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_20250730_151521
0 multin_zz1000_71001_barra_beta_botG 130.02 115.09 47.60 49.73 47.61 88.15 86.95 52.39 39.79
1 multin_zz1000_71001_barra_earningsyield_topG 92.17 77.23 9.75 11.87 9.75 50.30 49.09 14.53 1.93
2 multin_zz1000_71001_barra_liquidity_botG 67.25 52.32 -15.16 -13.04 -15.16 25.38 24.18 -10.38 -22.98
3 multin_zz1000_71001_barra_btop_topG 65.63 50.69 -16.79 -14.67 -16.79 23.76 22.55 -12.01 -24.61
4 multin_zz1000_71001_barra_leverage_topG 56.78 41.84 -25.64 -23.52 -25.64 14.91 13.70 -20.86 -33.46
5 multin_zz1000_71001_barra_size_topG 39.31 24.38 -43.10 -40.98 -43.10 -2.56 -3.76 -38.32 -50.92
6 multin_zz1000_71001_barra_nonlinearsize_topG 19.88 4.95 -62.54 -60.41 -62.54 -21.99 -23.19 -57.75 -70.36
7 multin_zz1000_71001_barra_residualvolatility_topG -1.98 -16.92 -84.40 -82.28 -84.40 -43.85 -45.06 -79.62 -92.22
8 multin_zz1000_71001_barra_growth_topG -3.75 -18.68 -86.16 -84.04 -86.16 -45.62 -46.82 -81.38 -93.98
9 multin_zz1000_71001_barra_momentum_topG -33.06 -48.00 -115.48 -113.36 -115.48 -74.93 -76.14 -110.70 -123.30