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_20260303_151843
0 multin_zz1000_71001_barra_beta_botG 296.11 338.03 -100.19 48.14 -100.19 193.06 -88.32 -261.40 -401.00
1 multin_zz1000_71001_barra_earningsyield_topG 279.92 321.84 -116.38 31.95 -116.38 176.87 -104.52 -277.60 -417.19
2 multin_zz1000_71001_barra_liquidity_botG 273.38 315.31 -122.91 25.42 -122.91 170.34 -111.05 -284.13 -423.73
3 multin_zz1000_71001_barra_btop_topG 257.85 299.78 -138.45 9.88 -138.44 154.81 -126.58 -299.66 -439.26
4 multin_zz1000_71001_barra_leverage_topG 177.55 219.47 -218.75 -70.42 -218.75 74.50 -206.88 -379.96 -519.56
5 multin_zz1000_71001_barra_size_topG 99.03 140.95 -297.27 -148.94 -297.27 -4.02 -285.40 -458.48 -598.08
6 multin_zz1000_71001_barra_growth_topG 37.59 79.51 -358.71 -210.38 -358.71 -65.46 -346.84 -519.92 -659.52
7 multin_zz1000_71001_barra_nonlinearsize_topG 20.16 62.08 -376.14 -227.81 -376.14 -82.89 -364.27 -537.35 -676.95
8 multin_zz1000_71001_barra_residualvolatility_topG -14.32 27.60 -410.62 -262.29 -410.62 -117.37 -398.75 -571.83 -711.43
9 multin_zz1000_71001_barra_momentum_topG -127.69 -85.76 -523.98 -375.65 -523.98 -230.73 -512.12 -685.20 -824.80