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_20250801_151539
0 multin_zz1000_71001_barra_liquidity_botG 84.80 116.36 101.11 143.28 101.11 -3.39 -160.27 -123.23 -104.96
1 multin_zz1000_71001_barra_earningsyield_topG 43.36 74.91 59.66 101.84 59.66 -44.84 -201.71 -164.68 -146.41
2 multin_zz1000_71001_barra_beta_botG 18.95 50.51 35.25 77.43 35.26 -69.25 -226.12 -189.09 -170.81
3 multin_zz1000_71001_barra_growth_topG 17.73 49.29 34.04 76.21 34.04 -70.46 -227.34 -190.30 -172.03
4 multin_zz1000_71001_barra_btop_topG 14.73 46.29 31.04 73.21 31.04 -73.46 -230.34 -193.30 -175.03
5 multin_zz1000_71001_barra_nonlinearsize_topG 12.85 44.41 29.16 71.33 29.16 -75.34 -232.22 -195.18 -176.91
6 multin_zz1000_71001_barra_leverage_topG 12.38 43.94 28.69 70.86 28.69 -75.81 -232.69 -195.65 -177.38
7 multin_zz1000_71001_barra_momentum_topG -39.89 -8.33 -23.58 18.59 -23.58 -128.08 -284.96 -247.92 -229.65
8 multin_zz1000_71001_barra_size_topG -44.35 -12.79 -28.04 14.13 -28.04 -132.54 -289.42 -252.38 -234.11
9 multin_zz1000_71001_barra_residualvolatility_topG -55.70 -24.14 -39.39 2.78 -39.39 -143.89 -300.77 -263.73 -245.46