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_20251110_151522
0 multin_zz1000_71001_barra_beta_botG 101.33 107.22 129.00 93.98 129.00 63.94 89.56 65.23 30.23
1 multin_zz1000_71001_barra_leverage_topG 85.00 90.89 112.67 77.65 112.67 47.61 73.24 48.91 13.91
2 multin_zz1000_71001_barra_btop_topG 77.02 82.91 104.69 69.67 104.69 39.63 65.26 40.93 5.93
3 multin_zz1000_71001_barra_liquidity_botG 67.73 73.62 95.40 60.38 95.40 30.34 55.97 31.64 -3.36
4 multin_zz1000_71001_barra_earningsyield_topG 65.87 71.76 93.54 58.52 93.54 28.48 54.10 29.78 -5.22
5 multin_zz1000_71001_barra_residualvolatility_topG 37.99 43.88 65.66 30.64 65.66 0.60 26.22 1.90 -33.10
6 multin_zz1000_71001_barra_nonlinearsize_topG 24.73 30.61 52.39 17.37 52.39 -12.67 12.96 -11.37 -46.37
7 multin_zz1000_71001_barra_size_topG 18.66 24.54 46.32 11.30 46.32 -18.74 6.89 -17.44 -52.44
8 multin_zz1000_71001_barra_growth_topG 9.57 15.46 37.24 2.22 37.24 -27.82 -2.20 -26.52 -61.52
9 multin_zz1000_71001_barra_momentum_topG -72.21 -66.32 -44.54 -79.56 -44.54 -109.60 -83.97 -108.30 -143.30