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_20250113_151530
0 multin_zz1000_71001_barra_beta_topG 69.63 70.67 98.62 118.39 89.89 31.70 16.81 18.67 -5.70
1 multin_zz1000_71001_barra_size_botG 58.40 59.44 87.39 107.16 78.66 20.47 5.58 7.44 -16.93
2 multin_zz1000_71001_barra_nonlinearsize_botG 58.40 59.44 87.39 107.16 78.66 20.47 5.58 7.44 -16.93
3 multin_zz1000_71001_barra_residualvolatility_botG 40.25 41.28 69.23 89.00 60.50 2.31 -12.57 -10.71 -35.09
4 multin_zz1000_71001_barra_momentum_botG 37.15 38.18 66.14 85.90 57.40 -0.78 -15.67 -13.81 -38.19
5 multin_zz1000_71001_barra_liquidity_botG 30.46 31.50 59.45 79.22 50.72 -7.47 -22.36 -20.50 -44.87
6 multin_zz1000_71001_barra_growth_topG 27.61 28.65 56.60 76.37 47.87 -10.32 -25.21 -23.35 -47.72
7 multin_zz1000_71001_barra_earningsyield_botG 26.10 27.13 55.09 74.85 46.35 -11.83 -26.72 -24.86 -49.24
8 multin_zz1000_71001_barra_leverage_topG 14.44 15.48 43.43 63.20 34.70 -23.49 -38.37 -36.51 -60.89
9 multin_zz1000_71001_barra_nonlinearsize_topG 6.69 7.73 35.68 55.44 26.94 -31.24 -46.13 -44.27 -68.64
10 multin_zz1000_71001_barra_leverage_botG 2.87 3.90 31.86 51.62 23.12 -35.06 -49.95 -48.09 -72.47
11 multin_zz1000_71001_barra_btop_topG -1.31 -0.27 27.68 47.45 18.95 -39.24 -54.13 -52.27 -76.64
12 multin_zz1000_71001_barra_btop_botG -4.86 -3.83 24.13 43.89 15.39 -42.79 -57.68 -55.82 -80.20
13 multin_zz1000_71001_barra_growth_botG -8.34 -7.30 20.65 40.42 11.92 -46.27 -61.16 -59.30 -83.67
14 multin_zz1000_71001_barra_earningsyield_topG -12.21 -11.18 16.77 36.54 8.04 -50.15 -65.03 -63.17 -87.55
15 multin_zz1000_71001_barra_size_topG -25.55 -24.52 3.44 23.20 -5.30 -63.48 -78.37 -76.51 -100.89
16 multin_zz1000_71001_barra_momentum_topG -43.15 -42.12 -14.16 5.60 -22.90 -81.08 -95.97 -94.11 -118.49
17 multin_zz1000_71001_barra_liquidity_topG -58.22 -57.18 -29.23 -9.46 -37.96 -96.15 -111.04 -109.17 -133.55
18 multin_zz1000_71001_barra_beta_botG -64.55 -63.52 -35.57 -15.80 -44.30 -102.49 -117.37 -115.51 -139.89
19 multin_zz1000_71001_barra_residualvolatility_topG -107.84 -106.81 -78.86 -59.09 -87.59 -145.78 -160.66 -158.80 -183.18