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_20250528_151550
0 multin_zz1000_71001_barra_earningsyield_topG 62.75 49.51 24.43 29.74 24.43 77.65 195.34 177.63 195.21
1 multin_zz1000_71001_barra_beta_botG 43.33 30.09 5.01 10.32 5.01 58.23 175.92 158.20 175.79
2 multin_zz1000_71001_barra_size_topG 27.74 14.50 -10.58 -5.27 -10.58 42.64 160.33 142.62 160.20
3 multin_zz1000_71001_barra_btop_topG 26.57 13.34 -11.74 -6.44 -11.75 41.47 159.16 141.45 159.03
4 multin_zz1000_71001_barra_liquidity_botG 26.22 12.98 -12.10 -6.79 -12.10 41.11 158.80 141.09 158.67
5 multin_zz1000_71001_barra_nonlinearsize_topG 10.09 -3.14 -28.22 -22.91 -28.22 24.99 142.68 124.97 142.55
6 multin_zz1000_71001_barra_leverage_topG 9.15 -4.08 -29.16 -23.86 -29.17 24.05 141.74 124.03 141.61
7 multin_zz1000_71001_barra_momentum_topG 1.46 -11.78 -36.86 -31.55 -36.86 16.36 134.05 116.34 133.92
8 multin_zz1000_71001_barra_growth_topG -11.57 -24.81 -49.89 -44.58 -49.89 3.33 121.02 103.31 120.89
9 multin_zz1000_71001_barra_residualvolatility_topG -64.80 -78.04 -103.12 -97.81 -103.12 -49.91 67.79 50.07 67.66