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_20260129_151537
0 multin_zz1000_71001_barra_beta_botG 146.36 163.46 68.96 -9.06 68.96 134.22 242.30 239.16 243.09
1 multin_zz1000_71001_barra_btop_topG 130.53 147.63 53.13 -24.88 53.13 118.39 226.47 223.33 227.26
2 multin_zz1000_71001_barra_earningsyield_topG 125.48 142.58 48.08 -29.94 48.08 113.34 221.42 218.28 222.21
3 multin_zz1000_71001_barra_liquidity_botG 101.15 118.25 23.74 -54.27 23.74 89.01 197.09 193.95 197.87
4 multin_zz1000_71001_barra_leverage_topG 85.76 102.86 8.36 -69.66 8.36 73.62 181.70 178.56 182.49
5 multin_zz1000_71001_barra_size_topG 47.88 64.98 -29.53 -107.54 -29.53 35.74 143.82 140.67 144.60
6 multin_zz1000_71001_barra_residualvolatility_topG 13.18 30.27 -64.23 -142.24 -64.23 1.04 109.11 105.97 109.90
7 multin_zz1000_71001_barra_nonlinearsize_topG 3.73 20.83 -73.68 -151.69 -73.68 -8.41 99.66 96.52 100.45
8 multin_zz1000_71001_barra_growth_topG -23.19 -6.09 -100.60 -178.61 -100.60 -35.33 72.75 69.61 73.53
9 multin_zz1000_71001_barra_momentum_topG -145.46 -128.37 -222.87 -300.88 -222.87 -157.60 -49.53 -52.67 -48.74