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_20250616_151535
0 multin_zz1000_71001_barra_residualvolatility_topG 29.16 48.88 97.40 72.19 97.40 -25.37 -185.07 -193.89 -137.60
1 multin_zz1000_71001_barra_growth_topG 27.68 47.40 95.92 70.71 95.92 -26.85 -186.55 -195.37 -139.08
2 multin_zz1000_71001_barra_momentum_topG 21.29 41.00 89.52 64.31 89.52 -33.25 -192.95 -201.77 -145.47
3 multin_zz1000_71001_barra_leverage_topG 4.12 23.83 72.35 47.14 72.35 -50.42 -210.12 -218.94 -162.64
4 multin_zz1000_71001_barra_btop_topG -1.67 18.05 66.57 41.35 66.57 -56.21 -215.90 -224.73 -168.43
5 multin_zz1000_71001_barra_liquidity_botG -6.72 13.00 61.52 36.30 61.52 -61.25 -220.95 -229.78 -173.48
6 multin_zz1000_71001_barra_nonlinearsize_topG -21.73 -2.01 46.50 21.29 46.50 -76.27 -235.97 -244.79 -188.49
7 multin_zz1000_71001_barra_size_topG -41.39 -21.68 26.84 1.63 26.84 -95.93 -255.63 -264.45 -208.16
8 multin_zz1000_71001_barra_earningsyield_topG -44.50 -24.79 23.73 -1.48 23.73 -99.04 -258.74 -267.56 -211.27
9 multin_zz1000_71001_barra_beta_botG -71.52 -51.81 -3.29 -28.50 -3.29 -126.06 -285.76 -294.58 -238.28