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_20250226_154951
0 multin_zz1000_71001_barra_btop_topG 35.69 54.48 21.48 87.18 152.59 26.54 3.26 -22.65 -21.69
1 multin_zz1000_71001_barra_momentum_botG 25.72 44.51 11.51 77.21 142.62 16.57 -6.71 -32.62 -31.66
2 multin_zz1000_71001_barra_earningsyield_botG 25.54 44.32 11.32 77.03 142.44 16.39 -6.89 -32.81 -31.85
3 multin_zz1000_71001_barra_residualvolatility_botG 22.08 40.86 7.86 73.57 138.98 12.93 -10.35 -36.27 -35.31
4 multin_zz1000_71001_barra_growth_botG 17.57 36.36 3.36 69.06 134.47 8.42 -14.86 -40.78 -39.81
5 multin_zz1000_71001_barra_leverage_topG 15.89 34.67 1.67 67.38 132.79 6.74 -16.54 -42.46 -41.50
6 multin_zz1000_71001_barra_beta_topG 15.08 33.86 0.86 66.57 131.97 5.92 -17.36 -43.27 -42.31
7 multin_zz1000_71001_barra_liquidity_botG 10.65 29.43 -3.57 62.14 127.55 1.50 -21.78 -47.70 -46.74
8 multin_zz1000_71001_barra_earningsyield_topG 7.62 26.40 -6.60 59.11 124.52 -1.53 -24.81 -50.73 -49.77
9 multin_zz1000_71001_barra_nonlinearsize_topG 7.19 25.97 -7.03 58.68 124.09 -1.97 -25.25 -51.16 -50.20
10 multin_zz1000_71001_barra_growth_topG 6.99 25.78 -7.22 58.48 123.89 -2.16 -25.44 -51.36 -50.39
11 multin_zz1000_71001_barra_btop_botG -1.79 17.00 -16.00 49.70 115.11 -10.94 -34.22 -60.13 -59.17
12 multin_zz1000_71001_barra_liquidity_topG -2.03 16.75 -16.25 49.46 114.87 -11.18 -34.46 -60.38 -59.42
13 multin_zz1000_71001_barra_leverage_botG -11.37 7.41 -25.59 40.12 105.53 -20.52 -43.80 -69.72 -68.76
14 multin_zz1000_71001_barra_size_botG -12.69 6.10 -26.90 38.80 104.21 -21.84 -45.12 -71.04 -70.07
15 multin_zz1000_71001_barra_nonlinearsize_botG -12.69 6.10 -26.90 38.80 104.21 -21.84 -45.12 -71.04 -70.07
16 multin_zz1000_71001_barra_residualvolatility_topG -17.85 0.93 -32.07 33.64 99.05 -27.01 -50.29 -76.20 -75.24
17 multin_zz1000_71001_barra_momentum_topG -23.09 -4.31 -37.30 28.40 93.81 -32.24 -55.52 -81.44 -80.47
18 multin_zz1000_71001_barra_size_topG -29.84 -11.05 -44.05 21.65 87.06 -38.99 -62.27 -88.18 -87.22
19 multin_zz1000_71001_barra_beta_botG -34.51 -15.73 -48.73 16.98 82.39 -43.67 -66.94 -92.86 -91.90