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_20251211_151524
0 multin_zz1000_71001_barra_liquidity_botG 53.86 24.82 -72.68 19.01 -72.68 84.20 -410.79 -548.67 -729.50
1 multin_zz1000_71001_barra_growth_topG 47.23 18.19 -79.31 12.38 -79.31 77.57 -417.43 -555.31 -736.13
2 multin_zz1000_71001_barra_earningsyield_topG 38.73 9.69 -87.81 3.88 -87.81 69.07 -425.92 -563.80 -744.63
3 multin_zz1000_71001_barra_size_topG 27.34 -1.69 -99.19 -7.51 -99.19 57.69 -437.31 -575.19 -756.02
4 multin_zz1000_71001_barra_nonlinearsize_topG 18.33 -10.71 -108.21 -16.52 -108.21 48.67 -446.33 -584.21 -765.03
5 multin_zz1000_71001_barra_momentum_topG -6.53 -35.56 -133.06 -41.38 -133.06 23.82 -471.18 -609.06 -789.89
6 multin_zz1000_71001_barra_beta_botG -8.02 -37.06 -134.56 -42.87 -134.56 22.32 -472.67 -610.55 -791.38
7 multin_zz1000_71001_barra_btop_topG -25.84 -54.87 -152.37 -60.69 -152.37 4.51 -490.49 -628.37 -809.20
8 multin_zz1000_71001_barra_residualvolatility_topG -36.62 -65.66 -163.16 -71.47 -163.16 -6.28 -501.27 -639.15 -819.98
9 multin_zz1000_71001_barra_leverage_topG -40.54 -69.58 -167.08 -75.39 -167.08 -10.20 -505.19 -643.07 -823.90