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_20251127_161730
0 multin_zz1000_71001_barra_growth_topG -8.13 8.97 45.08 13.13 45.08 -28.87 55.99 57.83 116.50
1 multin_zz1000_71001_barra_liquidity_botG -15.71 1.40 37.51 5.56 37.51 -36.44 48.42 50.26 108.92
2 multin_zz1000_71001_barra_earningsyield_topG -23.64 -6.54 29.57 -2.38 29.57 -44.38 40.48 42.32 100.98
3 multin_zz1000_71001_barra_leverage_topG -31.70 -14.60 21.51 -10.44 21.51 -52.44 32.42 34.26 92.92
4 multin_zz1000_71001_barra_momentum_topG -32.65 -15.55 20.56 -11.39 20.56 -53.39 31.47 33.31 91.98
5 multin_zz1000_71001_barra_btop_topG -35.72 -18.62 17.49 -14.46 17.49 -56.46 28.40 30.24 88.90
6 multin_zz1000_71001_barra_nonlinearsize_topG -47.80 -30.69 5.42 -26.53 5.42 -68.53 16.33 18.17 76.83
7 multin_zz1000_71001_barra_beta_botG -50.18 -33.07 3.04 -28.91 3.04 -70.91 13.95 15.79 74.45
8 multin_zz1000_71001_barra_size_topG -57.33 -40.22 -4.11 -36.06 -4.11 -78.06 6.80 8.64 67.30
9 multin_zz1000_71001_barra_residualvolatility_topG -75.83 -58.72 -22.61 -54.56 -22.61 -96.56 -11.70 -9.86 48.80