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_20251013_151520
0 multin_zz1000_71001_barra_growth_topG 30.87 39.94 15.54 61.47 15.54 34.92 156.48 198.07 219.90
1 multin_zz1000_71001_barra_residualvolatility_topG 25.30 34.37 9.97 55.90 9.98 29.35 150.92 192.50 214.33
2 multin_zz1000_71001_barra_momentum_topG 18.13 27.20 2.80 48.72 2.80 22.17 143.74 185.33 207.15
3 multin_zz1000_71001_barra_nonlinearsize_topG -5.27 3.81 -20.59 25.33 -20.59 -1.22 120.35 161.93 183.76
4 multin_zz1000_71001_barra_size_topG -7.48 1.59 -22.81 23.11 -22.81 -3.44 118.13 159.72 181.54
5 multin_zz1000_71001_barra_beta_botG -14.78 -5.71 -30.11 15.82 -30.11 -10.73 110.83 152.42 174.25
6 multin_zz1000_71001_barra_leverage_topG -14.85 -5.78 -30.18 15.75 -30.18 -10.80 110.76 152.35 174.18
7 multin_zz1000_71001_barra_btop_topG -22.80 -13.73 -38.13 7.80 -38.13 -18.76 102.81 144.40 166.23
8 multin_zz1000_71001_barra_liquidity_botG -27.09 -18.02 -42.42 3.50 -42.42 -23.05 98.52 140.11 161.93
9 multin_zz1000_71001_barra_earningsyield_topG -51.04 -41.96 -66.36 -20.44 -66.36 -46.99 74.58 116.17 137.99