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_20250401_151606
0 multin_zz1000_71001_barra_liquidity_botG 156.85 152.38 215.09 212.21 215.09 44.43 -231.96 -318.91 -335.90
1 multin_zz1000_71001_barra_beta_botG 82.00 77.53 140.24 137.36 140.24 -30.42 -306.81 -393.76 -410.75
2 multin_zz1000_71001_barra_earningsyield_topG 62.13 57.67 120.38 117.49 120.38 -50.28 -326.67 -413.62 -430.61
3 multin_zz1000_71001_barra_growth_topG 60.54 56.08 118.79 115.90 118.79 -51.87 -328.26 -415.22 -432.21
4 multin_zz1000_71001_barra_leverage_topG 55.93 51.47 114.18 111.29 114.17 -56.49 -332.87 -419.83 -436.82
5 multin_zz1000_71001_barra_btop_topG 52.69 48.23 110.94 108.05 110.94 -59.72 -336.11 -423.06 -440.05
6 multin_zz1000_71001_barra_nonlinearsize_topG 12.54 8.07 70.78 67.90 70.78 -99.88 -376.26 -463.22 -480.21
7 multin_zz1000_71001_barra_size_topG -6.80 -11.27 51.44 48.56 51.44 -119.22 -395.61 -482.56 -499.55
8 multin_zz1000_71001_barra_residualvolatility_topG -43.37 -47.83 14.88 11.99 14.88 -155.78 -432.17 -519.12 -536.11
9 multin_zz1000_71001_barra_momentum_topG -99.20 -103.67 -40.96 -43.84 -40.96 -211.62 -488.01 -574.96 -591.95