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_20251031_151522
0 multin_zz1000_71001_barra_residualvolatility_topG 72.31 173.03 105.74 246.53 105.74 -48.98 -115.73 -116.06 -87.68
1 multin_zz1000_71001_barra_liquidity_botG 60.50 161.23 93.93 234.72 93.93 -60.78 -127.54 -127.86 -99.48
2 multin_zz1000_71001_barra_beta_botG 39.90 140.62 73.33 214.12 73.33 -81.38 -148.14 -148.47 -120.09
3 multin_zz1000_71001_barra_growth_topG 34.50 135.23 67.93 208.72 67.93 -86.78 -153.54 -153.86 -125.48
4 multin_zz1000_71001_barra_momentum_topG 23.51 124.23 56.94 197.73 56.94 -97.78 -164.53 -164.86 -136.48
5 multin_zz1000_71001_barra_leverage_topG 17.87 118.60 51.30 192.09 51.30 -103.41 -170.17 -170.49 -142.11
6 multin_zz1000_71001_barra_nonlinearsize_topG 5.58 106.30 39.01 179.80 39.00 -115.71 -182.46 -182.79 -154.41
7 multin_zz1000_71001_barra_earningsyield_topG -1.64 99.08 31.78 172.57 31.78 -122.93 -189.68 -190.01 -161.63
8 multin_zz1000_71001_barra_btop_topG -22.61 78.12 10.82 151.61 10.82 -143.89 -210.65 -210.97 -182.59
9 multin_zz1000_71001_barra_size_topG -105.29 -4.57 -71.87 68.92 -71.87 -226.58 -293.33 -293.66 -265.28