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_20250318_151627
0 multin_zz1000_71001_barra_liquidity_botG 24.23 16.70 59.75 28.40 59.75 -12.87 -196.73 -310.19 -389.34
1 multin_zz1000_71001_barra_momentum_topG 13.17 5.64 48.69 17.34 48.69 -23.93 -207.79 -321.24 -400.40
2 multin_zz1000_71001_barra_residualvolatility_topG 10.10 2.57 45.62 14.27 45.62 -27.00 -210.86 -324.31 -403.47
3 multin_zz1000_71001_barra_growth_topG 8.27 0.74 43.78 12.44 43.78 -28.84 -212.70 -326.15 -405.30
4 multin_zz1000_71001_barra_beta_botG 4.79 -2.74 40.31 8.96 40.31 -32.31 -216.17 -329.62 -408.78
5 multin_zz1000_71001_barra_earningsyield_topG 3.28 -4.25 38.80 7.45 38.80 -33.82 -217.68 -331.13 -410.29
6 multin_zz1000_71001_barra_nonlinearsize_topG -3.75 -11.28 31.77 0.42 31.77 -40.85 -224.71 -338.16 -417.32
7 multin_zz1000_71001_barra_size_topG -5.88 -13.42 29.63 -1.72 29.63 -42.99 -226.85 -340.30 -419.46
8 multin_zz1000_71001_barra_leverage_topG -22.20 -29.73 13.32 -18.03 13.32 -59.30 -243.16 -356.62 -435.77
9 multin_zz1000_71001_barra_btop_topG -28.47 -36.00 7.05 -24.30 7.05 -65.57 -249.43 -362.88 -442.04