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_20250414_151542
0 multin_zz1000_71001_barra_nonlinearsize_botG 140.70 187.06 272.67 245.87 272.67 40.67 -292.87 -393.38 -553.91
1 multin_zz1000_71001_barra_size_botG 140.70 187.06 272.67 245.87 272.67 40.67 -292.87 -393.38 -553.91
2 multin_zz1000_71001_barra_residualvolatility_topG 128.24 174.59 260.20 233.41 260.20 28.21 -305.33 -405.85 -566.37
3 multin_zz1000_71001_barra_liquidity_topG 100.51 146.86 232.47 205.68 232.47 0.48 -333.07 -433.58 -594.10
4 multin_zz1000_71001_barra_growth_botG 96.11 142.47 228.07 201.28 228.07 -3.92 -337.46 -437.98 -598.50
5 multin_zz1000_71001_barra_momentum_topG 87.64 134.00 219.61 192.81 219.61 -12.38 -345.93 -446.44 -606.96
6 multin_zz1000_71001_barra_beta_topG 82.35 128.71 214.31 187.52 214.31 -17.68 -351.22 -451.74 -612.26
7 multin_zz1000_71001_barra_btop_botG 60.40 106.76 192.36 165.57 192.36 -39.63 -373.17 -473.69 -634.21
8 multin_zz1000_71001_barra_earningsyield_botG 56.15 102.51 188.11 161.32 188.11 -43.88 -377.42 -477.94 -638.46
9 multin_zz1000_71001_barra_leverage_topG 49.97 96.33 181.93 155.14 181.93 -50.06 -383.60 -484.11 -644.64
10 multin_zz1000_71001_barra_leverage_botG 40.08 86.43 172.04 145.25 172.04 -59.95 -393.50 -494.01 -654.53
11 multin_zz1000_71001_barra_growth_topG 30.39 76.75 162.35 135.56 162.35 -69.64 -403.18 -503.70 -664.22
12 multin_zz1000_71001_barra_liquidity_botG 24.75 71.11 156.71 129.92 156.71 -75.28 -408.82 -509.34 -669.86
13 multin_zz1000_71001_barra_momentum_botG 20.26 66.61 152.22 125.43 152.22 -79.77 -413.32 -513.83 -674.35
14 multin_zz1000_71001_barra_btop_topG 15.20 61.56 147.16 120.37 147.16 -84.83 -418.37 -518.89 -679.41
15 multin_zz1000_71001_barra_nonlinearsize_topG 3.05 49.41 135.02 108.22 135.02 -96.97 -430.52 -531.03 -691.55
16 multin_zz1000_71001_barra_beta_botG -0.12 46.23 131.84 105.05 131.84 -100.15 -433.70 -534.21 -694.73
17 multin_zz1000_71001_barra_earningsyield_topG -10.82 35.54 121.14 94.35 121.14 -110.85 -444.39 -544.91 -705.43
18 multin_zz1000_71001_barra_residualvolatility_botG -14.51 31.85 117.46 90.66 117.46 -114.54 -448.08 -548.59 -709.11
19 multin_zz1000_71001_barra_size_topG -63.06 -16.71 68.90 42.11 68.90 -163.09 -496.64 -597.15 -757.67