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_20250411_151558
0 multin_zz1000_71001_barra_momentum_topG 84.91 148.03 222.11 179.30 222.11 133.60 47.60 170.21 193.43
1 multin_zz1000_71001_barra_beta_topG 38.53 101.65 175.74 132.93 175.74 87.23 1.23 123.84 147.05
2 multin_zz1000_71001_barra_btop_botG 33.12 96.24 170.32 127.52 170.33 81.82 -4.18 118.42 141.64
3 multin_zz1000_71001_barra_earningsyield_botG 20.55 83.67 157.75 114.94 157.75 69.25 -16.76 105.85 129.07
4 multin_zz1000_71001_barra_growth_topG 7.58 70.70 144.78 101.98 144.78 56.28 -29.72 92.88 116.10
5 multin_zz1000_71001_barra_leverage_botG 1.08 64.20 138.28 95.47 138.28 49.77 -36.23 86.38 109.59
6 multin_zz1000_71001_barra_liquidity_topG -1.94 61.18 135.26 92.46 135.26 46.76 -39.24 83.36 106.58
7 multin_zz1000_71001_barra_residualvolatility_botG -32.44 30.68 104.76 61.95 104.76 16.26 -69.74 52.86 76.08
8 multin_zz1000_71001_barra_nonlinearsize_topG -46.22 16.90 90.98 48.18 90.99 2.48 -83.52 39.08 62.30
9 multin_zz1000_71001_barra_growth_botG -47.74 15.38 89.46 46.65 89.46 0.96 -85.05 37.56 60.78
10 multin_zz1000_71001_barra_size_botG -71.70 -8.58 65.50 22.70 65.50 -23.00 -109.00 13.60 36.82
11 multin_zz1000_71001_barra_nonlinearsize_botG -71.70 -8.58 65.50 22.70 65.50 -23.00 -109.00 13.60 36.82
12 multin_zz1000_71001_barra_liquidity_botG -80.05 -16.93 57.15 14.34 57.15 -31.36 -117.36 5.25 28.46
13 multin_zz1000_71001_barra_size_topG -80.36 -17.24 56.84 14.03 56.84 -31.67 -117.67 4.94 28.15
14 multin_zz1000_71001_barra_residualvolatility_topG -94.06 -30.94 43.14 0.34 43.15 -45.36 -131.36 -8.76 14.46
15 multin_zz1000_71001_barra_leverage_topG -125.24 -62.12 11.96 -30.85 11.96 -76.55 -162.55 -39.94 -16.73
16 multin_zz1000_71001_barra_momentum_botG -136.00 -72.88 1.20 -41.61 1.20 -87.31 -173.31 -50.70 -27.48
17 multin_zz1000_71001_barra_earningsyield_topG -141.10 -77.98 -3.90 -46.70 -3.89 -92.40 -178.40 -55.80 -32.58
18 multin_zz1000_71001_barra_btop_topG -141.75 -78.63 -4.55 -47.35 -4.55 -93.05 -179.05 -56.45 -33.23
19 multin_zz1000_71001_barra_beta_botG -224.59 -161.47 -87.39 -130.19 -87.39 -175.89 -261.89 -139.29 -116.07