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_20240909_151521
0 multin_zz1000_71001_barra_residualvolatility_topG 74.43 69.18 24.93 119.51 2.11 -18.31 -43.87 -64.71 -44.78
1 multin_zz1000_71001_barra_liquidity_botG 59.02 53.77 9.52 104.10 -13.30 -33.72 -59.28 -80.12 -60.19
2 multin_zz1000_71001_barra_leverage_topG 41.69 36.43 -7.81 86.77 -30.63 -51.05 -76.61 -97.45 -77.53
3 multin_zz1000_71001_barra_growth_topG 37.70 32.44 -11.81 82.77 -34.63 -55.05 -80.60 -101.44 -81.52
4 multin_zz1000_71001_barra_btop_topG 17.81 12.56 -31.69 62.89 -54.51 -74.93 -100.49 -121.33 -101.40
5 multin_zz1000_71001_barra_nonlinearsize_topG 2.96 -2.30 -46.54 48.03 -69.36 -89.78 -115.34 -136.18 -116.26
6 multin_zz1000_71001_barra_momentum_topG 1.31 -3.94 -48.19 46.39 -71.01 -91.43 -116.99 -137.83 -117.90
7 multin_zz1000_71001_barra_earningsyield_topG -26.65 -31.91 -76.15 18.43 -98.97 -119.39 -144.95 -165.79 -145.87
8 multin_zz1000_71001_barra_size_topG -26.99 -32.24 -76.49 18.09 -99.31 -119.73 -145.29 -166.13 -146.20
9 multin_zz1000_71001_barra_beta_botG -28.69 -33.95 -78.19 16.38 -101.01 -121.43 -146.99 -167.83 -147.91