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_20250611_151528
0 multin_zz1000_71001_barra_earningsyield_topG 28.30 5.44 72.50 -9.04 72.50 -10.14 -152.34 -202.30 -201.18
1 multin_zz1000_71001_barra_growth_topG 28.12 5.26 72.32 -9.22 72.32 -10.32 -152.52 -202.47 -201.36
2 multin_zz1000_71001_barra_btop_topG 24.35 1.49 68.55 -12.99 68.55 -14.09 -156.29 -206.25 -205.13
3 multin_zz1000_71001_barra_size_topG 19.08 -3.78 63.27 -18.26 63.28 -19.36 -161.57 -211.52 -210.40
4 multin_zz1000_71001_barra_liquidity_botG 17.05 -5.81 61.25 -20.29 61.25 -21.39 -163.59 -213.55 -212.43
5 multin_zz1000_71001_barra_leverage_topG 14.13 -8.73 58.33 -23.21 58.33 -24.31 -166.51 -216.46 -215.35
6 multin_zz1000_71001_barra_nonlinearsize_topG 11.00 -11.86 55.20 -26.34 55.20 -27.44 -169.64 -219.60 -218.48
7 multin_zz1000_71001_barra_momentum_topG 8.73 -14.14 52.92 -28.62 52.92 -29.72 -171.92 -221.87 -220.75
8 multin_zz1000_71001_barra_residualvolatility_topG 6.41 -16.46 50.60 -30.94 50.60 -32.04 -174.24 -224.19 -223.07
9 multin_zz1000_71001_barra_beta_botG -9.67 -32.53 34.53 -47.01 34.53 -48.11 -190.31 -240.27 -239.15