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_20250411_151558
0 multin_zz1000_71001_barra_momentum_topG 84.91 148.03 222.11 179.30 222.11 133.60 47.60 170.21 193.43
1 multin_zz1000_71001_barra_growth_topG 7.58 70.70 144.78 101.98 144.78 56.28 -29.72 92.88 116.10
2 multin_zz1000_71001_barra_nonlinearsize_topG -46.22 16.90 90.98 48.18 90.99 2.48 -83.52 39.08 62.30
3 multin_zz1000_71001_barra_liquidity_botG -80.05 -16.93 57.15 14.34 57.15 -31.36 -117.36 5.25 28.46
4 multin_zz1000_71001_barra_size_topG -80.36 -17.24 56.84 14.03 56.84 -31.67 -117.67 4.94 28.15
5 multin_zz1000_71001_barra_residualvolatility_topG -94.06 -30.94 43.14 0.34 43.15 -45.36 -131.36 -8.76 14.46
6 multin_zz1000_71001_barra_leverage_topG -125.24 -62.12 11.96 -30.85 11.96 -76.55 -162.55 -39.94 -16.73
7 multin_zz1000_71001_barra_earningsyield_topG -141.10 -77.98 -3.90 -46.70 -3.89 -92.40 -178.40 -55.80 -32.58
8 multin_zz1000_71001_barra_btop_topG -141.75 -78.63 -4.55 -47.35 -4.55 -93.05 -179.05 -56.45 -33.23
9 multin_zz1000_71001_barra_beta_botG -224.59 -161.47 -87.39 -130.19 -87.39 -175.89 -261.89 -139.29 -116.07