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_20260121_151824
0 multin_zz1000_71001_barra_momentum_topG 72.59 44.12 151.00 140.35 151.01 57.26 28.30 35.10 20.95
1 multin_zz1000_71001_barra_growth_topG 21.36 -7.12 99.77 89.11 99.77 6.02 -22.94 -16.14 -30.28
2 multin_zz1000_71001_barra_nonlinearsize_topG -1.68 -30.15 76.73 66.07 76.73 -17.02 -45.97 -39.17 -53.32
3 multin_zz1000_71001_barra_size_topG -16.17 -44.64 62.24 51.59 62.24 -31.51 -60.46 -53.66 -67.81
4 multin_zz1000_71001_barra_liquidity_botG -53.94 -82.42 24.47 13.81 24.47 -69.28 -98.23 -91.44 -105.58
5 multin_zz1000_71001_barra_residualvolatility_topG -54.27 -82.75 24.14 13.48 24.14 -69.61 -98.57 -91.77 -105.91
6 multin_zz1000_71001_barra_leverage_topG -87.12 -115.60 -8.71 -19.37 -8.71 -102.46 -131.42 -124.62 -138.76
7 multin_zz1000_71001_barra_earningsyield_topG -97.51 -125.99 -19.10 -29.76 -19.10 -112.85 -141.80 -135.01 -149.15
8 multin_zz1000_71001_barra_btop_topG -101.22 -129.70 -22.81 -33.47 -22.81 -116.56 -145.52 -138.72 -152.86
9 multin_zz1000_71001_barra_beta_botG -110.94 -139.41 -32.53 -43.18 -32.52 -126.28 -155.23 -148.43 -162.58