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_20250311_151648
0 multin_zz1000_71001_barra_beta_botG 13.87 12.54 57.62 37.82 57.62 9.77 -68.73 -122.12 -113.80
1 multin_zz1000_71001_barra_liquidity_botG 7.55 6.21 51.30 31.50 51.30 3.44 -75.05 -128.44 -120.13
2 multin_zz1000_71001_barra_leverage_topG 6.84 5.50 50.59 30.79 50.59 2.73 -75.76 -129.15 -120.84
3 multin_zz1000_71001_barra_earningsyield_topG 6.32 4.99 50.07 30.27 50.08 2.22 -76.28 -129.67 -121.35
4 multin_zz1000_71001_barra_nonlinearsize_topG 0.44 -0.90 44.18 24.38 44.19 -3.67 -82.17 -135.56 -127.24
5 multin_zz1000_71001_barra_residualvolatility_topG -4.75 -6.09 39.00 19.20 39.00 -8.86 -87.35 -140.74 -132.43
6 multin_zz1000_71001_barra_btop_topG -5.97 -7.31 37.78 17.97 37.78 -10.08 -88.58 -141.96 -133.65
7 multin_zz1000_71001_barra_growth_topG -7.66 -8.99 36.09 16.29 36.09 -11.76 -90.26 -143.65 -135.33
8 multin_zz1000_71001_barra_size_topG -15.87 -17.21 27.87 8.07 27.88 -19.98 -98.48 -151.87 -143.55
9 multin_zz1000_71001_barra_momentum_topG -60.50 -61.84 -16.75 -36.56 -16.75 -64.61 -143.11 -196.49 -188.18