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_20251030_151538
0 multin_zz1000_71001_barra_earningsyield_topG 58.01 75.07 -49.21 34.42 -49.21 52.62 213.38 170.43 178.32
1 multin_zz1000_71001_barra_beta_botG 44.94 62.01 -62.28 21.36 -62.28 39.56 200.32 157.37 165.26
2 multin_zz1000_71001_barra_btop_topG 43.70 60.76 -63.52 20.11 -63.52 38.31 199.07 156.12 164.01
3 multin_zz1000_71001_barra_liquidity_botG 35.55 52.62 -71.67 11.96 -71.67 30.17 190.92 147.97 155.87
4 multin_zz1000_71001_barra_leverage_topG 31.31 48.38 -75.91 7.72 -75.91 25.92 186.68 143.73 151.63
5 multin_zz1000_71001_barra_size_topG 16.77 33.84 -90.44 -6.81 -90.44 11.39 172.15 129.20 137.09
6 multin_zz1000_71001_barra_nonlinearsize_topG -9.53 7.54 -116.75 -33.12 -116.75 -14.92 145.84 102.89 110.79
7 multin_zz1000_71001_barra_growth_topG -22.34 -5.27 -129.56 -45.92 -129.56 -27.72 133.04 90.09 97.98
8 multin_zz1000_71001_barra_residualvolatility_topG -80.60 -63.54 -187.82 -104.19 -187.82 -85.99 74.77 31.82 39.72
9 multin_zz1000_71001_barra_momentum_topG -113.28 -96.22 -220.50 -136.87 -220.50 -118.67 42.09 -0.86 7.04