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_20251215_151523
0 multin_zz1000_71001_barra_btop_topG 132.22 128.08 52.68 114.27 52.68 21.12 36.97 -1.39 -10.62
1 multin_zz1000_71001_barra_beta_botG 118.68 114.54 39.14 100.73 39.15 7.58 23.44 -14.92 -24.16
2 multin_zz1000_71001_barra_leverage_topG 111.66 107.52 32.13 93.72 32.13 0.56 16.42 -21.94 -31.18
3 multin_zz1000_71001_barra_earningsyield_topG 109.59 105.44 30.05 91.64 30.05 -1.51 14.34 -24.02 -33.25
4 multin_zz1000_71001_barra_liquidity_botG 98.05 93.90 18.51 80.10 18.51 -13.05 2.80 -35.56 -44.79
5 multin_zz1000_71001_barra_growth_topG 39.81 35.66 -39.73 21.86 -39.73 -71.29 -55.44 -93.80 -103.03
6 multin_zz1000_71001_barra_residualvolatility_topG 39.59 35.44 -39.95 21.64 -39.95 -71.51 -55.66 -94.02 -103.25
7 multin_zz1000_71001_barra_nonlinearsize_topG 24.92 20.78 -54.62 6.97 -54.61 -86.18 -70.32 -108.68 -117.92
8 multin_zz1000_71001_barra_size_topG 4.15 0.01 -75.38 -13.80 -75.38 -106.95 -91.09 -129.45 -138.69
9 multin_zz1000_71001_barra_momentum_topG 1.49 -2.65 -78.05 -16.46 -78.04 -109.61 -93.75 -132.11 -141.35