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_20250821_151527
0 multin_zz1000_71001_barra_beta_botG 132.04 95.60 60.06 22.27 60.07 75.50 139.13 87.40 75.78
1 multin_zz1000_71001_barra_earningsyield_topG 107.05 70.61 35.08 -2.71 35.08 50.51 114.14 62.41 50.79
2 multin_zz1000_71001_barra_btop_topG 100.69 64.25 28.72 -9.07 28.72 44.15 107.78 56.05 44.43
3 multin_zz1000_71001_barra_liquidity_botG 100.55 64.12 28.58 -9.21 28.58 44.02 107.65 55.91 44.30
4 multin_zz1000_71001_barra_leverage_topG 91.21 54.77 19.24 -18.55 19.24 34.68 98.31 46.57 34.96
5 multin_zz1000_71001_barra_size_topG 59.11 22.67 -12.86 -50.65 -12.86 2.57 66.20 14.47 2.85
6 multin_zz1000_71001_barra_nonlinearsize_topG 21.64 -14.80 -50.33 -88.12 -50.33 -34.90 28.73 -23.00 -34.62
7 multin_zz1000_71001_barra_growth_topG 0.61 -35.83 -71.36 -109.15 -71.36 -55.93 7.70 -44.03 -55.65
8 multin_zz1000_71001_barra_momentum_topG -4.25 -40.69 -76.22 -114.01 -76.22 -60.78 2.84 -48.89 -60.51
9 multin_zz1000_71001_barra_residualvolatility_topG -34.12 -70.56 -106.09 -143.88 -106.09 -90.66 -27.03 -78.76 -90.38