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_20250702_151518
0 multin_zz1000_71001_barra_btop_topG 184.88 154.36 84.15 81.65 84.15 120.95 96.16 4.93 -61.91
1 multin_zz1000_71001_barra_earningsyield_topG 162.54 132.02 61.81 59.31 61.81 98.61 73.82 -17.41 -84.25
2 multin_zz1000_71001_barra_leverage_topG 149.82 119.30 49.09 46.59 49.09 85.90 61.10 -30.12 -96.97
3 multin_zz1000_71001_barra_liquidity_botG 142.03 111.51 41.30 38.80 41.29 78.10 53.31 -37.92 -104.77
4 multin_zz1000_71001_barra_beta_botG 133.68 103.16 32.94 30.44 32.94 69.75 44.96 -46.27 -113.12
5 multin_zz1000_71001_barra_size_topG 58.30 27.78 -42.43 -44.93 -42.43 -5.63 -30.42 -121.65 -188.50
6 multin_zz1000_71001_barra_nonlinearsize_topG 30.45 -0.07 -70.29 -72.79 -70.29 -33.48 -58.28 -149.50 -216.35
7 multin_zz1000_71001_barra_growth_topG 9.02 -21.50 -91.71 -94.21 -91.71 -54.90 -79.70 -170.92 -237.77
8 multin_zz1000_71001_barra_residualvolatility_topG -9.50 -40.02 -110.23 -112.73 -110.23 -73.42 -98.22 -189.44 -256.29
9 multin_zz1000_71001_barra_momentum_topG -31.25 -61.77 -131.98 -134.48 -131.98 -95.18 -119.97 -211.20 -278.04