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_20251205_151541
0 multin_zz1000_71001_barra_momentum_topG 48.33 57.45 176.48 94.73 176.48 20.24 -165.86 -189.56 -195.94
1 multin_zz1000_71001_barra_residualvolatility_topG 47.81 56.93 175.96 94.21 175.96 19.72 -166.38 -190.08 -196.46
2 multin_zz1000_71001_barra_growth_topG 34.40 43.51 162.54 80.79 162.54 6.30 -179.80 -203.49 -209.88
3 multin_zz1000_71001_barra_nonlinearsize_topG 12.99 22.10 141.14 59.38 141.14 -15.10 -201.21 -224.90 -231.28
4 multin_zz1000_71001_barra_leverage_topG -10.29 -1.18 117.86 36.10 117.86 -38.38 -224.49 -248.18 -254.56
5 multin_zz1000_71001_barra_btop_topG -17.18 -8.07 110.96 29.21 110.96 -45.27 -231.38 -255.07 -261.45
6 multin_zz1000_71001_barra_liquidity_botG -29.87 -20.76 98.28 16.52 98.28 -57.96 -244.07 -267.76 -274.14
7 multin_zz1000_71001_barra_size_topG -38.41 -29.30 89.74 7.99 89.74 -66.50 -252.61 -276.30 -282.68
8 multin_zz1000_71001_barra_earningsyield_topG -47.57 -38.45 80.58 -1.17 80.58 -75.66 -261.77 -285.46 -291.84
9 multin_zz1000_71001_barra_beta_botG -81.91 -72.79 46.24 -35.51 46.24 -110.00 -296.10 -319.80 -326.18