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_20250513_151523
0 multin_zz1000_71001_barra_earningsyield_topG 78.80 72.62 53.22 38.88 53.22 92.37 195.51 240.85 256.79
1 multin_zz1000_71001_barra_btop_topG 66.90 60.72 41.32 26.98 41.32 80.47 183.61 228.95 244.89
2 multin_zz1000_71001_barra_beta_botG 63.25 57.08 37.67 23.33 37.67 76.83 179.97 225.31 241.25
3 multin_zz1000_71001_barra_leverage_topG 49.89 43.71 24.31 9.97 24.31 63.47 166.61 211.95 227.89
4 multin_zz1000_71001_barra_liquidity_botG 26.56 20.39 0.98 -13.36 0.98 40.14 143.28 188.62 204.56
5 multin_zz1000_71001_barra_size_topG 22.37 16.20 -3.21 -17.55 -3.21 35.95 139.09 184.43 200.37
6 multin_zz1000_71001_barra_momentum_topG 11.91 5.73 -13.67 -28.01 -13.67 25.49 128.63 173.97 189.91
7 multin_zz1000_71001_barra_nonlinearsize_topG -0.28 -6.45 -25.86 -40.20 -25.86 13.30 116.44 161.78 177.72
8 multin_zz1000_71001_barra_residualvolatility_topG -13.38 -19.56 -38.97 -53.30 -38.97 0.19 103.33 148.67 164.61
9 multin_zz1000_71001_barra_growth_topG -27.79 -33.97 -53.37 -67.71 -53.38 -14.22 88.92 134.26 150.20