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_20241227_151934
0 multin_zz1000_71001_barra_leverage_topG 104.33 101.07 49.80 138.55 123.51 0.46 2.96 -60.39 -109.48
1 multin_zz1000_71001_barra_liquidity_botG 97.37 94.10 42.84 131.59 116.55 -6.50 -4.00 -67.36 -116.45
2 multin_zz1000_71001_barra_btop_topG 92.52 89.26 37.99 126.74 111.70 -11.34 -8.85 -72.20 -121.29
3 multin_zz1000_71001_barra_beta_botG 71.63 68.37 17.10 105.85 90.81 -32.23 -29.74 -93.09 -142.18
4 multin_zz1000_71001_barra_earningsyield_topG 52.12 48.85 -2.42 86.33 71.30 -51.75 -49.25 -112.61 -161.70
5 multin_zz1000_71001_barra_momentum_topG 23.91 20.64 -30.63 58.12 43.09 -79.96 -77.47 -140.82 -189.91
6 multin_zz1000_71001_barra_growth_topG 10.24 6.97 -44.30 44.45 29.42 -93.63 -91.13 -154.49 -203.58
7 multin_zz1000_71001_barra_nonlinearsize_topG 4.31 1.05 -50.22 38.53 23.49 -99.56 -97.06 -160.41 -209.50
8 multin_zz1000_71001_barra_residualvolatility_topG -6.98 -10.25 -61.52 27.23 12.20 -110.85 -108.36 -171.71 -220.80
9 multin_zz1000_71001_barra_size_topG -16.05 -19.32 -70.59 18.16 3.13 -119.92 -117.42 -180.78 -229.87