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_20250630_151523
0 multin_zz1000_71001_barra_residualvolatility_topG 77.71 115.42 206.74 159.30 206.74 51.58 -31.23 -27.19 15.44
1 multin_zz1000_71001_barra_momentum_topG 40.52 78.22 169.54 122.11 169.54 14.39 -68.43 -64.39 -21.75
2 multin_zz1000_71001_barra_growth_topG 18.28 55.98 147.31 99.87 147.30 -7.85 -90.67 -86.63 -43.99
3 multin_zz1000_71001_barra_nonlinearsize_topG -11.89 25.81 117.13 69.69 117.13 -38.02 -120.84 -116.80 -74.16
4 multin_zz1000_71001_barra_liquidity_botG -28.41 9.30 100.62 53.18 100.62 -54.54 -137.35 -133.31 -90.68
5 multin_zz1000_71001_barra_size_topG -42.62 -4.91 86.41 38.97 86.41 -68.75 -151.56 -147.52 -104.89
6 multin_zz1000_71001_barra_leverage_topG -53.43 -15.73 75.60 28.16 75.60 -79.56 -162.38 -158.34 -115.70
7 multin_zz1000_71001_barra_earningsyield_topG -79.73 -42.02 49.30 1.86 49.30 -105.86 -188.67 -184.63 -142.00
8 multin_zz1000_71001_barra_beta_botG -88.75 -51.05 40.27 -7.16 40.27 -114.88 -197.70 -193.66 -151.02
9 multin_zz1000_71001_barra_btop_topG -97.57 -59.86 31.46 -15.98 31.46 -123.70 -206.51 -202.47 -159.84