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_20250109_151525
0 multin_zz1000_71001_barra_momentum_topG 90.07 117.30 59.95 129.50 117.09 38.30 41.05 70.04 39.37
1 multin_zz1000_71001_barra_growth_topG 48.88 76.11 18.76 88.31 75.90 -2.89 -0.14 28.85 -1.83
2 multin_zz1000_71001_barra_residualvolatility_topG 42.80 70.03 12.67 82.22 69.81 -8.98 -6.22 22.76 -7.91
3 multin_zz1000_71001_barra_nonlinearsize_topG -14.10 13.14 -44.22 25.33 12.92 -65.87 -63.12 -34.13 -64.80
4 multin_zz1000_71001_barra_leverage_topG -26.82 0.42 -56.94 12.61 0.20 -78.59 -75.83 -46.85 -77.52
5 multin_zz1000_71001_barra_liquidity_botG -40.00 -12.77 -70.13 -0.58 -12.99 -91.78 -89.02 -60.03 -90.71
6 multin_zz1000_71001_barra_size_topG -41.36 -14.13 -71.49 -1.94 -14.35 -93.14 -90.38 -61.39 -92.07
7 multin_zz1000_71001_barra_btop_topG -57.31 -30.07 -87.43 -17.88 -30.29 -109.08 -106.33 -77.34 -108.01
8 multin_zz1000_71001_barra_earningsyield_topG -76.61 -49.38 -106.74 -37.19 -49.60 -128.39 -125.63 -96.65 -127.32
9 multin_zz1000_71001_barra_beta_botG -106.23 -78.99 -136.35 -66.80 -79.21 -158.00 -155.25 -126.26 -156.93