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_20250415_151543
0 multin_zz1000_71001_barra_liquidity_botG 76.69 76.43 34.39 30.65 34.39 -1.66 -54.86 -38.71 -43.28
1 multin_zz1000_71001_barra_earningsyield_topG 64.91 64.66 22.62 18.87 22.62 -13.44 -66.64 -50.49 -55.06
2 multin_zz1000_71001_barra_beta_botG 51.45 51.19 9.15 5.41 9.15 -26.91 -80.11 -63.95 -68.53
3 multin_zz1000_71001_barra_growth_topG 35.45 35.20 -6.84 -10.59 -6.85 -42.90 -96.10 -79.95 -84.52
4 multin_zz1000_71001_barra_btop_topG 31.11 30.85 -11.19 -14.94 -11.19 -47.25 -100.45 -84.30 -88.87
5 multin_zz1000_71001_barra_momentum_topG 23.38 23.12 -18.92 -22.66 -18.92 -54.97 -108.17 -92.02 -96.59
6 multin_zz1000_71001_barra_leverage_topG 20.39 20.14 -21.90 -25.65 -21.90 -57.96 -111.16 -95.01 -99.58
7 multin_zz1000_71001_barra_residualvolatility_topG 9.22 8.96 -33.08 -36.82 -33.08 -69.13 -122.33 -106.18 -110.75
8 multin_zz1000_71001_barra_nonlinearsize_topG 6.08 5.82 -36.22 -39.97 -36.22 -72.28 -125.48 -109.32 -113.90
9 multin_zz1000_71001_barra_size_topG 1.00 0.75 -41.29 -45.04 -41.30 -77.35 -130.55 -114.40 -118.97