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_20251230_151543
0 multin_zz1000_71001_barra_size_topG 12.11 -20.63 18.20 -8.02 18.20 69.52 70.75 25.18 4.08
1 multin_zz1000_71001_barra_momentum_topG 9.75 -22.99 15.84 -10.38 15.84 67.16 68.39 22.82 1.72
2 multin_zz1000_71001_barra_nonlinearsize_topG -12.50 -45.24 -6.41 -32.63 -6.41 44.91 46.14 0.57 -20.53
3 multin_zz1000_71001_barra_earningsyield_topG -21.15 -53.89 -15.06 -41.28 -15.06 36.26 37.50 -8.08 -29.18
4 multin_zz1000_71001_barra_growth_topG -25.23 -57.97 -19.14 -45.36 -19.14 32.18 33.42 -12.16 -33.26
5 multin_zz1000_71001_barra_liquidity_botG -31.27 -64.01 -25.18 -51.40 -25.18 26.14 27.37 -18.20 -39.30
6 multin_zz1000_71001_barra_beta_botG -56.49 -89.23 -50.40 -76.62 -50.40 0.92 2.16 -43.42 -64.52
7 multin_zz1000_71001_barra_btop_topG -57.76 -90.50 -51.67 -77.89 -51.67 -0.35 0.88 -44.69 -65.79
8 multin_zz1000_71001_barra_leverage_topG -69.13 -101.88 -63.04 -89.26 -63.04 -11.72 -10.49 -56.07 -77.16
9 multin_zz1000_71001_barra_residualvolatility_topG -76.96 -109.70 -70.87 -97.09 -70.87 -19.55 -18.31 -63.89 -84.99