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_20250612_151537
0 multin_zz1000_71001_barra_residualvolatility_topG 57.08 52.32 64.98 71.47 64.98 14.84 -54.85 -35.79 -29.54
1 multin_zz1000_71001_barra_momentum_topG 31.26 26.50 39.17 45.65 39.17 -10.98 -80.67 -61.61 -55.36
2 multin_zz1000_71001_barra_growth_topG 29.28 24.52 37.19 43.67 37.19 -12.96 -82.65 -63.59 -57.34
3 multin_zz1000_71001_barra_nonlinearsize_topG 6.94 2.18 14.85 21.33 14.84 -35.30 -104.99 -85.93 -79.68
4 multin_zz1000_71001_barra_earningsyield_topG 3.65 -1.11 11.56 18.04 11.56 -38.59 -108.28 -89.22 -82.97
5 multin_zz1000_71001_barra_size_topG 2.40 -2.36 10.31 16.79 10.31 -39.84 -109.53 -90.47 -84.22
6 multin_zz1000_71001_barra_liquidity_botG -0.94 -5.70 6.97 13.45 6.97 -43.18 -112.87 -93.81 -87.56
7 multin_zz1000_71001_barra_btop_topG -10.57 -15.33 -2.67 3.82 -2.67 -52.81 -122.50 -103.44 -97.19
8 multin_zz1000_71001_barra_beta_botG -10.85 -15.61 -2.94 3.54 -2.94 -53.09 -122.78 -103.72 -97.47
9 multin_zz1000_71001_barra_leverage_topG -16.06 -20.82 -8.16 -1.68 -8.16 -58.30 -127.99 -108.93 -102.69