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_20250424_151539
0 multin_zz1000_71001_barra_btop_topG 112.94 58.29 7.81 14.92 7.82 122.02 461.65 486.29 525.34
1 multin_zz1000_71001_barra_beta_botG 111.92 57.28 6.80 13.90 6.80 121.00 460.64 485.27 524.32
2 multin_zz1000_71001_barra_earningsyield_topG 98.89 44.24 -6.23 0.87 -6.23 107.97 447.60 472.24 511.29
3 multin_zz1000_71001_barra_liquidity_botG 84.12 29.47 -21.01 -13.90 -21.00 93.20 432.83 457.47 496.52
4 multin_zz1000_71001_barra_leverage_topG 82.05 27.40 -23.08 -15.97 -23.07 91.13 430.76 455.40 494.45
5 multin_zz1000_71001_barra_size_topG 61.76 7.11 -43.36 -36.26 -43.36 70.84 410.47 435.11 474.16
6 multin_zz1000_71001_barra_nonlinearsize_topG 26.80 -27.84 -78.32 -71.21 -78.32 35.89 375.52 400.15 439.21
7 multin_zz1000_71001_barra_growth_topG -19.11 -73.75 -124.23 -117.13 -124.23 -10.03 329.61 354.24 393.29
8 multin_zz1000_71001_barra_momentum_topG -63.47 -118.11 -168.59 -161.49 -168.59 -54.39 285.25 309.88 348.93
9 multin_zz1000_71001_barra_residualvolatility_topG -123.80 -178.44 -228.92 -221.81 -228.92 -114.72 224.92 249.55 288.61