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_20251014_151542
0 multin_zz1000_71001_barra_beta_botG 253.92 305.10 64.38 178.07 64.37 126.53 86.88 36.07 25.08
1 multin_zz1000_71001_barra_btop_topG 230.11 281.29 40.57 154.26 40.57 102.72 63.07 12.27 1.27
2 multin_zz1000_71001_barra_earningsyield_topG 217.98 269.16 28.44 142.13 28.43 90.59 50.94 0.13 -10.86
3 multin_zz1000_71001_barra_liquidity_botG 211.61 262.79 22.06 135.76 22.06 84.22 44.57 -6.24 -17.23
4 multin_zz1000_71001_barra_leverage_topG 162.94 214.12 -26.60 87.09 -26.60 35.55 -4.10 -54.90 -65.90
5 multin_zz1000_71001_barra_size_topG 30.66 81.83 -158.89 -45.20 -158.89 -96.74 -136.38 -187.19 -198.19
6 multin_zz1000_71001_barra_residualvolatility_topG 30.58 81.75 -158.97 -45.27 -158.97 -96.82 -136.46 -187.27 -198.27
7 multin_zz1000_71001_barra_nonlinearsize_topG 27.37 78.54 -162.18 -48.48 -162.18 -100.03 -139.67 -190.48 -201.48
8 multin_zz1000_71001_barra_growth_topG 24.28 75.45 -165.27 -51.57 -165.27 -103.12 -142.76 -193.57 -204.57
9 multin_zz1000_71001_barra_momentum_topG -58.00 -6.82 -247.54 -133.85 -247.55 -185.39 -225.04 -275.85 -286.84