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_20250327_151530
0 multin_zz1000_71001_barra_size_topG 26.08 0.03 16.97 -16.87 16.97 92.91 46.31 -129.80 -178.40
1 multin_zz1000_71001_barra_leverage_botG 10.76 -15.29 1.65 -32.19 1.65 77.58 30.98 -145.13 -193.72
2 multin_zz1000_71001_barra_residualvolatility_botG 8.29 -17.76 -0.82 -34.66 -0.82 75.12 28.52 -147.59 -196.18
3 multin_zz1000_71001_barra_btop_botG 7.81 -18.24 -1.30 -35.14 -1.30 74.63 28.03 -148.08 -196.67
4 multin_zz1000_71001_barra_liquidity_botG 1.65 -24.40 -7.46 -41.30 -7.46 68.48 21.87 -154.23 -202.83
5 multin_zz1000_71001_barra_nonlinearsize_topG -11.05 -37.10 -20.16 -54.00 -20.16 55.77 9.17 -166.93 -215.53
6 multin_zz1000_71001_barra_beta_topG -17.52 -43.57 -26.63 -60.47 -26.63 49.30 2.70 -173.40 -222.00
7 multin_zz1000_71001_barra_earningsyield_topG -26.21 -52.26 -35.32 -69.16 -35.32 40.62 -5.98 -182.09 -230.69
8 multin_zz1000_71001_barra_earningsyield_botG -27.22 -53.27 -36.33 -70.17 -36.33 39.60 -7.00 -183.10 -231.70
9 multin_zz1000_71001_barra_momentum_topG -29.74 -55.79 -38.85 -72.69 -38.85 37.09 -9.52 -185.62 -234.22
10 multin_zz1000_71001_barra_beta_botG -39.11 -65.16 -48.22 -82.06 -48.22 27.71 -18.89 -194.99 -243.59
11 multin_zz1000_71001_barra_growth_topG -40.25 -66.30 -49.36 -83.20 -49.36 26.57 -20.03 -196.13 -244.73
12 multin_zz1000_71001_barra_momentum_botG -41.25 -67.30 -50.36 -84.20 -50.35 25.58 -21.02 -197.13 -245.72
13 multin_zz1000_71001_barra_size_botG -43.24 -69.29 -52.35 -86.19 -52.35 23.59 -23.01 -199.12 -247.72
14 multin_zz1000_71001_barra_nonlinearsize_botG -43.24 -69.29 -52.35 -86.19 -52.35 23.59 -23.01 -199.12 -247.72
15 multin_zz1000_71001_barra_growth_botG -47.61 -73.66 -56.72 -90.56 -56.72 19.21 -27.39 -203.50 -252.09
16 multin_zz1000_71001_barra_btop_topG -59.21 -85.26 -68.32 -102.16 -68.31 7.62 -38.98 -215.09 -263.68
17 multin_zz1000_71001_barra_leverage_topG -79.27 -105.32 -88.38 -122.22 -88.38 -12.45 -59.05 -235.15 -283.75
18 multin_zz1000_71001_barra_liquidity_topG -117.84 -143.90 -126.96 -160.80 -126.95 -51.02 -97.62 -273.73 -322.32
19 multin_zz1000_71001_barra_residualvolatility_topG -126.74 -152.79 -135.85 -169.69 -135.85 -59.91 -106.51 -282.62 -331.21