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_20260130_151534
0 multin_zz1000_71001_barra_beta_botG 104.94 183.30 14.65 110.29 14.65 -40.81 53.02 156.01 168.15
1 multin_zz1000_71001_barra_liquidity_botG 97.91 176.27 7.62 103.26 7.62 -47.84 45.99 148.98 161.12
2 multin_zz1000_71001_barra_momentum_topG 91.52 169.89 1.23 96.87 1.23 -54.23 39.61 142.59 154.73
3 multin_zz1000_71001_barra_growth_topG 82.43 160.79 -7.86 87.78 -7.86 -63.32 30.51 133.50 145.64
4 multin_zz1000_71001_barra_earningsyield_topG 48.72 127.09 -41.57 54.07 -41.57 -97.02 -3.19 99.80 111.93
5 multin_zz1000_71001_barra_leverage_topG 40.40 118.77 -49.89 45.75 -49.89 -105.35 -11.51 91.47 103.61
6 multin_zz1000_71001_barra_residualvolatility_topG 31.99 110.35 -58.30 37.34 -58.30 -113.76 -19.93 83.06 95.20
7 multin_zz1000_71001_barra_btop_topG 30.75 109.12 -59.54 36.10 -59.54 -114.99 -21.16 81.83 93.96
8 multin_zz1000_71001_barra_nonlinearsize_topG -3.55 74.82 -93.84 1.80 -93.84 -149.30 -55.46 47.52 59.66
9 multin_zz1000_71001_barra_size_topG -37.17 41.20 -127.46 -31.82 -127.46 -182.91 -89.08 13.91 26.04