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_20250619_151843
0 multin_zz1000_71001_barra_size_topG 32.74 11.92 -107.50 -27.92 -107.50 103.06 435.58 456.43 496.89
1 multin_zz1000_71001_barra_beta_botG 24.83 4.01 -115.42 -35.84 -115.42 95.14 427.66 448.51 488.97
2 multin_zz1000_71001_barra_earningsyield_topG 19.55 -1.27 -120.69 -41.11 -120.69 89.87 422.39 443.24 483.70
3 multin_zz1000_71001_barra_nonlinearsize_topG 0.94 -19.88 -139.31 -59.73 -139.31 71.25 403.77 424.62 465.08
4 multin_zz1000_71001_barra_liquidity_botG -3.53 -24.35 -143.77 -64.19 -143.77 66.79 399.31 420.16 460.61
5 multin_zz1000_71001_barra_btop_topG -7.07 -27.89 -147.31 -67.73 -147.31 63.25 395.76 416.62 457.07
6 multin_zz1000_71001_barra_leverage_topG -24.95 -45.77 -165.19 -85.61 -165.19 45.37 377.89 398.74 439.19
7 multin_zz1000_71001_barra_growth_topG -39.88 -60.70 -180.12 -100.54 -180.13 30.44 362.95 383.81 424.26
8 multin_zz1000_71001_barra_momentum_topG -75.12 -95.94 -215.37 -135.79 -215.37 -4.81 327.71 348.56 389.02
9 multin_zz1000_71001_barra_residualvolatility_topG -150.25 -171.07 -290.50 -210.92 -290.50 -79.94 252.58 273.43 313.89