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_20260114_151520
0 multin_zz1000_71001_barra_growth_topG 31.47 -7.56 96.29 137.60 96.29 17.67 -102.21 -66.70 -51.38
1 multin_zz1000_71001_barra_residualvolatility_topG 30.55 -8.48 95.37 136.68 95.37 16.76 -103.12 -67.61 -52.30
2 multin_zz1000_71001_barra_momentum_topG 19.36 -19.67 84.18 125.49 84.18 5.56 -114.32 -78.81 -63.49
3 multin_zz1000_71001_barra_nonlinearsize_topG -21.08 -60.11 43.74 85.05 43.74 -34.87 -154.75 -119.24 -103.93
4 multin_zz1000_71001_barra_size_topG -36.66 -75.68 28.16 69.48 28.16 -50.45 -170.33 -134.82 -119.51
5 multin_zz1000_71001_barra_leverage_topG -53.98 -93.01 10.84 52.15 10.84 -67.78 -187.66 -152.14 -136.83
6 multin_zz1000_71001_barra_liquidity_botG -56.27 -95.29 8.55 49.87 8.55 -70.06 -189.94 -154.43 -139.12
7 multin_zz1000_71001_barra_earningsyield_topG -84.43 -123.46 -19.61 21.70 -19.61 -98.23 -218.11 -182.60 -167.28
8 multin_zz1000_71001_barra_beta_botG -89.55 -128.58 -24.73 16.58 -24.73 -103.35 -223.23 -187.72 -172.40
9 multin_zz1000_71001_barra_btop_topG -91.39 -130.41 -26.57 14.75 -26.57 -105.18 -225.06 -189.55 -174.24