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_20251021_151518
0 multin_zz1000_71001_barra_momentum_topG 71.43 52.74 221.84 64.33 221.84 18.29 -329.16 -402.32 -498.55
1 multin_zz1000_71001_barra_residualvolatility_topG 60.37 41.68 210.78 53.27 210.78 7.23 -340.22 -413.38 -509.61
2 multin_zz1000_71001_barra_leverage_topG 38.71 20.02 189.12 31.61 189.12 -14.42 -361.88 -435.03 -531.27
3 multin_zz1000_71001_barra_growth_topG 27.62 8.93 178.03 20.52 178.03 -25.51 -372.97 -446.12 -542.35
4 multin_zz1000_71001_barra_liquidity_botG 17.88 -0.81 168.29 10.78 168.29 -35.25 -382.71 -455.86 -552.09
5 multin_zz1000_71001_barra_btop_topG 14.04 -4.65 164.45 6.94 164.45 -39.10 -386.55 -459.71 -555.94
6 multin_zz1000_71001_barra_size_topG -9.81 -28.50 140.60 -16.91 140.60 -62.95 -410.40 -483.56 -579.79
7 multin_zz1000_71001_barra_nonlinearsize_topG -11.98 -30.67 138.43 -19.08 138.43 -65.11 -412.57 -485.72 -581.95
8 multin_zz1000_71001_barra_earningsyield_topG -43.57 -62.26 106.84 -50.67 106.84 -96.71 -444.16 -517.31 -613.55
9 multin_zz1000_71001_barra_beta_botG -62.71 -81.40 87.70 -69.81 87.70 -115.85 -463.30 -536.46 -632.69