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_20250710_151518
0 multin_zz1000_71001_barra_btop_topG 104.74 80.32 129.55 71.37 129.55 120.60 28.59 -14.67 25.67
1 multin_zz1000_71001_barra_leverage_topG 68.22 43.80 93.02 34.84 93.02 84.08 -7.94 -51.19 -10.85
2 multin_zz1000_71001_barra_earningsyield_topG 54.97 30.55 79.77 21.59 79.77 70.83 -21.19 -64.44 -24.10
3 multin_zz1000_71001_barra_liquidity_botG 49.35 24.93 74.15 15.97 74.15 65.21 -26.81 -70.07 -29.73
4 multin_zz1000_71001_barra_beta_botG 24.87 0.45 49.68 -8.50 49.68 40.74 -51.28 -94.54 -54.20
5 multin_zz1000_71001_barra_size_topG 19.87 -4.55 44.67 -13.51 44.67 35.73 -56.29 -99.55 -59.21
6 multin_zz1000_71001_barra_nonlinearsize_topG 11.08 -13.34 35.88 -22.29 35.88 26.94 -65.08 -108.33 -67.99
7 multin_zz1000_71001_barra_growth_topG -24.65 -49.07 0.15 -58.02 0.15 -8.79 -100.81 -144.06 -103.72
8 multin_zz1000_71001_barra_residualvolatility_topG -47.51 -71.93 -22.70 -80.88 -22.70 -31.64 -123.66 -166.92 -126.58
9 multin_zz1000_71001_barra_momentum_topG -84.97 -109.39 -60.16 -118.34 -60.16 -69.10 -161.12 -204.38 -164.04