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_20260317_151949
0 multin_zz1000_71001_barra_btop_topG 185.29 161.15 -41.27 27.49 -41.27 167.35 286.57 254.27 181.30
1 multin_zz1000_71001_barra_earningsyield_topG 153.79 129.65 -72.77 -4.01 -72.77 135.85 255.07 222.77 149.80
2 multin_zz1000_71001_barra_beta_botG 141.47 117.33 -85.09 -16.33 -85.09 123.54 242.75 210.45 137.48
3 multin_zz1000_71001_barra_leverage_topG 133.75 109.60 -92.82 -24.06 -92.82 115.81 235.03 202.72 129.76
4 multin_zz1000_71001_barra_liquidity_botG 132.22 108.08 -94.34 -25.59 -94.34 114.28 233.50 201.20 128.23
5 multin_zz1000_71001_barra_size_topG 73.34 49.20 -153.22 -84.46 -153.22 55.40 174.62 142.32 69.35
6 multin_zz1000_71001_barra_nonlinearsize_topG 36.28 12.13 -190.28 -121.53 -190.28 18.34 137.56 105.26 32.29
7 multin_zz1000_71001_barra_residualvolatility_topG 0.13 -24.01 -226.43 -157.67 -226.43 -17.80 101.41 69.11 -3.86
8 multin_zz1000_71001_barra_growth_topG -23.56 -47.71 -250.13 -181.37 -250.12 -41.50 77.72 45.42 -27.55
9 multin_zz1000_71001_barra_momentum_topG -66.13 -90.27 -292.69 -223.93 -292.69 -84.07 35.15 2.85 -70.12