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_20250527_151526
0 multin_zz1000_71001_barra_liquidity_botG 108.00 102.19 73.56 123.05 73.56 39.34 60.32 92.10 104.19
1 multin_zz1000_71001_barra_beta_botG 86.65 80.84 52.21 101.70 52.21 17.99 38.98 70.75 82.84
2 multin_zz1000_71001_barra_residualvolatility_topG 81.02 75.21 46.58 96.07 46.58 12.36 33.34 65.12 77.21
3 multin_zz1000_71001_barra_btop_topG 80.19 74.39 45.75 95.24 45.75 11.53 32.52 64.29 76.38
4 multin_zz1000_71001_barra_leverage_topG 78.08 72.27 43.64 93.13 43.64 9.42 30.40 62.18 74.27
5 multin_zz1000_71001_barra_earningsyield_topG 46.92 41.12 12.49 61.97 12.49 -21.74 -0.75 31.03 43.12
6 multin_zz1000_71001_barra_growth_topG 15.00 9.19 -19.44 30.05 -19.44 -53.66 -32.68 -0.90 11.19
7 multin_zz1000_71001_barra_momentum_topG 8.07 2.26 -26.37 23.12 -26.37 -60.59 -39.61 -7.83 4.26
8 multin_zz1000_71001_barra_nonlinearsize_topG 2.26 -3.55 -32.18 17.31 -32.18 -66.40 -45.42 -13.64 -1.55
9 multin_zz1000_71001_barra_size_topG -6.87 -12.67 -41.30 8.18 -41.31 -75.53 -54.54 -22.76 -10.67