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_20250424_151539
0 multin_zz1000_71001_barra_btop_topG 112.94 58.29 7.81 14.92 7.82 122.02 461.65 486.29 525.34
1 multin_zz1000_71001_barra_beta_botG 111.92 57.28 6.80 13.90 6.80 121.00 460.64 485.27 524.32
2 multin_zz1000_71001_barra_earningsyield_topG 98.89 44.24 -6.23 0.87 -6.23 107.97 447.60 472.24 511.29
3 multin_zz1000_71001_barra_liquidity_botG 84.12 29.47 -21.01 -13.90 -21.00 93.20 432.83 457.47 496.52
4 multin_zz1000_71001_barra_leverage_topG 82.05 27.40 -23.08 -15.97 -23.07 91.13 430.76 455.40 494.45
5 multin_zz1000_71001_barra_size_topG 61.76 7.11 -43.36 -36.26 -43.36 70.84 410.47 435.11 474.16
6 multin_zz1000_71001_barra_momentum_botG 59.92 5.28 -45.20 -38.10 -45.20 69.00 408.64 433.27 472.32
7 multin_zz1000_71001_barra_residualvolatility_botG 32.46 -22.18 -72.66 -65.55 -72.66 41.55 381.18 405.81 444.87
8 multin_zz1000_71001_barra_nonlinearsize_topG 26.80 -27.84 -78.32 -71.21 -78.32 35.89 375.52 400.15 439.21
9 multin_zz1000_71001_barra_leverage_botG 17.40 -37.25 -87.73 -80.62 -87.72 26.48 366.11 390.75 429.80
10 multin_zz1000_71001_barra_growth_botG -3.04 -57.68 -108.16 -101.05 -108.16 6.04 345.68 370.31 409.37
11 multin_zz1000_71001_barra_growth_topG -19.11 -73.75 -124.23 -117.13 -124.23 -10.03 329.61 354.24 393.29
12 multin_zz1000_71001_barra_earningsyield_botG -32.68 -87.32 -137.80 -130.69 -137.80 -23.59 316.04 340.67 379.73
13 multin_zz1000_71001_barra_size_botG -39.93 -94.58 -145.06 -137.95 -145.05 -30.85 308.78 333.42 372.47
14 multin_zz1000_71001_barra_nonlinearsize_botG -39.93 -94.58 -145.06 -137.95 -145.06 -30.85 308.78 333.41 372.47
15 multin_zz1000_71001_barra_momentum_topG -63.47 -118.11 -168.59 -161.49 -168.59 -54.39 285.25 309.88 348.93
16 multin_zz1000_71001_barra_btop_botG -68.05 -122.69 -173.17 -166.07 -173.17 -58.97 280.67 305.30 344.36
17 multin_zz1000_71001_barra_liquidity_topG -112.19 -166.83 -217.31 -210.20 -217.31 -103.10 236.53 261.16 300.22
18 multin_zz1000_71001_barra_residualvolatility_topG -123.80 -178.44 -228.92 -221.81 -228.92 -114.72 224.92 249.55 288.61
19 multin_zz1000_71001_barra_beta_topG -162.02 -216.66 -267.14 -260.03 -267.14 -152.93 186.70 211.33 250.39