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_20250115_151530
0 multin_zz1000_71001_barra_momentum_topG 61.83 90.05 31.10 64.69 2.53 46.02 85.11 102.18 127.03
1 multin_zz1000_71001_barra_liquidity_topG 49.45 77.67 18.72 52.31 -9.85 33.64 72.73 89.79 114.64
2 multin_zz1000_71001_barra_size_botG 48.70 76.92 17.96 51.56 -10.60 32.88 71.97 89.04 113.89
3 multin_zz1000_71001_barra_nonlinearsize_botG 48.70 76.92 17.96 51.56 -10.60 32.88 71.97 89.04 113.89
4 multin_zz1000_71001_barra_beta_botG 47.21 75.43 16.47 50.07 -12.09 31.39 70.48 87.55 112.40
5 multin_zz1000_71001_barra_residualvolatility_topG 45.01 73.23 14.28 47.88 -14.28 29.20 68.29 85.36 110.21
6 multin_zz1000_71001_barra_earningsyield_topG 41.06 69.28 10.33 43.92 -18.24 25.25 64.34 81.41 106.26
7 multin_zz1000_71001_barra_btop_topG 40.35 68.57 9.61 43.21 -18.95 24.53 63.62 80.69 105.54
8 multin_zz1000_71001_barra_liquidity_botG 30.95 59.17 0.22 33.81 -28.35 15.14 54.23 71.30 96.14
9 multin_zz1000_71001_barra_leverage_topG 28.88 57.11 -1.85 31.75 -30.41 13.07 52.16 69.23 94.08
10 multin_zz1000_71001_barra_growth_botG 28.77 57.00 -1.96 31.64 -30.52 12.96 52.05 69.12 93.97
11 multin_zz1000_71001_barra_residualvolatility_botG 15.44 43.66 -15.29 18.31 -43.85 -0.37 38.72 55.79 80.64
12 multin_zz1000_71001_barra_earningsyield_botG 9.42 37.64 -21.31 12.28 -49.88 -6.39 32.70 49.77 74.61
13 multin_zz1000_71001_barra_leverage_botG 5.22 33.44 -25.52 8.08 -54.08 -10.60 28.49 45.56 70.41
14 multin_zz1000_71001_barra_btop_botG 2.07 30.29 -28.66 4.93 -57.23 -13.74 25.35 42.41 67.26
15 multin_zz1000_71001_barra_nonlinearsize_topG 0.85 29.07 -29.89 3.71 -58.45 -14.97 24.12 41.19 66.04
16 multin_zz1000_71001_barra_momentum_botG -5.83 22.39 -36.57 -2.97 -65.13 -21.65 17.44 34.51 59.36
17 multin_zz1000_71001_barra_growth_topG -5.99 22.23 -36.73 -3.13 -65.29 -21.81 17.28 34.35 59.20
18 multin_zz1000_71001_barra_beta_topG -13.06 15.16 -43.80 -10.20 -72.36 -28.88 10.22 27.28 52.13
19 multin_zz1000_71001_barra_size_topG -14.28 13.94 -45.02 -11.42 -73.58 -30.10 9.00 26.06 50.91