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_20250808_151519
0 multin_zz1000_71001_barra_leverage_topG 101.59 88.42 66.38 88.75 66.38 58.25 83.42 68.89 75.82
1 multin_zz1000_71001_barra_btop_topG 94.90 81.72 59.69 82.06 59.69 51.56 76.73 62.20 69.12
2 multin_zz1000_71001_barra_earningsyield_topG 88.83 75.66 53.62 75.99 53.62 45.49 70.66 56.13 63.06
3 multin_zz1000_71001_barra_liquidity_botG 85.02 71.85 49.81 72.18 49.81 41.68 66.85 52.32 59.25
4 multin_zz1000_71001_barra_beta_botG 75.76 62.58 40.55 62.92 40.55 32.42 57.59 43.06 49.98
5 multin_zz1000_71001_barra_residualvolatility_topG 20.61 7.43 -14.60 7.77 -14.60 -22.73 2.44 -12.09 -5.17
6 multin_zz1000_71001_barra_size_topG 15.92 2.74 -19.29 3.08 -19.29 -27.42 -2.25 -16.78 -9.86
7 multin_zz1000_71001_barra_nonlinearsize_topG 6.73 -6.45 -28.48 -6.11 -28.48 -36.61 -11.44 -25.97 -19.05
8 multin_zz1000_71001_barra_growth_topG 5.10 -8.08 -30.11 -7.74 -30.11 -38.24 -13.07 -27.60 -20.67
9 multin_zz1000_71001_barra_momentum_topG 3.22 -9.96 -31.99 -9.62 -31.99 -40.12 -14.95 -29.48 -22.56