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_20251223_151525
0 multin_zz1000_71001_barra_momentum_topG 86.64 63.63 65.64 46.85 65.64 135.77 389.16 414.47 419.74
1 multin_zz1000_71001_barra_size_topG 22.56 -0.46 1.55 -17.23 1.56 71.69 325.08 350.39 355.66
2 multin_zz1000_71001_barra_nonlinearsize_topG 1.21 -21.81 -19.79 -38.58 -19.79 50.34 303.73 329.04 334.31
3 multin_zz1000_71001_barra_earningsyield_topG -3.69 -26.71 -24.70 -43.49 -24.70 45.44 298.82 324.14 329.41
4 multin_zz1000_71001_barra_growth_topG -24.81 -47.83 -45.82 -64.61 -45.82 24.32 277.70 303.02 308.29
5 multin_zz1000_71001_barra_residualvolatility_topG -30.17 -53.19 -51.18 -69.97 -51.18 18.96 272.34 297.66 302.93
6 multin_zz1000_71001_barra_btop_topG -35.60 -58.62 -56.61 -75.39 -56.60 13.53 266.92 292.23 297.50
7 multin_zz1000_71001_barra_beta_botG -39.70 -62.72 -60.70 -79.49 -60.70 9.43 262.82 288.13 293.40
8 multin_zz1000_71001_barra_liquidity_botG -46.69 -69.71 -67.70 -86.49 -67.70 2.44 255.82 281.14 286.41
9 multin_zz1000_71001_barra_leverage_topG -47.16 -70.17 -68.16 -86.95 -68.16 1.98 255.36 280.67 285.94