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_20250529_151535
0 multin_zz1000_71001_barra_growth_topG 28.68 55.55 202.71 138.31 202.71 -4.16 -371.09 -393.06 -275.16
1 multin_zz1000_71001_barra_residualvolatility_topG 10.70 37.57 184.72 120.33 184.72 -22.15 -389.07 -411.04 -293.14
2 multin_zz1000_71001_barra_momentum_topG -16.39 10.49 157.64 93.24 157.64 -49.23 -416.16 -438.12 -320.23
3 multin_zz1000_71001_barra_nonlinearsize_topG -18.72 8.15 155.31 90.91 155.31 -51.57 -418.49 -440.46 -322.56
4 multin_zz1000_71001_barra_liquidity_botG -30.62 -3.74 143.41 79.02 143.41 -63.46 -430.38 -452.35 -334.45
5 multin_zz1000_71001_barra_leverage_topG -49.42 -22.54 124.61 60.22 124.61 -82.26 -449.18 -471.15 -353.25
6 multin_zz1000_71001_barra_size_topG -53.66 -26.79 120.37 55.97 120.37 -86.51 -453.43 -475.40 -357.50
7 multin_zz1000_71001_barra_btop_topG -73.17 -46.30 100.86 36.46 100.86 -106.01 -472.94 -494.91 -377.01
8 multin_zz1000_71001_barra_earningsyield_topG -76.86 -49.99 97.17 32.77 97.17 -109.70 -476.63 -498.60 -380.70
9 multin_zz1000_71001_barra_beta_botG -130.13 -103.26 43.90 -20.50 43.90 -162.97 -529.90 -551.87 -433.97