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_20260205_151530
0 multin_zz1000_71001_barra_beta_botG 195.60 209.97 31.80 91.29 31.80 69.98 289.67 305.62 331.90
1 multin_zz1000_71001_barra_liquidity_botG 164.55 178.92 0.75 60.24 0.75 38.94 258.62 274.57 300.86
2 multin_zz1000_71001_barra_earningsyield_topG 139.79 154.16 -24.01 35.48 -24.01 14.18 233.86 249.81 276.10
3 multin_zz1000_71001_barra_btop_topG 118.35 132.72 -45.45 14.04 -45.45 -7.27 212.42 228.37 254.65
4 multin_zz1000_71001_barra_leverage_topG 75.98 90.35 -87.82 -28.33 -87.82 -49.64 170.05 186.00 212.28
5 multin_zz1000_71001_barra_residualvolatility_topG 55.18 69.55 -108.63 -49.14 -108.63 -70.44 149.25 165.19 191.48
6 multin_zz1000_71001_barra_nonlinearsize_topG 42.29 56.66 -121.51 -62.02 -121.51 -83.33 136.36 152.31 178.60
7 multin_zz1000_71001_barra_size_topG 36.59 50.96 -127.22 -67.72 -127.22 -89.03 130.66 146.61 172.89
8 multin_zz1000_71001_barra_growth_topG 34.79 49.16 -129.02 -69.53 -129.02 -90.83 128.86 144.80 171.09
9 multin_zz1000_71001_barra_momentum_topG -6.65 7.72 -170.46 -110.97 -170.46 -132.27 87.41 103.36 129.65