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_20250121_151511
0 multin_zz1000_71001_barra_btop_botG 39.28 54.37 71.66 80.00 90.14 140.92 189.67 191.27 251.66
1 multin_zz1000_71001_barra_liquidity_topG 32.59 47.68 64.97 73.31 83.45 134.23 182.97 184.57 244.97
2 multin_zz1000_71001_barra_momentum_topG 15.29 30.38 47.67 56.01 66.14 116.93 165.67 167.27 227.66
3 multin_zz1000_71001_barra_beta_topG 3.12 18.20 35.50 43.84 53.97 104.75 153.50 155.10 215.49
4 multin_zz1000_71001_barra_residualvolatility_topG -10.12 4.97 22.26 30.60 40.73 91.51 140.26 141.86 202.25
5 multin_zz1000_71001_barra_nonlinearsize_topG -15.90 -0.81 16.48 24.83 34.96 85.74 134.49 136.09 196.48
6 multin_zz1000_71001_barra_earningsyield_botG -21.78 -6.69 10.60 18.95 29.08 79.86 128.61 130.21 190.60
7 multin_zz1000_71001_barra_leverage_botG -23.50 -8.42 8.88 17.22 27.35 78.13 126.88 128.48 188.87
8 multin_zz1000_71001_barra_size_topG -25.03 -9.94 7.35 15.69 25.83 76.61 125.36 126.96 187.35
9 multin_zz1000_71001_barra_growth_topG -52.86 -37.78 -20.48 -12.14 -2.01 48.77 97.52 99.12 159.51
10 multin_zz1000_71001_barra_residualvolatility_botG -77.88 -62.80 -45.50 -37.16 -27.03 23.75 72.50 74.10 134.49
11 multin_zz1000_71001_barra_growth_botG -89.00 -73.91 -56.62 -48.28 -38.15 12.63 61.38 62.98 123.37
12 multin_zz1000_71001_barra_liquidity_botG -90.16 -75.07 -57.78 -49.44 -39.30 11.48 60.23 61.82 122.22
13 multin_zz1000_71001_barra_earningsyield_topG -95.38 -80.29 -63.00 -54.66 -44.53 6.26 55.00 56.60 116.99
14 multin_zz1000_71001_barra_beta_botG -98.02 -82.93 -65.64 -57.30 -47.17 3.61 52.36 53.96 114.35
15 multin_zz1000_71001_barra_btop_topG -110.57 -95.49 -78.19 -69.85 -59.72 -8.94 39.81 41.41 101.80
16 multin_zz1000_71001_barra_momentum_botG -113.12 -98.03 -80.74 -72.40 -62.27 -11.49 37.26 38.86 99.25
17 multin_zz1000_71001_barra_leverage_topG -116.88 -101.79 -84.50 -76.16 -66.03 -15.25 33.50 35.10 95.49
18 multin_zz1000_71001_barra_nonlinearsize_botG -143.04 -127.95 -110.66 -102.32 -92.19 -41.40 7.34 8.94 69.33
19 multin_zz1000_71001_barra_size_botG -143.04 -127.95 -110.66 -102.32 -92.19 -41.40 7.34 8.94 69.33