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_20240923_151508
0 multin_zz1000_71001_barra_btop_topG 34.79 55.78 13.93 12.68 48.87 14.49 40.69 46.05 60.75
1 multin_zz1000_71001_barra_earningsyield_topG 27.71 48.70 6.85 5.59 41.78 7.40 33.61 38.97 53.66
2 multin_zz1000_71001_barra_leverage_topG 24.53 45.52 3.67 2.41 38.60 4.23 30.43 35.79 50.49
3 multin_zz1000_71001_barra_residualvolatility_topG 18.12 39.11 -2.74 -4.00 32.20 -2.18 24.02 29.38 44.08
4 multin_zz1000_71001_barra_beta_botG 16.21 37.20 -4.66 -5.91 30.28 -4.10 22.11 27.46 42.16
5 multin_zz1000_71001_barra_momentum_topG 13.81 34.80 -7.06 -8.31 27.88 -6.50 19.71 25.06 39.76
6 multin_zz1000_71001_barra_liquidity_botG 5.03 26.02 -15.83 -17.09 19.10 -15.27 10.93 16.29 30.99
7 multin_zz1000_71001_barra_growth_topG -6.14 14.85 -27.01 -28.26 7.93 -26.45 -0.24 5.11 19.81
8 multin_zz1000_71001_barra_size_topG -7.18 13.81 -28.04 -29.29 6.90 -27.48 -1.27 4.08 18.78
9 multin_zz1000_71001_barra_nonlinearsize_topG -26.69 -5.70 -47.55 -48.81 -12.61 -46.99 -20.79 -15.43 -0.73