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_20250725_151538
0 multin_zz1000_71001_barra_growth_topG 31.80 31.45 41.07 92.31 41.07 -1.57 19.31 -11.92 -11.59
1 multin_zz1000_71001_barra_momentum_topG 23.99 23.64 33.27 84.51 33.27 -9.37 11.51 -19.73 -19.39
2 multin_zz1000_71001_barra_liquidity_botG 19.84 19.49 29.11 80.36 29.12 -13.53 7.36 -23.88 -23.54
3 multin_zz1000_71001_barra_nonlinearsize_topG -3.82 -4.17 5.45 56.69 5.45 -37.19 -16.31 -47.54 -47.21
4 multin_zz1000_71001_barra_size_topG -25.45 -25.80 -16.18 35.06 -16.18 -58.82 -37.94 -69.18 -68.84
5 multin_zz1000_71001_barra_earningsyield_topG -30.34 -30.69 -21.07 30.17 -21.07 -63.71 -42.83 -74.07 -73.73
6 multin_zz1000_71001_barra_beta_botG -42.91 -43.26 -33.63 17.61 -33.63 -76.27 -55.39 -86.63 -86.29
7 multin_zz1000_71001_barra_leverage_topG -53.70 -54.05 -44.43 6.81 -44.43 -87.07 -66.19 -97.43 -97.09
8 multin_zz1000_71001_barra_btop_topG -62.20 -62.55 -52.93 -1.69 -52.93 -95.57 -74.69 -105.93 -105.59
9 multin_zz1000_71001_barra_residualvolatility_topG -77.90 -78.25 -68.63 -17.39 -68.63 -111.27 -90.39 -121.62 -121.29