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_20250415_151543
0 multin_zz1000_71001_barra_nonlinearsize_botG 90.06 89.81 47.77 44.02 47.76 11.71 -41.49 -25.34 -29.91
1 multin_zz1000_71001_barra_size_botG 90.06 89.80 47.76 44.02 47.76 11.71 -41.49 -25.34 -29.91
2 multin_zz1000_71001_barra_liquidity_botG 76.69 76.43 34.39 30.65 34.39 -1.66 -54.86 -38.71 -43.28
3 multin_zz1000_71001_barra_earningsyield_topG 64.91 64.66 22.62 18.87 22.62 -13.44 -66.64 -50.49 -55.06
4 multin_zz1000_71001_barra_residualvolatility_botG 51.90 51.65 9.61 5.86 9.60 -26.45 -79.65 -63.50 -68.07
5 multin_zz1000_71001_barra_beta_botG 51.45 51.19 9.15 5.41 9.15 -26.91 -80.11 -63.95 -68.53
6 multin_zz1000_71001_barra_momentum_botG 49.07 48.81 6.77 3.03 6.77 -29.28 -82.48 -66.33 -70.90
7 multin_zz1000_71001_barra_leverage_botG 43.94 43.68 1.64 -2.11 1.64 -34.42 -87.62 -71.47 -76.04
8 multin_zz1000_71001_barra_growth_topG 35.45 35.20 -6.84 -10.59 -6.85 -42.90 -96.10 -79.95 -84.52
9 multin_zz1000_71001_barra_btop_topG 31.11 30.85 -11.19 -14.94 -11.19 -47.25 -100.45 -84.30 -88.87
10 multin_zz1000_71001_barra_liquidity_topG 30.90 30.65 -11.39 -15.14 -11.40 -47.45 -100.65 -84.50 -89.07
11 multin_zz1000_71001_barra_momentum_topG 23.38 23.12 -18.92 -22.66 -18.92 -54.97 -108.17 -92.02 -96.59
12 multin_zz1000_71001_barra_growth_botG 21.16 20.90 -21.14 -24.88 -21.14 -57.20 -110.39 -94.24 -98.82
13 multin_zz1000_71001_barra_leverage_topG 20.39 20.14 -21.90 -25.65 -21.90 -57.96 -111.16 -95.01 -99.58
14 multin_zz1000_71001_barra_beta_topG 17.06 16.80 -25.24 -28.99 -25.24 -61.30 -114.50 -98.35 -102.92
15 multin_zz1000_71001_barra_residualvolatility_topG 9.22 8.96 -33.08 -36.82 -33.08 -69.13 -122.33 -106.18 -110.75
16 multin_zz1000_71001_barra_nonlinearsize_topG 6.08 5.82 -36.22 -39.97 -36.22 -72.28 -125.48 -109.32 -113.90
17 multin_zz1000_71001_barra_btop_botG 4.93 4.67 -37.37 -41.11 -37.37 -73.42 -126.62 -110.47 -115.04
18 multin_zz1000_71001_barra_size_topG 1.00 0.75 -41.29 -45.04 -41.30 -77.35 -130.55 -114.40 -118.97
19 multin_zz1000_71001_barra_earningsyield_botG -6.38 -6.63 -48.67 -52.42 -48.67 -84.73 -137.93 -121.78 -126.35