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_20250117_151539
0 multin_zz1000_71001_barra_nonlinearsize_topG -6.70 -15.58 72.45 27.09 62.95 68.89 73.32 77.10 104.93
1 multin_zz1000_71001_barra_size_topG -8.97 -17.84 70.19 24.82 60.68 66.62 71.05 74.84 102.67
2 multin_zz1000_71001_barra_residualvolatility_botG -12.18 -21.05 66.98 21.61 57.47 63.41 67.84 71.63 99.45
3 multin_zz1000_71001_barra_growth_topG -24.44 -33.31 54.72 9.35 45.21 51.15 55.58 59.37 87.20
4 multin_zz1000_71001_barra_btop_botG -32.13 -41.00 47.03 1.66 37.52 43.46 47.89 51.68 79.51
5 multin_zz1000_71001_barra_liquidity_botG -35.40 -44.27 43.76 -1.61 34.25 40.19 44.62 48.41 76.24
6 multin_zz1000_71001_barra_leverage_botG -36.34 -45.21 42.82 -2.55 33.31 39.25 43.68 47.47 75.30
7 multin_zz1000_71001_barra_earningsyield_topG -37.87 -46.75 41.28 -4.08 31.78 37.72 42.15 45.93 73.76
8 multin_zz1000_71001_barra_momentum_botG -38.92 -47.79 40.24 -5.13 30.73 36.67 41.10 44.89 72.72
9 multin_zz1000_71001_barra_beta_botG -46.47 -55.35 32.69 -12.68 23.18 29.12 33.55 37.33 65.16
10 multin_zz1000_71001_barra_earningsyield_botG -58.46 -67.34 20.70 -24.67 11.19 17.13 21.56 25.34 53.17
11 multin_zz1000_71001_barra_beta_topG -66.14 -75.01 13.02 -32.35 3.51 9.45 13.88 17.67 45.50
12 multin_zz1000_71001_barra_btop_topG -76.35 -85.22 2.81 -42.56 -6.70 -0.76 3.67 7.46 35.29
13 multin_zz1000_71001_barra_leverage_topG -86.00 -94.88 -6.84 -52.21 -16.35 -10.41 -5.98 -2.20 25.63
14 multin_zz1000_71001_barra_growth_botG -97.44 -106.31 -18.28 -63.65 -27.79 -21.85 -17.42 -13.63 14.20
15 multin_zz1000_71001_barra_size_botG -101.73 -110.60 -22.57 -67.94 -32.08 -26.14 -21.71 -17.92 9.90
16 multin_zz1000_71001_barra_nonlinearsize_botG -101.73 -110.60 -22.57 -67.94 -32.08 -26.14 -21.71 -17.92 9.90
17 multin_zz1000_71001_barra_momentum_topG -126.94 -135.82 -47.78 -93.15 -57.29 -51.35 -46.92 -43.14 -15.31
18 multin_zz1000_71001_barra_liquidity_topG -128.53 -137.40 -49.37 -94.74 -58.88 -52.94 -48.51 -44.72 -16.89
19 multin_zz1000_71001_barra_residualvolatility_topG -175.80 -184.68 -96.64 -142.01 -106.15 -100.21 -95.78 -91.99 -64.17