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_20250402_151606
0 multin_zz1000_71001_barra_momentum_topG 41.13 58.52 70.91 78.56 70.91 38.93 47.16 62.28 62.52
1 multin_zz1000_71001_barra_growth_topG 12.74 30.13 42.53 50.18 42.53 10.55 18.77 33.90 34.14
2 multin_zz1000_71001_barra_liquidity_botG 0.80 18.18 30.58 38.23 30.58 -1.40 6.82 21.95 22.19
3 multin_zz1000_71001_barra_residualvolatility_topG -3.17 14.22 26.62 34.27 26.62 -5.36 2.86 17.99 18.23
4 multin_zz1000_71001_barra_earningsyield_topG -10.13 7.26 19.66 27.31 19.66 -12.32 -4.10 11.03 11.26
5 multin_zz1000_71001_barra_nonlinearsize_topG -13.02 4.36 16.76 24.41 16.76 -15.22 -7.00 8.13 8.37
6 multin_zz1000_71001_barra_size_topG -27.10 -9.72 2.68 10.33 2.68 -29.30 -21.08 -5.95 -5.71
7 multin_zz1000_71001_barra_btop_topG -33.72 -16.34 -3.94 3.71 -3.94 -35.92 -27.70 -12.57 -12.33
8 multin_zz1000_71001_barra_beta_botG -39.32 -21.94 -9.54 -1.89 -9.54 -41.52 -33.29 -18.17 -17.93
9 multin_zz1000_71001_barra_leverage_topG -48.78 -31.40 -19.00 -11.35 -19.00 -50.98 -42.76 -27.63 -27.39