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_20250211_175923
0 multin_zz1000_71001_barra_residualvolatility_topG 54.44 72.49 49.34 68.45 21.91 39.74 59.88 63.74 46.03
1 multin_zz1000_71001_barra_beta_botG 35.33 53.38 30.22 49.34 2.80 20.63 40.76 44.63 26.92
2 multin_zz1000_71001_barra_earningsyield_topG 16.92 34.96 11.81 30.93 -15.62 2.22 22.35 26.22 8.50
3 multin_zz1000_71001_barra_liquidity_botG 13.84 31.88 8.73 27.85 -18.70 -0.86 19.27 23.14 5.42
4 multin_zz1000_71001_barra_momentum_topG 13.77 31.81 8.66 27.77 -18.77 -0.94 19.20 23.06 5.35
5 multin_zz1000_71001_barra_nonlinearsize_topG -9.03 9.02 -14.13 4.98 -41.56 -23.73 -3.59 0.27 -17.44
6 multin_zz1000_71001_barra_btop_topG -16.76 1.29 -21.86 -2.75 -49.29 -31.46 -11.32 -7.46 -25.17
7 multin_zz1000_71001_barra_size_topG -20.01 -1.97 -25.12 -6.01 -52.55 -34.72 -14.58 -10.71 -28.43
8 multin_zz1000_71001_barra_growth_topG -32.31 -14.26 -37.42 -18.30 -64.85 -47.01 -26.88 -23.01 -40.72
9 multin_zz1000_71001_barra_leverage_topG -35.61 -17.57 -40.72 -21.61 -68.15 -50.32 -30.18 -26.32 -44.03