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_20250924_152238
0 multin_zz1000_71001_barra_growth_topG 15.68 -12.82 184.54 80.83 184.54 8.75 -179.27 -168.99 -274.26
1 multin_zz1000_71001_barra_nonlinearsize_topG -5.87 -34.37 162.99 59.29 162.99 -12.80 -200.82 -190.54 -295.81
2 multin_zz1000_71001_barra_size_topG -25.73 -54.23 143.13 39.42 143.13 -32.66 -220.68 -210.40 -315.67
3 multin_zz1000_71001_barra_leverage_topG -45.78 -74.29 123.08 19.37 123.08 -52.72 -240.74 -230.45 -335.72
4 multin_zz1000_71001_barra_liquidity_botG -46.10 -74.60 122.76 19.05 122.76 -53.03 -241.05 -230.77 -336.04
5 multin_zz1000_71001_barra_btop_topG -66.74 -95.24 102.12 -1.59 102.12 -73.67 -261.69 -251.41 -356.68
6 multin_zz1000_71001_barra_momentum_topG -69.51 -98.02 99.35 -4.36 99.35 -76.45 -264.47 -254.19 -359.45
7 multin_zz1000_71001_barra_earningsyield_topG -73.89 -102.40 94.96 -8.74 94.97 -80.83 -268.85 -258.57 -363.84
8 multin_zz1000_71001_barra_beta_botG -91.30 -119.81 77.56 -26.15 77.56 -98.24 -286.26 -275.98 -381.24
9 multin_zz1000_71001_barra_residualvolatility_topG -102.65 -131.16 66.21 -37.50 66.21 -109.59 -297.61 -287.33 -392.59