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_20250227_155907
0 multin_zz1000_71001_barra_beta_botG 70.97 78.54 60.46 19.46 37.46 44.43 120.96 105.96 119.83
1 multin_zz1000_71001_barra_liquidity_botG 48.18 55.75 37.67 -3.34 14.67 21.64 98.17 83.17 97.04
2 multin_zz1000_71001_barra_earningsyield_topG 47.05 54.61 36.53 -4.47 13.53 20.50 97.03 82.03 95.90
3 multin_zz1000_71001_barra_leverage_topG 31.75 39.31 21.23 -19.77 -1.76 5.21 81.73 66.74 80.60
4 multin_zz1000_71001_barra_btop_topG 29.23 36.79 18.71 -22.29 -4.28 2.69 79.21 64.22 78.08
5 multin_zz1000_71001_barra_residualvolatility_topG 15.23 22.79 4.71 -36.29 -18.28 -11.31 65.22 50.22 64.08
6 multin_zz1000_71001_barra_size_topG 13.26 20.83 2.75 -38.25 -20.25 -13.28 63.25 48.25 62.12
7 multin_zz1000_71001_barra_momentum_topG 12.66 20.22 2.14 -38.86 -20.85 -13.88 62.65 47.65 61.51
8 multin_zz1000_71001_barra_nonlinearsize_topG -0.69 6.87 -11.21 -52.21 -34.20 -27.23 49.29 34.30 48.16
9 multin_zz1000_71001_barra_growth_topG -1.42 6.15 -11.93 -52.93 -34.93 -27.96 48.57 33.57 47.44