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_20241216_172021
0 multin_zz1000_71001_barra_beta_botG 133.77 136.98 85.30 61.99 7.92 21.09 8.16 -4.87 -21.93
1 multin_zz1000_71001_barra_btop_topG 130.85 134.07 82.39 59.08 5.01 18.18 5.25 -7.78 -24.84
2 multin_zz1000_71001_barra_leverage_topG 127.05 130.27 78.59 55.28 1.21 14.38 1.44 -11.58 -28.64
3 multin_zz1000_71001_barra_liquidity_botG 124.75 127.96 76.28 52.98 -1.10 12.07 -0.86 -13.89 -30.94
4 multin_zz1000_71001_barra_earningsyield_topG 107.03 110.24 58.56 35.25 -18.82 -5.65 -18.58 -31.61 -48.67
5 multin_zz1000_71001_barra_size_topG 34.20 37.41 -14.27 -37.58 -91.65 -78.48 -91.41 -104.44 -121.50
6 multin_zz1000_71001_barra_nonlinearsize_topG 2.34 5.55 -46.13 -69.43 -123.51 -110.34 -123.27 -136.30 -153.35
7 multin_zz1000_71001_barra_growth_topG 2.09 5.31 -46.37 -69.68 -123.75 -110.58 -123.51 -136.54 -153.60
8 multin_zz1000_71001_barra_residualvolatility_topG -8.26 -5.05 -56.73 -80.03 -134.11 -120.94 -133.87 -146.90 -163.95
9 multin_zz1000_71001_barra_momentum_topG -18.47 -15.26 -66.94 -90.24 -144.32 -131.15 -144.08 -157.11 -174.16