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_20250210_151536
0 multin_zz1000_71001_barra_beta_topG 171.36 202.83 80.94 275.11 300.17 62.71 -27.06 9.80 2.40
1 multin_zz1000_71001_barra_earningsyield_botG 164.35 195.82 73.93 268.10 293.16 55.70 -34.07 2.79 -4.61
2 multin_zz1000_71001_barra_residualvolatility_topG 160.82 192.29 70.40 264.57 289.63 52.17 -37.60 -0.75 -8.15
3 multin_zz1000_71001_barra_growth_botG 122.51 153.98 32.09 226.26 251.32 13.86 -75.91 -39.06 -46.45
4 multin_zz1000_71001_barra_size_botG 119.93 151.40 29.51 223.68 248.74 11.28 -78.49 -41.63 -49.03
5 multin_zz1000_71001_barra_nonlinearsize_botG 119.93 151.40 29.51 223.68 248.74 11.28 -78.49 -41.63 -49.03
6 multin_zz1000_71001_barra_liquidity_topG 105.93 137.40 15.51 209.68 234.74 -2.72 -92.49 -55.63 -63.03
7 multin_zz1000_71001_barra_btop_botG 91.73 123.20 1.31 195.48 220.54 -16.92 -106.69 -69.84 -77.23
8 multin_zz1000_71001_barra_momentum_botG 91.52 123.00 1.11 195.28 220.34 -17.12 -106.90 -70.04 -77.44
9 multin_zz1000_71001_barra_leverage_botG 89.41 120.88 -1.01 193.16 218.22 -19.24 -109.01 -72.15 -79.55
10 multin_zz1000_71001_barra_momentum_topG 75.43 106.90 -14.99 179.18 204.24 -33.22 -123.00 -86.14 -93.54
11 multin_zz1000_71001_barra_leverage_topG 52.91 84.38 -37.51 156.66 181.72 -55.74 -145.51 -108.65 -116.05
12 multin_zz1000_71001_barra_growth_topG 47.88 79.35 -42.54 151.64 176.70 -60.77 -150.54 -113.68 -121.08
13 multin_zz1000_71001_barra_liquidity_botG 17.90 49.37 -72.52 121.65 146.71 -90.75 -180.52 -143.67 -151.06
14 multin_zz1000_71001_barra_btop_topG 1.05 32.52 -89.37 104.81 129.87 -107.60 -197.37 -160.51 -167.91
15 multin_zz1000_71001_barra_residualvolatility_botG -11.30 20.17 -101.72 92.45 117.51 -119.95 -209.72 -172.87 -180.27
16 multin_zz1000_71001_barra_nonlinearsize_topG -19.79 11.68 -110.21 83.96 109.02 -128.44 -218.21 -181.36 -188.76
17 multin_zz1000_71001_barra_size_topG -70.09 -38.62 -160.51 33.66 58.72 -178.74 -268.51 -231.65 -239.05
18 multin_zz1000_71001_barra_beta_botG -75.33 -43.86 -165.75 28.42 53.48 -183.98 -273.75 -236.89 -244.29
19 multin_zz1000_71001_barra_earningsyield_topG -85.97 -54.50 -176.39 17.78 42.84 -194.62 -284.39 -247.54 -254.93