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_20250214_151505
0 multin_zz1000_71001_barra_momentum_botG 49.28 24.96 123.62 23.97 108.64 70.89 40.38 -33.34 -2.03
1 multin_zz1000_71001_barra_beta_topG 44.16 19.85 118.50 18.86 103.53 65.77 35.27 -38.45 -7.14
2 multin_zz1000_71001_barra_leverage_botG 6.27 -18.05 80.61 -19.04 65.63 27.88 -2.63 -76.34 -45.03
3 multin_zz1000_71001_barra_size_topG 2.00 -22.32 76.34 -23.31 61.36 23.61 -6.90 -80.61 -49.30
4 multin_zz1000_71001_barra_residualvolatility_botG 1.68 -22.63 76.02 -23.63 61.05 23.29 -7.21 -80.93 -49.62
5 multin_zz1000_71001_barra_nonlinearsize_topG -14.27 -38.58 60.07 -39.57 45.10 7.34 -23.16 -96.88 -65.57
6 multin_zz1000_71001_barra_growth_topG -18.52 -42.84 55.82 -43.83 40.85 3.09 -27.42 -101.13 -69.82
7 multin_zz1000_71001_barra_earningsyield_botG -22.18 -46.50 52.16 -47.49 37.18 -0.57 -31.08 -104.80 -73.49
8 multin_zz1000_71001_barra_liquidity_botG -24.50 -48.81 49.84 -49.80 34.87 -2.88 -33.39 -107.11 -75.80
9 multin_zz1000_71001_barra_btop_botG -26.14 -50.45 48.20 -51.45 33.23 -4.53 -35.04 -108.75 -77.44
10 multin_zz1000_71001_barra_size_botG -38.97 -63.28 35.38 -64.27 20.40 -17.35 -47.86 -121.58 -90.27
11 multin_zz1000_71001_barra_nonlinearsize_botG -38.97 -63.28 35.38 -64.27 20.40 -17.35 -47.86 -121.58 -90.27
12 multin_zz1000_71001_barra_earningsyield_topG -46.67 -70.99 27.67 -71.98 12.70 -25.06 -55.57 -129.28 -97.97
13 multin_zz1000_71001_barra_growth_botG -54.14 -78.46 20.20 -79.45 5.23 -32.53 -63.04 -136.75 -105.44
14 multin_zz1000_71001_barra_beta_botG -89.40 -113.72 -15.06 -114.71 -30.04 -67.79 -98.30 -172.01 -140.70
15 multin_zz1000_71001_barra_leverage_topG -91.76 -116.07 -17.42 -117.07 -32.39 -70.15 -100.66 -174.37 -143.06
16 multin_zz1000_71001_barra_liquidity_topG -94.43 -118.74 -20.09 -119.73 -35.06 -72.82 -103.32 -177.04 -145.73
17 multin_zz1000_71001_barra_btop_topG -97.64 -121.95 -23.30 -122.95 -38.27 -76.03 -106.54 -180.25 -148.94
18 multin_zz1000_71001_barra_residualvolatility_topG -145.60 -169.92 -71.26 -170.91 -86.23 -123.99 -154.50 -228.21 -196.90
19 multin_zz1000_71001_barra_momentum_topG -153.85 -178.17 -79.51 -179.16 -94.49 -132.24 -162.75 -236.46 -205.15