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_20250225_151653
0 multin_zz1000_71001_barra_residualvolatility_topG 29.43 90.77 -3.39 95.26 -16.18 16.01 -2.42 25.07 93.36
1 multin_zz1000_71001_barra_momentum_topG 21.13 82.47 -11.69 86.96 -24.48 7.71 -10.72 16.77 85.06
2 multin_zz1000_71001_barra_growth_topG 9.92 71.25 -22.90 75.74 -35.70 -3.51 -21.94 5.56 73.84
3 multin_zz1000_71001_barra_leverage_topG -9.70 51.64 -42.52 56.13 -55.31 -23.12 -41.55 -14.06 54.23
4 multin_zz1000_71001_barra_liquidity_botG -16.73 44.61 -49.55 49.10 -62.35 -30.15 -48.58 -21.09 47.19
5 multin_zz1000_71001_barra_nonlinearsize_topG -26.55 34.78 -59.37 39.27 -72.17 -39.98 -58.41 -30.92 37.37
6 multin_zz1000_71001_barra_btop_topG -32.84 28.50 -65.66 32.99 -78.45 -46.26 -64.69 -37.20 31.08
7 multin_zz1000_71001_barra_earningsyield_topG -37.61 23.72 -70.43 28.21 -83.23 -51.04 -69.46 -41.97 26.31
8 multin_zz1000_71001_barra_beta_botG -43.24 18.09 -76.06 22.58 -88.86 -56.67 -75.10 -47.61 20.68
9 multin_zz1000_71001_barra_size_topG -46.13 15.20 -78.95 19.69 -91.75 -59.56 -77.99 -50.50 17.79