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_20250227_155907
0 multin_zz1000_71001_barra_beta_botG 70.97 78.54 60.46 19.46 37.46 44.43 120.96 105.96 119.83
1 multin_zz1000_71001_barra_liquidity_botG 48.18 55.75 37.67 -3.34 14.67 21.64 98.17 83.17 97.04
2 multin_zz1000_71001_barra_earningsyield_topG 47.05 54.61 36.53 -4.47 13.53 20.50 97.03 82.03 95.90
3 multin_zz1000_71001_barra_leverage_topG 31.75 39.31 21.23 -19.77 -1.76 5.21 81.73 66.74 80.60
4 multin_zz1000_71001_barra_growth_botG 31.51 39.08 21.00 -20.00 -2.00 4.97 81.50 66.50 80.37
5 multin_zz1000_71001_barra_btop_topG 29.23 36.79 18.71 -22.29 -4.28 2.69 79.21 64.22 78.08
6 multin_zz1000_71001_barra_leverage_botG 19.89 27.46 9.38 -31.63 -13.62 -6.65 69.88 54.88 68.74
7 multin_zz1000_71001_barra_nonlinearsize_botG 17.74 25.30 7.23 -33.78 -15.77 -8.80 67.73 52.73 66.59
8 multin_zz1000_71001_barra_size_botG 17.74 25.30 7.23 -33.78 -15.77 -8.80 67.73 52.73 66.59
9 multin_zz1000_71001_barra_residualvolatility_topG 15.23 22.79 4.71 -36.29 -18.28 -11.31 65.22 50.22 64.08
10 multin_zz1000_71001_barra_size_topG 13.26 20.83 2.75 -38.25 -20.25 -13.28 63.25 48.25 62.12
11 multin_zz1000_71001_barra_momentum_topG 12.66 20.22 2.14 -38.86 -20.85 -13.88 62.65 47.65 61.51
12 multin_zz1000_71001_barra_residualvolatility_botG 2.64 10.20 -7.88 -48.88 -30.88 -23.90 52.62 37.62 51.49
13 multin_zz1000_71001_barra_nonlinearsize_topG -0.69 6.87 -11.21 -52.21 -34.20 -27.23 49.29 34.30 48.16
14 multin_zz1000_71001_barra_growth_topG -1.42 6.15 -11.93 -52.93 -34.93 -27.96 48.57 33.57 47.44
15 multin_zz1000_71001_barra_momentum_botG -2.46 5.10 -12.97 -53.98 -35.97 -29.00 47.53 32.53 46.39
16 multin_zz1000_71001_barra_earningsyield_botG -21.57 -14.00 -32.08 -73.09 -55.08 -48.11 28.42 13.42 27.29
17 multin_zz1000_71001_barra_liquidity_topG -22.95 -15.39 -33.47 -74.47 -56.47 -49.50 27.03 12.03 25.90
18 multin_zz1000_71001_barra_btop_botG -28.46 -20.89 -38.97 -79.98 -61.97 -55.00 21.53 6.53 20.40
19 multin_zz1000_71001_barra_beta_topG -59.73 -52.17 -70.25 -111.25 -93.24 -86.27 -9.74 -24.74 -10.88