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_20250428_151520
0 multin_zz1000_71001_barra_size_topG 67.84 13.26 -34.95 -27.04 -34.95 123.00 506.84 539.63 591.49
1 multin_zz1000_71001_barra_beta_botG 30.15 -24.43 -72.65 -64.73 -72.65 85.31 469.14 501.93 553.80
2 multin_zz1000_71001_barra_nonlinearsize_topG 3.60 -50.97 -99.19 -91.28 -99.19 58.77 442.60 475.39 527.25
3 multin_zz1000_71001_barra_earningsyield_topG 1.84 -52.74 -100.96 -93.04 -100.96 57.00 440.83 473.62 525.49
4 multin_zz1000_71001_barra_momentum_topG -8.10 -62.68 -110.89 -102.98 -110.89 47.06 430.90 463.68 515.55
5 multin_zz1000_71001_barra_btop_topG -13.05 -67.62 -115.84 -107.93 -115.84 42.12 425.95 458.74 510.60
6 multin_zz1000_71001_barra_liquidity_botG -18.63 -73.21 -121.42 -113.51 -121.43 36.53 420.37 453.15 505.02
7 multin_zz1000_71001_barra_growth_topG -26.00 -80.57 -128.79 -120.88 -128.79 29.17 413.00 445.79 497.66
8 multin_zz1000_71001_barra_leverage_topG -32.83 -87.40 -135.62 -127.71 -135.62 22.34 406.17 438.96 490.83
9 multin_zz1000_71001_barra_residualvolatility_topG -139.73 -194.31 -242.53 -234.61 -242.53 -84.57 299.26 332.05 383.92