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_20250319_154554
0 multin_zz1000_71001_barra_earningsyield_topG 67.21 47.49 -6.69 -11.28 -6.69 109.76 732.71 871.65 952.10
1 multin_zz1000_71001_barra_btop_topG 58.35 38.63 -15.56 -20.14 -15.56 100.89 723.85 862.78 943.24
2 multin_zz1000_71001_barra_momentum_botG 51.94 32.22 -21.96 -26.55 -21.96 94.48 717.44 856.37 936.83
3 multin_zz1000_71001_barra_leverage_topG 42.64 22.92 -31.26 -35.85 -31.26 85.19 708.14 847.08 927.54
4 multin_zz1000_71001_barra_size_topG 23.84 4.12 -50.06 -54.65 -50.06 66.38 689.34 828.27 908.73
5 multin_zz1000_71001_barra_liquidity_botG 11.63 -8.09 -62.27 -66.86 -62.27 54.17 677.13 816.06 896.52
6 multin_zz1000_71001_barra_growth_botG 9.78 -9.94 -64.12 -68.71 -64.12 52.33 675.28 814.22 894.68
7 multin_zz1000_71001_barra_nonlinearsize_topG 9.57 -10.15 -64.33 -68.92 -64.33 52.12 675.07 814.01 894.47
8 multin_zz1000_71001_barra_beta_botG -0.99 -20.71 -74.89 -79.48 -74.89 41.56 664.51 803.45 883.91
9 multin_zz1000_71001_barra_residualvolatility_topG -20.75 -40.47 -94.65 -99.24 -94.65 21.80 644.75 783.69 864.15
10 multin_zz1000_71001_barra_momentum_topG -25.53 -45.26 -99.44 -104.03 -99.44 17.01 639.97 778.90 859.36
11 multin_zz1000_71001_barra_leverage_botG -30.61 -50.33 -104.51 -109.10 -104.51 11.94 634.89 773.83 854.29
12 multin_zz1000_71001_barra_liquidity_topG -35.37 -55.09 -109.27 -113.86 -109.27 7.17 630.13 769.06 849.52
13 multin_zz1000_71001_barra_growth_topG -47.36 -67.08 -121.27 -125.85 -121.27 -4.82 618.14 757.07 837.53
14 multin_zz1000_71001_barra_residualvolatility_botG -60.64 -80.36 -134.54 -139.13 -134.54 -18.09 604.86 743.80 824.25
15 multin_zz1000_71001_barra_earningsyield_botG -78.23 -97.95 -152.13 -156.72 -152.13 -35.68 587.27 726.21 806.66
16 multin_zz1000_71001_barra_btop_botG -95.66 -115.38 -169.56 -174.15 -169.56 -53.12 569.84 708.77 789.23
17 multin_zz1000_71001_barra_nonlinearsize_botG -137.74 -157.46 -211.64 -216.23 -211.64 -95.19 527.76 666.70 747.16
18 multin_zz1000_71001_barra_size_botG -137.74 -157.46 -211.64 -216.23 -211.64 -95.19 527.76 666.70 747.16
19 multin_zz1000_71001_barra_beta_topG -143.32 -163.04 -217.22 -221.81 -217.22 -100.78 522.18 661.11 741.57