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_20250228_153041
0 multin_zz1000_71001_barra_beta_botG 266.09 194.76 327.97 106.37 -89.64 231.27 506.53 463.12 425.51
1 multin_zz1000_71001_barra_earningsyield_topG 218.11 146.78 279.99 58.39 -137.62 183.29 458.55 415.13 377.53
2 multin_zz1000_71001_barra_btop_topG 198.82 127.49 260.69 39.09 -156.92 163.99 439.25 395.84 358.24
3 multin_zz1000_71001_barra_liquidity_botG 167.42 96.09 229.30 7.70 -188.31 132.60 407.86 364.45 326.84
4 multin_zz1000_71001_barra_leverage_topG 153.56 82.23 215.44 -6.17 -202.17 118.74 394.00 350.58 312.98
5 multin_zz1000_71001_barra_size_topG 91.18 19.85 153.06 -68.55 -264.55 56.36 331.62 288.20 250.60
6 multin_zz1000_71001_barra_nonlinearsize_topG 22.80 -48.53 84.67 -136.93 -332.94 -12.03 263.23 219.82 182.22
7 multin_zz1000_71001_barra_growth_topG -25.92 -97.25 35.96 -185.65 -381.65 -60.74 214.52 171.10 133.50
8 multin_zz1000_71001_barra_momentum_topG -98.14 -169.47 -36.26 -257.86 -453.87 -132.96 142.30 98.88 61.28
9 multin_zz1000_71001_barra_residualvolatility_topG -100.35 -171.68 -38.48 -260.08 -456.08 -135.18 140.08 96.67 59.07