
6 multin_zz1000_71001_barra_nonlinearsize_topG -3.30 51.13 -94.36 30.52 52.63 -140.70 -329.15 -236.53 -336.91
7 multin_zz1000_71001_barra_size_topG -22.12 32.30 -113.19 11.69 33.80 -159.53 -347.98 -255.36 -355.74
8 multin_zz1000_71001_barra_earningsyield_topG -41.10 13.33 -132.16 -7.28 14.83 -178.50 -366.95 -274.33 -374.71
9 multin_zz1000_71001_barra_beta_botG -44.77 9.66 -135.84 -10.95 11.16 -182.17 -370.62 -278.00 -378.38