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_20260128_154911
0 multin_zz1000_71001_barra_btop_topG 22.33 -17.68 46.06 20.99 46.06 156.70 213.11 134.84 72.20
1 multin_zz1000_71001_barra_size_topG 21.64 -18.38 45.37 20.29 45.37 156.01 212.41 134.15 71.51
2 multin_zz1000_71001_barra_earningsyield_topG 18.34 -21.68 42.07 16.99 42.07 152.71 209.11 130.85 68.21
3 multin_zz1000_71001_barra_nonlinearsize_topG 1.93 -38.09 25.66 0.58 25.66 136.29 192.70 114.44 51.80
4 multin_zz1000_71001_barra_beta_botG -0.77 -40.79 22.96 -2.12 22.96 133.60 190.00 111.74 49.10
5 multin_zz1000_71001_barra_leverage_topG -18.55 -58.57 5.18 -19.90 5.18 115.82 172.22 93.96 31.32
6 multin_zz1000_71001_barra_momentum_topG -27.48 -67.50 -3.75 -28.83 -3.75 106.89 163.29 85.03 22.39
7 multin_zz1000_71001_barra_liquidity_botG -33.51 -73.53 -9.78 -34.86 -9.78 100.85 157.26 79.00 16.36
8 multin_zz1000_71001_barra_growth_topG -86.38 -126.40 -62.65 -87.73 -62.65 47.99 104.39 26.13 -36.51
9 multin_zz1000_71001_barra_residualvolatility_topG -139.69 -179.71 -115.96 -141.04 -115.96 -5.33 51.08 -27.18 -89.82