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_20250120_151519
0 multin_zz1000_71001_barra_nonlinearsize_botG 97.32 111.06 42.52 111.00 162.23 14.07 -188.68 -238.94 -248.87
1 multin_zz1000_71001_barra_size_botG 97.32 111.06 42.52 111.00 162.23 14.07 -188.68 -238.94 -248.87
2 multin_zz1000_71001_barra_liquidity_topG 51.25 65.00 -3.54 64.94 116.16 -32.00 -234.74 -285.00 -294.93
3 multin_zz1000_71001_barra_residualvolatility_topG 41.87 55.62 -12.93 55.55 106.78 -41.38 -244.12 -294.39 -304.31
4 multin_zz1000_71001_barra_momentum_topG 38.92 52.66 -15.88 52.60 103.83 -44.33 -247.08 -297.34 -307.27
5 multin_zz1000_71001_barra_liquidity_botG 37.88 51.63 -16.92 51.56 102.79 -45.37 -248.11 -298.38 -308.30
6 multin_zz1000_71001_barra_growth_botG 35.91 49.65 -18.89 49.59 100.82 -47.34 -250.09 -300.35 -310.28
7 multin_zz1000_71001_barra_beta_topG 31.79 45.53 -23.01 45.47 96.69 -51.47 -254.21 -304.47 -314.40
8 multin_zz1000_71001_barra_growth_topG 29.79 43.54 -25.01 43.47 94.70 -53.46 -256.20 -306.47 -316.39
9 multin_zz1000_71001_barra_leverage_botG 29.52 43.27 -25.27 43.21 94.43 -53.73 -256.47 -306.73 -316.66
10 multin_zz1000_71001_barra_residualvolatility_botG 23.12 36.86 -31.68 36.80 88.03 -60.13 -262.88 -313.14 -323.07
11 multin_zz1000_71001_barra_momentum_botG 12.34 26.09 -42.46 26.02 77.25 -70.91 -273.65 -323.92 -333.84
12 multin_zz1000_71001_barra_btop_botG -3.90 9.84 -58.70 9.78 61.00 -87.16 -289.90 -340.16 -350.09
13 multin_zz1000_71001_barra_leverage_topG -5.72 8.02 -60.52 7.96 59.19 -88.97 -291.72 -341.98 -351.91
14 multin_zz1000_71001_barra_nonlinearsize_topG -8.72 5.03 -63.51 4.97 56.19 -91.97 -294.71 -344.97 -354.90
15 multin_zz1000_71001_barra_btop_topG -12.40 1.35 -67.20 1.28 52.51 -95.65 -298.39 -348.66 -358.58
16 multin_zz1000_71001_barra_earningsyield_botG -18.22 -4.48 -73.02 -4.54 46.69 -101.47 -304.22 -354.48 -364.41
17 multin_zz1000_71001_barra_earningsyield_topG -21.21 -7.47 -76.01 -7.53 43.69 -104.47 -307.21 -357.47 -367.40
18 multin_zz1000_71001_barra_beta_botG -25.04 -11.29 -79.83 -11.36 39.87 -108.29 -311.03 -361.30 -371.22
19 multin_zz1000_71001_barra_size_topG -31.56 -17.82 -86.36 -17.88 33.35 -114.82 -317.56 -367.82 -377.75