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_20250219_151536
0 multin_zz1000_71001_barra_residualvolatility_topG 59.61 122.26 6.39 229.34 300.23 68.16 -152.85 -143.67 -134.09
1 multin_zz1000_71001_barra_momentum_topG 51.42 114.07 -1.80 221.15 292.04 59.97 -161.04 -151.86 -142.28
2 multin_zz1000_71001_barra_growth_topG 38.23 100.88 -14.99 207.96 278.85 46.78 -174.23 -165.06 -155.47
3 multin_zz1000_71001_barra_nonlinearsize_topG -12.88 49.77 -66.10 156.85 227.74 -4.33 -225.35 -216.17 -206.58
4 multin_zz1000_71001_barra_size_topG -102.87 -40.22 -156.10 66.86 137.75 -94.32 -315.34 -306.16 -296.57
5 multin_zz1000_71001_barra_liquidity_botG -109.83 -47.18 -163.05 59.90 130.80 -101.28 -322.29 -313.11 -303.53
6 multin_zz1000_71001_barra_leverage_topG -121.32 -58.67 -174.55 48.40 119.30 -112.78 -333.79 -324.61 -315.02
7 multin_zz1000_71001_barra_btop_topG -164.11 -101.46 -217.34 5.62 76.51 -155.57 -376.58 -367.40 -357.81
8 multin_zz1000_71001_barra_earningsyield_topG -166.27 -103.62 -219.50 3.45 74.35 -157.73 -378.74 -369.56 -359.97
9 multin_zz1000_71001_barra_beta_botG -203.28 -140.62 -256.50 -33.55 37.35 -194.73 -415.74 -406.56 -396.97