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_20250319_154554
0 multin_zz1000_71001_barra_earningsyield_topG 67.21 47.49 -6.69 -11.28 -6.69 109.76 732.71 871.65 952.10
1 multin_zz1000_71001_barra_btop_topG 58.35 38.63 -15.56 -20.14 -15.56 100.89 723.85 862.78 943.24
2 multin_zz1000_71001_barra_leverage_topG 42.64 22.92 -31.26 -35.85 -31.26 85.19 708.14 847.08 927.54
3 multin_zz1000_71001_barra_size_topG 23.84 4.12 -50.06 -54.65 -50.06 66.38 689.34 828.27 908.73
4 multin_zz1000_71001_barra_liquidity_botG 11.63 -8.09 -62.27 -66.86 -62.27 54.17 677.13 816.06 896.52
5 multin_zz1000_71001_barra_nonlinearsize_topG 9.57 -10.15 -64.33 -68.92 -64.33 52.12 675.07 814.01 894.47
6 multin_zz1000_71001_barra_beta_botG -0.99 -20.71 -74.89 -79.48 -74.89 41.56 664.51 803.45 883.91
7 multin_zz1000_71001_barra_residualvolatility_topG -20.75 -40.47 -94.65 -99.24 -94.65 21.80 644.75 783.69 864.15
8 multin_zz1000_71001_barra_momentum_topG -25.53 -45.26 -99.44 -104.03 -99.44 17.01 639.97 778.90 859.36
9 multin_zz1000_71001_barra_growth_topG -47.36 -67.08 -121.27 -125.85 -121.27 -4.82 618.14 757.07 837.53