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_20250728_151518
0 multin_zz1000_71001_barra_residualvolatility_topG 79.17 78.83 119.71 87.56 119.71 28.38 18.78 -33.87 -112.38
1 multin_zz1000_71001_barra_momentum_topG 74.48 74.14 115.02 82.87 115.03 23.69 14.10 -38.55 -117.07
2 multin_zz1000_71001_barra_growth_topG 33.61 33.27 74.15 42.00 74.16 -17.18 -26.77 -79.42 -157.94
3 multin_zz1000_71001_barra_size_topG -11.57 -11.91 28.97 -3.18 28.97 -62.36 -71.95 -124.61 -203.12
4 multin_zz1000_71001_barra_liquidity_botG -17.67 -18.01 22.87 -9.28 22.88 -68.46 -78.05 -130.70 -209.22
5 multin_zz1000_71001_barra_nonlinearsize_topG -20.45 -20.79 20.10 -12.06 20.10 -71.24 -80.83 -133.48 -212.00
6 multin_zz1000_71001_barra_leverage_topG -38.95 -39.30 1.59 -30.56 1.59 -89.75 -99.34 -151.99 -230.50
7 multin_zz1000_71001_barra_btop_topG -53.99 -54.33 -13.45 -45.60 -13.45 -104.78 -114.37 -167.03 -245.54
8 multin_zz1000_71001_barra_beta_botG -68.16 -68.50 -27.62 -59.77 -27.62 -118.95 -128.55 -181.20 -259.71
9 multin_zz1000_71001_barra_earningsyield_topG -70.27 -70.61 -29.73 -61.88 -29.73 -121.06 -130.66 -183.31 -261.82