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_20251229_151529
0 multin_zz1000_71001_barra_momentum_topG -8.95 17.24 -19.09 19.03 -19.09 -13.66 113.25 210.02 247.74
1 multin_zz1000_71001_barra_growth_topG -14.45 11.74 -24.58 13.53 -24.58 -19.15 107.75 204.52 242.24
2 multin_zz1000_71001_barra_size_topG -18.31 7.88 -28.44 9.67 -28.44 -23.01 103.89 200.66 238.38
3 multin_zz1000_71001_barra_btop_topG -18.73 7.45 -28.87 9.24 -28.87 -23.44 103.46 200.24 237.95
4 multin_zz1000_71001_barra_nonlinearsize_topG -21.26 4.92 -31.40 6.71 -31.40 -25.97 100.93 197.71 235.42
5 multin_zz1000_71001_barra_leverage_topG -26.70 -0.51 -36.84 1.28 -36.84 -31.41 95.49 192.27 229.99
6 multin_zz1000_71001_barra_liquidity_botG -27.79 -1.61 -37.93 0.18 -37.93 -32.50 94.40 191.18 228.89
7 multin_zz1000_71001_barra_earningsyield_topG -33.82 -7.64 -43.96 -5.85 -43.96 -38.53 88.37 185.15 222.86
8 multin_zz1000_71001_barra_beta_botG -54.52 -28.33 -64.66 -26.54 -64.66 -59.23 67.68 164.45 202.17
9 multin_zz1000_71001_barra_residualvolatility_topG -63.01 -36.83 -73.15 -35.04 -73.15 -67.72 59.18 155.96 193.68