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_20260309_151534
0 multin_zz1000_71001_barra_leverage_topG 20.84 62.41 -36.54 60.18 -36.54 50.89 199.64 298.35 275.66
1 multin_zz1000_71001_barra_residualvolatility_topG 5.41 46.98 -51.97 44.75 -51.97 35.47 184.21 282.92 260.23
2 multin_zz1000_71001_barra_btop_topG -2.89 38.68 -60.27 36.45 -60.27 27.16 175.91 274.62 251.93
3 multin_zz1000_71001_barra_beta_botG -7.87 33.71 -65.25 31.47 -65.25 22.19 170.93 269.64 246.95
4 multin_zz1000_71001_barra_nonlinearsize_topG -8.14 33.44 -65.52 31.20 -65.52 21.92 170.66 269.38 246.68
5 multin_zz1000_71001_barra_growth_topG -20.95 20.62 -78.33 18.39 -78.33 9.10 157.85 256.56 233.87
6 multin_zz1000_71001_barra_earningsyield_topG -31.34 10.24 -88.72 8.00 -88.72 -1.28 147.46 246.17 223.48
7 multin_zz1000_71001_barra_liquidity_botG -31.37 10.21 -88.75 7.97 -88.75 -1.31 147.43 246.14 223.45
8 multin_zz1000_71001_barra_size_topG -33.79 7.78 -91.17 5.55 -91.17 -3.74 145.01 243.72 221.03
9 multin_zz1000_71001_barra_momentum_topG -68.29 -26.71 -125.67 -28.95 -125.67 -38.23 110.51 209.22 186.53