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_20250225_151653
0 multin_zz1000_71001_barra_beta_topG 59.20 120.53 26.38 125.02 13.58 45.77 27.35 54.84 123.12
1 multin_zz1000_71001_barra_earningsyield_botG 40.25 101.59 7.43 106.08 -5.36 26.83 8.40 35.89 104.17
2 multin_zz1000_71001_barra_residualvolatility_topG 29.43 90.77 -3.39 95.26 -16.18 16.01 -2.42 25.07 93.36
3 multin_zz1000_71001_barra_growth_botG 23.63 84.97 -9.19 89.46 -21.99 10.21 -8.22 19.27 87.55
4 multin_zz1000_71001_barra_momentum_topG 21.13 82.47 -11.69 86.96 -24.48 7.71 -10.72 16.77 85.06
5 multin_zz1000_71001_barra_residualvolatility_botG 18.63 79.96 -14.19 84.45 -26.99 5.20 -13.22 14.27 82.55
6 multin_zz1000_71001_barra_leverage_botG 17.46 78.79 -15.36 83.28 -28.16 4.03 -14.39 13.10 81.38
7 multin_zz1000_71001_barra_btop_botG 16.04 77.38 -16.78 81.87 -29.57 2.62 -15.81 11.68 79.96
8 multin_zz1000_71001_barra_growth_topG 9.92 71.25 -22.90 75.74 -35.70 -3.51 -21.94 5.56 73.84
9 multin_zz1000_71001_barra_nonlinearsize_botG 8.30 69.64 -24.52 74.13 -37.31 -5.12 -23.55 3.94 72.23
10 multin_zz1000_71001_barra_size_botG 8.30 69.64 -24.52 74.13 -37.31 -5.12 -23.55 3.94 72.23
11 multin_zz1000_71001_barra_liquidity_topG 7.78 69.11 -25.04 73.60 -37.84 -5.65 -24.07 3.42 71.70
12 multin_zz1000_71001_barra_momentum_botG 5.90 67.23 -26.92 71.72 -39.72 -7.53 -25.95 1.54 69.82
13 multin_zz1000_71001_barra_leverage_topG -9.70 51.64 -42.52 56.13 -55.31 -23.12 -41.55 -14.06 54.23
14 multin_zz1000_71001_barra_liquidity_botG -16.73 44.61 -49.55 49.10 -62.35 -30.15 -48.58 -21.09 47.19
15 multin_zz1000_71001_barra_nonlinearsize_topG -26.55 34.78 -59.37 39.27 -72.17 -39.98 -58.41 -30.92 37.37
16 multin_zz1000_71001_barra_btop_topG -32.84 28.50 -65.66 32.99 -78.45 -46.26 -64.69 -37.20 31.08
17 multin_zz1000_71001_barra_earningsyield_topG -37.61 23.72 -70.43 28.21 -83.23 -51.04 -69.46 -41.97 26.31
18 multin_zz1000_71001_barra_beta_botG -43.24 18.09 -76.06 22.58 -88.86 -56.67 -75.10 -47.61 20.68
19 multin_zz1000_71001_barra_size_topG -46.13 15.20 -78.95 19.69 -91.75 -59.56 -77.99 -50.50 17.79