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_20250709_151525
0 multin_zz1000_71001_barra_liquidity_botG 54.49 68.18 27.88 33.60 27.88 50.35 77.87 25.87 6.28
1 multin_zz1000_71001_barra_btop_topG 45.43 59.12 18.82 24.54 18.82 41.30 68.81 16.82 -2.77
2 multin_zz1000_71001_barra_leverage_topG 29.33 43.02 2.72 8.44 2.72 25.20 52.72 0.72 -18.87
3 multin_zz1000_71001_barra_beta_botG 26.52 40.22 -0.08 5.64 -0.08 22.39 49.91 -2.09 -21.68
4 multin_zz1000_71001_barra_earningsyield_topG 23.30 36.99 -3.31 2.41 -3.31 19.17 46.68 -5.32 -24.90
5 multin_zz1000_71001_barra_nonlinearsize_topG 15.26 28.95 -11.34 -5.62 -11.34 11.13 38.65 -13.35 -32.94
6 multin_zz1000_71001_barra_size_topG 7.97 21.67 -18.63 -12.91 -18.63 3.84 31.36 -20.64 -40.23
7 multin_zz1000_71001_barra_growth_topG 1.78 15.47 -24.83 -19.10 -24.83 -2.35 25.17 -26.83 -46.42
8 multin_zz1000_71001_barra_momentum_topG -8.44 5.26 -35.04 -29.32 -35.04 -12.57 14.95 -37.05 -56.64
9 multin_zz1000_71001_barra_residualvolatility_topG -40.25 -26.56 -66.86 -61.14 -66.86 -44.38 -16.87 -68.87 -88.45