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_20250617_151818
0 multin_zz1000_71001_barra_btop_topG 44.66 63.59 32.91 41.37 32.91 60.32 74.73 118.18 72.29
1 multin_zz1000_71001_barra_leverage_topG 44.64 63.56 32.89 41.35 32.89 60.30 74.71 118.16 72.27
2 multin_zz1000_71001_barra_earningsyield_topG 34.05 52.97 22.29 30.76 22.29 49.70 64.12 107.56 61.68
3 multin_zz1000_71001_barra_liquidity_botG 14.29 33.21 2.53 11.00 2.53 29.94 44.36 87.80 41.92
4 multin_zz1000_71001_barra_beta_botG 5.07 23.99 -6.69 1.78 -6.69 20.72 35.14 78.58 32.70
5 multin_zz1000_71001_barra_nonlinearsize_topG -2.56 16.36 -14.32 -5.85 -14.32 13.09 27.51 70.95 25.07
6 multin_zz1000_71001_barra_growth_topG -9.68 9.24 -21.43 -12.97 -21.43 5.98 20.39 63.84 17.95
7 multin_zz1000_71001_barra_size_topG -11.53 7.39 -23.29 -14.82 -23.29 4.12 18.54 61.98 16.10
8 multin_zz1000_71001_barra_momentum_topG -44.64 -25.72 -56.40 -47.93 -56.40 -28.99 -14.57 28.87 -17.01
9 multin_zz1000_71001_barra_residualvolatility_topG -66.58 -47.66 -78.33 -69.87 -78.34 -50.93 -36.51 6.94 -38.95