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_20250328_151605
0 multin_zz1000_71001_barra_size_topG 34.19 6.27 -57.99 -16.65 -57.99 142.97 626.34 749.14 741.02
1 multin_zz1000_71001_barra_nonlinearsize_topG 1.26 -26.66 -90.92 -49.58 -90.92 110.04 593.41 716.21 708.09
2 multin_zz1000_71001_barra_earningsyield_topG -1.82 -29.74 -94.00 -52.66 -94.00 106.96 590.33 713.13 705.01
3 multin_zz1000_71001_barra_beta_botG -25.82 -53.74 -118.01 -76.67 -118.01 82.96 566.33 689.13 681.01
4 multin_zz1000_71001_barra_btop_topG -28.04 -55.95 -120.22 -78.88 -120.22 80.74 564.12 686.92 678.80
5 multin_zz1000_71001_barra_momentum_topG -30.28 -58.19 -122.46 -81.12 -122.46 78.50 561.88 684.68 676.56
6 multin_zz1000_71001_barra_liquidity_botG -42.64 -70.55 -134.82 -93.48 -134.82 66.14 549.52 672.32 664.20
7 multin_zz1000_71001_barra_leverage_topG -48.75 -76.66 -140.93 -99.59 -140.93 60.03 543.41 666.21 658.09
8 multin_zz1000_71001_barra_growth_topG -57.84 -85.76 -150.03 -108.69 -150.03 50.94 534.31 657.11 648.99
9 multin_zz1000_71001_barra_residualvolatility_topG -72.02 -99.93 -164.20 -122.86 -164.20 36.76 520.14 642.94 634.82