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_20250827_151521
0 multin_zz1000_71001_barra_size_topG 32.11 -9.46 -151.67 -4.89 -151.68 157.56 458.70 510.35 574.07
1 multin_zz1000_71001_barra_nonlinearsize_topG -11.84 -53.41 -195.62 -48.84 -195.62 113.61 414.75 466.40 530.12
2 multin_zz1000_71001_barra_momentum_topG -22.66 -64.22 -206.44 -59.66 -206.44 102.79 403.93 455.59 519.30
3 multin_zz1000_71001_barra_beta_botG -23.51 -65.07 -207.29 -60.51 -207.29 101.94 403.09 454.74 518.45
4 multin_zz1000_71001_barra_residualvolatility_topG -29.30 -70.87 -213.08 -66.30 -213.09 96.15 397.29 448.94 512.65
5 multin_zz1000_71001_barra_growth_topG -33.12 -74.68 -216.90 -70.12 -216.90 92.33 393.47 445.13 508.84
6 multin_zz1000_71001_barra_earningsyield_topG -36.70 -78.27 -220.49 -73.70 -220.49 88.74 389.89 441.54 505.25
7 multin_zz1000_71001_barra_leverage_topG -51.20 -92.77 -234.99 -88.20 -234.99 74.24 375.39 427.04 490.75
8 multin_zz1000_71001_barra_btop_topG -51.32 -92.89 -235.11 -88.32 -235.11 74.12 375.27 426.92 490.63
9 multin_zz1000_71001_barra_liquidity_botG -55.98 -97.54 -239.76 -92.98 -239.76 69.47 370.61 422.26 485.98