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_20250402_151606
0 multin_zz1000_71001_barra_momentum_topG 41.13 58.52 70.91 78.56 70.91 38.93 47.16 62.28 62.52
1 multin_zz1000_71001_barra_growth_topG 12.74 30.13 42.53 50.18 42.53 10.55 18.77 33.90 34.14
2 multin_zz1000_71001_barra_size_botG 3.55 20.94 33.33 40.98 33.33 1.35 9.58 24.70 24.94
3 multin_zz1000_71001_barra_nonlinearsize_botG 3.55 20.94 33.33 40.98 33.33 1.35 9.58 24.70 24.94
4 multin_zz1000_71001_barra_leverage_botG 2.74 20.13 32.53 40.18 32.53 0.55 8.77 23.90 24.13
5 multin_zz1000_71001_barra_liquidity_topG 1.23 18.62 31.02 38.67 31.02 -0.96 7.26 22.39 22.63
6 multin_zz1000_71001_barra_liquidity_botG 0.80 18.18 30.58 38.23 30.58 -1.40 6.82 21.95 22.19
7 multin_zz1000_71001_barra_beta_topG -2.94 14.44 26.84 34.49 26.84 -5.14 3.08 18.21 18.45
8 multin_zz1000_71001_barra_residualvolatility_topG -3.17 14.22 26.62 34.27 26.62 -5.36 2.86 17.99 18.23
9 multin_zz1000_71001_barra_btop_botG -8.07 9.32 21.72 29.37 21.72 -10.26 -2.04 13.09 13.32
10 multin_zz1000_71001_barra_earningsyield_topG -10.13 7.26 19.66 27.31 19.66 -12.32 -4.10 11.03 11.26
11 multin_zz1000_71001_barra_residualvolatility_botG -10.93 6.45 18.85 26.50 18.85 -13.13 -4.91 10.22 10.46
12 multin_zz1000_71001_barra_nonlinearsize_topG -13.02 4.36 16.76 24.41 16.76 -15.22 -7.00 8.13 8.37
13 multin_zz1000_71001_barra_earningsyield_botG -16.03 1.36 13.75 21.40 13.75 -18.23 -10.00 5.12 5.36
14 multin_zz1000_71001_barra_growth_botG -19.61 -2.22 10.17 17.82 10.17 -21.81 -13.58 1.54 1.78
15 multin_zz1000_71001_barra_size_topG -27.10 -9.72 2.68 10.33 2.68 -29.30 -21.08 -5.95 -5.71
16 multin_zz1000_71001_barra_btop_topG -33.72 -16.34 -3.94 3.71 -3.94 -35.92 -27.70 -12.57 -12.33
17 multin_zz1000_71001_barra_momentum_botG -39.21 -21.82 -9.43 -1.78 -9.43 -41.41 -33.18 -18.06 -17.82
18 multin_zz1000_71001_barra_beta_botG -39.32 -21.94 -9.54 -1.89 -9.54 -41.52 -33.29 -18.17 -17.93
19 multin_zz1000_71001_barra_leverage_topG -48.78 -31.40 -19.00 -11.35 -19.00 -50.98 -42.76 -27.63 -27.39