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_20250430_151521
0 multin_zz1000_71001_barra_momentum_topG 139.04 171.97 224.18 232.78 224.18 70.87 -310.15 -349.68 -316.89
1 multin_zz1000_71001_barra_residualvolatility_topG 72.37 105.29 157.51 166.11 157.51 4.20 -376.82 -416.35 -383.57
2 multin_zz1000_71001_barra_growth_topG 51.00 83.93 136.14 144.74 136.14 -17.17 -398.19 -437.72 -404.94
3 multin_zz1000_71001_barra_liquidity_botG -18.89 14.04 66.25 74.85 66.25 -87.06 -468.08 -507.61 -474.83
4 multin_zz1000_71001_barra_nonlinearsize_topG -21.46 11.46 63.68 72.27 63.68 -89.63 -470.65 -510.19 -477.40
5 multin_zz1000_71001_barra_leverage_topG -41.30 -8.37 43.84 52.44 43.84 -109.47 -490.49 -530.02 -497.23
6 multin_zz1000_71001_barra_size_topG -46.30 -13.37 38.84 47.44 38.84 -114.47 -495.49 -535.02 -502.24
7 multin_zz1000_71001_barra_btop_topG -83.97 -51.04 1.17 9.77 1.17 -152.14 -533.16 -572.69 -539.90
8 multin_zz1000_71001_barra_earningsyield_topG -102.68 -69.75 -17.53 -8.94 -17.54 -170.85 -551.86 -591.40 -558.61
9 multin_zz1000_71001_barra_beta_botG -136.38 -103.45 -51.24 -42.64 -51.24 -204.55 -585.57 -625.10 -592.31