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_20250224_151523
0 multin_zz1000_71001_barra_leverage_topG 86.72 127.04 91.35 130.77 109.62 52.39 -22.39 -20.66 10.74
1 multin_zz1000_71001_barra_btop_topG 77.79 118.11 82.42 121.85 100.69 43.47 -31.31 -29.58 1.82
2 multin_zz1000_71001_barra_nonlinearsize_botG 65.04 105.35 69.66 109.09 87.93 30.71 -44.07 -42.34 -10.94
3 multin_zz1000_71001_barra_size_botG 65.04 105.35 69.66 109.09 87.93 30.71 -44.07 -42.34 -10.94
4 multin_zz1000_71001_barra_liquidity_botG 41.86 82.18 46.49 85.92 64.76 7.54 -67.24 -65.51 -34.11
5 multin_zz1000_71001_barra_earningsyield_topG 40.83 81.15 45.45 84.88 63.73 6.50 -68.28 -66.55 -35.15
6 multin_zz1000_71001_barra_growth_botG 39.03 79.35 43.66 83.09 61.93 4.71 -70.07 -68.34 -36.94
7 multin_zz1000_71001_barra_residualvolatility_botG 21.70 62.02 26.33 65.76 44.60 -12.62 -87.40 -85.67 -54.27
8 multin_zz1000_71001_barra_beta_botG 14.13 54.45 18.76 58.19 37.03 -20.19 -94.97 -93.24 -61.84
9 multin_zz1000_71001_barra_growth_topG 9.98 50.30 14.60 54.03 32.87 -24.35 -99.13 -97.40 -66.00
10 multin_zz1000_71001_barra_momentum_botG 5.85 46.17 10.48 49.90 28.75 -28.48 -103.26 -101.53 -70.13
11 multin_zz1000_71001_barra_nonlinearsize_topG -21.72 18.60 -17.09 22.34 1.18 -56.04 -130.82 -129.09 -97.69
12 multin_zz1000_71001_barra_leverage_botG -28.77 11.55 -24.14 15.28 -5.87 -63.10 -137.88 -136.14 -104.75
13 multin_zz1000_71001_barra_momentum_topG -31.13 9.19 -26.50 12.92 -8.23 -65.46 -140.24 -138.50 -107.10
14 multin_zz1000_71001_barra_liquidity_topG -32.84 7.48 -28.21 11.22 -9.94 -67.16 -141.94 -140.21 -108.81
15 multin_zz1000_71001_barra_beta_topG -34.56 5.76 -29.94 9.49 -11.66 -68.89 -143.67 -141.94 -110.54
16 multin_zz1000_71001_barra_earningsyield_botG -37.14 3.18 -32.51 6.92 -14.24 -71.46 -146.24 -144.51 -113.11
17 multin_zz1000_71001_barra_size_topG -39.41 0.91 -34.78 4.64 -16.51 -73.74 -148.52 -146.79 -115.39
18 multin_zz1000_71001_barra_residualvolatility_topG -67.14 -26.82 -62.51 -23.09 -44.24 -101.47 -176.25 -174.52 -143.12
19 multin_zz1000_71001_barra_btop_botG -76.49 -36.17 -71.86 -32.44 -53.59 -110.82 -185.60 -183.86 -152.47