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_20250425_151547
0 multin_zz1000_71001_barra_leverage_topG 27.23 21.67 63.01 54.08 63.01 65.75 13.57 61.71 62.52
1 multin_zz1000_71001_barra_btop_topG 26.95 21.38 62.72 53.80 62.73 65.46 13.28 61.43 62.24
2 multin_zz1000_71001_barra_momentum_topG 23.76 18.20 59.54 50.61 59.54 62.28 10.10 58.24 59.05
3 multin_zz1000_71001_barra_nonlinearsize_topG 1.73 -3.83 37.51 28.58 37.51 40.24 -11.94 36.21 37.02
4 multin_zz1000_71001_barra_liquidity_topG -0.85 -6.41 34.93 26.00 34.93 37.66 -14.52 33.63 34.44
5 multin_zz1000_71001_barra_liquidity_botG -5.07 -10.63 30.71 21.78 30.71 33.45 -18.73 29.41 30.22
6 multin_zz1000_71001_barra_earningsyield_topG -5.39 -10.96 30.38 21.46 30.39 33.12 -19.06 29.09 29.89
7 multin_zz1000_71001_barra_size_topG -7.31 -12.87 28.47 19.54 28.47 31.20 -20.98 27.17 27.98
8 multin_zz1000_71001_barra_residualvolatility_botG -9.07 -14.64 26.70 17.78 26.71 29.44 -22.74 25.41 26.22
9 multin_zz1000_71001_barra_earningsyield_botG -12.91 -18.47 22.87 13.94 22.87 25.60 -26.57 21.57 22.38
10 multin_zz1000_71001_barra_growth_topG -13.21 -18.77 22.57 13.64 22.57 25.30 -26.87 21.27 22.08
11 multin_zz1000_71001_barra_beta_topG -17.24 -22.80 18.54 9.62 18.54 21.28 -30.90 17.24 18.05
12 multin_zz1000_71001_barra_growth_botG -32.13 -37.69 3.65 -5.28 3.65 6.38 -45.79 2.35 3.16
13 multin_zz1000_71001_barra_beta_botG -37.53 -43.09 -1.75 -10.68 -1.75 0.98 -51.19 -3.05 -2.24
14 multin_zz1000_71001_barra_btop_botG -37.64 -43.20 -1.86 -10.79 -1.86 0.88 -51.30 -3.16 -2.35
15 multin_zz1000_71001_barra_size_botG -41.97 -47.53 -6.19 -15.12 -6.19 -3.46 -55.64 -7.49 -6.68
16 multin_zz1000_71001_barra_nonlinearsize_botG -41.97 -47.53 -6.19 -15.12 -6.19 -3.46 -55.64 -7.49 -6.68
17 multin_zz1000_71001_barra_momentum_botG -47.24 -52.80 -11.46 -20.39 -11.46 -8.73 -60.90 -12.76 -11.95
18 multin_zz1000_71001_barra_leverage_botG -47.56 -53.13 -11.79 -20.71 -11.78 -9.05 -61.23 -13.08 -12.28
19 multin_zz1000_71001_barra_residualvolatility_topG -71.85 -77.42 -36.08 -45.00 -36.07 -33.34 -85.52 -37.37 -36.56