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_20250326_151641
0 multin_zz1000_71001_barra_nonlinearsize_botG 113.18 148.30 154.57 186.65 154.57 7.88 -37.81 -100.19 -127.94
1 multin_zz1000_71001_barra_size_botG 113.18 148.30 154.57 186.65 154.57 7.88 -37.81 -100.19 -127.94
2 multin_zz1000_71001_barra_liquidity_botG 77.90 113.02 119.29 151.37 119.29 -27.41 -73.09 -135.47 -163.22
3 multin_zz1000_71001_barra_growth_botG 68.83 103.95 110.22 142.30 110.22 -36.48 -82.16 -144.54 -172.29
4 multin_zz1000_71001_barra_momentum_topG 68.46 103.58 109.85 141.93 109.85 -36.85 -82.53 -144.91 -172.66
5 multin_zz1000_71001_barra_residualvolatility_topG 64.50 99.62 105.89 137.97 105.90 -40.80 -86.48 -148.87 -176.62
6 multin_zz1000_71001_barra_liquidity_topG 59.54 94.66 100.93 133.01 100.93 -45.77 -91.45 -153.83 -181.58
7 multin_zz1000_71001_barra_leverage_topG 50.72 85.85 92.11 124.20 92.12 -54.58 -100.26 -162.64 -190.40
8 multin_zz1000_71001_barra_leverage_botG 49.60 84.72 90.99 123.07 90.99 -55.70 -101.39 -163.77 -191.52
9 multin_zz1000_71001_barra_momentum_botG 47.81 82.93 89.20 121.28 89.20 -57.50 -103.18 -165.56 -193.31
10 multin_zz1000_71001_barra_growth_topG 41.19 76.31 82.58 114.66 82.58 -64.12 -109.80 -172.18 -199.93
11 multin_zz1000_71001_barra_earningsyield_botG 33.18 68.31 74.57 106.65 74.58 -72.12 -117.80 -180.19 -207.94
12 multin_zz1000_71001_barra_btop_topG 24.07 59.19 65.46 97.54 65.46 -81.24 -126.92 -189.30 -217.05
13 multin_zz1000_71001_barra_residualvolatility_botG 15.44 50.56 56.83 88.91 56.83 -89.87 -135.55 -197.93 -225.68
14 multin_zz1000_71001_barra_btop_botG 14.47 49.59 55.86 87.94 55.86 -90.84 -136.52 -198.90 -226.65
15 multin_zz1000_71001_barra_beta_topG -4.53 30.59 36.86 68.94 36.86 -109.84 -155.52 -217.90 -245.65
16 multin_zz1000_71001_barra_nonlinearsize_topG -12.77 22.35 28.62 60.70 28.62 -118.08 -163.76 -226.14 -253.89
17 multin_zz1000_71001_barra_earningsyield_topG -13.33 21.79 28.06 60.14 28.06 -118.63 -164.32 -226.70 -254.45
18 multin_zz1000_71001_barra_beta_botG -34.41 0.72 6.99 39.07 6.99 -139.71 -185.39 -247.77 -275.53
19 multin_zz1000_71001_barra_size_topG -45.01 -9.89 -3.62 28.46 -3.62 -150.31 -196.00 -258.38 -286.13