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_20250908_151517
0 multin_zz1000_71001_barra_liquidity_botG 46.33 27.17 140.18 124.16 140.19 2.82 -94.57 -84.46 -59.46
1 multin_zz1000_71001_barra_earningsyield_topG 45.39 26.22 139.24 123.21 139.24 1.88 -95.51 -85.41 -60.41
2 multin_zz1000_71001_barra_nonlinearsize_topG 31.80 12.64 125.65 109.63 125.66 -11.71 -109.10 -98.99 -73.99
3 multin_zz1000_71001_barra_growth_topG 29.35 10.18 123.20 107.17 123.20 -14.17 -111.56 -101.45 -76.45
4 multin_zz1000_71001_barra_leverage_topG 23.06 3.89 116.91 100.88 116.91 -20.45 -117.85 -107.74 -82.74
5 multin_zz1000_71001_barra_beta_botG 22.23 3.07 116.08 100.06 116.09 -21.28 -118.67 -108.56 -83.56
6 multin_zz1000_71001_barra_momentum_topG 19.05 -0.12 112.89 96.87 112.90 -24.47 -121.86 -111.75 -86.75
7 multin_zz1000_71001_barra_btop_topG 7.96 -11.21 101.81 85.78 101.81 -35.55 -132.94 -122.84 -97.84
8 multin_zz1000_71001_barra_size_topG -14.11 -33.28 79.74 63.71 79.74 -57.62 -155.02 -144.91 -119.91
9 multin_zz1000_71001_barra_residualvolatility_topG -66.85 -86.02 27.00 10.97 27.00 -110.36 -207.75 -197.65 -172.65