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_20241204_151521
0 multin_zz1000_71001_barra_size_topG 67.64 1.62 56.95 -27.40 -88.29 51.15 193.56 184.41 216.46
1 multin_zz1000_71001_barra_beta_botG 62.44 -3.58 51.75 -32.60 -93.49 45.94 188.36 179.21 211.26
2 multin_zz1000_71001_barra_earningsyield_topG 53.65 -12.36 42.96 -41.39 -102.28 37.16 179.57 170.43 202.47
3 multin_zz1000_71001_barra_btop_topG 19.42 -46.60 8.73 -75.62 -136.51 2.93 145.34 136.19 168.24
4 multin_zz1000_71001_barra_liquidity_botG 11.66 -54.36 0.97 -83.38 -144.27 -4.84 137.58 128.43 160.48
5 multin_zz1000_71001_barra_leverage_topG 8.60 -57.42 -2.09 -86.45 -147.34 -7.90 134.52 125.37 157.41
6 multin_zz1000_71001_barra_growth_topG -5.35 -71.37 -16.04 -100.39 -161.28 -21.85 120.57 111.42 143.47
7 multin_zz1000_71001_barra_nonlinearsize_topG -8.04 -74.06 -18.73 -103.08 -163.97 -24.54 117.88 108.73 140.78
8 multin_zz1000_71001_barra_residualvolatility_topG -19.10 -85.12 -29.79 -114.14 -175.03 -35.60 106.82 97.67 129.72
9 multin_zz1000_71001_barra_momentum_topG -19.68 -85.70 -30.37 -114.72 -175.61 -36.17 106.24 97.09 129.14