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_20260211_151523
0 multin_zz1000_71001_barra_earningsyield_topG 54.55 15.83 41.70 62.59 41.70 64.15 111.07 116.63 65.71
1 multin_zz1000_71001_barra_btop_topG 41.21 2.48 28.36 49.24 28.36 50.80 97.72 103.28 52.36
2 multin_zz1000_71001_barra_size_topG 25.62 -13.11 12.77 33.65 12.77 35.21 82.13 87.69 36.77
3 multin_zz1000_71001_barra_liquidity_botG 16.18 -22.54 3.33 24.21 3.33 25.78 72.69 78.25 27.34
4 multin_zz1000_71001_barra_leverage_topG 14.39 -24.34 1.54 22.42 1.54 23.98 70.90 76.46 25.54
5 multin_zz1000_71001_barra_nonlinearsize_topG -6.53 -45.25 -19.38 1.51 -19.38 3.07 49.98 55.54 4.63
6 multin_zz1000_71001_barra_growth_topG -7.87 -46.59 -20.72 0.17 -20.72 1.73 48.64 54.20 3.29
7 multin_zz1000_71001_barra_beta_botG -21.80 -60.52 -34.65 -13.77 -34.65 -12.20 34.71 40.27 -10.64
8 multin_zz1000_71001_barra_momentum_topG -33.25 -71.98 -46.11 -25.22 -46.11 -23.66 23.26 28.82 -22.10
9 multin_zz1000_71001_barra_residualvolatility_topG -87.79 -126.52 -100.65 -79.76 -100.65 -78.20 -31.28 -25.72 -76.64