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_20250807_151520
0 multin_zz1000_71001_barra_beta_botG 13.48 47.80 16.89 10.61 16.89 10.04 14.73 40.67 73.33
1 multin_zz1000_71001_barra_residualvolatility_topG 5.97 40.29 9.38 3.10 9.38 2.54 7.22 33.16 65.82
2 multin_zz1000_71001_barra_nonlinearsize_topG 2.89 37.21 6.30 0.02 6.30 -0.54 4.14 30.08 62.74
3 multin_zz1000_71001_barra_liquidity_botG 1.70 36.02 5.11 -1.17 5.11 -1.73 2.95 28.89 61.56
4 multin_zz1000_71001_barra_leverage_topG 0.96 35.28 4.37 -1.91 4.37 -2.47 2.21 28.16 60.82
5 multin_zz1000_71001_barra_growth_topG -1.49 32.83 1.92 -4.36 1.92 -4.92 -0.24 25.70 58.37
6 multin_zz1000_71001_barra_btop_topG -1.60 32.73 1.82 -4.46 1.82 -5.03 -0.34 25.60 58.26
7 multin_zz1000_71001_barra_earningsyield_topG -6.37 27.95 -2.96 -9.24 -2.96 -9.80 -5.12 20.82 53.49
8 multin_zz1000_71001_barra_size_topG -11.78 22.54 -8.37 -14.65 -8.37 -15.21 -10.53 15.41 48.08
9 multin_zz1000_71001_barra_momentum_topG -18.08 16.24 -14.67 -20.95 -14.67 -21.51 -16.83 9.11 41.78