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_20250122_151553
0 multin_zz1000_71001_barra_size_topG 30.21 4.96 30.78 30.49 -55.01 48.66 115.91 86.58 106.32
1 multin_zz1000_71001_barra_liquidity_botG 21.69 -3.56 22.27 21.97 -63.53 40.15 107.39 78.07 97.80
2 multin_zz1000_71001_barra_beta_botG 7.42 -17.83 8.00 7.70 -77.80 25.88 93.12 63.80 83.53
3 multin_zz1000_71001_barra_earningsyield_topG 2.50 -22.75 3.07 2.77 -82.72 20.95 88.20 58.87 78.61
4 multin_zz1000_71001_barra_nonlinearsize_topG -8.31 -33.56 -7.73 -8.03 -93.53 10.15 77.39 48.07 67.80
5 multin_zz1000_71001_barra_growth_topG -24.45 -49.70 -23.88 -24.17 -109.67 -6.00 61.25 31.92 51.66
6 multin_zz1000_71001_barra_btop_topG -31.60 -56.85 -31.03 -31.33 -116.82 -13.15 54.09 24.77 44.51
7 multin_zz1000_71001_barra_leverage_topG -46.35 -71.60 -45.77 -46.07 -131.56 -27.89 39.35 10.03 29.77
8 multin_zz1000_71001_barra_momentum_topG -65.37 -90.62 -64.80 -65.09 -150.59 -46.91 20.33 -8.99 10.74
9 multin_zz1000_71001_barra_residualvolatility_topG -101.56 -126.81 -100.98 -101.28 -186.78 -83.10 -15.86 -45.18 -25.45