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_20251201_151519
0 multin_zz1000_71001_barra_size_topG 23.24 -4.89 94.89 -16.24 94.89 41.52 -320.57 -335.22 -366.04
1 multin_zz1000_71001_barra_growth_topG 9.89 -18.25 81.54 -29.59 81.54 28.17 -333.92 -348.58 -379.40
2 multin_zz1000_71001_barra_nonlinearsize_topG 8.31 -19.82 79.96 -31.16 79.96 26.60 -335.49 -350.15 -380.97
3 multin_zz1000_71001_barra_earningsyield_topG 2.66 -25.48 74.31 -36.82 74.30 20.94 -341.15 -355.81 -386.63
4 multin_zz1000_71001_barra_beta_botG -6.35 -34.49 65.30 -45.83 65.30 11.93 -350.16 -364.81 -395.63
5 multin_zz1000_71001_barra_liquidity_botG -11.73 -39.86 59.92 -51.20 59.92 6.56 -355.53 -370.19 -401.01
6 multin_zz1000_71001_barra_btop_topG -18.70 -46.84 52.95 -58.18 52.94 -0.42 -362.51 -377.17 -407.99
7 multin_zz1000_71001_barra_leverage_topG -23.88 -52.01 47.77 -63.36 47.77 -5.60 -367.69 -382.34 -413.16
8 multin_zz1000_71001_barra_momentum_topG -26.50 -54.63 45.15 -65.98 45.15 -8.22 -370.31 -384.96 -415.78
9 multin_zz1000_71001_barra_residualvolatility_topG -50.26 -78.39 21.39 -89.73 21.39 -31.97 -394.06 -408.72 -439.54