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_20251022_151520
0 multin_zz1000_71001_barra_liquidity_botG 73.05 110.23 33.42 62.42 33.42 7.92 -30.48 55.56 51.53
1 multin_zz1000_71001_barra_btop_topG 64.70 101.88 25.06 54.07 25.06 -0.44 -38.84 47.20 43.17
2 multin_zz1000_71001_barra_leverage_topG 57.94 95.12 18.30 47.31 18.31 -7.19 -45.59 40.45 36.42
3 multin_zz1000_71001_barra_beta_botG 48.21 85.38 8.57 37.58 8.57 -16.93 -55.33 30.71 26.68
4 multin_zz1000_71001_barra_earningsyield_topG 38.68 75.85 -0.96 28.04 -0.96 -26.46 -64.86 21.18 17.15
5 multin_zz1000_71001_barra_residualvolatility_topG 14.30 51.47 -25.34 3.67 -25.34 -50.84 -89.24 -3.20 -7.23
6 multin_zz1000_71001_barra_growth_topG 6.61 43.78 -33.03 -4.03 -33.03 -58.53 -96.93 -10.89 -14.92
7 multin_zz1000_71001_barra_momentum_topG 5.73 42.90 -33.91 -4.91 -33.91 -59.41 -97.81 -11.77 -15.80
8 multin_zz1000_71001_barra_nonlinearsize_topG -5.45 31.73 -45.08 -16.08 -45.08 -70.58 -108.98 -22.94 -26.97
9 multin_zz1000_71001_barra_size_topG -11.55 25.63 -51.18 -22.18 -51.18 -76.68 -115.08 -29.04 -33.07