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_20250422_151526
0 multin_zz1000_71001_barra_liquidity_botG 89.54 115.64 86.00 84.27 86.00 74.11 91.37 89.62 -19.96
1 multin_zz1000_71001_barra_btop_topG 84.05 110.15 80.51 78.78 80.51 68.62 85.88 84.13 -25.45
2 multin_zz1000_71001_barra_beta_botG 56.08 82.18 52.53 50.80 52.54 40.64 57.90 56.16 -53.42
3 multin_zz1000_71001_barra_earningsyield_topG 50.33 76.43 46.79 45.05 46.79 34.89 52.15 50.41 -59.17
4 multin_zz1000_71001_barra_leverage_topG 49.93 76.03 46.39 44.65 46.39 34.49 51.75 50.01 -59.57
5 multin_zz1000_71001_barra_momentum_botG 40.27 66.37 36.72 34.99 36.72 24.83 42.09 40.34 -69.24
6 multin_zz1000_71001_barra_residualvolatility_botG 39.55 65.65 36.00 34.27 36.00 24.11 41.37 39.63 -69.95
7 multin_zz1000_71001_barra_size_botG 18.11 44.20 14.56 12.83 14.56 2.67 19.93 18.18 -91.40
8 multin_zz1000_71001_barra_nonlinearsize_botG 18.11 44.20 14.56 12.83 14.56 2.67 19.93 18.18 -91.40
9 multin_zz1000_71001_barra_leverage_botG 4.54 30.64 0.99 -0.74 0.99 -10.90 6.36 4.61 -104.97
10 multin_zz1000_71001_barra_growth_botG 0.12 26.22 -3.42 -5.16 -3.42 -15.32 1.94 0.20 -109.38
11 multin_zz1000_71001_barra_size_topG -11.96 14.14 -15.50 -17.24 -15.50 -27.40 -10.14 -11.88 -121.46
12 multin_zz1000_71001_barra_earningsyield_botG -14.95 11.15 -18.50 -20.23 -18.49 -30.39 -13.13 -14.87 -124.45
13 multin_zz1000_71001_barra_nonlinearsize_topG -15.60 10.50 -19.14 -20.88 -19.14 -31.04 -13.78 -15.52 -125.10
14 multin_zz1000_71001_barra_growth_topG -18.13 7.97 -21.67 -23.40 -21.67 -33.56 -16.30 -18.05 -127.63
15 multin_zz1000_71001_barra_btop_botG -77.25 -51.15 -80.79 -82.53 -80.79 -92.69 -75.43 -77.17 -186.75
16 multin_zz1000_71001_barra_residualvolatility_topG -79.93 -53.83 -83.48 -85.21 -83.47 -95.37 -78.11 -79.85 -189.43
17 multin_zz1000_71001_barra_beta_topG -83.35 -57.25 -86.90 -88.63 -86.90 -98.79 -81.53 -83.27 -192.85
18 multin_zz1000_71001_barra_liquidity_topG -85.02 -58.93 -88.57 -90.30 -88.57 -100.46 -83.20 -84.95 -194.53
19 multin_zz1000_71001_barra_momentum_topG -131.04 -104.94 -134.59 -136.32 -134.59 -146.48 -129.22 -130.97 -240.55