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_20260227_194600
0 multin_zz1000_71001_barra_leverage_topG 45.36 18.11 127.70 150.91 127.70 77.61 210.60 225.03 237.14
1 multin_zz1000_71001_barra_btop_topG 24.27 -2.98 106.61 129.82 106.61 56.52 189.51 203.94 216.05
2 multin_zz1000_71001_barra_nonlinearsize_topG 21.49 -5.76 103.83 127.04 103.83 53.74 186.73 201.16 213.27
3 multin_zz1000_71001_barra_residualvolatility_topG 19.28 -7.97 101.61 124.83 101.62 51.52 184.52 198.95 211.06
4 multin_zz1000_71001_barra_earningsyield_topG -1.08 -28.33 81.25 104.47 81.25 31.16 164.16 178.58 190.70
5 multin_zz1000_71001_barra_momentum_topG -9.89 -37.15 72.44 95.66 72.44 22.35 155.34 169.77 181.89
6 multin_zz1000_71001_barra_beta_botG -20.98 -48.23 61.35 84.57 61.36 11.26 144.26 158.69 170.80
7 multin_zz1000_71001_barra_size_topG -31.74 -58.99 50.59 73.81 50.59 0.50 133.50 147.92 160.04
8 multin_zz1000_71001_barra_growth_topG -34.55 -61.80 47.79 71.00 47.79 -2.31 130.69 145.12 157.23
9 multin_zz1000_71001_barra_liquidity_botG -40.56 -67.81 41.77 64.99 41.77 -8.32 124.68 139.10 151.22