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_20250307_151508
0 multin_zz1000_71001_barra_earningsyield_topG 52.82 65.20 10.50 38.35 10.50 36.46 -89.24 -90.73 -58.91
1 multin_zz1000_71001_barra_beta_botG 48.80 61.18 6.47 34.32 6.47 32.44 -93.27 -94.75 -62.94
2 multin_zz1000_71001_barra_residualvolatility_botG 45.86 58.24 3.53 31.38 3.53 29.50 -96.20 -97.69 -65.88
3 multin_zz1000_71001_barra_nonlinearsize_botG 35.44 47.82 -6.88 20.97 -6.88 19.08 -106.62 -108.11 -76.29
4 multin_zz1000_71001_barra_size_botG 35.44 47.82 -6.88 20.97 -6.88 19.08 -106.62 -108.11 -76.29
5 multin_zz1000_71001_barra_liquidity_botG 25.34 37.72 -16.99 10.87 -16.99 8.98 -116.72 -118.21 -86.39
6 multin_zz1000_71001_barra_growth_topG 9.13 21.51 -33.19 -5.34 -33.19 -7.22 -132.93 -134.42 -102.60
7 multin_zz1000_71001_barra_nonlinearsize_topG 6.40 18.78 -35.93 -8.07 -35.93 -9.96 -135.66 -137.15 -105.34
8 multin_zz1000_71001_barra_size_topG 0.87 13.25 -41.46 -13.60 -41.46 -15.49 -141.19 -142.68 -110.87
9 multin_zz1000_71001_barra_btop_topG -9.23 3.15 -51.56 -23.70 -51.56 -25.59 -151.29 -152.78 -120.96
10 multin_zz1000_71001_barra_momentum_topG -10.55 1.83 -52.87 -25.02 -52.88 -26.91 -152.61 -154.10 -122.28
11 multin_zz1000_71001_barra_leverage_topG -15.69 -3.31 -58.02 -30.17 -58.02 -32.05 -157.76 -159.24 -127.43
12 multin_zz1000_71001_barra_growth_botG -22.31 -9.93 -64.64 -36.78 -64.64 -38.67 -164.37 -165.86 -134.04
13 multin_zz1000_71001_barra_beta_topG -25.30 -12.92 -67.62 -39.77 -67.62 -41.65 -167.36 -168.85 -137.03
14 multin_zz1000_71001_barra_momentum_botG -28.93 -16.55 -71.26 -43.41 -71.26 -45.29 -171.00 -172.48 -140.67
15 multin_zz1000_71001_barra_earningsyield_botG -32.41 -20.03 -74.73 -46.88 -74.73 -48.76 -174.47 -175.96 -144.14
16 multin_zz1000_71001_barra_leverage_botG -35.91 -23.54 -78.24 -50.39 -78.24 -52.27 -177.98 -179.47 -147.65
17 multin_zz1000_71001_barra_btop_botG -46.23 -33.85 -88.56 -60.70 -88.56 -62.59 -188.29 -189.78 -157.96
18 multin_zz1000_71001_barra_liquidity_topG -75.93 -63.55 -118.26 -90.40 -118.26 -92.29 -217.99 -219.48 -187.66
19 multin_zz1000_71001_barra_residualvolatility_topG -77.36 -64.99 -119.69 -91.84 -119.69 -93.72 -219.43 -220.92 -189.10