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_20260319_151938
0 multin_zz1000_71001_barra_beta_botG 116.36 155.76 -114.91 42.79 -114.91 167.36 605.31 657.01 609.26
1 multin_zz1000_71001_barra_btop_topG 55.79 95.19 -175.48 -17.78 -175.48 106.80 544.75 596.45 548.70
2 multin_zz1000_71001_barra_earningsyield_topG 47.24 86.64 -184.03 -26.32 -184.03 98.25 536.20 587.90 540.15
3 multin_zz1000_71001_barra_leverage_topG 44.76 84.16 -186.51 -28.81 -186.51 95.77 533.72 585.42 537.67
4 multin_zz1000_71001_barra_residualvolatility_topG 31.52 70.92 -199.75 -42.05 -199.75 82.52 520.47 572.17 524.42
5 multin_zz1000_71001_barra_size_topG 16.05 55.45 -215.22 -57.52 -215.22 67.05 505.00 556.70 508.95
6 multin_zz1000_71001_barra_liquidity_botG 8.68 48.08 -222.59 -64.89 -222.59 59.68 497.63 549.33 501.58
7 multin_zz1000_71001_barra_nonlinearsize_topG 4.80 44.20 -226.47 -68.77 -226.47 55.81 493.76 545.46 497.71
8 multin_zz1000_71001_barra_growth_topG -13.21 26.20 -244.48 -86.77 -244.48 37.80 475.75 527.45 479.70
9 multin_zz1000_71001_barra_momentum_topG -80.71 -41.30 -311.98 -154.27 -311.98 -29.70 408.25 459.95 412.20