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_20250207_151525
0 multin_zz1000_71001_barra_residualvolatility_topG 27.48 28.38 29.05 49.01 178.34 74.18 46.59 45.34 61.54
1 multin_zz1000_71001_barra_leverage_topG 23.43 24.33 25.00 44.96 174.29 70.13 42.54 41.29 57.49
2 multin_zz1000_71001_barra_momentum_topG 19.60 20.49 21.17 41.13 170.46 66.30 38.71 37.46 53.65
3 multin_zz1000_71001_barra_earningsyield_botG 18.80 19.70 20.37 40.34 169.66 65.50 37.91 36.67 52.86
4 multin_zz1000_71001_barra_momentum_botG 14.85 15.74 16.42 36.38 165.70 61.54 33.96 32.71 48.90
5 multin_zz1000_71001_barra_beta_topG 13.57 14.47 15.14 35.11 164.43 60.27 32.68 31.44 47.63
6 multin_zz1000_71001_barra_btop_topG 12.28 13.18 13.85 33.82 163.14 58.98 31.39 30.15 46.34
7 multin_zz1000_71001_barra_liquidity_topG 9.04 9.93 10.61 30.57 159.90 55.74 28.15 26.90 43.09
8 multin_zz1000_71001_barra_nonlinearsize_topG -0.50 0.39 1.07 21.03 150.36 46.20 18.61 17.36 33.55
9 multin_zz1000_71001_barra_btop_botG -2.45 -1.55 -0.88 19.08 148.41 44.25 16.66 15.41 31.61
10 multin_zz1000_71001_barra_growth_botG -2.86 -1.96 -1.29 18.68 148.00 43.84 16.25 15.01 31.20
11 multin_zz1000_71001_barra_size_topG -16.50 -15.60 -14.93 5.03 134.36 30.20 2.61 1.36 17.56
12 multin_zz1000_71001_barra_growth_topG -27.97 -27.07 -26.39 -6.43 122.89 18.73 -8.85 -10.10 6.09
13 multin_zz1000_71001_barra_leverage_botG -29.52 -28.62 -27.95 -7.99 121.34 17.18 -10.41 -11.66 4.54
14 multin_zz1000_71001_barra_residualvolatility_botG -31.47 -30.57 -29.90 -9.94 119.39 15.23 -12.36 -13.61 2.59
15 multin_zz1000_71001_barra_earningsyield_topG -39.19 -38.29 -37.62 -17.66 111.67 7.51 -20.08 -21.33 -5.13
16 multin_zz1000_71001_barra_size_botG -52.69 -51.79 -51.12 -31.16 98.17 -5.99 -33.58 -34.83 -18.63
17 multin_zz1000_71001_barra_nonlinearsize_botG -52.69 -51.79 -51.12 -31.16 98.17 -5.99 -33.58 -34.83 -18.63
18 multin_zz1000_71001_barra_liquidity_botG -57.02 -56.12 -55.45 -35.49 93.84 -10.32 -37.91 -39.16 -22.96
19 multin_zz1000_71001_barra_beta_botG -75.15 -74.26 -73.58 -53.62 75.71 -28.45 -56.04 -57.29 -41.10