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_20250718_151522
0 multin_zz1000_71001_barra_liquidity_botG 26.08 22.23 50.26 -12.38 50.26 25.70 -17.43 60.98 42.16
1 multin_zz1000_71001_barra_size_topG 25.41 21.56 49.59 -13.05 49.59 25.03 -18.10 60.31 41.49
2 multin_zz1000_71001_barra_beta_botG 23.03 19.18 47.21 -15.43 47.21 22.65 -20.48 57.93 39.11
3 multin_zz1000_71001_barra_btop_topG 22.30 18.46 46.49 -16.15 46.49 21.93 -21.20 57.21 38.39
4 multin_zz1000_71001_barra_earningsyield_topG 19.93 16.09 44.11 -18.53 44.11 19.55 -23.58 54.83 36.01
5 multin_zz1000_71001_barra_leverage_topG 5.40 1.56 29.59 -33.06 29.59 5.02 -38.11 40.30 21.48
6 multin_zz1000_71001_barra_nonlinearsize_topG 4.85 1.01 29.03 -33.61 29.03 4.47 -38.66 39.75 20.93
7 multin_zz1000_71001_barra_growth_topG -0.61 -4.45 23.58 -39.06 23.58 -0.98 -44.11 34.30 15.48
8 multin_zz1000_71001_barra_residualvolatility_topG -16.77 -20.61 7.42 -55.22 7.42 -17.15 -60.28 18.13 -0.68
9 multin_zz1000_71001_barra_momentum_topG -19.13 -22.97 5.06 -57.58 5.06 -19.50 -62.63 15.78 -3.04