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_20250212_151527
0 multin_zz1000_71001_barra_beta_topG 37.57 49.75 61.51 96.58 189.67 135.06 111.53 124.73 127.44
1 multin_zz1000_71001_barra_liquidity_topG 35.42 47.60 59.36 94.42 187.52 132.91 109.38 122.58 125.29
2 multin_zz1000_71001_barra_residualvolatility_topG 28.97 41.15 52.91 87.97 181.07 126.46 102.93 116.13 118.84
3 multin_zz1000_71001_barra_momentum_topG 23.27 35.45 47.21 82.27 175.37 120.76 97.23 110.42 113.13
4 multin_zz1000_71001_barra_earningsyield_botG 14.04 26.22 37.98 73.04 166.14 111.53 88.00 101.20 103.91
5 multin_zz1000_71001_barra_btop_botG 8.04 20.22 31.98 67.05 160.14 105.53 82.00 95.20 97.91
6 multin_zz1000_71001_barra_growth_topG -5.59 6.59 18.35 53.42 146.51 91.90 68.37 81.57 84.28
7 multin_zz1000_71001_barra_nonlinearsize_topG -12.42 -0.24 11.52 46.59 139.68 85.07 61.54 74.74 77.45
8 multin_zz1000_71001_barra_size_topG -36.88 -24.69 -12.94 22.13 115.22 60.62 37.09 50.28 52.99
9 multin_zz1000_71001_barra_growth_botG -47.11 -34.93 -23.17 11.89 104.99 50.38 26.85 40.05 42.76
10 multin_zz1000_71001_barra_leverage_botG -47.69 -35.51 -23.75 11.32 104.41 49.80 26.27 39.47 42.18
11 multin_zz1000_71001_barra_leverage_topG -47.75 -35.57 -23.81 11.25 104.35 49.74 26.21 39.41 42.12
12 multin_zz1000_71001_barra_momentum_botG -51.78 -39.60 -27.84 7.23 100.32 45.72 22.19 35.38 38.09
13 multin_zz1000_71001_barra_btop_topG -70.13 -57.95 -46.19 -11.13 81.97 27.36 3.83 17.03 19.74
14 multin_zz1000_71001_barra_residualvolatility_botG -89.08 -76.90 -65.14 -30.08 63.02 8.41 -15.12 -1.93 0.78
15 multin_zz1000_71001_barra_liquidity_botG -104.37 -92.19 -80.43 -45.36 47.73 -6.87 -30.40 -17.21 -14.50
16 multin_zz1000_71001_barra_size_botG -108.90 -96.72 -84.96 -49.90 43.20 -11.41 -34.94 -21.74 -19.03
17 multin_zz1000_71001_barra_nonlinearsize_botG -108.90 -96.72 -84.96 -49.90 43.20 -11.41 -34.94 -21.74 -19.03
18 multin_zz1000_71001_barra_earningsyield_topG -123.29 -111.11 -99.36 -64.29 28.81 -25.80 -49.33 -36.14 -33.43
19 multin_zz1000_71001_barra_beta_botG -141.79 -129.60 -117.85 -82.78 10.31 -44.29 -67.82 -54.63 -51.92