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_20250618_151626
0 multin_zz1000_71001_barra_size_topG 23.25 21.54 15.72 -1.43 15.72 50.40 55.62 95.27 90.73
1 multin_zz1000_71001_barra_momentum_topG 3.69 1.98 -3.84 -20.99 -3.84 30.84 36.06 75.70 71.17
2 multin_zz1000_71001_barra_growth_topG 3.63 1.92 -3.90 -21.05 -3.91 30.78 36.00 75.64 71.11
3 multin_zz1000_71001_barra_nonlinearsize_topG -10.64 -12.35 -18.17 -35.32 -18.17 16.51 21.73 61.37 56.84
4 multin_zz1000_71001_barra_earningsyield_topG -22.21 -23.92 -29.74 -46.89 -29.74 4.94 10.16 49.80 45.27
5 multin_zz1000_71001_barra_liquidity_botG -41.72 -43.43 -49.25 -66.40 -49.25 -14.57 -9.35 30.30 25.76
6 multin_zz1000_71001_barra_beta_botG -42.35 -44.06 -49.88 -67.03 -49.89 -15.20 -9.98 29.66 25.13
7 multin_zz1000_71001_barra_btop_topG -65.12 -66.83 -72.65 -89.80 -72.65 -37.97 -32.75 6.90 2.36
8 multin_zz1000_71001_barra_leverage_topG -67.48 -69.19 -75.01 -92.16 -75.01 -40.33 -35.11 4.54 0.00
9 multin_zz1000_71001_barra_residualvolatility_topG -81.27 -82.98 -88.80 -105.95 -88.80 -54.12 -48.90 -9.26 -13.79