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_20250211_175923
0 multin_zz1000_71001_barra_residualvolatility_topG 54.44 72.49 49.34 68.45 21.91 39.74 59.88 63.74 46.03
1 multin_zz1000_71001_barra_liquidity_topG 40.59 58.64 35.49 54.60 8.06 25.89 46.03 49.89 32.18
2 multin_zz1000_71001_barra_beta_botG 35.33 53.38 30.22 49.34 2.80 20.63 40.76 44.63 26.92
3 multin_zz1000_71001_barra_earningsyield_topG 16.92 34.96 11.81 30.93 -15.62 2.22 22.35 26.22 8.50
4 multin_zz1000_71001_barra_liquidity_botG 13.84 31.88 8.73 27.85 -18.70 -0.86 19.27 23.14 5.42
5 multin_zz1000_71001_barra_momentum_topG 13.77 31.81 8.66 27.77 -18.77 -0.94 19.20 23.06 5.35
6 multin_zz1000_71001_barra_nonlinearsize_botG 9.18 27.22 4.07 23.18 -23.36 -5.53 14.61 18.47 0.76
7 multin_zz1000_71001_barra_size_botG 9.18 27.22 4.07 23.18 -23.36 -5.53 14.61 18.47 0.76
8 multin_zz1000_71001_barra_btop_botG -5.77 12.27 -10.88 8.24 -38.31 -20.47 -0.34 3.53 -14.19
9 multin_zz1000_71001_barra_nonlinearsize_topG -9.03 9.02 -14.13 4.98 -41.56 -23.73 -3.59 0.27 -17.44
10 multin_zz1000_71001_barra_growth_botG -9.27 8.78 -14.38 4.74 -41.80 -23.97 -3.84 0.03 -17.68
11 multin_zz1000_71001_barra_btop_topG -16.76 1.29 -21.86 -2.75 -49.29 -31.46 -11.32 -7.46 -25.17
12 multin_zz1000_71001_barra_size_topG -20.01 -1.97 -25.12 -6.01 -52.55 -34.72 -14.58 -10.71 -28.43
13 multin_zz1000_71001_barra_residualvolatility_botG -21.80 -3.76 -26.91 -7.79 -54.34 -36.50 -16.37 -12.50 -30.22
14 multin_zz1000_71001_barra_growth_topG -32.31 -14.26 -37.42 -18.30 -64.85 -47.01 -26.88 -23.01 -40.72
15 multin_zz1000_71001_barra_leverage_topG -35.61 -17.57 -40.72 -21.61 -68.15 -50.32 -30.18 -26.32 -44.03
16 multin_zz1000_71001_barra_leverage_botG -37.48 -19.44 -42.59 -23.48 -70.02 -52.19 -32.05 -28.19 -45.90
17 multin_zz1000_71001_barra_beta_topG -41.01 -22.97 -46.12 -27.01 -73.55 -55.72 -35.58 -31.72 -49.43
18 multin_zz1000_71001_barra_earningsyield_botG -43.81 -25.77 -48.92 -29.80 -76.35 -58.51 -38.38 -34.51 -52.23
19 multin_zz1000_71001_barra_momentum_botG -53.78 -35.73 -58.89 -39.77 -86.31 -68.48 -48.35 -44.48 -62.19