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_20251106_151536
0 multin_zz1000_71001_barra_momentum_topG 38.41 -7.45 154.35 12.55 154.35 138.99 305.15 302.73 390.91
1 multin_zz1000_71001_barra_size_topG 25.57 -20.30 141.51 -0.29 141.51 126.14 292.31 289.89 378.06
2 multin_zz1000_71001_barra_earningsyield_topG -26.85 -72.71 89.09 -52.71 89.09 73.72 239.89 237.47 325.65
3 multin_zz1000_71001_barra_nonlinearsize_topG -30.44 -76.30 85.50 -56.30 85.50 70.13 236.30 233.88 322.05
4 multin_zz1000_71001_barra_growth_topG -49.28 -95.14 66.67 -75.14 66.67 51.30 217.47 215.04 303.22
5 multin_zz1000_71001_barra_btop_topG -75.04 -120.90 40.90 -100.90 40.90 25.53 191.70 189.28 277.46
6 multin_zz1000_71001_barra_leverage_topG -102.22 -148.09 13.72 -128.08 13.72 -1.65 164.52 162.10 250.27
7 multin_zz1000_71001_barra_liquidity_botG -110.41 -156.27 5.53 -136.27 5.53 -9.83 156.33 153.91 242.09
8 multin_zz1000_71001_barra_residualvolatility_topG -129.22 -175.08 -13.27 -155.08 -13.27 -28.64 137.53 135.10 223.28
9 multin_zz1000_71001_barra_beta_botG -134.39 -180.25 -18.44 -160.25 -18.44 -33.81 132.36 129.94 218.11