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
barraAttack_20250425_151547
0 multin_zz1000_71001_barra_liquidity_topG -0.85 -6.41 34.93 26.00 34.93 37.66 -14.52 33.63 34.44
1 multin_zz1000_71001_barra_residualvolatility_botG -9.07 -14.64 26.70 17.78 26.71 29.44 -22.74 25.41 26.22
2 multin_zz1000_71001_barra_earningsyield_botG -12.91 -18.47 22.87 13.94 22.87 25.60 -26.57 21.57 22.38
3 multin_zz1000_71001_barra_beta_topG -17.24 -22.80 18.54 9.62 18.54 21.28 -30.90 17.24 18.05
4 multin_zz1000_71001_barra_growth_botG -32.13 -37.69 3.65 -5.28 3.65 6.38 -45.79 2.35 3.16
5 multin_zz1000_71001_barra_btop_botG -37.64 -43.20 -1.86 -10.79 -1.86 0.88 -51.30 -3.16 -2.35
6 multin_zz1000_71001_barra_size_botG -41.97 -47.53 -6.19 -15.12 -6.19 -3.46 -55.64 -7.49 -6.68
7 multin_zz1000_71001_barra_nonlinearsize_botG -41.97 -47.53 -6.19 -15.12 -6.19 -3.46 -55.64 -7.49 -6.68
8 multin_zz1000_71001_barra_momentum_botG -47.24 -52.80 -11.46 -20.39 -11.46 -8.73 -60.90 -12.76 -11.95
9 multin_zz1000_71001_barra_leverage_botG -47.56 -53.13 -11.79 -20.71 -11.78 -9.05 -61.23 -13.08 -12.28