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_20260206_151604
0 multin_zz1000_71001_barra_growth_topG 48.44 23.83 35.22 88.22 35.22 -29.00 -61.94 -61.38 -66.50
1 multin_zz1000_71001_barra_leverage_topG 43.96 19.36 30.75 83.75 30.75 -33.47 -66.41 -65.85 -70.97
2 multin_zz1000_71001_barra_momentum_topG 38.70 14.09 25.48 78.48 25.48 -38.74 -71.68 -71.12 -76.24
3 multin_zz1000_71001_barra_residualvolatility_topG 27.92 3.32 14.71 67.71 14.71 -49.51 -82.45 -81.89 -87.01
4 multin_zz1000_71001_barra_liquidity_botG 24.80 0.19 11.58 64.58 11.58 -52.64 -85.58 -85.02 -90.14
5 multin_zz1000_71001_barra_btop_topG 15.59 -9.01 2.38 55.38 2.38 -61.84 -94.78 -94.22 -99.34
6 multin_zz1000_71001_barra_earningsyield_topG 13.93 -10.68 0.71 53.71 0.71 -63.50 -96.45 -95.89 -101.01
7 multin_zz1000_71001_barra_nonlinearsize_topG 1.01 -23.59 -12.20 40.80 -12.20 -76.42 -109.36 -108.80 -113.92
8 multin_zz1000_71001_barra_size_topG 0.50 -24.10 -12.71 40.29 -12.71 -76.93 -109.87 -109.31 -114.43
9 multin_zz1000_71001_barra_beta_botG -4.05 -28.66 -17.27 35.73 -17.27 -81.48 -114.43 -113.87 -118.99