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_20250901_151521
0 multin_zz1000_71001_barra_residualvolatility_topG 38.89 28.56 121.88 60.67 121.88 12.72 -186.87 -145.67 -169.30
1 multin_zz1000_71001_barra_growth_topG 11.98 1.65 94.97 33.76 94.97 -14.20 -213.78 -172.58 -196.21
2 multin_zz1000_71001_barra_momentum_topG 11.36 1.03 94.35 33.14 94.35 -14.82 -214.40 -173.20 -196.83
3 multin_zz1000_71001_barra_leverage_topG 0.02 -10.30 83.01 21.80 83.01 -26.15 -225.73 -184.53 -208.16
4 multin_zz1000_71001_barra_size_topG -4.12 -14.45 78.86 17.65 78.86 -30.30 -229.88 -188.68 -212.31
5 multin_zz1000_71001_barra_nonlinearsize_topG -14.38 -24.71 68.61 7.40 68.61 -40.55 -240.13 -198.93 -222.57
6 multin_zz1000_71001_barra_liquidity_botG -24.52 -34.85 58.47 -2.74 58.47 -50.69 -250.27 -209.07 -232.71
7 multin_zz1000_71001_barra_beta_botG -29.19 -39.52 53.80 -7.41 53.80 -55.36 -254.95 -213.75 -237.38
8 multin_zz1000_71001_barra_earningsyield_topG -52.40 -62.73 30.59 -30.62 30.59 -78.57 -278.15 -236.95 -260.59
9 multin_zz1000_71001_barra_btop_topG -54.43 -64.76 28.56 -32.65 28.56 -80.61 -280.19 -238.99 -262.62