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_20250530_151547
0 multin_zz1000_71001_barra_beta_botG 87.50 61.45 -12.85 9.27 -12.85 149.43 340.18 329.52 348.06
1 multin_zz1000_71001_barra_btop_topG 62.86 36.82 -37.49 -15.37 -37.49 124.79 315.54 304.88 323.42
2 multin_zz1000_71001_barra_size_topG 53.47 27.42 -46.89 -24.77 -46.89 115.40 306.14 295.48 314.03
3 multin_zz1000_71001_barra_earningsyield_topG 45.78 19.73 -54.57 -32.45 -54.57 107.71 298.46 287.80 306.34
4 multin_zz1000_71001_barra_liquidity_botG 31.66 5.61 -68.69 -46.58 -68.69 93.59 284.34 273.68 292.22
5 multin_zz1000_71001_barra_leverage_topG 13.38 -12.67 -86.98 -64.86 -86.98 75.31 266.05 255.39 273.94
6 multin_zz1000_71001_barra_nonlinearsize_topG 7.69 -18.36 -92.66 -70.55 -92.66 69.62 260.37 249.71 268.25
7 multin_zz1000_71001_barra_momentum_topG -51.81 -77.86 -152.16 -130.05 -152.16 10.12 200.87 190.21 208.75
8 multin_zz1000_71001_barra_growth_topG -52.88 -78.93 -153.23 -131.12 -153.23 9.05 199.80 189.13 207.68
9 multin_zz1000_71001_barra_residualvolatility_topG -119.33 -145.37 -219.68 -197.56 -219.68 -57.39 133.35 122.69 141.23