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_20250318_151627
0 multin_zz1000_71001_barra_nonlinearsize_botG 46.40 38.87 81.92 50.57 81.92 9.29 -174.56 -288.02 -367.17
1 multin_zz1000_71001_barra_size_botG 46.40 38.87 81.92 50.57 81.92 9.29 -174.56 -288.02 -367.17
2 multin_zz1000_71001_barra_liquidity_botG 24.23 16.70 59.75 28.40 59.75 -12.87 -196.73 -310.19 -389.34
3 multin_zz1000_71001_barra_leverage_botG 23.05 15.52 58.57 27.22 58.57 -14.05 -197.91 -311.36 -390.52
4 multin_zz1000_71001_barra_liquidity_topG 18.99 11.46 54.51 23.16 54.51 -18.11 -201.97 -315.42 -394.58
5 multin_zz1000_71001_barra_residualvolatility_botG 13.96 6.42 49.47 18.13 49.47 -23.15 -207.01 -320.46 -399.62
6 multin_zz1000_71001_barra_momentum_topG 13.17 5.64 48.69 17.34 48.69 -23.93 -207.79 -321.24 -400.40
7 multin_zz1000_71001_barra_growth_botG 11.04 3.50 46.55 15.20 46.55 -26.07 -209.93 -323.38 -402.54
8 multin_zz1000_71001_barra_residualvolatility_topG 10.10 2.57 45.62 14.27 45.62 -27.00 -210.86 -324.31 -403.47
9 multin_zz1000_71001_barra_growth_topG 8.27 0.74 43.78 12.44 43.78 -28.84 -212.70 -326.15 -405.30
10 multin_zz1000_71001_barra_momentum_botG 5.57 -1.96 41.09 9.74 41.09 -31.53 -215.39 -328.85 -408.00
11 multin_zz1000_71001_barra_beta_botG 4.79 -2.74 40.31 8.96 40.31 -32.31 -216.17 -329.62 -408.78
12 multin_zz1000_71001_barra_earningsyield_topG 3.28 -4.25 38.80 7.45 38.80 -33.82 -217.68 -331.13 -410.29
13 multin_zz1000_71001_barra_btop_botG -0.05 -7.58 35.47 4.12 35.47 -37.16 -221.01 -334.47 -413.62
14 multin_zz1000_71001_barra_earningsyield_botG -1.94 -9.47 33.58 2.23 33.58 -39.05 -222.90 -336.36 -415.51
15 multin_zz1000_71001_barra_nonlinearsize_topG -3.75 -11.28 31.77 0.42 31.77 -40.85 -224.71 -338.16 -417.32
16 multin_zz1000_71001_barra_size_topG -5.88 -13.42 29.63 -1.72 29.63 -42.99 -226.85 -340.30 -419.46
17 multin_zz1000_71001_barra_beta_topG -6.14 -13.67 29.37 -1.97 29.37 -43.25 -227.11 -340.56 -419.71
18 multin_zz1000_71001_barra_leverage_topG -22.20 -29.73 13.32 -18.03 13.32 -59.30 -243.16 -356.62 -435.77
19 multin_zz1000_71001_barra_btop_topG -28.47 -36.00 7.05 -24.30 7.05 -65.57 -249.43 -362.88 -442.04