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_20250507_151533
0 multin_zz1000_71001_barra_residualvolatility_topG 111.33 111.80 128.48 72.66 128.48 27.22 -100.83 -67.30 -12.05
1 multin_zz1000_71001_barra_nonlinearsize_botG 102.93 103.40 120.07 64.26 120.07 18.82 -109.23 -75.70 -20.46
2 multin_zz1000_71001_barra_size_botG 102.93 103.40 120.07 64.26 120.07 18.82 -109.23 -75.70 -20.46
3 multin_zz1000_71001_barra_growth_botG 85.30 85.77 102.44 46.63 102.44 1.19 -126.86 -93.33 -38.09
4 multin_zz1000_71001_barra_liquidity_botG 71.32 71.79 88.46 32.65 88.46 -12.79 -140.84 -107.31 -52.06
5 multin_zz1000_71001_barra_btop_topG 70.98 71.46 88.13 32.32 88.13 -13.12 -141.18 -107.64 -52.40
6 multin_zz1000_71001_barra_beta_botG 70.77 71.24 87.91 32.10 87.91 -13.34 -141.39 -107.86 -52.62
7 multin_zz1000_71001_barra_leverage_topG 61.07 61.54 78.21 22.40 78.21 -23.04 -151.09 -117.56 -62.32
8 multin_zz1000_71001_barra_momentum_botG 49.54 50.01 66.69 10.87 66.69 -34.57 -162.62 -129.09 -73.84
9 multin_zz1000_71001_barra_earningsyield_topG 46.60 47.08 63.75 7.94 63.75 -37.50 -165.56 -132.02 -76.78
10 multin_zz1000_71001_barra_liquidity_topG 44.71 45.18 61.85 6.04 61.85 -39.40 -167.45 -133.92 -78.68
11 multin_zz1000_71001_barra_earningsyield_botG 44.67 45.14 61.82 6.00 61.82 -39.44 -167.49 -133.96 -78.71
12 multin_zz1000_71001_barra_growth_topG 43.38 43.85 60.53 4.72 60.53 -40.73 -168.78 -135.25 -80.00
13 multin_zz1000_71001_barra_leverage_botG 41.64 42.11 58.78 2.97 58.78 -42.47 -170.52 -136.99 -81.75
14 multin_zz1000_71001_barra_residualvolatility_botG 38.39 38.86 55.53 -0.28 55.53 -45.72 -173.77 -140.24 -85.00
15 multin_zz1000_71001_barra_btop_botG 15.77 16.25 32.92 -22.89 32.92 -68.33 -196.39 -162.85 -107.61
16 multin_zz1000_71001_barra_beta_topG 15.11 15.58 32.25 -23.56 32.25 -69.00 -197.05 -163.52 -108.28
17 multin_zz1000_71001_barra_momentum_topG 11.82 12.30 28.97 -26.84 28.97 -72.29 -200.34 -166.80 -111.56
18 multin_zz1000_71001_barra_size_topG 11.00 11.47 28.14 -27.67 28.14 -73.11 -201.16 -167.63 -112.39
19 multin_zz1000_71001_barra_nonlinearsize_topG 10.30 10.77 27.45 -28.36 27.45 -73.81 -201.86 -168.33 -113.08