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
barraStyle_20250109_151525
0 multin_zz1000_71001_barra_momentum_topG 90.07 117.30 59.95 129.50 117.09 38.30 41.05 70.04 39.37
1 multin_zz1000_71001_barra_liquidity_topG 77.35 104.58 47.22 116.77 104.36 25.57 28.33 57.32 26.64
2 multin_zz1000_71001_barra_beta_topG 71.12 98.35 41.00 110.54 98.13 19.34 22.10 51.09 20.41
3 multin_zz1000_71001_barra_growth_topG 48.88 76.11 18.76 88.31 75.90 -2.89 -0.14 28.85 -1.83
4 multin_zz1000_71001_barra_earningsyield_botG 46.52 73.75 16.40 85.95 73.54 -5.26 -2.50 26.49 -4.19
5 multin_zz1000_71001_barra_btop_botG 44.10 71.33 13.98 83.53 71.12 -7.68 -4.92 24.07 -6.61
6 multin_zz1000_71001_barra_residualvolatility_topG 42.80 70.03 12.67 82.22 69.81 -8.98 -6.22 22.76 -7.91
7 multin_zz1000_71001_barra_size_botG 34.13 61.36 4.01 73.56 61.15 -17.65 -14.89 14.10 -16.58
8 multin_zz1000_71001_barra_nonlinearsize_botG 34.13 61.36 4.01 73.56 61.15 -17.65 -14.89 14.10 -16.58
9 multin_zz1000_71001_barra_leverage_botG 15.64 42.87 -14.48 55.06 42.65 -36.14 -33.38 -4.39 -35.07
10 multin_zz1000_71001_barra_growth_botG -4.26 22.97 -34.38 35.16 22.75 -56.04 -53.28 -24.29 -54.97
11 multin_zz1000_71001_barra_nonlinearsize_topG -14.10 13.14 -44.22 25.33 12.92 -65.87 -63.12 -34.13 -64.80
12 multin_zz1000_71001_barra_leverage_topG -26.82 0.42 -56.94 12.61 0.20 -78.59 -75.83 -46.85 -77.52
13 multin_zz1000_71001_barra_momentum_botG -30.47 -3.24 -60.59 8.96 -3.45 -82.25 -79.49 -50.50 -81.18
14 multin_zz1000_71001_barra_liquidity_botG -40.00 -12.77 -70.13 -0.58 -12.99 -91.78 -89.02 -60.03 -90.71
15 multin_zz1000_71001_barra_residualvolatility_botG -41.25 -14.02 -71.38 -1.83 -14.24 -93.03 -90.27 -61.28 -91.96
16 multin_zz1000_71001_barra_size_topG -41.36 -14.13 -71.49 -1.94 -14.35 -93.14 -90.38 -61.39 -92.07
17 multin_zz1000_71001_barra_btop_topG -57.31 -30.07 -87.43 -17.88 -30.29 -109.08 -106.33 -77.34 -108.01
18 multin_zz1000_71001_barra_earningsyield_topG -76.61 -49.38 -106.74 -37.19 -49.60 -128.39 -125.63 -96.65 -127.32
19 multin_zz1000_71001_barra_beta_botG -106.23 -78.99 -136.35 -66.80 -79.21 -158.00 -155.25 -126.26 -156.93