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_20260311_171625
0 multin_zz1000_71001_barra_btop_topG 58.23 83.85 79.63 16.62 79.63 122.59 70.92 34.00 14.14
1 multin_zz1000_71001_barra_earningsyield_topG 57.41 83.03 78.81 15.79 78.81 121.77 70.10 33.18 13.32
2 multin_zz1000_71001_barra_leverage_topG 38.67 64.29 60.07 -2.94 60.07 103.03 51.36 14.44 -5.42
3 multin_zz1000_71001_barra_nonlinearsize_topG 19.12 44.74 40.53 -22.49 40.52 83.48 31.81 -5.11 -24.97
4 multin_zz1000_71001_barra_size_topG 12.37 37.99 33.77 -29.25 33.77 76.73 25.06 -11.86 -31.73
5 multin_zz1000_71001_barra_beta_botG 1.57 27.18 22.97 -40.05 22.97 65.92 14.26 -22.67 -42.53
6 multin_zz1000_71001_barra_liquidity_botG -8.50 17.12 12.90 -50.11 12.90 55.86 4.19 -32.73 -52.59
7 multin_zz1000_71001_barra_growth_topG -26.65 -1.04 -5.25 -68.27 -5.25 37.70 -13.96 -50.89 -70.75
8 multin_zz1000_71001_barra_residualvolatility_topG -79.20 -53.58 -57.80 -120.81 -57.80 -14.84 -66.51 -103.43 -123.29
9 multin_zz1000_71001_barra_momentum_topG -86.97 -61.35 -65.57 -128.59 -65.57 -22.61 -74.28 -111.20 -131.07