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_20250317_152151
0 multin_zz1000_71001_barra_nonlinearsize_botG 107.60 115.77 136.06 157.83 136.06 46.29 -262.54 -284.54 -206.00
1 multin_zz1000_71001_barra_size_botG 107.60 115.77 136.06 157.83 136.06 46.29 -262.55 -284.54 -206.01
2 multin_zz1000_71001_barra_residualvolatility_topG 57.95 66.12 86.41 108.18 86.41 -3.36 -312.19 -334.19 -255.65
3 multin_zz1000_71001_barra_residualvolatility_botG 54.32 62.49 82.78 104.55 82.78 -6.99 -315.82 -337.82 -259.28
4 multin_zz1000_71001_barra_beta_topG 54.04 62.21 82.50 104.27 82.50 -7.27 -316.10 -338.10 -259.56
5 multin_zz1000_71001_barra_liquidity_botG 50.36 58.53 78.81 100.59 78.82 -10.95 -319.79 -341.78 -263.25
6 multin_zz1000_71001_barra_growth_topG 44.64 52.81 73.10 94.87 73.10 -16.67 -325.50 -347.50 -268.96
7 multin_zz1000_71001_barra_growth_botG 41.97 50.15 70.43 92.21 70.43 -19.34 -328.17 -350.17 -271.63
8 multin_zz1000_71001_barra_momentum_topG 41.53 49.71 69.99 91.77 69.99 -19.78 -328.61 -350.61 -272.07
9 multin_zz1000_71001_barra_liquidity_topG 41.05 49.23 69.51 91.29 69.51 -20.26 -329.09 -351.09 -272.55
10 multin_zz1000_71001_barra_earningsyield_botG 40.87 49.04 69.33 91.10 69.33 -20.44 -329.27 -351.27 -272.73
11 multin_zz1000_71001_barra_leverage_topG 39.90 48.07 68.36 90.13 68.36 -21.41 -330.24 -352.24 -273.70
12 multin_zz1000_71001_barra_btop_botG 37.95 46.13 66.41 88.19 66.41 -23.36 -332.19 -354.19 -275.65
13 multin_zz1000_71001_barra_momentum_botG 31.52 39.70 59.98 81.76 59.98 -29.79 -338.62 -360.62 -282.08
14 multin_zz1000_71001_barra_btop_topG 31.42 39.59 59.88 81.65 59.88 -29.89 -338.72 -360.72 -282.18
15 multin_zz1000_71001_barra_leverage_botG 27.73 35.91 56.19 77.97 56.19 -33.58 -342.41 -364.41 -285.87
16 multin_zz1000_71001_barra_earningsyield_topG 21.46 29.63 49.92 71.69 49.92 -39.85 -348.68 -370.68 -292.14
17 multin_zz1000_71001_barra_beta_botG 11.90 20.07 40.36 62.13 40.36 -49.41 -358.24 -380.24 -301.70
18 multin_zz1000_71001_barra_nonlinearsize_topG 6.96 15.13 35.42 57.19 35.42 -54.35 -363.18 -385.18 -306.64
19 multin_zz1000_71001_barra_size_topG -22.89 -14.72 5.57 27.34 5.57 -84.20 -393.03 -415.03 -336.49