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_20250715_151541
0 multin_zz1000_71001_barra_size_topG 23.40 -3.94 -5.81 -8.86 -5.81 100.32 206.65 213.26 196.50
1 multin_zz1000_71001_barra_nonlinearsize_topG 0.03 -27.31 -29.18 -32.23 -29.18 76.95 183.29 189.90 173.13
2 multin_zz1000_71001_barra_momentum_topG -14.24 -41.58 -43.45 -46.50 -43.45 62.68 169.02 175.63 158.86
3 multin_zz1000_71001_barra_growth_topG -30.46 -57.80 -59.67 -62.72 -59.67 46.46 152.79 159.40 142.64
4 multin_zz1000_71001_barra_liquidity_botG -56.65 -83.99 -85.86 -88.91 -85.86 20.27 126.60 133.21 116.45
5 multin_zz1000_71001_barra_earningsyield_topG -64.86 -92.20 -94.07 -97.12 -94.07 12.06 118.40 125.01 108.24
6 multin_zz1000_71001_barra_beta_botG -79.13 -106.46 -108.34 -111.38 -108.33 -2.20 104.13 110.74 93.98
7 multin_zz1000_71001_barra_residualvolatility_topG -88.63 -115.97 -117.84 -120.89 -117.84 -11.71 94.62 101.23 84.47
8 multin_zz1000_71001_barra_btop_topG -99.88 -127.22 -129.09 -132.13 -129.09 -22.96 83.38 89.99 73.22
9 multin_zz1000_71001_barra_leverage_topG -112.77 -140.11 -141.99 -145.03 -141.98 -35.85 70.48 77.09 60.33