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_20251119_151527
0 multin_zz1000_71001_barra_size_topG 72.18 31.01 -6.01 -53.84 -6.01 156.27 375.51 361.07 385.53
1 multin_zz1000_71001_barra_earningsyield_topG 50.10 8.93 -28.09 -75.93 -28.09 134.19 353.43 338.99 363.45
2 multin_zz1000_71001_barra_beta_botG 21.75 -19.43 -56.44 -104.28 -56.45 105.84 325.08 310.64 335.10
3 multin_zz1000_71001_barra_nonlinearsize_topG 2.32 -38.86 -75.88 -123.71 -75.88 86.41 305.65 291.21 315.66
4 multin_zz1000_71001_barra_btop_topG -4.94 -46.11 -83.13 -130.97 -83.13 79.15 298.39 283.95 308.41
5 multin_zz1000_71001_barra_momentum_topG -22.22 -63.40 -100.42 -148.25 -100.42 61.87 281.11 266.67 291.12
6 multin_zz1000_71001_barra_liquidity_botG -32.12 -73.30 -110.32 -158.15 -110.32 51.97 271.21 256.77 281.22
7 multin_zz1000_71001_barra_leverage_topG -52.89 -94.07 -131.09 -178.92 -131.09 31.20 250.44 236.00 260.45
8 multin_zz1000_71001_barra_growth_topG -53.52 -94.69 -131.71 -179.54 -131.71 30.57 249.81 235.37 259.83
9 multin_zz1000_71001_barra_residualvolatility_topG -59.91 -101.08 -138.10 -185.93 -138.10 24.18 243.42 228.98 253.44