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_20260331_151536
0 multin_zz1000_71001_barra_liquidity_botG 152.32 135.41 -30.33 49.93 -30.33 104.91 38.64 -31.17 86.81
1 multin_zz1000_71001_barra_earningsyield_topG 106.78 89.87 -75.86 4.39 -75.87 59.38 -6.89 -76.71 41.28
2 multin_zz1000_71001_barra_btop_topG 71.21 54.30 -111.44 -31.18 -111.44 23.80 -42.47 -112.28 5.70
3 multin_zz1000_71001_barra_beta_botG 40.51 23.59 -142.14 -61.89 -142.14 -6.90 -73.17 -142.98 -25.00
4 multin_zz1000_71001_barra_nonlinearsize_topG 37.86 20.94 -144.79 -64.53 -144.79 -9.55 -75.82 -145.63 -27.65
5 multin_zz1000_71001_barra_size_topG 26.12 9.21 -156.53 -76.27 -156.53 -21.29 -87.56 -157.37 -39.39
6 multin_zz1000_71001_barra_growth_topG 18.06 1.15 -164.59 -84.33 -164.59 -29.34 -95.62 -165.43 -47.44
7 multin_zz1000_71001_barra_leverage_topG 9.50 -7.41 -173.15 -92.89 -173.15 -37.91 -104.18 -173.99 -56.00
8 multin_zz1000_71001_barra_momentum_topG -20.55 -37.47 -203.20 -122.95 -203.20 -67.96 -134.23 -204.04 -86.06
9 multin_zz1000_71001_barra_residualvolatility_topG -52.23 -69.14 -234.88 -154.62 -234.88 -99.63 -165.91 -235.72 -117.73