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_20250915_151524
0 multin_zz1000_71001_barra_leverage_topG 22.28 23.27 15.00 -10.25 15.00 13.88 49.03 40.90 -29.05
1 multin_zz1000_71001_barra_growth_topG 12.13 13.12 4.85 -20.40 4.85 3.73 38.88 30.76 -39.19
2 multin_zz1000_71001_barra_residualvolatility_topG 10.11 11.11 2.83 -22.41 2.83 1.71 36.86 28.74 -41.21
3 multin_zz1000_71001_barra_size_topG 9.01 10.01 1.73 -23.51 1.73 0.61 35.76 27.64 -42.31
4 multin_zz1000_71001_barra_btop_topG 6.81 7.81 -0.46 -25.71 -0.46 -1.58 33.57 25.44 -44.51
5 multin_zz1000_71001_barra_nonlinearsize_topG -0.35 0.65 -7.62 -32.87 -7.62 -8.75 26.41 18.28 -51.67
6 multin_zz1000_71001_barra_earningsyield_topG -3.58 -2.58 -10.85 -36.10 -10.85 -11.97 23.18 15.05 -54.90
7 multin_zz1000_71001_barra_beta_botG -5.92 -4.93 -13.20 -38.45 -13.20 -14.32 20.83 12.70 -57.25
8 multin_zz1000_71001_barra_liquidity_botG -8.41 -7.41 -15.68 -40.93 -15.68 -16.80 18.35 10.22 -59.73
9 multin_zz1000_71001_barra_momentum_topG -27.42 -26.43 -34.70 -59.94 -34.70 -35.82 -0.67 -8.79 -78.74