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_20241030_151533
0 multin_zz1000_71001_barra_leverage_topG 43.04 59.24 46.85 186.93 99.98 148.45 310.90 290.32 261.51
1 multin_zz1000_71001_barra_residualvolatility_topG 12.72 28.92 16.53 156.62 69.66 118.13 280.58 260.01 231.19
2 multin_zz1000_71001_barra_btop_topG 4.48 20.68 8.29 148.37 61.41 109.89 272.33 251.76 222.95
3 multin_zz1000_71001_barra_momentum_topG -34.26 -18.06 -30.45 109.63 22.68 71.15 233.60 213.02 184.21
4 multin_zz1000_71001_barra_nonlinearsize_topG -62.47 -46.27 -58.66 81.43 -5.53 42.94 205.39 184.81 156.00
5 multin_zz1000_71001_barra_beta_botG -62.69 -46.49 -58.88 81.20 -5.76 42.72 205.16 184.59 155.78
6 multin_zz1000_71001_barra_liquidity_botG -66.49 -50.29 -62.68 77.40 -9.56 38.92 201.36 180.79 151.98
7 multin_zz1000_71001_barra_size_topG -76.28 -60.09 -72.48 67.61 -19.35 29.12 191.57 171.00 142.19
8 multin_zz1000_71001_barra_growth_topG -98.35 -82.15 -94.54 45.54 -41.42 7.06 169.50 148.93 120.12
9 multin_zz1000_71001_barra_earningsyield_topG -112.50 -96.30 -108.69 31.39 -55.56 -7.09 155.36 134.78 105.97