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_20250418_151520
0 multin_zz1000_71001_barra_btop_topG 53.35 33.03 42.34 18.82 42.34 45.33 23.19 -41.14 -3.55
1 multin_zz1000_71001_barra_leverage_topG 23.60 3.28 12.58 -10.93 12.59 15.57 -6.56 -70.89 -33.30
2 multin_zz1000_71001_barra_size_topG 18.59 -1.73 7.57 -15.94 7.57 10.56 -11.57 -75.90 -38.32
3 multin_zz1000_71001_barra_liquidity_botG 17.58 -2.74 6.56 -16.96 6.56 9.55 -12.58 -76.91 -39.33
4 multin_zz1000_71001_barra_momentum_topG 13.64 -6.68 2.63 -20.89 2.63 5.62 -16.52 -80.85 -43.26
5 multin_zz1000_71001_barra_earningsyield_topG 13.38 -6.93 2.37 -21.15 2.37 5.36 -16.78 -81.10 -43.52
6 multin_zz1000_71001_barra_residualvolatility_topG 4.22 -16.09 -6.79 -30.31 -6.79 -3.80 -25.94 -90.26 -52.68
7 multin_zz1000_71001_barra_nonlinearsize_topG -5.56 -25.87 -16.57 -40.09 -16.57 -13.58 -35.72 -100.05 -62.46
8 multin_zz1000_71001_barra_growth_topG -11.20 -31.51 -22.21 -45.73 -22.21 -19.22 -41.36 -105.68 -68.10
9 multin_zz1000_71001_barra_beta_botG -67.10 -87.42 -78.12 -101.64 -78.12 -75.13 -97.26 -161.59 -124.01