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_20251231_151647
0 multin_zz1000_71001_barra_liquidity_botG 25.51 16.73 26.88 69.60 26.88 -9.32 -4.34 52.63 39.36
1 multin_zz1000_71001_barra_growth_topG 11.96 3.18 13.33 56.05 13.33 -22.87 -17.89 39.07 25.81
2 multin_zz1000_71001_barra_nonlinearsize_topG 11.70 2.93 13.08 55.79 13.08 -23.12 -18.14 38.82 25.55
3 multin_zz1000_71001_barra_leverage_topG 7.06 -1.71 8.44 51.15 8.44 -27.77 -22.78 34.18 20.91
4 multin_zz1000_71001_barra_btop_topG 0.79 -7.98 2.17 44.88 2.17 -34.04 -29.05 27.91 14.64
5 multin_zz1000_71001_barra_residualvolatility_topG -1.55 -10.33 -0.18 42.54 -0.18 -36.38 -31.40 25.56 12.29
6 multin_zz1000_71001_barra_earningsyield_topG -2.10 -10.87 -0.72 41.99 -0.72 -36.93 -31.94 25.02 11.75
7 multin_zz1000_71001_barra_size_topG -2.63 -11.40 -1.25 41.46 -1.25 -37.46 -32.47 24.49 11.22
8 multin_zz1000_71001_barra_beta_botG -6.70 -15.47 -5.32 37.39 -5.32 -41.52 -36.54 20.42 7.15
9 multin_zz1000_71001_barra_momentum_topG -20.35 -29.12 -18.97 23.74 -18.97 -55.18 -50.19 6.77 -6.50