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_20251111_151520
0 multin_zz1000_71001_barra_residualvolatility_topG 96.37 136.06 67.06 157.21 67.06 15.07 -26.48 -19.80 -31.15
1 multin_zz1000_71001_barra_leverage_topG 84.81 124.50 55.51 145.65 55.51 3.52 -38.04 -31.35 -42.71
2 multin_zz1000_71001_barra_beta_botG 84.16 123.85 54.86 145.00 54.86 2.86 -38.69 -32.00 -43.36
3 multin_zz1000_71001_barra_liquidity_botG 82.63 122.32 53.32 143.47 53.33 1.33 -40.22 -33.53 -44.89
4 multin_zz1000_71001_barra_btop_topG 68.41 108.10 39.11 129.25 39.11 -12.89 -54.44 -47.75 -59.11
5 multin_zz1000_71001_barra_growth_topG 40.65 80.34 11.35 101.49 11.35 -40.64 -82.20 -75.51 -86.87
6 multin_zz1000_71001_barra_earningsyield_topG 38.21 77.90 8.91 99.05 8.91 -43.08 -84.64 -77.95 -89.31
7 multin_zz1000_71001_barra_nonlinearsize_topG 29.46 69.15 0.16 90.30 0.16 -51.83 -93.39 -86.70 -98.06
8 multin_zz1000_71001_barra_momentum_topG 5.52 45.21 -23.78 66.36 -23.78 -75.77 -117.33 -110.64 -122.00
9 multin_zz1000_71001_barra_size_topG -41.32 -1.63 -70.62 19.52 -70.62 -122.62 -164.17 -157.48 -168.84