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_20260113_151520
0 multin_zz1000_71001_barra_liquidity_botG 192.17 137.90 6.55 69.71 6.55 58.55 6.77 -69.15 7.67
1 multin_zz1000_71001_barra_earningsyield_topG 164.95 110.68 -20.67 42.50 -20.67 31.33 -20.44 -96.37 -19.54
2 multin_zz1000_71001_barra_btop_topG 139.99 85.72 -45.63 17.54 -45.63 6.37 -45.41 -121.33 -44.50
3 multin_zz1000_71001_barra_beta_botG 132.02 77.75 -53.60 9.57 -53.60 -1.60 -53.38 -129.30 -52.47
4 multin_zz1000_71001_barra_leverage_topG 99.24 44.97 -86.37 -23.21 -86.37 -34.38 -86.15 -162.07 -85.25
5 multin_zz1000_71001_barra_size_topG 70.62 16.35 -114.99 -51.83 -114.99 -62.99 -114.77 -190.69 -113.87
6 multin_zz1000_71001_barra_growth_topG 37.99 -16.28 -147.62 -84.46 -147.62 -95.63 -147.40 -223.32 -146.50
7 multin_zz1000_71001_barra_nonlinearsize_topG 35.45 -18.82 -150.16 -87.00 -150.16 -98.17 -149.94 -225.86 -149.04
8 multin_zz1000_71001_barra_momentum_topG -19.02 -73.29 -204.63 -141.47 -204.63 -152.64 -204.41 -280.33 -203.51
9 multin_zz1000_71001_barra_residualvolatility_topG -55.51 -109.78 -241.13 -177.96 -241.13 -189.13 -240.90 -316.83 -240.00