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_20250627_151522
0 multin_zz1000_71001_barra_liquidity_botG 16.52 19.38 65.14 125.67 65.14 -7.65 -82.69 -108.61 -121.17
1 multin_zz1000_71001_barra_nonlinearsize_topG 7.11 9.97 55.73 116.26 55.73 -17.06 -92.10 -118.02 -130.58
2 multin_zz1000_71001_barra_growth_topG 4.34 7.21 52.96 113.50 52.96 -19.83 -94.87 -120.79 -133.34
3 multin_zz1000_71001_barra_earningsyield_topG -9.02 -6.16 39.60 100.13 39.60 -33.19 -108.23 -134.15 -146.70
4 multin_zz1000_71001_barra_leverage_topG -12.38 -9.51 36.24 96.78 36.24 -36.55 -111.59 -137.51 -150.06
5 multin_zz1000_71001_barra_momentum_topG -19.24 -16.38 29.38 89.91 29.38 -43.41 -118.45 -144.37 -156.93
6 multin_zz1000_71001_barra_residualvolatility_topG -26.74 -23.87 21.88 82.42 21.88 -50.91 -125.95 -151.87 -164.42
7 multin_zz1000_71001_barra_btop_topG -27.77 -24.91 20.85 81.38 20.85 -51.94 -126.98 -152.90 -165.46
8 multin_zz1000_71001_barra_size_topG -30.92 -28.05 17.70 78.24 17.70 -55.09 -130.13 -156.05 -168.60
9 multin_zz1000_71001_barra_beta_botG -49.29 -46.43 -0.68 59.86 -0.68 -73.47 -148.51 -174.43 -186.98