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_20251124_151537
0 multin_zz1000_71001_barra_growth_topG 43.20 94.13 170.71 184.65 170.71 -29.16 -90.95 -47.81 7.74
1 multin_zz1000_71001_barra_momentum_topG 30.99 81.92 158.50 172.43 158.50 -41.37 -103.16 -60.02 -4.47
2 multin_zz1000_71001_barra_nonlinearsize_topG 3.07 54.00 130.58 144.52 130.58 -69.29 -131.08 -87.94 -32.39
3 multin_zz1000_71001_barra_residualvolatility_topG -15.87 35.06 111.64 125.58 111.64 -88.23 -150.02 -106.88 -51.33
4 multin_zz1000_71001_barra_liquidity_botG -33.85 17.08 93.65 107.59 93.65 -106.22 -168.00 -124.87 -69.31
5 multin_zz1000_71001_barra_leverage_topG -58.65 -7.72 68.86 82.80 68.86 -131.01 -192.80 -149.66 -94.11
6 multin_zz1000_71001_barra_size_topG -88.09 -37.16 39.42 53.36 39.42 -160.45 -222.24 -179.10 -123.55
7 multin_zz1000_71001_barra_btop_topG -89.17 -38.23 38.34 52.28 38.34 -161.53 -223.31 -180.18 -124.63
8 multin_zz1000_71001_barra_earningsyield_topG -91.29 -40.36 36.21 50.15 36.21 -163.66 -225.44 -182.31 -126.75
9 multin_zz1000_71001_barra_beta_botG -96.49 -45.56 31.01 44.95 31.01 -168.86 -230.64 -187.51 -131.95