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_20250220_151512
0 multin_zz1000_71001_barra_momentum_topG 55.43 104.78 6.25 158.43 130.85 11.85 -111.08 -97.06 19.29
1 multin_zz1000_71001_barra_beta_topG 48.75 98.11 -0.43 151.76 124.17 5.17 -117.75 -103.74 12.61
2 multin_zz1000_71001_barra_leverage_botG 40.48 89.84 -8.70 143.49 115.90 -3.10 -126.02 -112.00 4.34
3 multin_zz1000_71001_barra_nonlinearsize_botG 39.13 88.49 -10.05 142.14 114.55 -4.45 -127.37 -113.35 2.99
4 multin_zz1000_71001_barra_size_botG 39.13 88.49 -10.05 142.14 114.55 -4.45 -127.37 -113.35 2.99
5 multin_zz1000_71001_barra_liquidity_topG 38.29 87.64 -10.89 141.29 113.71 -5.29 -128.22 -114.20 2.15
6 multin_zz1000_71001_barra_liquidity_botG 23.48 72.84 -25.70 126.49 98.90 -20.10 -143.02 -129.00 -12.66
7 multin_zz1000_71001_barra_growth_topG 20.45 69.81 -28.73 123.46 95.87 -23.13 -146.06 -132.04 -15.69
8 multin_zz1000_71001_barra_residualvolatility_botG 19.30 68.65 -29.89 122.30 94.72 -24.29 -147.21 -133.19 -16.84
9 multin_zz1000_71001_barra_earningsyield_botG 15.97 65.32 -33.22 118.97 91.39 -27.61 -150.54 -136.52 -20.17
10 multin_zz1000_71001_barra_btop_botG 15.75 65.10 -33.44 118.75 91.17 -27.84 -150.76 -136.74 -20.39
11 multin_zz1000_71001_barra_residualvolatility_topG 9.62 58.98 -39.56 112.63 85.04 -33.96 -156.88 -142.87 -26.52
12 multin_zz1000_71001_barra_growth_botG 8.13 57.48 -41.05 111.13 83.55 -35.45 -158.38 -144.36 -28.01
13 multin_zz1000_71001_barra_momentum_botG 2.85 52.21 -46.33 105.86 78.28 -40.73 -163.65 -149.63 -33.28
14 multin_zz1000_71001_barra_nonlinearsize_topG -15.41 33.95 -64.59 87.60 60.01 -58.99 -181.91 -167.89 -51.55
15 multin_zz1000_71001_barra_earningsyield_topG -58.76 -9.40 -107.94 44.25 16.66 -102.34 -225.27 -211.25 -94.90
16 multin_zz1000_71001_barra_beta_botG -59.82 -10.47 -109.01 43.18 15.60 -103.41 -226.33 -212.31 -95.96
17 multin_zz1000_71001_barra_leverage_topG -65.50 -16.15 -114.68 37.50 9.92 -109.08 -232.01 -217.99 -101.64
18 multin_zz1000_71001_barra_size_topG -70.06 -20.70 -119.24 32.95 5.37 -113.64 -236.56 -222.54 -106.19
19 multin_zz1000_71001_barra_btop_topG -87.18 -37.83 -136.37 15.82 -11.76 -130.77 -253.69 -239.67 -123.32