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_20250425_151547
0 multin_zz1000_71001_barra_leverage_topG 27.23 21.67 63.01 54.08 63.01 65.75 13.57 61.71 62.52
1 multin_zz1000_71001_barra_btop_topG 26.95 21.38 62.72 53.80 62.73 65.46 13.28 61.43 62.24
2 multin_zz1000_71001_barra_momentum_topG 23.76 18.20 59.54 50.61 59.54 62.28 10.10 58.24 59.05
3 multin_zz1000_71001_barra_nonlinearsize_topG 1.73 -3.83 37.51 28.58 37.51 40.24 -11.94 36.21 37.02
4 multin_zz1000_71001_barra_liquidity_botG -5.07 -10.63 30.71 21.78 30.71 33.45 -18.73 29.41 30.22
5 multin_zz1000_71001_barra_earningsyield_topG -5.39 -10.96 30.38 21.46 30.39 33.12 -19.06 29.09 29.89
6 multin_zz1000_71001_barra_size_topG -7.31 -12.87 28.47 19.54 28.47 31.20 -20.98 27.17 27.98
7 multin_zz1000_71001_barra_growth_topG -13.21 -18.77 22.57 13.64 22.57 25.30 -26.87 21.27 22.08
8 multin_zz1000_71001_barra_beta_botG -37.53 -43.09 -1.75 -10.68 -1.75 0.98 -51.19 -3.05 -2.24
9 multin_zz1000_71001_barra_residualvolatility_topG -71.85 -77.42 -36.08 -45.00 -36.07 -33.34 -85.52 -37.37 -36.56