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_20250310_151555
0 multin_zz1000_71001_barra_nonlinearsize_botG 170.39 192.00 193.45 226.98 193.45 71.12 -196.12 -274.23 -149.72
1 multin_zz1000_71001_barra_size_botG 170.39 192.00 193.45 226.98 193.45 71.12 -196.12 -274.23 -149.72
2 multin_zz1000_71001_barra_momentum_botG 107.82 129.44 130.88 164.42 130.88 8.55 -258.69 -336.79 -212.29
3 multin_zz1000_71001_barra_liquidity_botG 80.08 101.70 103.14 136.68 103.14 -19.19 -286.43 -364.53 -240.03
4 multin_zz1000_71001_barra_residualvolatility_botG 74.52 96.13 97.58 131.11 97.58 -24.75 -291.99 -370.10 -245.59
5 multin_zz1000_71001_barra_growth_topG 53.09 74.71 76.15 109.69 76.15 -46.18 -313.42 -391.52 -267.02
6 multin_zz1000_71001_barra_leverage_botG 44.45 66.07 67.51 101.05 67.51 -54.82 -322.06 -400.16 -275.65
7 multin_zz1000_71001_barra_growth_botG 34.25 55.87 57.31 90.85 57.32 -65.02 -332.25 -410.36 -285.85
8 multin_zz1000_71001_barra_earningsyield_topG 32.46 54.08 55.52 89.06 55.52 -66.81 -334.05 -412.15 -287.65
9 multin_zz1000_71001_barra_earningsyield_botG 32.33 53.95 55.39 88.93 55.39 -66.94 -334.17 -412.28 -287.77
10 multin_zz1000_71001_barra_leverage_topG 30.07 51.68 53.13 86.66 53.13 -69.20 -336.44 -414.55 -290.04
11 multin_zz1000_71001_barra_beta_botG 25.05 46.67 48.11 81.64 48.11 -74.22 -341.46 -419.56 -295.06
12 multin_zz1000_71001_barra_beta_topG 20.79 42.41 43.85 77.38 43.85 -78.48 -345.72 -423.82 -299.32
13 multin_zz1000_71001_barra_btop_topG 9.37 30.98 32.42 65.96 32.43 -89.90 -357.14 -435.25 -310.74
14 multin_zz1000_71001_barra_btop_botG 3.65 25.27 26.71 60.25 26.71 -95.62 -362.86 -440.96 -316.46
15 multin_zz1000_71001_barra_nonlinearsize_topG -0.09 21.53 22.97 56.51 22.97 -99.36 -366.60 -444.70 -320.20
16 multin_zz1000_71001_barra_residualvolatility_topG -4.33 17.29 18.73 52.27 18.74 -103.60 -370.83 -448.94 -324.43
17 multin_zz1000_71001_barra_momentum_topG -28.67 -7.05 -5.61 27.93 -5.61 -127.94 -395.18 -473.28 -348.78
18 multin_zz1000_71001_barra_liquidity_topG -30.93 -9.31 -7.87 25.67 -7.87 -130.20 -397.43 -475.54 -351.03
19 multin_zz1000_71001_barra_size_topG -35.82 -14.20 -12.76 20.78 -12.76 -135.09 -402.33 -480.43 -355.93