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_20250403_151749
0 multin_zz1000_71001_barra_size_botG 174.54 148.07 57.61 115.13 57.61 84.49 -112.92 -304.22 -481.93
1 multin_zz1000_71001_barra_nonlinearsize_botG 174.53 148.07 57.60 115.13 57.61 84.49 -112.93 -304.22 -481.93
2 multin_zz1000_71001_barra_btop_topG 155.97 129.50 39.04 96.57 39.04 65.93 -131.49 -322.78 -500.49
3 multin_zz1000_71001_barra_leverage_topG 152.25 125.78 35.32 92.84 35.32 62.21 -135.21 -326.50 -504.21
4 multin_zz1000_71001_barra_residualvolatility_botG 143.12 116.65 26.18 83.71 26.19 53.07 -144.35 -335.64 -513.35
5 multin_zz1000_71001_barra_liquidity_botG 127.61 101.14 10.68 68.20 10.68 37.56 -159.85 -351.14 -528.85
6 multin_zz1000_71001_barra_momentum_botG 120.83 94.36 3.90 61.42 3.90 30.79 -166.63 -357.92 -535.63
7 multin_zz1000_71001_barra_beta_botG 114.19 87.72 -2.74 54.79 -2.74 24.15 -173.27 -364.56 -542.27
8 multin_zz1000_71001_barra_growth_botG 101.84 75.38 -15.09 42.44 -15.08 11.80 -185.62 -376.91 -554.62
9 multin_zz1000_71001_barra_earningsyield_topG 80.87 54.40 -36.06 21.46 -36.06 -9.18 -206.59 -397.88 -575.60
10 multin_zz1000_71001_barra_earningsyield_botG 79.41 52.94 -37.52 20.00 -37.52 -10.63 -208.05 -399.34 -577.05
11 multin_zz1000_71001_barra_leverage_botG 65.47 39.00 -51.46 6.06 -51.46 -24.57 -221.99 -413.28 -590.99
12 multin_zz1000_71001_barra_size_topG 37.41 10.95 -79.52 -21.99 -79.52 -52.63 -250.05 -441.34 -619.05
13 multin_zz1000_71001_barra_beta_topG 36.29 9.82 -80.64 -23.11 -80.64 -53.75 -251.17 -442.46 -620.17
14 multin_zz1000_71001_barra_growth_topG 28.70 2.23 -88.23 -30.71 -88.23 -61.34 -258.76 -450.05 -627.76
15 multin_zz1000_71001_barra_nonlinearsize_topG 18.96 -7.51 -97.97 -40.44 -97.97 -71.08 -268.50 -459.79 -637.50
16 multin_zz1000_71001_barra_btop_botG -3.54 -30.01 -120.47 -62.95 -120.47 -93.58 -291.00 -482.29 -660.00
17 multin_zz1000_71001_barra_liquidity_topG -49.10 -75.57 -166.03 -108.51 -166.03 -139.14 -336.56 -527.85 -705.56
18 multin_zz1000_71001_barra_residualvolatility_topG -58.52 -84.98 -175.45 -117.92 -175.45 -148.56 -345.98 -537.27 -714.98
19 multin_zz1000_71001_barra_momentum_topG -75.38 -101.85 -192.31 -134.79 -192.31 -165.42 -362.84 -554.13 -731.84