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_20251226_151541
0 multin_zz1000_71001_barra_momentum_topG 25.40 -7.35 60.40 27.19 60.40 116.68 206.12 207.68 205.77
1 multin_zz1000_71001_barra_residualvolatility_topG 24.65 -8.10 59.65 26.45 59.65 115.94 205.38 206.94 205.02
2 multin_zz1000_71001_barra_size_topG 16.15 -16.60 51.15 17.94 51.15 107.44 196.88 198.43 196.52
3 multin_zz1000_71001_barra_leverage_topG 4.98 -27.77 39.98 6.78 39.98 96.27 185.71 187.27 185.35
4 multin_zz1000_71001_barra_nonlinearsize_topG 0.59 -32.16 35.59 2.38 35.59 91.87 181.32 182.87 180.96
5 multin_zz1000_71001_barra_btop_topG -17.14 -49.89 17.86 -15.35 17.86 74.14 163.58 165.14 163.23
6 multin_zz1000_71001_barra_growth_topG -28.48 -61.23 6.52 -26.69 6.52 62.81 152.25 153.81 151.89
7 multin_zz1000_71001_barra_earningsyield_topG -29.66 -62.42 5.33 -27.87 5.33 61.62 151.06 152.62 150.70
8 multin_zz1000_71001_barra_beta_botG -44.12 -76.87 -9.12 -42.32 -9.12 47.17 136.61 138.17 136.25
9 multin_zz1000_71001_barra_liquidity_botG -73.39 -106.14 -38.39 -71.60 -38.39 17.89 107.33 108.89 106.98