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_20250925_151949
0 multin_zz1000_71001_barra_size_topG 60.67 0.79 27.17 -37.35 27.17 108.49 368.64 361.69 415.00
1 multin_zz1000_71001_barra_momentum_topG 8.48 -51.41 -25.02 -89.54 -25.02 56.30 316.45 309.50 362.81
2 multin_zz1000_71001_barra_nonlinearsize_topG 4.60 -55.28 -28.89 -93.42 -28.89 52.42 312.57 305.62 358.93
3 multin_zz1000_71001_barra_growth_topG -7.60 -67.48 -41.09 -105.62 -41.09 40.22 300.37 293.42 346.73
4 multin_zz1000_71001_barra_leverage_topG -19.52 -79.40 -53.01 -117.54 -53.01 28.30 288.45 281.50 334.81
5 multin_zz1000_71001_barra_earningsyield_topG -25.28 -85.17 -58.78 -123.30 -58.78 22.54 282.69 275.74 329.05
6 multin_zz1000_71001_barra_btop_topG -35.14 -95.02 -68.63 -133.16 -68.64 12.68 272.83 265.88 319.19
7 multin_zz1000_71001_barra_beta_botG -42.49 -102.38 -75.99 -140.51 -75.99 5.33 265.48 258.53 311.84
8 multin_zz1000_71001_barra_residualvolatility_topG -46.76 -106.64 -80.25 -144.78 -80.25 1.06 261.21 254.26 307.57
9 multin_zz1000_71001_barra_liquidity_botG -50.45 -110.33 -83.94 -148.47 -83.95 -2.63 257.52 250.57 303.88