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_20250416_151609
0 multin_zz1000_71001_barra_size_topG 94.27 43.82 -39.03 -62.28 -39.03 139.53 269.55 268.36 226.83
1 multin_zz1000_71001_barra_beta_botG 85.92 35.47 -47.39 -70.63 -47.39 131.18 261.19 260.01 218.47
2 multin_zz1000_71001_barra_btop_topG 73.31 22.87 -59.99 -83.23 -59.99 118.58 248.59 247.41 205.87
3 multin_zz1000_71001_barra_earningsyield_topG 65.02 14.57 -68.28 -91.52 -68.28 110.28 240.30 239.11 197.58
4 multin_zz1000_71001_barra_leverage_topG 36.95 -13.50 -96.35 -119.60 -96.35 82.21 212.23 211.04 169.51
5 multin_zz1000_71001_barra_nonlinearsize_topG 18.60 -31.85 -114.70 -137.94 -114.70 63.86 193.88 192.69 151.16
6 multin_zz1000_71001_barra_liquidity_botG 12.56 -37.89 -120.74 -143.99 -120.74 57.82 187.84 186.65 145.12
7 multin_zz1000_71001_barra_growth_topG -21.87 -72.31 -155.17 -178.41 -155.17 23.40 153.41 152.23 110.69
8 multin_zz1000_71001_barra_residualvolatility_topG -70.04 -120.49 -203.34 -226.59 -203.34 -24.78 105.24 104.05 62.52
9 multin_zz1000_71001_barra_momentum_topG -93.76 -144.21 -227.06 -250.31 -227.06 -48.50 81.52 80.33 38.79