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_20250625_151527
0 multin_zz1000_71001_barra_size_topG 15.76 -23.01 144.87 2.77 144.87 64.65 53.88 89.76 101.46
1 multin_zz1000_71001_barra_momentum_topG -3.96 -42.74 125.14 -16.96 125.14 44.92 34.15 70.03 81.73
2 multin_zz1000_71001_barra_nonlinearsize_topG -4.37 -43.15 124.73 -17.37 124.73 44.52 33.75 69.62 81.33
3 multin_zz1000_71001_barra_growth_topG -17.84 -56.61 111.27 -30.83 111.27 31.05 20.28 56.16 67.86
4 multin_zz1000_71001_barra_btop_topG -18.58 -57.35 110.52 -31.58 110.52 30.31 19.54 55.41 67.12
5 multin_zz1000_71001_barra_leverage_topG -40.78 -79.56 88.32 -53.78 88.32 8.10 -2.67 33.21 44.91
6 multin_zz1000_71001_barra_earningsyield_topG -60.90 -99.68 68.20 -73.90 68.20 -12.02 -22.79 13.09 24.79
7 multin_zz1000_71001_barra_liquidity_botG -68.09 -106.87 61.01 -81.09 61.01 -19.21 -29.98 5.90 17.60
8 multin_zz1000_71001_barra_residualvolatility_topG -80.70 -119.47 48.40 -93.70 48.41 -31.81 -42.58 -6.71 5.00
9 multin_zz1000_71001_barra_beta_botG -84.79 -123.57 44.31 -97.79 44.31 -35.91 -46.68 -10.80 0.91