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_20260316_151531
0 multin_zz1000_71001_barra_residualvolatility_topG 43.73 107.62 40.05 35.89 40.05 -0.87 119.42 132.61 169.57
1 multin_zz1000_71001_barra_growth_topG 36.51 100.40 32.83 28.67 32.84 -8.09 112.20 125.39 162.35
2 multin_zz1000_71001_barra_beta_botG 33.67 97.56 30.00 25.84 30.00 -10.93 109.36 122.55 159.52
3 multin_zz1000_71001_barra_momentum_topG -0.90 62.99 -4.58 -8.74 -4.58 -45.51 74.79 87.98 124.94
4 multin_zz1000_71001_barra_liquidity_botG -8.41 55.48 -12.09 -16.25 -12.09 -53.02 67.28 80.47 117.43
5 multin_zz1000_71001_barra_nonlinearsize_topG -32.32 31.57 -36.00 -40.16 -36.00 -76.93 43.37 56.56 93.52
6 multin_zz1000_71001_barra_size_topG -38.73 25.16 -42.40 -46.56 -42.40 -83.33 36.96 50.15 87.12
7 multin_zz1000_71001_barra_leverage_topG -44.36 19.53 -48.04 -52.20 -48.04 -88.97 31.33 44.52 81.48
8 multin_zz1000_71001_barra_earningsyield_topG -52.29 11.60 -55.97 -60.13 -55.97 -96.90 23.40 36.59 73.55
9 multin_zz1000_71001_barra_btop_topG -61.05 2.84 -64.73 -68.89 -64.72 -105.65 14.64 27.83 64.79