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_20250417_172118
0 multin_zz1000_71001_barra_liquidity_botG 82.93 107.12 134.18 158.27 134.18 -23.82 -268.00 -275.29 -262.71
1 multin_zz1000_71001_barra_residualvolatility_topG 68.88 93.08 120.14 144.22 120.14 -37.86 -282.05 -289.33 -276.76
2 multin_zz1000_71001_barra_growth_topG 55.64 79.84 106.89 130.98 106.89 -51.10 -295.29 -302.58 -290.00
3 multin_zz1000_71001_barra_leverage_topG 29.03 53.23 80.29 104.38 80.29 -77.71 -321.89 -329.18 -316.60
4 multin_zz1000_71001_barra_btop_topG 28.72 52.92 79.98 104.07 79.98 -78.02 -322.21 -329.49 -316.91
5 multin_zz1000_71001_barra_momentum_topG 13.91 38.11 65.17 89.26 65.17 -92.83 -337.02 -344.30 -331.72
6 multin_zz1000_71001_barra_earningsyield_topG -13.95 10.25 37.31 61.39 37.31 -120.69 -364.88 -372.16 -359.58
7 multin_zz1000_71001_barra_nonlinearsize_topG -15.84 8.35 35.41 59.50 35.41 -122.59 -366.77 -374.06 -361.48
8 multin_zz1000_71001_barra_beta_botG -33.40 -9.20 17.86 41.94 17.86 -140.14 -384.33 -391.61 -379.04
9 multin_zz1000_71001_barra_size_topG -55.40 -31.20 -4.14 19.94 -4.14 -162.14 -406.33 -413.61 -401.04