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_20251202_151519
0 multin_zz1000_71001_barra_beta_botG 127.68 115.03 27.42 79.34 27.42 76.68 282.30 314.96 352.34
1 multin_zz1000_71001_barra_btop_topG 110.99 98.34 10.72 62.64 10.72 59.98 265.61 298.26 335.64
2 multin_zz1000_71001_barra_leverage_topG 83.10 70.45 -17.17 34.76 -17.17 32.09 237.72 270.38 307.75
3 multin_zz1000_71001_barra_earningsyield_topG 81.51 68.85 -18.76 33.16 -18.76 30.50 236.13 268.78 306.16
4 multin_zz1000_71001_barra_residualvolatility_topG 70.75 58.10 -29.52 22.40 -29.52 19.74 225.37 258.02 295.40
5 multin_zz1000_71001_barra_liquidity_botG 65.25 52.60 -35.01 16.91 -35.01 14.25 219.88 252.53 289.91
6 multin_zz1000_71001_barra_size_topG 17.30 4.65 -82.97 -31.05 -82.97 -33.71 171.92 204.57 241.95
7 multin_zz1000_71001_barra_nonlinearsize_topG 15.09 2.44 -85.18 -33.26 -85.18 -35.92 169.71 202.37 239.74
8 multin_zz1000_71001_barra_growth_topG 3.66 -8.99 -96.61 -44.69 -96.61 -47.35 158.28 190.93 228.31
9 multin_zz1000_71001_barra_momentum_topG -38.00 -50.65 -138.27 -86.34 -138.26 -89.00 116.62 149.28 186.66