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_20260108_151518
0 multin_zz1000_71001_barra_residualvolatility_topG 63.70 120.41 146.62 228.64 146.61 -2.45 -95.70 -74.24 -66.94
1 multin_zz1000_71001_barra_growth_topG 35.57 92.28 118.49 200.51 118.49 -30.58 -123.82 -102.37 -95.06
2 multin_zz1000_71001_barra_leverage_topG 19.20 75.91 102.12 184.14 102.11 -46.95 -140.20 -118.74 -111.43
3 multin_zz1000_71001_barra_liquidity_botG -4.25 52.47 78.67 160.70 78.67 -70.40 -163.64 -142.19 -134.88
4 multin_zz1000_71001_barra_nonlinearsize_topG -12.31 44.40 70.61 152.63 70.60 -78.46 -171.71 -150.25 -142.95
5 multin_zz1000_71001_barra_btop_topG -37.20 19.52 45.72 127.74 45.72 -103.35 -196.59 -175.14 -167.83
6 multin_zz1000_71001_barra_beta_botG -40.51 16.20 42.40 124.43 42.40 -106.67 -199.91 -178.45 -171.15
7 multin_zz1000_71001_barra_momentum_topG -45.34 11.38 37.58 119.60 37.58 -111.49 -204.73 -183.28 -175.97
8 multin_zz1000_71001_barra_earningsyield_topG -69.64 -12.93 13.27 95.30 13.27 -135.80 -229.04 -207.59 -200.28
9 multin_zz1000_71001_barra_size_topG -84.29 -27.57 -1.37 80.66 -1.37 -150.44 -243.68 -222.23 -214.92